# EDGAR Filing Document

**Accession Number:** 0001398078
**File Stem:** 0001752724-23-039093
**Filing Date:** 2023-2
**Character Count:** 1186071
**Document Hash:** 426ad196fb90b45452bced8d18deebd0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-039093.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-039093

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Funds II
- **CENTRAL INDEX KEY:** 0001398078
- **IRS NUMBER:** 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:** 23665053

**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:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $769061146.15

**Total Liabilities:** $5028783.65

**Net Assets:** $764032362.50

**Cash Not Reported:** $20708.94

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 95788.88000000 | **1-Year:** 9109.67000000 | **5-Year:** 47015.09000000 | **10-Year:** 23852.68000000 | **30-Year:** 61877.67000000

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

- **3-Month:** 24244.28000000 | **1-Year:** 1613.36000000 | **5-Year:** 19042.84000000 | **10-Year:** 2071.10000000 | **30-Year:** 7342.46000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000050722 | 1.38%                | 3.83%                | -1.11%               |
| Class ID C000050720 | 1.41%                | 3.97%                | -1.08%               |
| Class ID C000050721 | 1.41%                | 3.86%                | -1.09%               |
| Class ID C000174022 | 1.43%                | 3.76%                | -1.17%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4503282.15             | $13937039.01                               |
| Month 2  | $-12103870.34            | $34112067.30                               |
| Month 3  | $-3712173.26             | $-4550728.31                               |

**Designated Index Information**

- **Index Name:** 70% Bloomberg U.S. Aggregate Bond Index/30% S&P 500 Index

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                   | Title                                                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| JPMorgan Chase & Co.                                   | JPMorgan Chase & Co.                                                                    | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    888000 | PA      | $866735.46    | 0.11%             | 2033-09-14      | Variable      | 5.72%                 | No            | 2                  | On Loan: No      |
| Royal Caribbean Cruises Ltd.                           | Royal Caribbean Cruises Ltd.                                                            | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     34000 | PA      | $28602.50     | 0.00%             | 2026-08-31      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | Deutsche Bank AG                                                                        | CUSIP: 25160PAJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $148996.37    | 0.02%             | 2026-07-14      | Variable      | 6.12%                 | No            | 2                  | On Loan: No      |
| Norfolk Southern Corp.                                 | Norfolk Southern Corp.                                                                  | CUSIP: 655844BZ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    160000 | PA      | $152092.75    | 0.02%             | 2028-08-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                                        | CUSIP: 06369P460<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      5511 | NS      | $467149.45    | 0.06%             | 2023-01-26      | Fixed         | 15.37%                | No            | 2                  | On Loan: No      |
| Duke Energy Corp.                                      | Duke Energy Corp.                                                                       | CUSIP: 26441CAL9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237507.68    | 0.03%             | 2023-10-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Regency Centers LP                                     | Regency Centers LP                                                                      | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64975.68     | 0.01%             | 2028-03-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Intercontinental Exchange, Inc.                                                         | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     16600 | NS      | $1702994.00   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Crocs, Inc.                                            | Crocs, Inc., Term Loan                                                                  | CUSIP: 22704NAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    156979 | PA      | $153642.81    | 0.02%             | 2029-02-20      | Variable      | 7.68%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                         | Broadcom, Inc.                                                                          | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    395000 | PA      | $311109.43    | 0.04%             | 2031-02-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| General Motors Co.                                     | General Motors Co.                                                                      | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     59000 | PA      | $56303.57     | 0.01%             | 2029-10-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                         | Broadcom, Inc.                                                                          | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    104000 | PA      | $93199.82     | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Western Midstream Operating LP                         | Western Midstream Operating LP                                                          | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     28000 | PA      | $23066.40     | 0.00%             | 2050-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Midcontinent Communications                            | Midcontinent Communications                                                             | CUSIP: 59565XAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $35310.00     | 0.00%             | 2027-08-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                | Citigroup Global Markets Holdings, Inc.                                                 | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |       701 | NS      | $372251.66    | 0.05%             | 2023-01-19      | Fixed         | 13.43%                | No            | 2                  | On Loan: No      |
| Garda World Security Corp.                             | Garda World Security Corp.                                                              | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     39000 | PA      | $34436.22     | 0.00%             | 2027-02-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Iron Mountain, Inc.                                    | Iron Mountain, Inc.                                                                     | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38997.73     | 0.01%             | 2032-07-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                         | Takeda Pharmaceutical Co. Ltd.                                                          | CUSIP: 874060AT3<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    225000 | PA      | $223193.30    | 0.03%             | 2023-11-26      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPMorgan Chase & Co.                                                                    | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    125000 | PA      | $108220.38    | 0.01%             | 2027-09-22      | Variable      | 1.47%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                     | VICI Properties LP                                                                      | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    240000 | PA      | $212296.80    | 0.03%             | 2052-05-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Camden Property Trust                                  | Camden Property Trust                                                                   | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60229.98     | 0.01%             | 2030-05-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                  | Clydesdale Acquisition Holdings, Inc.                                                   | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    192000 | PA      | $182544.09    | 0.02%             | 2029-04-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| UKG, Inc.                                              | UKG, Inc., 1st Lien Term Loan                                                           | CUSIP: 90385KAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    145962 | PA      | $140488.65    | 0.02%             | 2026-05-04      | Variable      | 8.13%                 | No            | 2                  | On Loan: No      |
| McAfee Corp.                                           | McAfee Corp., Term Loan B1                                                              | CUSIP: 57906HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    304935 | PA      | $283098.60    | 0.04%             | 2029-03-01      | Variable      | 7.97%                 | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                               | Mizuho Markets Cayman LP                                                                | CUSIP: 6068FT705<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |       863 | NS      | $199675.05    | 0.03%             | 2023-02-03      | Fixed         | 7.11%                 | No            | 2                  | On Loan: No      |
| Wisconsin Electric Power Co.                           | Wisconsin Electric Power Co.                                                            | CUSIP: 976656CL0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236632.75    | 0.03%             | 2024-12-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                  | Clydesdale Acquisition Holdings, Inc.                                                   | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     90000 | PA      | $77037.44     | 0.01%             | 2030-04-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| JBS USA LUX SA                                         | JBS USA LUX SA                                                                          | CUSIP: 46590XAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $71070.36     | 0.01%             | 2031-12-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                      | Enterprise Products Operating LLC                                                       | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $54067.11     | 0.01%             | 2051-01-31      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                             | AT&T, Inc.                                                                              | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    140000 | PA      | $133135.38    | 0.02%             | 2029-03-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Nouryon Finance BV                                     | Nouryon Finance BV, Term Loan                                                           | CUSIP: N8232NAB3<br>LEI: 549300K7VB5G6LULFT41 | Long             | LON              | CORP              | US        |     13804 | PA      | $13589.63     | 0.00%             | 2025-10-01      | Variable      | 7.16%                 | No            | 2                  | On Loan: No      |
| Sempra Energy                                          | Sempra Energy                                                                           | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    450000 | PA      | $416106.00    | 0.05%             | 2025-10-15      | Variable      | 4.88%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPMorgan Chase & Co.                                                                    | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    410000 | PA      | $383061.02    | 0.05%             | 2028-02-01      | Variable      | 3.78%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                             | Pacific Gas & Electric Co.                                                              | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39078.33     | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CITGO Petroleum Corp.                                  | CITGO Petroleum Corp.                                                                   | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |     86000 | PA      | $82893.28     | 0.01%             | 2026-06-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Permian Resources Operating LLC                        | Permian Resources Operating LLC                                                         | CUSIP: 15138AAC4<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9422.38      | 0.00%             | 2027-04-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| ING Groep NV                                           | ING Groep NV                                                                            | CUSIP: 456837AP8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $195633.41    | 0.03%             | 2024-04-09      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| GoldenTree Loan Management US CLO 10 Ltd.              | GoldenTree Loan Management US CLO 10 Ltd., Series 2021-10A, Class B                     | CUSIP: 38138TAE1<br>LEI: 5493007PBV0WMI12LF68 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1910296.60   | 0.25%             | 2034-07-20      | Floating      | 5.84%                 | No            | 2                  | On Loan: No      |
| Standard Industries, Inc.                              | Standard Industries, Inc.                                                               | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     59000 | PA      | $48080.55     | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Grab Holdings, Inc.                                    | Grab Holdings, Inc., Term Loan                                                          | CUSIP: G4123KAB8<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    139110 | PA      | $137023.68    | 0.02%             | 2026-01-29      | Variable      | 8.89%                 | No            | 2                  | On Loan: No      |
| Nabors Industries Ltd.                                 | Nabors Industries Ltd.                                                                  | CUSIP: 629571AA8<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |     48000 | PA      | $45235.15     | 0.01%             | 2026-01-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                                     | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      3372 | NS      | $288462.69    | 0.04%             | 2023-01-18      | Fixed         | 12.61%                | No            | 2                  | On Loan: No      |
| DCP Midstream Operating LP                             | DCP Midstream Operating LP                                                              | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45359.47     | 0.01%             | 2037-09-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| L3Harris Technologies, Inc.                            | L3Harris Technologies, Inc.                                                             | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44795.88     | 0.01%             | 2045-04-27      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| AIB Group plc                                          | AIB Group plc                                                                           | CUSIP: 00135TAB0<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | NUSS              | IE        |    675000 | PA      | $651248.46    | 0.09%             | 2025-04-10      | Variable      | 4.26%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                            | Allied Universal Holdco LLC                                                             | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $28710.00     | 0.00%             | 2027-07-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| Organon & Co.                                          | Organon & Co., Term Loan                                                                | CUSIP: 68621XAE3<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |    142708 | PA      | $141102.85    | 0.02%             | 2028-06-02      | Variable      | 7.75%                 | No            | 2                  | On Loan: No      |
| BWX Technologies, Inc.                                 | BWX Technologies, Inc.                                                                  | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    114000 | PA      | $102457.50    | 0.01%             | 2028-06-30      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                            | Apple, Inc.                                                                             | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    120000 | PA      | $79392.55     | 0.01%             | 2050-05-11      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Azalea TopCo, Inc.                                     | Azalea TopCo, Inc., 1st Lien Term Loan                                                  | CUSIP: 29102TAB8<br>LEI: 549300HC42NZULO53062 | Long             | LON              | CORP              | US        |    115979 | PA      | $105975.67    | 0.01%             | 2026-07-24      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| JELD-WEN, Inc.                                         | JELD-WEN, Inc.                                                                          | CUSIP: 475795AE0<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28060.33     | 0.00%             | 2025-05-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV, Series F0UZ                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       878 | NS      | $466135.61    | 0.06%             | 2023-01-06      | Floating      | 11.01%                | No            | 2                  | On Loan: No      |
| Synchrony Financial                                    | Synchrony Financial                                                                     | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     30539 | NS      | $1003511.54   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| UnitedHealth Group, Inc.                               | UnitedHealth Group, Inc.                                                                | CUSIP: 91324PEN8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146653.75    | 0.02%             | 2025-10-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Trivium Packaging Finance BV                           | Trivium Packaging Finance BV                                                            | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $183387.12    | 0.02%             | 2026-08-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                | Citigroup Global Markets Holdings, Inc.                                                 | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      3632 | NS      | $879474.81    | 0.12%             | 2023-01-25      | Fixed         | 16.91%                | No            | 2                  | On Loan: No      |
| American Express Co.                                   | American Express Co.                                                                    | CUSIP: 025816CF4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    175000 | PA      | $164784.31    | 0.02%             | 2026-05-20      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | U.S. Treasury 5 Year Note                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -4 | NC      | $6509.34      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Banco Santander SA                                     | Banco Santander SA                                                                      | CUSIP: 05964HAL9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $176527.83    | 0.02%             | 2026-03-25      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| CITGO Petroleum Corp.                                  | CITGO Petroleum Corp.                                                                   | CUSIP: 17302XAK2<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23408.64     | 0.00%             | 2025-06-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Chobani LLC                                            | Chobani LLC                                                                             | CUSIP: 17027NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $141193.75    | 0.02%             | 2025-04-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Iron Mountain, Inc.                                    | Iron Mountain, Inc.                                                                     | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8981.81      | 0.00%             | 2028-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Trident TPI Holdings, Inc.                             | Trident TPI Holdings, Inc., Term Loan B3                                                | CUSIP: 00216EAE9<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |     96728 | PA      | $92720.36     | 0.01%             | 2028-09-15      | Variable      | 7.67%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV, Series EMZW                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      4051 | NS      | $598656.72    | 0.08%             | 2023-01-19      | Floating      | 7.80%                 | No            | 2                  | On Loan: No      |
| Catalent Pharma Solutions, Inc.                        | Catalent Pharma Solutions, Inc.                                                         | CUSIP: 14879EAH1<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |     28000 | PA      | $22294.30     | 0.00%             | 2029-02-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Live Nation Entertainment, Inc.                        | Live Nation Entertainment, Inc., Term Loan B4                                           | CUSIP: 53803HAM2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |    295906 | PA      | $288508.63    | 0.04%             | 2026-10-19      | Variable      | 6.12%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                                                            | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75417.17     | 0.01%             | 2045-05-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                              | Ford Motor Credit Co. LLC                                                               | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    255000 | PA      | $230523.27    | 0.03%             | 2025-11-13      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Standard Chartered plc                                 | Standard Chartered plc                                                                  | CUSIP: 853254CD0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $306978.11    | 0.04%             | 2028-08-19      | Variable      | 4.30%                 | No            | 2                  | On Loan: No      |
| Envision Healthcare Corp.                              | Envision Healthcare Corp., Term Loan                                                    | CUSIP: 29373UAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    132706 | PA      | $45120.13     | 0.01%             | 2027-03-31      | Variable      | 8.83%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The)                                                         | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    385000 | PA      | $360892.39    | 0.05%             | 2026-11-16      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                        | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $30871.66     | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| AVSC Holding Corp.                                     | AVSC Holding Corp., 1st Lien Term Loan B3                                               | CUSIP: 00241YAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     46659 | PA      | $47661.85     | 0.01%             | 2026-10-15      | Variable      | 15.00%                | No            | 2                  | On Loan: No      |
| Eastman Chemical Co.                                   | Eastman Chemical Co.                                                                    | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     65000 | PA      | $54616.50     | 0.01%             | 2042-09-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Telecom Italia Capital SA                              | Telecom Italia Capital SA                                                               | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      8000 | PA      | $6544.72      | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Chesapeake Energy Corp.                                | Chesapeake Energy Corp.                                                                 | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     43000 | PA      | $41864.80     | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Fiserv, Inc.                                           | Fiserv, Inc.                                                                            | CUSIP: 337738AS7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    265000 | PA      | $255996.46    | 0.03%             | 2024-07-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV, Series 0019                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      2440 | NS      | $214220.94    | 0.03%             | 2023-02-09      | Floating      | 13.06%                | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                       | Boeing Co. (The)                                                                        | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     83000 | PA      | $72721.86     | 0.01%             | 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        |     45000 | PA      | $39923.14     | 0.01%             | 2052-11-01      | Fixed         | 4.56%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPMorgan Chase & Co.                                                                    | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $254072.97    | 0.03%             | 2042-04-22      | Variable      | 3.16%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                         | Southern California Edison Co., Series J                                                | CUSIP: 842400HH9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    230000 | PA      | $224053.11    | 0.03%             | 2023-08-01      | Fixed         | 0.70%                 | No            | 2                  | On Loan: No      |
| MKS Instruments, Inc.                                  | MKS Instruments, Inc., Term Loan B                                                      | CUSIP: 55314NAS3<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |     90000 | PA      | $88762.50     | 0.01%             | 2029-08-17      | Variable      | 7.17%                 | No            | 2                  | On Loan: No      |
| Raytheon Technologies Corp.                            | Raytheon Technologies Corp.                                                             | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    450000 | PA      | $305076.95    | 0.04%             | 2052-03-15      | Fixed         | 3.03%                 | No            | 2                  | On Loan: No      |
| JBS USA Lux SA                                         | JBS USA Lux SA, Term Loan                                                               | CUSIP: 46611VAU9<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |         0 | PA      | $0.01         | 0.00%             | 2026-05-01      | Variable      | 5.07%                 | No            | 2                  | On Loan: No      |
| Aon Corp.                                              | Aon Corp.                                                                               | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $73484.06     | 0.01%             | 2027-05-28      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| TICP CLO VII Ltd.                                      | TICP CLO VII Ltd., Series 2017-7A, Class ASR                                            | CUSIP: 87248TAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1277666.65   | 0.17%             | 2033-04-15      | Floating      | 5.35%                 | No            | 2                  | On Loan: No      |
| Northwestern University                                | Northwestern University                                                                 | CUSIP: 668444AC6<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    105000 | PA      | $100371.40    | 0.01%             | 2044-12-01      | Fixed         | 4.64%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                           | Verizon Communications, Inc.                                                            | CUSIP: 92343VGG3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    480000 | PA      | $430907.28    | 0.06%             | 2026-03-20      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| NatWest Group plc                                      | NatWest Group plc                                                                       | CUSIP: 780097BA8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $195586.18    | 0.03%             | 2026-04-05      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Royal Caribbean Cruises Ltd.                           | Royal Caribbean Cruises Ltd.                                                            | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     20000 | PA      | $16166.95     | 0.00%             | 2026-07-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                            | Asurion LLC, 2nd Lien Term Loan B4                                                      | CUSIP: 04649VBA7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    134000 | PA      | $103563.24    | 0.01%             | 2029-01-20      | Variable      | 9.63%                 | No            | 2                  | On Loan: No      |
| Rogers Communications, Inc.                            | Rogers Communications, Inc.                                                             | CUSIP: 775109BG5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     26000 | PA      | $19596.28     | 0.00%             | 2048-02-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Performance Food Group, Inc.                           | Performance Food Group, Inc.                                                            | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     76000 | PA      | $65863.12     | 0.01%             | 2029-08-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                           | Verizon Communications, Inc.                                                            | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    250000 | PA      | $168745.95    | 0.02%             | 2040-11-20      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                      | CIFC Funding Ltd., Series 2018-4A, Class B                                              | CUSIP: 17181TAE1<br>LEI: 254900PA63PFHC11GD90 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $476874.80    | 0.06%             | 2031-10-17      | Floating      | 6.18%                 | No            | 2                  | On Loan: No      |
| Philip Morris International, Inc.                      | Philip Morris International, Inc.                                                       | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136954.59    | 0.02%             | 2029-11-17      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Tallgrass Energy Partners LP                           | Tallgrass Energy Partners LP                                                            | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $17738.74     | 0.00%             | 2027-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Virgin Media Bristol LLC                               | Virgin Media Bristol LLC, Facility Term Loan Q                                          | CUSIP: G9368PBE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     44000 | PA      | $43527.00     | 0.01%             | 2029-01-31      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| Frontier Communications Holdings LLC                   | Frontier Communications Holdings LLC                                                    | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     72000 | PA      | $73205.97     | 0.01%             | 2030-05-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Beacon Roofing Supply, Inc.                            | Beacon Roofing Supply, Inc., Term Loan                                                  | CUSIP: 07368RAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    143176 | PA      | $141721.02    | 0.02%             | 2028-05-19      | Variable      | 6.63%                 | No            | 2                  | On Loan: No      |
| Consolidated Communications, Inc.                      | Consolidated Communications, Inc.                                                       | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |     79000 | PA      | $61387.80     | 0.01%             | 2028-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Tampa Electric Co.                                     | Tampa Electric Co.                                                                      | CUSIP: 875127BF8<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82505.85     | 0.01%             | 2049-06-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc.                                                                         | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    900000 | PA      | $841021.09    | 0.11%             | 2028-01-10      | Variable      | 3.89%                 | No            | 2                  | On Loan: No      |
| Tervita Corp.                                          | Tervita Corp.                                                                           | CUSIP: 88159EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     35000 | PA      | $37627.40     | 0.00%             | 2025-12-01      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| EQM Midstream Partners LP                              | EQM Midstream Partners LP                                                               | CUSIP: 26885BAB6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35577.69     | 0.00%             | 2026-12-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| AES Corp. (The)                                        | AES Corp. (The)                                                                         | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    230000 | PA      | $182969.89    | 0.02%             | 2031-01-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Nordea Bank Abp                                        | Nordea Bank Abp                                                                         | CUSIP: 65557CAY9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    220000 | PA      | $217881.93    | 0.03%             | 2023-08-30      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV, Series F0UW                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       845 | NS      | $433620.81    | 0.06%             | 2023-01-06      | Floating      | 13.34%                | No            | 2                  | On Loan: No      |
| Molina Healthcare, Inc.                                | Molina Healthcare, Inc.                                                                 | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     77000 | PA      | $65252.86     | 0.01%             | 2030-11-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Belron Group SA                                        | Belron Group SA, Term Loan                                                              | CUSIP: 08078UAF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    135062 | PA      | $133500.95    | 0.02%             | 2028-04-13      | Variable      | 7.06%                 | No            | 2                  | On Loan: No      |
| APi Group DE, Inc.                                     | APi Group DE, Inc.                                                                      | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |     38000 | PA      | $32940.51     | 0.00%             | 2029-10-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Catalent Pharma Solutions, Inc.                        | Catalent Pharma Solutions, Inc., Term Loan B3                                           | CUSIP: 14880BAH4<br>LEI: 549300HALRZ339MSTH85 | Long             | LON              | CORP              | US        |    168478 | PA      | $165477.56    | 0.02%             | 2028-02-22      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan, Inc.                                    | Kinder Morgan, Inc.                                                                     | CUSIP: 49456BAM3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    315000 | PA      | $314727.33    | 0.04%             | 2023-01-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                     | Energy Transfer LP                                                                      | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169411.48    | 0.02%             | 2047-10-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| NCR Corp.                                              | NCR Corp.                                                                               | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29838.70     | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                                    | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        91 | NS      | $349919.11    | 0.05%             | 2023-02-07      | Fixed         | 10.87%                | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                      | BAT Capital Corp.                                                                       | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    195000 | PA      | $132409.34    | 0.02%             | 2040-09-25      | Fixed         | 3.73%                 | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp.                                 | Tenet Healthcare Corp.                                                                  | CUSIP: 88033GDA5<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     58000 | PA      | $53953.92     | 0.01%             | 2027-11-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc.                                                                         | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11675.46     | 0.00%             | 2026-06-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPMorgan Chase & Co.                                                                    | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    535000 | PA      | $388797.96    | 0.05%             | 2041-04-22      | Variable      | 3.11%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                     | Energy Transfer LP                                                                      | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83995.03     | 0.01%             | 2027-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Hilcorp Energy I LP                                    | Hilcorp Energy I LP                                                                     | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2588.75      | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV, Series 02TM                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       716 | NS      | $358338.19    | 0.05%             | 2023-01-26      | Floating      | 11.64%                | No            | 2                  | On Loan: No      |
| Home Depot, Inc. (The)                                 | Home Depot, Inc. (The)                                                                  | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61653.62     | 0.01%             | 2047-06-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                              | Ford Motor Credit Co. LLC                                                               | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159752.00    | 0.02%             | 2029-02-10      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Celanese US Holdings LLC                               | Celanese US Holdings LLC                                                                | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     49000 | PA      | $48329.98     | 0.01%             | 2027-07-15      | Fixed         | 6.17%                 | No            | 2                  | On Loan: No      |
| MGIC Investment Corp.                                  | MGIC Investment Corp.                                                                   | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |     52000 | PA      | $47948.42     | 0.01%             | 2028-08-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                         | Southern California Edison Co., Series D                                                | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112607.76    | 0.01%             | 2027-06-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Altice France SA                                       | Altice France SA, Term Loan B13                                                         | CUSIP: F6628DAM6<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |    166099 | PA      | $154126.47    | 0.02%             | 2026-08-14      | Variable      | 8.65%                 | No            | 2                  | On Loan: No      |
| EQM Midstream Partners LP                              | EQM Midstream Partners LP                                                               | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21229.93     | 0.00%             | 2025-07-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| State Street Corp.                                     | State Street Corp.                                                                      | CUSIP: 857477BC6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54363.30     | 0.01%             | 2024-12-03      | Variable      | 3.78%                 | 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      | $963091.10    | 0.13%             | 2032-10-15      | Floating      | 5.66%                 | 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      | $957924.60    | 0.13%             | 2034-07-20      | Floating      | 5.94%                 | No            | 2                  | On Loan: No      |
| SPX Flow, Inc.                                         | SPX Flow, Inc., Term Loan                                                               | CUSIP: 78470DAT5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    114588 | PA      | $106771.49    | 0.01%             | 2029-04-05      | Variable      | 8.92%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                     | T-Mobile USA, Inc.                                                                      | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    165000 | PA      | $116427.96    | 0.02%             | 2041-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Post Holdings, Inc.                                    | Post Holdings, Inc.                                                                     | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8144.24      | 0.00%             | 2029-12-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Santander UK Group Holdings plc                        | Santander UK Group Holdings plc                                                         | CUSIP: 80281LAJ4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $196638.10    | 0.03%             | 2024-11-15      | Variable      | 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        |      1820 | NS      | $481202.05    | 0.06%             | 2023-01-25      | Fixed         | 5.47%                 | No            | 2                  | On Loan: No      |
| KLA Corp.                                              | KLA Corp.                                                                               | CUSIP: 482480AE0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41872.60     | 0.01%             | 2024-11-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| PacifiCorp                                             | PacifiCorp                                                                              | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197939.70    | 0.03%             | 2053-12-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                                     | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      2300 | NS      | $251348.51    | 0.03%             | 2023-02-01      | Fixed         | 8.94%                 | 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      | $284485.14    | 0.04%             | 2034-04-15      | Floating      | 5.68%                 | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                               | Mizuho Markets Cayman LP                                                                | CUSIP: 6068FT846<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |      1563 | NS      | $372632.58    | 0.05%             | 2023-01-27      | Fixed         | 15.11%                | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | BNP Paribas SA                                                                          | CUSIP: 09659W2G8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $198000.71    | 0.03%             | 2025-01-10      | Variable      | 4.71%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | U.S. Treasury 10 Year Note                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -36 | NC      | $61535.45     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| WEX, Inc.                                              | WEX, Inc., Term Loan B                                                                  | CUSIP: 96208UAT8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74221 | PA      | $73674.87     | 0.01%             | 2028-03-31      | Variable      | 6.63%                 | No            | 2                  | On Loan: No      |
| Tyson Foods, Inc.                                      | Tyson Foods, Inc.                                                                       | CUSIP: 902494BG7<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39637.25     | 0.01%             | 2023-09-28      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                | Citigroup Global Markets Holdings, Inc.                                                 | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      1834 | NS      | $238579.57    | 0.03%             | 2023-01-26      | Fixed         | 13.05%                | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                   | Charter Communications Operating LLC                                                    | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    661000 | PA      | $596072.66    | 0.08%             | 2045-10-23      | Fixed         | 6.48%                 | No            | 2                  | On Loan: No      |
| Ascent Resources Utica Holdings LLC                    | Ascent Resources Utica Holdings LLC                                                     | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $59739.21     | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV, Series EMV7                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       127 | NS      | $488611.45    | 0.06%             | 2023-11-13      | Floating      | 10.86%                | No            | 2                  | On Loan: No      |
| Lam Research Corp.                                     | Lam Research Corp.                                                                      | CUSIP: 512807AN8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195718.87    | 0.03%             | 2025-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                         | Southern California Edison Co.                                                          | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     46000 | PA      | $35947.86     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| EQM Midstream Partners LP                              | EQM Midstream Partners LP                                                               | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     11000 | PA      | $8992.50      | 0.00%             | 2031-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Atmos Energy Corp.                                     | Atmos Energy Corp.                                                                      | CUSIP: 049560AR6<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34697.69     | 0.00%             | 2029-09-15      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                               | UnitedHealth Group, Inc.                                                                | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     26000 | PA      | $20339.87     | 0.00%             | 2059-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| USI, Inc.                                              | USI, Inc., Term Loan                                                                    | CUSIP: 90351NAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    183879 | PA      | $181909.67    | 0.02%             | 2029-11-22      | Variable      | 8.33%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                           | AbbVie, Inc.                                                                            | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    465000 | PA      | $450653.36    | 0.06%             | 2025-05-14      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                           | AbbVie, Inc.                                                                            | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    350000 | PA      | $324206.91    | 0.04%             | 2035-05-14      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Delta Air Lines, Inc.                                  | Delta Air Lines, Inc.                                                                   | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60294.50     | 0.01%             | 2025-05-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Lehman Brothers Holdings, Inc.                         | Lehman Brothers Holdings, Inc., Term Loan                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    228099 | PA      | $0.02         | 0.00%             | 2023-12-31      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| Home Depot, Inc. (The)                                 | Home Depot, Inc. (The)                                                                  | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     70000 | PA      | $45736.80     | 0.01%             | 2051-09-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Duke Energy Carolinas LLC                              | Duke Energy Carolinas LLC                                                               | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     60000 | PA      | $45644.39     | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch Cos. LLC                                | Anheuser-Busch Cos. LLC                                                                 | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1022000 | PA      | $929074.87    | 0.12%             | 2046-02-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| John Deere Capital Corp.                               | John Deere Capital Corp.                                                                | CUSIP: 24422EWJ4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    380000 | PA      | $373991.87    | 0.05%             | 2025-09-08      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                             | Pacific Gas & Electric Co.                                                              | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    130000 | PA      | $106127.23    | 0.01%             | 2052-03-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                            | Amgen, Inc.                                                                             | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     85000 | PA      | $67404.61     | 0.01%             | 2052-02-22      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| JP Morgan Structured Products BV                       | JP Morgan Structured Products BV, Series E0JO                                           | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     10398 | NS      | $231832.24    | 0.03%             | 2023-02-01      | Fixed         | 16.25%                | No            | 2                  | On Loan: No      |
| UKG, Inc.                                              | UKG, Inc., 2nd Lien Term Loan                                                           | CUSIP: 90385KAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    152090 | PA      | $139238.40    | 0.02%             | 2027-05-03      | Variable      | 9.00%                 | No            | 2                  | On Loan: No      |
| Fiserv, Inc.                                           | Fiserv, Inc.                                                                            | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90091.82     | 0.01%             | 2029-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                             | Pacific Gas & Electric Co.                                                              | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    140000 | PA      | $123554.41    | 0.02%             | 2027-12-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Viad Corp.                                             | Viad Corp., Term Loan                                                                   | CUSIP: 92553BAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    116240 | PA      | $109265.40    | 0.01%             | 2028-07-30      | Variable      | 9.38%                 | No            | 3                  | On Loan: No      |
| Nomad Foods Ltd.                                       | Nomad Foods Ltd., Term Loan                                                             | CUSIP: G6562AAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    106235 | PA      | $105791.98    | 0.01%             | 2029-11-12      | Variable      | 8.23%                 | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                | Citigroup Global Markets Holdings, Inc.                                                 | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      7650 | NS      | $358009.86    | 0.05%             | 2023-01-06      | Fixed         | 19.43%                | No            | 2                  | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                 | Ardagh Metal Packaging Finance USA LLC                                                  | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $195789.04    | 0.03%             | 2027-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Murphy Oil USA, Inc.                                   | Murphy Oil USA, Inc.                                                                    | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     34000 | PA      | $31111.02     | 0.00%             | 2029-09-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Consensus Cloud Solutions, Inc.                        | Consensus Cloud Solutions, Inc.                                                         | CUSIP: 20848VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $25251.50     | 0.00%             | 2026-10-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Owl Rock Capital Corp.                                 | Owl Rock Capital Corp.                                                                  | CUSIP: 69121KAC8<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     81000 | PA      | $74836.69     | 0.01%             | 2025-07-22      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Travelers Cos., Inc. (The)                             | Travelers Cos., Inc. (The)                                                              | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9267.14      | 0.00%             | 2050-04-27      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Bayer US Finance LLC                                   | Bayer US Finance LLC                                                                    | CUSIP: 07274EAG8<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    400000 | PA      | $386524.17    | 0.05%             | 2024-10-08      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| General Mills, Inc.                                    | General Mills, Inc.                                                                     | CUSIP: 370334CQ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8041.95      | 0.00%             | 2031-10-14      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| EPR Properties                                         | EPR Properties                                                                          | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |      5760 | NS      | $217267.20    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Edison International                                   | Edison International                                                                    | CUSIP: 281020AU1<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    390000 | PA      | $381597.04    | 0.05%             | 2025-08-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                   | Mitsubishi UFJ Financial Group, Inc.                                                    | CUSIP: 606822BD5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     70000 | PA      | $68534.14     | 0.01%             | 2024-03-07      | Fixed         | 3.41%                 | No            | 2                  | On Loan: No      |
| Caesars Resort Collection LLC                          | Caesars Resort Collection LLC, Term Loan B1                                             | CUSIP: 12769LAD1<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |     96410 | PA      | $96081.74     | 0.01%             | 2025-07-21      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| Prudential Financial, Inc.                             | Prudential Financial, Inc.                                                              | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19076.75     | 0.00%             | 2051-03-13      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Athenahealth Group, Inc.                               | Athenahealth Group, Inc., Delayed Draw Term Loan                                        | CUSIP: 04686RAC7<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |     43508 | PA      | $39172.65     | 0.01%             | 2029-02-15      | Variable      | 7.82%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                                   | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    950000 | PA      | $843777.80    | 0.11%             | 2028-02-04      | Variable      | 2.55%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                          | Centene Corp.                                                                           | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    123000 | PA      | $96653.40     | 0.01%             | 2031-08-01      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The)                                                         | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77590.87     | 0.01%             | 2032-07-21      | Variable      | 2.38%                 | No            | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                     | Banco Bilbao Vizcaya Argentaria SA                                                      | CUSIP: 05946KAF8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $681143.76    | 0.09%             | 2027-11-16      | Variable      | 6.12%                 | No            | 2                  | On Loan: No      |
| Venture Global Calcasieu Pass LLC                      | Venture Global Calcasieu Pass LLC                                                       | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    310000 | PA      | $253239.00    | 0.03%             | 2033-11-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| CrownRock LP                                           | CrownRock LP                                                                            | CUSIP: 228701AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    146000 | PA      | $140890.00    | 0.02%             | 2025-10-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Central Garden & Pet Co.                               | Central Garden & Pet Co.                                                                | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     46000 | PA      | $37784.56     | 0.00%             | 2030-10-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Royal Caribbean Cruises Ltd.                           | Royal Caribbean Cruises Ltd.                                                            | CUSIP: 780153BR2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     28000 | PA      | $28772.80     | 0.00%             | 2029-01-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corp.                                    | Union Pacific Corp.                                                                     | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19483.94     | 0.00%             | 2059-08-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                         | K. Hovnanian Enterprises, Inc.                                                          | CUSIP: 48251UAF5<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     46000 | PA      | $44160.00     | 0.01%             | 2026-02-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Daimler Trucks Finance North America LLC               | Daimler Trucks Finance North America LLC                                                | CUSIP: 233853AF7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    180000 | PA      | $158596.74    | 0.02%             | 2026-12-14      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                     | T-Mobile USA, Inc.                                                                      | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    169000 | PA      | $136542.73    | 0.02%             | 2032-03-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| CSX Corp.                                              | CSX Corp.                                                                               | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56055.39     | 0.01%             | 2027-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Apache Corp.                                           | Apache Corp.                                                                            | CUSIP: 037411BG9<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     21000 | PA      | $16965.82     | 0.00%             | 2049-07-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                            | Apple, Inc.                                                                             | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    230000 | PA      | $195284.55    | 0.03%             | 2046-08-04      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Sotheby's                                              | Sotheby's                                                                               | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |    355000 | PA      | $332858.44    | 0.04%             | 2027-10-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                               | Mizuho Markets Cayman LP                                                                | CUSIP: 6068FT796<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |      1485 | NS      | $201050.94    | 0.03%             | 2023-01-24      | Fixed         | 11.76%                | No            | 2                  | On Loan: No      |
| W. R. Grace Holdings LLC                               | W. R. Grace Holdings LLC, Term Loan                                                     | CUSIP: 92943HAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     78060 | PA      | $76450.77     | 0.01%             | 2028-09-22      | Variable      | 8.50%                 | No            | 2                  | On Loan: No      |
| Epicor Software Corp.                                  | Epicor Software Corp., 2nd Lien Term Loan                                               | CUSIP: 29426NAQ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |    119317 | PA      | $117348.27    | 0.02%             | 2028-07-31      | Variable      | 12.13%                | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                             | AT&T, Inc.                                                                              | CUSIP: 00206RJK9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14270.02     | 0.00%             | 2044-06-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                   | Mitsubishi UFJ Financial Group, Inc.                                                    | CUSIP: 606822BA1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    220000 | PA      | $218178.60    | 0.03%             | 2023-07-26      | Fixed         | 3.76%                 | No            | 2                  | On Loan: No      |
| AMC Networks, Inc.                                     | AMC Networks, Inc.                                                                      | CUSIP: 00164VAE3<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     38000 | PA      | $28880.00     | 0.00%             | 2025-08-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| GCI LLC                                                | GCI LLC                                                                                 | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |     51000 | PA      | $42844.10     | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Florida Power & Light Co.                              | Florida Power & Light Co.                                                               | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     97000 | PA      | $65052.48     | 0.01%             | 2051-12-04      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                         | Southern California Edison Co., Series H                                                | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    135000 | PA      | $98120.89     | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Asbury Automotive Group, Inc.                          | Asbury Automotive Group, Inc.                                                           | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     31000 | PA      | $25926.90     | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Tap Rock Resources LLC                                 | Tap Rock Resources LLC                                                                  | CUSIP: 87602LAA0<br>LEI: 549300Y3SDS1HPFQ6H17 | Long             | DBT              | CORP              | US        |    178000 | PA      | $165557.80    | 0.02%             | 2026-10-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| SBA Senior Finance II LLC                              | SBA Senior Finance II LLC, Term Loan                                                    | CUSIP: 78404XAH8<br>LEI: 549300PVT2ADFWMYEW87 | Long             | LON              | CORP              | US        |    176940 | PA      | $176154.38    | 0.02%             | 2025-04-11      | Variable      | 6.14%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                   | Mitsubishi UFJ Financial Group, Inc.                                                    | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $176036.77    | 0.02%             | 2028-01-19      | Variable      | 2.34%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.                            | Capital One Financial Corp.                                                             | CUSIP: 14040HCQ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    215000 | PA      | $210010.58    | 0.03%             | 2025-05-09      | Variable      | 4.17%                 | No            | 2                  | On Loan: No      |
| Williams Cos., Inc. (The)                              | Williams Cos., Inc. (The)                                                               | CUSIP: 96950FAQ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97383.03     | 0.01%             | 2025-01-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                     | Energy Transfer LP                                                                      | CUSIP: 29273RAY5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    330000 | PA      | $328116.11    | 0.04%             | 2024-02-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| OWL Rock Core Income Corp.                             | OWL Rock Core Income Corp.                                                              | CUSIP: 69120VAN1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    128000 | PA      | $127585.85    | 0.02%             | 2027-09-16      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Dryden 49 Senior Loan Fund                             | Dryden 49 Senior Loan Fund, Series 2017-49A, Class CR                                   | CUSIP: 26244QAS2<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $474122.00    | 0.06%             | 2030-07-18      | Floating      | 6.24%                 | No            | 2                  | On Loan: No      |
| Plains All American Pipeline LP                        | Plains All American Pipeline LP                                                         | CUSIP: 72650RBA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99000 | PA      | $80241.13     | 0.01%             | 2042-06-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| McCormick & Co., Inc.                                  | McCormick & Co., Inc.                                                                   | CUSIP: 579780AR8<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    145000 | PA      | $127009.24    | 0.02%             | 2026-02-15      | Fixed         | 0.90%                 | No            | 2                  | On Loan: No      |
| Bank of Ireland Group plc                              | Bank of Ireland Group plc                                                               | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    330000 | PA      | $327354.48    | 0.04%             | 2026-09-16      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                  | NextEra Energy Capital Holdings, Inc.                                                   | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    250000 | PA      | $213438.60    | 0.03%             | 2028-06-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                   | Cheniere Corpus Christi Holdings LLC                                                    | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148189.22    | 0.02%             | 2027-06-30      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Northern Oil and Gas, Inc.                             | Northern Oil and Gas, Inc.                                                              | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    173000 | PA      | $166113.56    | 0.02%             | 2028-03-01      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Enbridge, Inc.                                         | Enbridge, Inc.                                                                          | CUSIP: 29250NAF2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $247986.27    | 0.03%             | 2023-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                             | Occidental Petroleum Corp.                                                              | CUSIP: 674599DB8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9171.18      | 0.00%             | 2024-07-01      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Otis Worldwide Corp.                                   | Otis Worldwide Corp.                                                                    | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     43000 | PA      | $36128.57     | 0.00%             | 2030-02-15      | Fixed         | 2.56%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corp.                                  | Lockheed Martin Corp.                                                                   | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    115000 | PA      | $99482.58     | 0.01%             | 2042-12-15      | Fixed         | 4.07%                 | No            | 2                  | On Loan: No      |
| Boyd Gaming Corp.                                      | Boyd Gaming Corp.                                                                       | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25147.26     | 0.00%             | 2027-12-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Castlelake Aviation One DAC                            | Castlelake Aviation One DAC, Term Loan                                                  | CUSIP: 14855NAB2<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |    136390 | PA      | $135002.01    | 0.02%             | 2026-10-22      | Variable      | 7.52%                 | No            | 2                  | On Loan: No      |
| Ares XXXVR CLO Ltd.                                    | Ares XXXVR CLO Ltd., Series 2015-35RA, Class A2                                         | CUSIP: 00192RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $970272.60    | 0.13%             | 2030-07-15      | Floating      | 5.48%                 | No            | 2                  | On Loan: No      |
| ITT Holdings LLC                                       | ITT Holdings LLC                                                                        | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |     91000 | PA      | $76634.74     | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Lions Gate Capital Holdings LLC                        | Lions Gate Capital Holdings LLC                                                         | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |    157000 | PA      | $91028.12     | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                                                            | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    165000 | PA      | $121045.79    | 0.02%             | 2040-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                  | Elevance Health, Inc.                                                                   | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31982.14     | 0.00%             | 2052-10-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Co.                               | Bristol-Myers Squibb Co.                                                                | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9254.43      | 0.00%             | 2029-07-26      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Peraton Corp.                                          | Peraton Corp., 1st Lien Term Loan B                                                     | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    263755 | PA      | $257106.16    | 0.03%             | 2028-02-01      | Variable      | 8.13%                 | No            | 2                  | On Loan: No      |
| Northern Trust Corp.                                   | Northern Trust Corp.                                                                    | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     78000 | PA      | $82246.49     | 0.01%             | 2032-11-02      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Home Depot, Inc. (The)                                 | Home Depot, Inc. (The)                                                                  | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87194.72     | 0.01%             | 2030-04-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Dealer Tire Financial, LLC                             | Dealer Tire Financial, LLC, Term Loan B2                                                | CUSIP: 24228HAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    168948 | PA      | $166498.42    | 0.02%             | 2027-12-14      | Variable      | 8.82%                 | No            | 2                  | On Loan: No      |
| Summit Materials LLC                                   | Summit Materials LLC                                                                    | CUSIP: 86614RAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58000 | PA      | $53999.45     | 0.01%             | 2029-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Big River Steel LLC                                    | Big River Steel LLC                                                                     | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    234000 | PA      | $222937.82    | 0.03%             | 2029-01-31      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| NCL Finance Ltd.                                       | NCL Finance Ltd.                                                                        | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     50000 | PA      | $36911.07     | 0.00%             | 2028-03-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Arbitrage Issuance BV                      | BNP Paribas Arbitrage Issuance BV                                                       | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       593 | NS      | $166266.49    | 0.02%             | 2023-02-23      | Fixed         | 15.14%                | No            | 2                  | On Loan: No      |
| PECF USS Intermediate Holding III Corp.                | PECF USS Intermediate Holding III Corp., Term Loan                                      | CUSIP: 69291LAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     87879 | PA      | $73024.83     | 0.01%             | 2028-12-15      | Variable      | 8.63%                 | 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      | $964310.70    | 0.13%             | 2034-07-15      | Floating      | 5.25%                 | No            | 2                  | On Loan: No      |
| Permian Resources Operating LLC                        | Permian Resources Operating LLC                                                         | CUSIP: 15136AAA0<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     32000 | PA      | $54032.00     | 0.01%             | 2028-04-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                     | T-Mobile USA, Inc.                                                                      | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    211000 | PA      | $182261.68    | 0.02%             | 2031-04-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Filtration Group Corp.                                 | Filtration Group Corp., Term Loan                                                       | CUSIP: 31732FAR7<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |    140770 | PA      | $137954.60    | 0.02%             | 2028-10-21      | Variable      | 7.79%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The)                                                         | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    470000 | PA      | $451971.93    | 0.06%             | 2025-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Wyeth LLC                                              | Wyeth LLC                                                                               | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |     70000 | PA      | $75276.91     | 0.01%             | 2037-04-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Cobham Ultra SeniorCo SARL                             | Cobham Ultra SeniorCo SARL, Term Loan                                                   | CUSIP: L1802PAC3<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     48878 | PA      | $47411.18     | 0.01%             | 2029-08-03      | Variable      | 7.06%                 | No            | 2                  | On Loan: No      |
| General Motors Co.                                     | General Motors Co.                                                                      | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    190000 | PA      | $176509.30    | 0.02%             | 2032-10-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                  | Elevance Health, Inc.                                                                   | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12408.67     | 0.00%             | 2030-05-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                   | American Tower Corp.                                                                    | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    206000 | PA      | $167674.40    | 0.02%             | 2031-04-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                                     | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      6696 | NS      | $226126.58    | 0.03%             | 2023-01-26      | Fixed         | 15.19%                | No            | 2                  | On Loan: No      |
| Air Lease Corp.                                        | Air Lease Corp.                                                                         | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    540000 | PA      | $510743.24    | 0.07%             | 2025-07-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Corp.                                      | FirstEnergy Corp., Series C                                                             | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16070.19     | 0.00%             | 2047-07-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                     | Energy Transfer LP                                                                      | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46262.06     | 0.01%             | 2045-12-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Kestrel Bidco, Inc.                                    | Kestrel Bidco, Inc., Term Loan                                                          | CUSIP: C4927UAB8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     49015 | PA      | $44465.89     | 0.01%             | 2026-12-11      | Variable      | 7.35%                 | No            | 2                  | On Loan: No      |
| Ascend Performance Materials Operations LLC            | Ascend Performance Materials Operations LLC, Term Loan                                  | CUSIP: 04350TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    229580 | PA      | $215632.58    | 0.03%             | 2026-08-27      | Variable      | 8.83%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                    | Petroleos Mexicanos                                                                     | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    175000 | PA      | $166337.50    | 0.02%             | 2026-08-04      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| APX Group, Inc.                                        | APX Group, Inc.                                                                         | CUSIP: 00213MAV6<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |     54000 | PA      | $51977.70     | 0.01%             | 2027-02-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Flatiron CLO 17 Ltd.                                   | Flatiron CLO 17 Ltd., Series 2017-1A, Class CR                                          | CUSIP: 33882GAJ7<br>LEI: 549300ZUHE1G4KLVKW25 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $381526.72    | 0.05%             | 2030-05-15      | Floating      | 6.51%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                     | VICI Properties LP                                                                      | CUSIP: 92564RAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    457000 | PA      | $430873.31    | 0.06%             | 2025-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| General Motors Co.                                     | General Motors Co.                                                                      | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    203000 | PA      | $165916.78    | 0.02%             | 2048-04-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC              | Oryx Midstream Services Permian Basin LLC, Term Loan                                    | CUSIP: 68764JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    219156 | PA      | $216245.61    | 0.03%             | 2028-10-05      | Variable      | 7.92%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                          | Comcast Corp.                                                                           | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $118713.87    | 0.02%             | 2052-11-01      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Caterpillar Financial Services Corp.                   | Caterpillar Financial Services Corp.                                                    | CUSIP: 14913R2Y2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    750000 | PA      | $751979.39    | 0.10%             | 2025-01-17      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                           | AbbVie, Inc.                                                                            | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    215000 | PA      | $184029.09    | 0.02%             | 2039-11-21      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                           | UBS Group AG                                                                            | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $193297.50    | 0.03%             | 2027-08-05      | Variable      | 4.70%                 | No            | 2                  | On Loan: No      |
| Crocs, Inc.                                            | Crocs, Inc.                                                                             | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5082.60      | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Orbcomm, Inc.                                          | Orbcomm, Inc., 1st Lien Term Loan                                                       | CUSIP: 68558RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    168074 | PA      | $143144.01    | 0.02%             | 2028-09-01      | Variable      | 8.81%                 | No            | 2                  | On Loan: No      |
| Buckhorn Park CLO Ltd.                                 | Buckhorn Park CLO Ltd., Series 2019-1A, Class B1R                                       | CUSIP: 118382AS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $953538.70    | 0.12%             | 2034-07-18      | Floating      | 5.84%                 | No            | 2                  | On Loan: No      |
| Cloud Software Group Holdings, Inc.                    | Cloud Software Group Holdings, Inc.                                                     | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    418000 | PA      | $352073.55    | 0.05%             | 2029-03-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Goodman Group                                          | Goodman Group                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     21350 | NS      | $251083.56    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Aramark Services, Inc.                                 | Aramark Services, Inc.                                                                  | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5597.61      | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| eResearchTechnology, Inc.                              | eResearchTechnology, Inc., 1st Lien Term Loan                                           | CUSIP: 29481PAH4<br>LEI: 2549003SUFVGC903CK03 | Long             | LON              | CORP              | US        |    188789 | PA      | $166055.06    | 0.02%             | 2027-02-04      | Variable      | 8.88%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                                     | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      2326 | NS      | $204414.82    | 0.03%             | 2023-02-15      | Fixed         | 21.28%                | No            | 2                  | On Loan: No      |
| Fortress Transportation & Infrastructure Investors LLC | Fortress Transportation & Infrastructure Investors LLC                                  | CUSIP: 34960PAC5<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14035.00     | 0.00%             | 2027-08-01      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| Ryan Specialty Group LLC                               | Ryan Specialty Group LLC                                                                | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47624.27     | 0.01%             | 2030-02-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Sempra Energy                                          | Sempra Energy                                                                           | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    165000 | PA      | $153136.46    | 0.02%             | 2028-02-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Vistra Operations Co. LLC                              | Vistra Operations Co. LLC                                                               | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14451.26     | 0.00%             | 2026-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                             | Pacific Gas & Electric Co.                                                              | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    372000 | PA      | $288240.71    | 0.04%             | 2050-07-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Amneal Pharmaceuticals LLC                             | Amneal Pharmaceuticals LLC, Term Loan                                                   | CUSIP: 03167DAH7<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |    162831 | PA      | $145471.90    | 0.02%             | 2025-05-04      | Variable      | 8.09%                 | No            | 2                  | On Loan: No      |
| Hyundai Capital America                                | Hyundai Capital America                                                                 | CUSIP: 44891ABN6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    395000 | PA      | $355270.12    | 0.05%             | 2025-10-15      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                          | Equinix, Inc.                                                                           | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123977.27    | 0.02%             | 2028-03-15      | Fixed         | 1.55%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV, Series F0V1                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      1483 | NS      | $491809.97    | 0.06%             | 2023-01-06      | Floating      | 12.94%                | No            | 2                  | On Loan: No      |
| Aramark Intermediate HoldCo Corp.                      | Aramark Intermediate HoldCo Corp., Term Loan B5                                         | CUSIP: 03852JAS0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    140633 | PA      | $138382.55    | 0.02%             | 2028-04-06      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| Gogo Intermediate Holdings LLC                         | Gogo Intermediate Holdings LLC, Term Loan                                               | CUSIP: 38046JAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     92243 | PA      | $91320.66     | 0.01%             | 2028-04-30      | Variable      | 8.16%                 | No            | 2                  | On Loan: No      |
| Steel Dynamics, Inc.                                   | Steel Dynamics, Inc.                                                                    | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    210000 | PA      | $175948.95    | 0.02%             | 2027-10-15      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences, Inc.                                  | Gilead Sciences, Inc.                                                                   | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     82000 | PA      | $72140.75     | 0.01%             | 2045-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                      | HSBC Holdings plc                                                                       | CUSIP: 404280DE6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    530000 | PA      | $514725.15    | 0.07%             | 2025-12-09      | Variable      | 4.18%                 | No            | 2                  | On Loan: No      |
| Booking Holdings, Inc.                                 | Booking Holdings, Inc.                                                                  | CUSIP: 09857LAN8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     13000 | PA      | $17314.75     | 0.00%             | 2025-05-01      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                                                   | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59853.95     | 0.01%             | 2028-01-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Intercontinental Exchange, Inc.                                                         | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    234000 | PA      | $226073.02    | 0.03%             | 2027-09-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| DISH DBS Corp.                                         | DISH DBS Corp.                                                                          | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    201000 | PA      | $169309.34    | 0.02%             | 2026-12-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Playtika Holding Corp.                                 | Playtika Holding Corp., Term Loan B1                                                    | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |    189191 | PA      | $180224.79    | 0.02%             | 2028-03-13      | Variable      | 7.13%                 | No            | 2                  | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                          | Smyrna Ready Mix Concrete LLC                                                           | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    147000 | PA      | $131520.90    | 0.02%             | 2028-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| TK Elevator Midco GmbH                                 | TK Elevator Midco GmbH, Facility Term Loan B1                                           | CUSIP: D9000BAD4<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |    231361 | PA      | $222252.33    | 0.03%             | 2027-07-30      | Variable      | 6.87%                 | No            | 2                  | On Loan: No      |
| US Foods, Inc.                                         | US Foods, Inc.                                                                          | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     46000 | PA      | $40844.32     | 0.01%             | 2029-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                      | HSBC Holdings plc                                                                       | CUSIP: 404280CU1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    880000 | PA      | $847982.50    | 0.11%             | 2024-08-17      | Variable      | 0.73%                 | No            | 2                  | On Loan: No      |
| Diamond BC BV                                          | Diamond BC BV                                                                           | CUSIP: 25257DAA6<br>LEI: 549300SWLHWJF3D4N658 | Long             | DBT              | CORP              | NL        |    117000 | PA      | $93892.50     | 0.01%             | 2029-10-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                            | Apple, Inc.                                                                             | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    135000 | PA      | $89029.44     | 0.01%             | 2051-02-08      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Trans Union LLC                                        | Trans Union LLC, Term Loan B6                                                           | CUSIP: 89334GAZ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    192636 | PA      | $190495.71    | 0.02%             | 2028-12-01      | Variable      | 6.63%                 | No            | 2                  | On Loan: No      |
| Boyne USA, Inc.                                        | Boyne USA, Inc.                                                                         | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $88504.43     | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Brand Industrial Services, Inc.                        | Brand Industrial Services, Inc., Term Loan                                              | CUSIP: 10524MAN7<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |    243524 | PA      | $217345.18    | 0.03%             | 2024-06-21      | Variable      | 8.49%                 | No            | 2                  | On Loan: No      |
| Halsey Point CLO I Ltd.                                | Halsey Point CLO I Ltd., Series 2019-1A, Class A1A1                                     | CUSIP: 406375AA3<br>LEI: 549300POBLM5RW6LD816 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1966384.80   | 0.26%             | 2033-01-20      | Floating      | 5.59%                 | No            | 2                  | On Loan: No      |
| Intuit, Inc.                                           | Intuit, Inc.                                                                            | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      4458 | NS      | $1735142.76   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Altria Group, Inc.                                     | Altria Group, Inc.                                                                      | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    270000 | PA      | $240092.38    | 0.03%             | 2049-02-14      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                        | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $29322.11     | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Realty Income Corp.                                    | Realty Income Corp.                                                                     | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    155000 | PA      | $147769.47    | 0.02%             | 2027-08-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                                     | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       703 | NS      | $105680.13    | 0.01%             | 2023-02-23      | Fixed         | 15.10%                | No            | 2                  | On Loan: No      |
| American Express Co.                                   | American Express Co.                                                                    | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    900000 | PA      | $881674.26    | 0.12%             | 2025-08-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corp.                                    | Union Pacific Corp.                                                                     | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    118000 | PA      | $91152.83     | 0.01%             | 2060-03-20      | Fixed         | 3.84%                 | 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      | $53532.27     | 0.01%             | 2028-01-31      | Variable      | 9.63%                 | No            | 2                  | On Loan: No      |
| JP Morgan Structured Products BV                       | JP Morgan Structured Products BV, Series DNT5                                           | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       760 | NS      | $71296.20     | 0.01%             | 2023-02-09      | Fixed         | 12.94%                | No            | 2                  | On Loan: No      |
| Rogers Communications, Inc.                            | Rogers Communications, Inc.                                                             | CUSIP: 775109CD1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    423000 | PA      | $327946.00    | 0.04%             | 2052-03-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Zurn LLC                                               | Zurn LLC, 1st Lien Term Loan B                                                          | CUSIP: 76168JAS5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     28710 | PA      | $28602.34     | 0.00%             | 2028-10-04      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                       | CVS Health Corp.                                                                        | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    153000 | PA      | $147988.13    | 0.02%             | 2028-03-25      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Merck & Co., Inc.                                      | Merck & Co., Inc.                                                                       | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46580.08     | 0.01%             | 2029-03-07      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Taylor Morrison Communities, Inc.                      | Taylor Morrison Communities, Inc.                                                       | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9528.58      | 0.00%             | 2030-08-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                   | American Tower Corp.                                                                    | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    103000 | PA      | $91854.99     | 0.01%             | 2032-03-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Qorvo, Inc.                                            | Qorvo, Inc.                                                                             | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |     92000 | PA      | $81350.08     | 0.01%             | 2029-10-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Hertz Corp. (The)                                      | Hertz Corp. (The)                                                                       | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30344.00     | 0.00%             | 2029-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Prologis LP                                            | Prologis LP                                                                             | CUSIP: 74340XBH3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47266.13     | 0.01%             | 2028-09-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                               | UnitedHealth Group, Inc.                                                                | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     95000 | PA      | $103088.19    | 0.01%             | 2063-02-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Ford Motor Co.                                         | Ford Motor Co.                                                                          | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     11000 | PA      | $8382.16      | 0.00%             | 2046-12-08      | Fixed         | 5.29%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.                           | Mizuho Financial Group, Inc.                                                            | CUSIP: 60687YBF5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    220000 | PA      | $214674.74    | 0.03%             | 2024-07-10      | Variable      | 1.24%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                            | Amgen, Inc.                                                                             | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $95735.40     | 0.01%             | 2052-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Messer Industries GmbH                                 | Messer Industries GmbH, Term Loan B1                                                    | CUSIP: D6000EAB8<br>LEI: 529900HNC1EZT3TC1260 | Long             | LON              | CORP              | US        |    136547 | PA      | $135181.28    | 0.02%             | 2026-03-02      | Variable      | 7.23%                 | No            | 2                  | On Loan: No      |
| Suzano Austria GmbH                                    | Suzano Austria GmbH                                                                     | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    115000 | PA      | $96456.25     | 0.01%             | 2028-09-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BlackRock Funds V                                      | BlackRock GNMA Portfolio, Class K Shares                                                | CUSIP: 09260B689<br>LEI: HL39Z4R4T63SVF6N1P81 | Long             |  | RF                | US        |   3151797 | NS      | $24741605.62  | 3.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Phoenix Newco, Inc.                                    | Phoenix Newco, Inc., 1st Lien Term Loan                                                 | CUSIP: 71911KAC8<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |    289566 | PA      | $278385.52    | 0.04%             | 2028-11-15      | Variable      | 7.36%                 | No            | 2                  | On Loan: No      |
| Bain Capital Credit CLO Ltd.                           | Bain Capital Credit CLO Ltd., Series 2021-3A, Class A                                   | CUSIP: 05683NAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $486850.40    | 0.06%             | 2034-07-24      | Floating      | 5.48%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                      | Enterprise Products Operating LLC                                                       | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $46562.73     | 0.01%             | 2053-02-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Telecom Italia Capital SA                              | Telecom Italia Capital SA                                                               | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     60000 | PA      | $45342.00     | 0.01%             | 2034-09-30      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Mercedes-Benz Finance North America LLC                | Mercedes-Benz Finance North America LLC                                                 | CUSIP: 233851BJ2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    175000 | PA      | $169715.77    | 0.02%             | 2024-08-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Sanofi                                                 | Sanofi                                                                                  | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |     22227 | NS      | $2143273.73   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| Telecom Italia Capital SA                              | Telecom Italia Capital SA                                                               | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     29000 | PA      | $23545.10     | 0.00%             | 2036-07-18      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The)                                                         | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    195000 | PA      | $155510.71    | 0.02%             | 2032-04-22      | Variable      | 2.62%                 | No            | 2                  | On Loan: No      |
| Columbus McKinnon Corp.                                | Columbus McKinnon Corp., Term Loan                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48600 | PA      | $47870.55     | 0.01%             | 2028-05-14      | Variable      | 7.50%                 | No            | 2                  | On Loan: No      |
| Elanco Animal Health, Inc.                             | Elanco Animal Health, Inc.                                                              | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39963.42     | 0.01%             | 2028-08-28      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| Mid-America Apartments LP                              | Mid-America Apartments LP                                                               | CUSIP: 59523UAS6<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     45000 | PA      | $35084.86     | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                   | Clear Channel Outdoor Holdings, Inc.                                                    | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    304000 | PA      | $263416.00    | 0.03%             | 2027-08-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc., Series Y                                                               | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8164.29      | 0.00%             | 2026-11-15      | Variable      | 4.15%                 | No            | 2                  | On Loan: No      |
| Zayo Group Holdings, Inc.                              | Zayo Group Holdings, Inc., Term Loan                                                    | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    312886 | PA      | $252564.93    | 0.03%             | 2027-03-09      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| ING Groep NV                                           | ING Groep NV                                                                            | CUSIP: 456837AK9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $198378.66    | 0.03%             | 2023-10-02      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Warnermedia Holdings, Inc.                             | Warnermedia Holdings, Inc.                                                              | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    200000 | PA      | $145393.28    | 0.02%             | 2052-03-15      | Fixed         | 5.14%                 | No            | 2                  | On Loan: No      |
| Live Nation Entertainment, Inc.                        | Live Nation Entertainment, Inc.                                                         | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    198000 | PA      | $193752.94    | 0.03%             | 2027-05-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Voyage Digital Ltd.                                    | Voyage Digital Ltd., 1st Lien Term Loan                                                 | CUSIP: Q9489XAE0<br>LEI: N/A                  | Long             | LON              | CORP              | NZ        |    160045 | PA      | $157244.59    | 0.02%             | 2029-05-11      | Variable      | 8.78%                 | No            | 3                  | On Loan: No      |
| Met Tower Global Funding                               | Met Tower Global Funding                                                                | CUSIP: 58989V2E3<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145441.66    | 0.02%             | 2025-06-13      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Cloudera, Inc.                                         | Cloudera, Inc., 1st Lien Term Loan                                                      | CUSIP: 74339VAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     75979 | PA      | $71278.57     | 0.01%             | 2028-10-08      | Variable      | 8.13%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                | MPLX LP                                                                                 | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    190000 | PA      | $179457.25    | 0.02%             | 2027-03-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Advisor Group Holdings, Inc.                           | Advisor Group Holdings, Inc., Term Loan B1                                              | CUSIP: 00775KAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    132760 | PA      | $129621.27    | 0.02%             | 2026-07-31      | Variable      | 8.88%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                     | Crown Castle, Inc.                                                                      | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52298.78     | 0.01%             | 2029-11-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Dycom Industries, Inc.                                 | Dycom Industries, Inc.                                                                  | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30463.80     | 0.00%             | 2029-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Ohio Power Co.                                         | Ohio Power Co., Series R                                                                | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    120000 | PA      | $78074.37     | 0.01%             | 2051-10-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Oncor Electric Delivery Co. LLC                        | Oncor Electric Delivery Co. LLC                                                         | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70778.29     | 0.01%             | 2049-09-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Encompass Health Corp.                                 | Encompass Health Corp.                                                                  | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6358.80      | 0.00%             | 2028-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Northern States Power Co.                              | Northern States Power Co.                                                               | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     60000 | PA      | $38031.03     | 0.00%             | 2051-06-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                     | Energy Transfer LP, Series E                                                            | CUSIP: 29273V605<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |     25000 | NS      | $547250.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| TK Elevator US Newco, Inc.                             | TK Elevator US Newco, Inc.                                                              | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177508.00    | 0.02%             | 2027-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Lithia Motors, Inc.                                    | Lithia Motors, Inc.                                                                     | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41105.50     | 0.01%             | 2029-06-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Live Nation Entertainment, Inc.                        | Live Nation Entertainment, Inc.                                                         | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     99000 | PA      | $88142.18     | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Duke Energy Carolinas LLC                              | Duke Energy Carolinas LLC                                                               | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77581.07     | 0.01%             | 2045-06-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences, Inc.                                  | Gilead Sciences, Inc.                                                                   | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    229000 | PA      | $206083.45    | 0.03%             | 2046-03-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Battalion CLO XX Ltd.                                  | Battalion CLO XX Ltd., Series 2021-20A, Class A                                         | CUSIP: 07134UAA5<br>LEI: 549300CDYR56PY734566 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $486946.05    | 0.06%             | 2034-07-15      | Floating      | 5.26%                 | No            | 2                  | On Loan: No      |
| Fortress Transportation & Infrastructure Investors LLC | Fortress Transportation & Infrastructure Investors LLC                                  | CUSIP: 34960PAB7<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16923.67     | 0.00%             | 2025-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Clarivate Science Holdings Corp.                       | Clarivate Science Holdings Corp.                                                        | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    204000 | PA      | $176744.78    | 0.02%             | 2028-07-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Motorola Solutions, Inc.                               | Motorola Solutions, Inc.                                                                | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    120000 | PA      | $93834.34     | 0.01%             | 2030-11-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Berry Global, Inc.                                     | Berry Global, Inc.                                                                      | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    605000 | PA      | $538943.53    | 0.07%             | 2026-01-15      | Fixed         | 1.57%                 | No            | 2                  | On Loan: No      |
| MetLife, Inc.                                          | MetLife, Inc.                                                                           | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32000.55     | 0.00%             | 2044-12-15      | Fixed         | 4.72%                 | No            | 2                  | On Loan: No      |
| Earthstone Energy Holdings LLC                         | Earthstone Energy Holdings LLC                                                          | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |     68000 | PA      | $65052.20     | 0.01%             | 2027-04-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                                   | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $258025.03    | 0.03%             | 2030-07-23      | Variable      | 3.19%                 | No            | 2                  | On Loan: No      |
| Thermo Fisher Scientific, Inc.                         | Thermo Fisher Scientific, Inc.                                                          | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    425000 | PA      | $344194.46    | 0.05%             | 2031-10-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                   | Charter Communications Operating LLC                                                    | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $282251.29    | 0.04%             | 2029-03-30      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Spirit Realty Capital, Inc.                            | Spirit Realty Capital, Inc.                                                             | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |      6205 | NS      | $247765.65    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| DuPont de Nemours, Inc.                                | DuPont de Nemours, Inc.                                                                 | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |     61000 | PA      | $58059.77     | 0.01%             | 2048-11-15      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| Jeld-Wen, Inc.                                         | Jeld-Wen, Inc., Term Loan                                                               | CUSIP: 47579SAU4<br>LEI: 549300XWE6NM0N1HFW16 | Long             | LON              | CORP              | US        |     69426 | PA      | $64603.98     | 0.01%             | 2028-07-28      | Variable      | 6.63%                 | No            | 2                  | On Loan: No      |
| Go Daddy Operating Co. LLC                             | Go Daddy Operating Co. LLC, Term Loan                                                   | CUSIP: 38017BAT3<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |    127036 | PA      | $126700.62    | 0.02%             | 2029-11-09      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc.                                                                         | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    545000 | PA      | $466133.89    | 0.06%             | 2033-03-17      | Variable      | 3.79%                 | 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      | $466702.95    | 0.06%             | 2035-04-20      | Floating      | 6.01%                 | No            | 2                  | On Loan: No      |
| NatWest Group plc                                      | NatWest Group plc                                                                       | CUSIP: 780097BN0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    580000 | PA      | $571693.30    | 0.07%             | 2024-05-22      | Variable      | 2.36%                 | No            | 2                  | On Loan: No      |
| CCC Intelligent Solutions, Inc.                        | CCC Intelligent Solutions, Inc., Term Loan                                              | CUSIP: 12511BAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    184083 | PA      | $182241.81    | 0.02%             | 2028-09-21      | Variable      | 6.63%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal, Series H                                                              | CUSIP: 06368LAP1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    585000 | PA      | $577207.02    | 0.08%             | 2024-09-14      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The), Series U                                               | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    400000 | PA      | $323000.00    | 0.04%             | 2026-08-10      | Variable      | 3.65%                 | No            | 2                  | On Loan: No      |
| Sabre GLBL, Inc.                                       | Sabre GLBL, Inc.                                                                        | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     49000 | PA      | $47090.96     | 0.01%             | 2025-09-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPMorgan Chase & Co., Series HH                                                         | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35250.00     | 0.00%             | 2025-02-01      | Variable      | 4.60%                 | No            | 2                  | On Loan: No      |
| Hub International Ltd.                                 | Hub International Ltd., Term Loan                                                       | CUSIP: 44332EAP1<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    142063 | PA      | $140347.30    | 0.02%             | 2025-04-25      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| Siemens Financieringsmaatschappij NV                   | Siemens Financieringsmaatschappij NV                                                    | CUSIP: 82620KAZ6<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    760000 | PA      | $677230.85    | 0.09%             | 2026-03-11      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| Minerals Technologies, Inc.                            | Minerals Technologies, Inc.                                                             | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |     46000 | PA      | $40967.60     | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Polaris Newco LLC                                      | Polaris Newco LLC, 1st Lien Term Loan                                                   | CUSIP: 73108RAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    159874 | PA      | $145542.85    | 0.02%             | 2028-06-02      | Variable      | 8.44%                 | No            | 2                  | On Loan: No      |
| General Motors Co.                                     | General Motors Co.                                                                      | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    225000 | PA      | $233546.12    | 0.03%             | 2027-10-01      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                           | Scotts Miracle-Gro Co. (The)                                                            | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     31000 | PA      | $23682.18     | 0.00%             | 2031-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Sabre GLBL, Inc.                                       | Sabre GLBL, Inc.                                                                        | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24713.40     | 0.00%             | 2027-12-15      | Fixed         | 11.25%                | No            | 2                  | On Loan: No      |
| Outfront Media, Inc.                                   | Outfront Media, Inc.                                                                    | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     10336 | NS      | $171370.88    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Duke Energy Carolinas LLC                              | Duke Energy Carolinas LLC                                                               | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    190000 | PA      | $160725.60    | 0.02%             | 2032-03-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                                    | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     13893 | NS      | $484425.92    | 0.06%             | 2023-01-24      | Fixed         | 15.95%                | No            | 2                  | On Loan: No      |
| Ahead DB Holdings LLC                                  | Ahead DB Holdings LLC                                                                   | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |     57000 | PA      | $45813.75     | 0.01%             | 2028-05-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Cablevision Lightpath LLC                              | Cablevision Lightpath LLC                                                               | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $148585.43    | 0.02%             | 2028-09-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Raytheon Technologies Corp.                            | Raytheon Technologies Corp.                                                             | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     95000 | PA      | $79196.37     | 0.01%             | 2045-05-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                       | Goodyear Tire & Rubber Co. (The)                                                        | CUSIP: 382550BH3<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14385.03     | 0.00%             | 2025-05-31      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Kobe U.S. Midco 2, Inc.                                | Kobe U.S. Midco 2, Inc.                                                                 | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     97000 | PA      | $67900.00     | 0.01%             | 2026-11-01      | Variable      | 9.25%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                  | Sumitomo Mitsui Financial Group, Inc.                                                   | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $92045.57     | 0.01%             | 2028-01-17      | Fixed         | 3.54%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                 | UBS AG                                                                                  | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |       459 | NS      | $381650.55    | 0.05%             | 2023-02-03      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| Femur Buyer, Inc.                                      | Femur Buyer, Inc., 1st Lien Term Loan                                                   | CUSIP: 31446JAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    132992 | PA      | $113542.17    | 0.01%             | 2026-03-05      | Variable      | 9.23%                 | No            | 2                  | On Loan: No      |
| LYB International Finance III LLC                      | LYB International Finance III LLC                                                       | CUSIP: 50249AAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $66907.90     | 0.01%             | 2051-04-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Sophia LP                                              | Sophia LP, 1st Lien Term Loan B                                                         | CUSIP: 83578BAN3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |    167085 | PA      | $160924.34    | 0.02%             | 2027-10-07      | Variable      | 8.23%                 | No            | 2                  | On Loan: No      |
| Roper Technologies, Inc.                               | Roper Technologies, Inc.                                                                | CUSIP: 776743AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22399.07     | 0.00%             | 2025-09-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Liberty Broadband Corp.                                | Liberty Broadband Corp.                                                                 | CUSIP: 530307AC1<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |     91000 | PA      | $87815.00     | 0.01%             | 2050-09-30      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                          | Equinix, Inc.                                                                           | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     75000 | PA      | $51083.72     | 0.01%             | 2052-02-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                                 | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      5366 | NS      | $236885.64    | 0.03%             | 2023-02-23      | Fixed         | 19.64%                | No            | 2                  | On Loan: No      |
| Match Group Holdings II LLC                            | Match Group Holdings II LLC                                                             | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     23000 | PA      | $17637.87     | 0.00%             | 2031-10-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Williams Scotsman International, Inc.                  | Williams Scotsman International, Inc.                                                   | CUSIP: 71953LAA9<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46530.00     | 0.01%             | 2025-06-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Wynn Resorts Finance LLC                               | Wynn Resorts Finance LLC                                                                | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96000 | PA      | $82284.48     | 0.01%             | 2029-10-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Sun Communities, Inc.                                  | Sun Communities, Inc.                                                                   | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |      2126 | NS      | $304018.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Tempur Sealy International, Inc.                       | Tempur Sealy International, Inc.                                                        | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5495.18      | 0.00%             | 2031-10-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Allianz SE                                             | Allianz SE                                                                              | CUSIP: 018820AB6<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $297304.10    | 0.04%             | 2027-10-30      | Variable      | 3.20%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                   | Charter Communications Operating LLC                                                    | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    286000 | PA      | $218077.98    | 0.03%             | 2063-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Florida Power & Light Co.                              | Florida Power & Light Co.                                                               | CUSIP: 341081FB8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53160.09     | 0.01%             | 2039-04-01      | Fixed         | 5.96%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                                     | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      1330 | NS      | $113570.37    | 0.01%             | 2023-02-03      | Fixed         | 22.40%                | No            | 2                  | On Loan: No      |
| SS&C Technologies Holdings, Inc.                       | SS&C Technologies Holdings, Inc., Term Loan B4                                          | CUSIP: 78466DBE3<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |     12782 | PA      | $12546.40     | 0.00%             | 2025-04-16      | Variable      | 6.13%                 | No            | 2                  | On Loan: No      |
| TWDC Enterprises 18 Corp.                              | TWDC Enterprises 18 Corp.                                                               | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47087.57     | 0.01%             | 2044-06-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp., Series L                                                         | CUSIP: 06051GFQ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    135000 | PA      | $114505.59    | 0.01%             | 2045-04-21      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                                    | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      1826 | NS      | $244958.93    | 0.03%             | 2023-01-30      | Fixed         | 19.70%                | No            | 2                  | On Loan: No      |
| DISH Network Corp.                                     | DISH Network Corp.                                                                      | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5149.50      | 0.00%             | 2027-11-15      | Fixed         | 11.75%                | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                     | Energy Transfer LP                                                                      | CUSIP: 29273RAS8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29942.34     | 0.00%             | 2023-02-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.                            | Capital One Financial Corp.                                                             | CUSIP: 14040HCK9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    430000 | PA      | $411661.47    | 0.05%             | 2024-12-06      | Variable      | 1.34%                 | No            | 2                  | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                     | Nationstar Mortgage Holdings, Inc.                                                      | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $16110.00     | 0.00%             | 2027-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                      | BAT Capital Corp.                                                                       | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    175000 | PA      | $145236.46    | 0.02%             | 2028-03-25      | Fixed         | 2.26%                 | No            | 2                  | On Loan: No      |
| Exelon Corp.                                           | Exelon Corp.                                                                            | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46419.88     | 0.01%             | 2030-04-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Ziggo Financing Partnership                            | Ziggo Financing Partnership, Facility Term Loan I                                       | CUSIP: N9833RAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    143000 | PA      | $139201.92    | 0.02%             | 2028-04-30      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO XIX Ltd.                   | Benefit Street Partners CLO XIX Ltd., Series 2019-19A, Class A                          | CUSIP: 08182RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $981073.70    | 0.13%             | 2033-01-15      | Floating      | 5.43%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                              | HCA, Inc.                                                                               | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    310000 | PA      | $198885.91    | 0.03%             | 2051-07-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Tempo Acquisition LLC                                  | Tempo Acquisition LLC                                                                   | CUSIP: 88023JAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7012.02      | 0.00%             | 2025-06-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Pioneer Natural Resources Co.                          | Pioneer Natural Resources Co.                                                           | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     65000 | PA      | $50902.84     | 0.01%             | 2030-08-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.                            | Capital One Financial Corp.                                                             | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    305000 | PA      | $285075.37    | 0.04%             | 2028-01-31      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Howard Hughes Corp. (The)                              | Howard Hughes Corp. (The)                                                               | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1801.46      | 0.00%             | 2028-08-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| S&P Global, Inc.                                       | S&P Global, Inc.                                                                        | CUSIP: 78409VBC7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    105000 | PA      | $89560.19     | 0.01%             | 2032-03-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group plc                               | Lloyds Banking Group plc                                                                | CUSIP: 53944YAA1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $390345.67    | 0.05%             | 2024-11-04      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CCM Merger, Inc.                                       | CCM Merger, Inc.                                                                        | CUSIP: 14985VAE1<br>LEI: 549300P77RSBKKFME089 | Long             | DBT              | CORP              | US        |     54000 | PA      | $50885.28     | 0.01%             | 2026-05-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| CA Magnum Holdings                                     | CA Magnum Holdings                                                                      | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |    201000 | PA      | $181931.13    | 0.02%             | 2026-10-31      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Motorola Solutions, Inc.                               | Motorola Solutions, Inc.                                                                | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    285000 | PA      | $271242.38    | 0.04%             | 2029-05-23      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Highbridge Loan Management Ltd.                        | Highbridge Loan Management Ltd., Series 12A-18, Class A2                                | CUSIP: 44330QAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $486342.00    | 0.06%             | 2031-07-18      | Floating      | 5.69%                 | No            | 2                  | On Loan: No      |
| Reynolds Consumer Products LLC                         | Reynolds Consumer Products LLC, Term Loan                                               | CUSIP: 76171JAB7<br>LEI: 549300DWNZYMOSR1X343 | Long             | LON              | CORP              | US        |     15607 | PA      | $15463.00     | 0.00%             | 2027-02-04      | Variable      | 6.13%                 | No            | 2                  | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                       | Goodyear Tire & Rubber Co. (The)                                                        | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4170.75      | 0.00%             | 2029-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Entegris Escrow Corp.                                  | Entegris Escrow Corp.                                                                   | CUSIP: 29365BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    323000 | PA      | $294555.75    | 0.04%             | 2029-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CommScope Technologies LLC                             | CommScope Technologies LLC                                                              | CUSIP: 20337YAA5<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6370.00      | 0.00%             | 2025-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Scientific Games International, Inc.                   | Scientific Games International, Inc.                                                    | CUSIP: 80874YBG4<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32646.46     | 0.00%             | 2025-07-01      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                                    | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      4066 | NS      | $251470.95    | 0.03%             | 2023-01-26      | Fixed         | 10.89%                | No            | 2                  | On Loan: No      |
| EOG Resources, Inc.                                    | EOG Resources, Inc.                                                                     | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19028.75     | 0.00%             | 2050-04-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Synchrony Financial                                    | Synchrony Financial                                                                     | CUSIP: 87165BAS2<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2923.08      | 0.00%             | 2025-06-13      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| General Dynamics Corp.                                 | General Dynamics Corp.                                                                  | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91233.64     | 0.01%             | 2040-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Simon Property Group LP                                | Simon Property Group LP                                                                 | CUSIP: 828807DJ3<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    225000 | PA      | $163360.58    | 0.02%             | 2050-07-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc                                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      6972 | NS      | $917237.26    | 0.12%             | 2023-02-15      | Fixed         | 13.10%                | No            | 2                  | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                                     | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       148 | NS      | $75873.44     | 0.01%             | 2023-01-26      | Fixed         | 14.13%                | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                       | Amazon.com, Inc.                                                                        | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     19000 | PA      | $16832.48     | 0.00%             | 2037-08-22      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp., Series N                                                         | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     52000 | PA      | $46004.59     | 0.01%             | 2027-03-11      | Variable      | 1.66%                 | No            | 2                  | On Loan: No      |
| MetLife, Inc.                                          | MetLife, Inc., Series G                                                                 | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    950000 | PA      | $882312.50    | 0.12%             | 2025-09-15      | Variable      | 3.85%                 | No            | 2                  | On Loan: No      |
| Atmos Energy Corp.                                     | Atmos Energy Corp.                                                                      | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    125000 | PA      | $80886.96     | 0.01%             | 2052-02-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Carnival Corp.                                         | Carnival Corp.                                                                          | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     46000 | PA      | $37508.86     | 0.00%             | 2028-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Meta Platforms, Inc.                                   | Meta Platforms, Inc.                                                                    | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    300000 | PA      | $279600.04    | 0.04%             | 2027-08-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                               | Mizuho Markets Cayman LP                                                                | CUSIP: 6068FW880<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |      1379 | NS      | $492001.02    | 0.06%             | 2023-01-26      | Fixed         | 13.50%                | No            | 2                  | On Loan: No      |
| Coherent Corp.                                         | Coherent Corp., Term Loan B                                                             | CUSIP: 45173JAQ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    107048 | PA      | $105683.38    | 0.01%             | 2029-07-02      | Variable      | 7.13%                 | 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        |         0 | PA      | $0.03         | 0.00%             | 2028-11-01      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                   | American Tower Corp.                                                                    | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    255000 | PA      | $235073.39    | 0.03%             | 2029-03-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Meta Platforms, Inc.                                   | Meta Platforms, Inc.                                                                    | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    290000 | PA      | $255181.70    | 0.03%             | 2032-08-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| International Business Machines Corp.                  | International Business Machines Corp.                                                   | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237867.36    | 0.03%             | 2026-05-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| NCR Corp.                                              | NCR Corp.                                                                               | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     22000 | PA      | $18399.11     | 0.00%             | 2029-04-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Penske Truck Leasing Co. LP                            | Penske Truck Leasing Co. LP                                                             | CUSIP: 709599BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    745000 | PA      | $712786.59    | 0.09%             | 2025-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Condor Merger Sub, Inc.                                | Condor Merger Sub, Inc.                                                                 | CUSIP: 579063AB4<br>LEI: 254900SAGUYT3MBUU161 | Long             | DBT              | CORP              | US        |    134000 | PA      | $107740.14    | 0.01%             | 2030-02-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| TCI-Flatiron CLO Ltd.                                  | TCI-Flatiron CLO Ltd., Series 2018-1A, Class CR                                         | CUSIP: 87232AAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $935850.20    | 0.12%             | 2032-01-29      | Floating      | 6.16%                 | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                      | BAT Capital Corp.                                                                       | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     45000 | PA      | $32591.95     | 0.00%             | 2049-09-06      | Fixed         | 4.76%                 | No            | 2                  | On Loan: No      |
| Phillips 66                                            | Phillips 66                                                                             | CUSIP: 718546AY0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    195000 | PA      | $186365.08    | 0.02%             | 2024-02-15      | Fixed         | 0.90%                 | No            | 2                  | On Loan: No      |
| Carpenter Technology Corp.                             | Carpenter Technology Corp.                                                              | CUSIP: 144285AM5<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64152.76     | 0.01%             | 2030-03-15      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Duke Energy Florida LLC                                | Duke Energy Florida LLC                                                                 | CUSIP: 341099CN7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50406.10     | 0.01%             | 2040-04-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Buckeye Partners LP                                    | Buckeye Partners LP                                                                     | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     34000 | PA      | $25332.67     | 0.00%             | 2043-11-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Vodafone Group plc                                     | Vodafone Group plc                                                                      | CUSIP: 92857WBV1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    265000 | PA      | $221248.50    | 0.03%             | 2081-06-04      | Variable      | 3.25%                 | No            | 2                  | On Loan: No      |
| Brookfield Property REIT, Inc.                         | Brookfield Property REIT, Inc.                                                          | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $37611.69     | 0.00%             | 2027-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Triumph Group, Inc.                                    | Triumph Group, Inc.                                                                     | CUSIP: 896818AS0<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70207.50     | 0.01%             | 2024-06-01      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                                                            | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    471000 | PA      | $335558.89    | 0.04%             | 2051-03-25      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                       | CVS Health Corp.                                                                        | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47447.49     | 0.01%             | 2027-04-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                    | Blackstone Holdings Finance Co. LLC                                                     | CUSIP: 09261BAJ9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49366.88     | 0.01%             | 2027-11-03      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | Service King Midas International                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       766 | NS      | $0.01         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| EssilorLuxottica SA                                    | EssilorLuxottica SA                                                                     | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |      5513 | NS      | $997484.77    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Regatta VIII Funding Ltd.                              | Regatta VIII Funding Ltd., Series 2017-1A, Class A                                      | CUSIP: 75888KAA2<br>LEI: 2549002R0TTC87W9EH67 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $494159.10    | 0.06%             | 2030-10-17      | Floating      | 5.33%                 | No            | 2                  | On Loan: No      |
| Duke Energy Florida LLC                                | Duke Energy Florida LLC                                                                 | CUSIP: 26444HAH4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    395000 | PA      | $337573.19    | 0.04%             | 2029-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Volkswagen Group of America Finance LLC                | Volkswagen Group of America Finance LLC                                                 | CUSIP: 928668BL5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    400000 | PA      | $356580.84    | 0.05%             | 2025-11-24      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Venga Finance SARL                                     | Venga Finance SARL, Term Loan                                                           | CUSIP: L9635LAB0<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     86632 | PA      | $79160.15     | 0.01%             | 2029-06-28      | Variable      | 9.48%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc.                                                                         | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    125000 | PA      | $114049.53    | 0.01%             | 2028-10-27      | Variable      | 3.52%                 | No            | 2                  | On Loan: No      |
| Ryder System, Inc.                                     | Ryder System, Inc.                                                                      | CUSIP: 78355HKK4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246886.76    | 0.03%             | 2023-12-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Ecolab, Inc.                                           | Ecolab, Inc.                                                                            | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    190000 | PA      | $118181.69    | 0.02%             | 2051-12-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Rocket Mortgage LLC                                    | Rocket Mortgage LLC                                                                     | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $94287.86     | 0.01%             | 2026-10-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| EyeCare Partners LLC                                   | EyeCare Partners LLC, 1st Lien Term Loan                                                | CUSIP: 30233PAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    162897 | PA      | $129774.98    | 0.02%             | 2027-02-18      | Variable      | 8.48%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                             | Occidental Petroleum Corp.                                                              | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51669.00     | 0.01%             | 2030-09-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                      | HSBC Holdings plc                                                                       | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $840760.30    | 0.11%             | 2028-11-03      | Variable      | 7.39%                 | No            | 2                  | On Loan: No      |
| Autodesk, Inc.                                         | Autodesk, Inc.                                                                          | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    190000 | PA      | $151776.48    | 0.02%             | 2031-12-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Nordea Bank Abp                                        | Nordea Bank Abp                                                                         | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    550000 | PA      | $540134.29    | 0.07%             | 2026-03-26      | Variable      | 6.62%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets America, Inc.                       | BP Capital Markets America, Inc.                                                        | CUSIP: 10373QAC4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47745.14     | 0.01%             | 2028-09-21      | Fixed         | 3.94%                 | No            | 2                  | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                    | Cushman & Wakefield US Borrower LLC, Term Loan                                          | CUSIP: 23340DAP7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    217249 | PA      | $211896.17    | 0.03%             | 2025-08-21      | Variable      | 7.13%                 | No            | 2                  | On Loan: No      |
| Digital Realty Trust, Inc.                             | Digital Realty Trust, Inc.                                                              | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      1728 | NS      | $173266.56    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Georgia-Pacific LLC                                    | Georgia-Pacific LLC                                                                     | CUSIP: 37331NAN1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    225000 | PA      | $197060.89    | 0.03%             | 2026-05-15      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co.                                                                       | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    131000 | PA      | $126064.83    | 0.02%             | 2027-07-22      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                      | HSBC Holdings plc                                                                       | CUSIP: 404280BH1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $240081.20    | 0.03%             | 2026-11-23      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Zayo Group Holdings, Inc.                              | Zayo Group Holdings, Inc.                                                               | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    322000 | PA      | $182599.32    | 0.02%             | 2028-03-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Delta Air Lines, Inc.                                  | Delta Air Lines, Inc.                                                                   | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37155 | PA      | $34924.70     | 0.00%             | 2028-10-20      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| General Motors Co.                                     | General Motors Co.                                                                      | CUSIP: 37045VAG5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121912.57    | 0.02%             | 2025-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Global Payments, Inc.                                  | Global Payments, Inc.                                                                   | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    317000 | PA      | $269466.29    | 0.04%             | 2029-08-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Virgin Media Bristol LLC                               | Virgin Media Bristol LLC, Facility Term Loan N                                          | CUSIP: G9368PBC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     63012 | PA      | $61864.55     | 0.01%             | 2028-01-31      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| HUB International Ltd.                                 | HUB International Ltd.                                                                  | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    158000 | PA      | $154680.42    | 0.02%             | 2026-05-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| GoodRx, Inc.                                           | GoodRx, Inc., 1st Lien Term Loan                                                        | CUSIP: 38245HAC1<br>LEI: 25490061CWK7F0OTY260 | Long             | LON              | CORP              | US        |     62169 | PA      | $60381.78     | 0.01%             | 2025-10-10      | Variable      | 7.13%                 | No            | 2                  | On Loan: No      |
| Carnival Corp.                                         | Carnival Corp.                                                                          | CUSIP: 143658BG6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     75000 | PA      | $75357.00     | 0.01%             | 2026-02-01      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| Nabors Industries Ltd.                                 | Nabors Industries Ltd.                                                                  | CUSIP: 629571AB6<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |     81000 | PA      | $74106.58     | 0.01%             | 2028-01-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Edgewater Generation LLC                               | Edgewater Generation LLC, Term Loan                                                     | CUSIP: 28031FAD2<br>LEI: 5493004PLDT1L28SWG83 | Long             | LON              | CORP              | US        |     60889 | PA      | $57585.37     | 0.01%             | 2025-12-13      | Variable      | 8.13%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                                     | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      1124 | NS      | $184389.92    | 0.02%             | 2023-02-16      | Fixed         | 17.42%                | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.                            | Capital One Financial Corp.                                                             | CUSIP: 14040HCJ2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19143.06     | 0.00%             | 2032-11-02      | Variable      | 2.62%                 | No            | 2                  | On Loan: No      |
| Shell International Finance BV                         | Shell International Finance BV                                                          | CUSIP: 822582CD2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     10000 | PA      | $8642.45      | 0.00%             | 2029-11-07      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Dryden Senior Loan Fund                                | Dryden Senior Loan Fund, Series 2017-47A, Class CR                                      | CUSIP: 26245EAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $482709.30    | 0.06%             | 2028-04-15      | Floating      | 6.13%                 | No            | 2                  | On Loan: No      |
| Venture Global Calcasieu Pass LLC                      | Venture Global Calcasieu Pass LLC                                                       | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    195000 | PA      | $170625.00    | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Genesis Energy LP                                      | Genesis Energy LP                                                                       | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $26693.92     | 0.00%             | 2028-02-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| RHP Hotel Properties LP                                | RHP Hotel Properties LP, Term Loan B                                                    | CUSIP: 74958NAG1<br>LEI: 549300SJMSMA2471GA96 | Long             | LON              | CORP              | US        |     72691 | PA      | $72236.74     | 0.01%             | 2024-05-11      | Variable      | 6.39%                 | No            | 2                  | On Loan: No      |
| AMC Entertainment Holdings, Inc.                       | AMC Entertainment Holdings, Inc., Term Loan B1                                          | CUSIP: 00164DAQ6<br>LEI: 549300ZO77UNR6NRBR11 | Long             | LON              | CORP              | US        |    267435 | PA      | $144024.34    | 0.02%             | 2026-04-22      | Variable      | 7.27%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPMorgan Chase & Co.                                                                    | CUSIP: 46647PBF2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $659646.69    | 0.09%             | 2025-10-15      | Variable      | 2.30%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                       | CVS Health Corp.                                                                        | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226665.71    | 0.03%             | 2030-04-01      | Fixed         | 3.75%                 | 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      | $69028.61     | 0.01%             | 2029-10-08      | Variable      | 10.38%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series GMTW                                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      1206 | NS      | $345463.87    | 0.05%             | 2023-01-25      | Fixed         | 14.25%                | No            | 2                  | On Loan: No      |
| Community Health Systems, Inc.                         | Community Health Systems, Inc.                                                          | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     37000 | PA      | $31726.02     | 0.00%             | 2027-03-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| National Australia Bank Ltd.                           | National Australia Bank Ltd.                                                            | CUSIP: 63254ABE7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $239630.52    | 0.03%             | 2027-06-09      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPMorgan Chase & Co.                                                                    | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    320000 | PA      | $279802.56    | 0.04%             | 2028-06-01      | Variable      | 2.18%                 | No            | 2                  | On Loan: No      |
| Exxon Mobil Corp.                                      | Exxon Mobil Corp.                                                                       | CUSIP: 30231GBH4<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52976.31     | 0.01%             | 2025-03-19      | Fixed         | 2.99%                 | No            | 2                  | On Loan: No      |
| KKR Apple Bidco LLC                                    | KKR Apple Bidco LLC, 2nd Lien Term Loan                                                 | CUSIP: 48254EAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     45000 | PA      | $43264.35     | 0.01%             | 2029-09-21      | Variable      | 10.13%                | No            | 2                  | On Loan: No      |
| Aptiv plc                                              | Aptiv plc                                                                               | CUSIP: 03835VAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     25000 | PA      | $21206.86     | 0.00%             | 2049-03-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                  | Sumitomo Mitsui Financial Group, Inc.                                                   | CUSIP: 86562MBV1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $189240.25    | 0.02%             | 2025-01-15      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| Merck & Co., Inc.                                      | Merck & Co., Inc.                                                                       | CUSIP: 806605AG6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    195000 | PA      | $219288.18    | 0.03%             | 2033-12-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Lam Research Corp.                                     | Lam Research Corp.                                                                      | CUSIP: 512807AS7<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    260000 | PA      | $252074.64    | 0.03%             | 2026-03-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Asplundh Tree Expert LLC                               | Asplundh Tree Expert LLC, Term Loan                                                     | CUSIP: 04538FAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    143488 | PA      | $143248.37    | 0.02%             | 2027-09-07      | Variable      | 6.13%                 | No            | 2                  | On Loan: No      |
| Northwell Healthcare, Inc.                             | Northwell Healthcare, Inc.                                                              | CUSIP: 667274AC8<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |     19000 | PA      | $15090.75     | 0.00%             | 2047-11-01      | Fixed         | 4.26%                 | No            | 2                  | On Loan: No      |
| Generate CLO 9 Ltd.                                    | Generate CLO 9 Ltd., Series 9A, Class B                                                 | CUSIP: 37147LAC3<br>LEI: 549300OYEZ11WGJ2SS19 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1437019.50   | 0.19%             | 2034-10-20      | Floating      | 5.99%                 | No            | 2                  | On Loan: No      |
| Epicor Software Corp.                                  | Epicor Software Corp., Term Loan C                                                      | CUSIP: 29426NAN4<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |     79042 | PA      | $75736.75     | 0.01%             | 2027-07-30      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| EnLink Midstream Partners LP                           | EnLink Midstream Partners LP                                                            | CUSIP: 29336UAD9<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3031.31      | 0.00%             | 2045-04-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Penn National Gaming, Inc.                             | Penn National Gaming, Inc., Facility Term Loan B                                        | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    172178 | PA      | $170192.76    | 0.02%             | 2029-05-03      | Variable      | 7.17%                 | No            | 2                  | On Loan: No      |
| NFP Corp.                                              | NFP Corp.                                                                               | CUSIP: 65342RAE0<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |     88000 | PA      | $74914.03     | 0.01%             | 2028-08-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| NESCO Holdings II, Inc.                                | NESCO Holdings II, Inc.                                                                 | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |     59000 | PA      | $51625.00     | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Pug LLC                                                | Pug LLC, Term Loan B                                                                    | CUSIP: 74530DAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    264849 | PA      | $218058.04    | 0.03%             | 2027-02-12      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| Calpine Corp.                                          | Calpine Corp.                                                                           | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     98000 | PA      | $87444.69     | 0.01%             | 2028-03-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Penske Truck Leasing Co. LP                            | Penske Truck Leasing Co. LP                                                             | CUSIP: 709599BB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $274087.59    | 0.04%             | 2024-02-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Sky Ltd.                                               | Sky Ltd.                                                                                | CUSIP: 111013AL2<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $195224.42    | 0.03%             | 2024-09-16      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| NRG Energy, Inc.                                       | NRG Energy, Inc.                                                                        | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25344.09     | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Delta Topco, Inc.                                      | Delta Topco, Inc., 1st Lien Term Loan                                                   | CUSIP: 24780DAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    113476 | PA      | $104540.00    | 0.01%             | 2027-12-01      | Variable      | 8.15%                 | No            | 2                  | On Loan: No      |
| Mattamy Group Corp.                                    | Mattamy Group Corp.                                                                     | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $16209.29     | 0.00%             | 2030-03-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)               | PNC Financial Services Group, Inc. (The)                                                | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     52000 | PA      | $54137.18     | 0.01%             | 2033-10-28      | Variable      | 6.04%                 | No            | 2                  | On Loan: No      |
| Elevation CLO Ltd.                                     | Elevation CLO Ltd., Series 2017-8A, Class C                                             | CUSIP: 28622VAG5<br>LEI: 549300OBPZDY731NEI33 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $930875.10    | 0.12%             | 2030-10-25      | Floating      | 6.41%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                            | Amgen, Inc.                                                                             | CUSIP: 031162CJ7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    175000 | PA      | $161694.17    | 0.02%             | 2026-08-19      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co.                                                                       | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    225000 | PA      | $198197.04    | 0.03%             | 2051-04-04      | Variable      | 5.01%                 | No            | 2                  | On Loan: No      |
| Duke Energy Progress LLC                               | Duke Energy Progress LLC                                                                | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     30000 | PA      | $18001.04     | 0.00%             | 2050-08-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Encompass Health Corp.                                 | Encompass Health Corp.                                                                  | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43907.10     | 0.01%             | 2030-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                      | Lowe's Cos., Inc.                                                                       | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    160000 | PA      | $126848.49    | 0.02%             | 2052-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ONEOK, Inc.                                            | ONEOK, Inc.                                                                             | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     63000 | PA      | $50741.71     | 0.01%             | 2047-07-13      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| American Airlines Pass-Through Trust                   | American Airlines Pass-Through Trust, Series 2017-1, Class AA                           | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57232 | PA      | $50923.01     | 0.01%             | 2029-02-15      | Fixed         | 3.65%                 | 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      | $943246.50    | 0.12%             | 2034-01-15      | Floating      | 6.23%                 | No            | 2                  | On Loan: No      |
| Aon Corp.                                              | Aon Corp.                                                                               | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92244.37     | 0.01%             | 2029-05-02      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Learfield Communications LLC                           | Learfield Communications LLC, 1st Lien Term Loan                                        | CUSIP: 00165HAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    178835 | PA      | $133167.69    | 0.02%             | 2023-12-01      | Variable      | 7.64%                 | 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        |    121000 | NS      | $1757339.06   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Paramount Global                                       | Paramount Global                                                                        | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    208000 | PA      | $170041.93    | 0.02%             | 2062-03-30      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| Ascent Resources Utica Holdings LLC                    | Ascent Resources Utica Holdings LLC                                                     | CUSIP: 04364VAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $227550.00    | 0.03%             | 2027-11-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                          | Equinix, Inc.                                                                           | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26112.64     | 0.00%             | 2029-11-18      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Viavi Solutions, Inc.                                  | Viavi Solutions, Inc.                                                                   | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     49000 | PA      | $41182.27     | 0.01%             | 2029-10-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| OHA Loan Funding Ltd.                                  | OHA Loan Funding Ltd., Series 2013-1A, Class BR2                                        | CUSIP: 67706HBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $967524.50    | 0.13%             | 2031-07-23      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| Advanced Drainage Systems, Inc.                        | Advanced Drainage Systems, Inc.                                                         | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    114000 | PA      | $106305.00    | 0.01%             | 2027-09-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Eastern Gas Transmission & Storage, Inc.               | Eastern Gas Transmission & Storage, Inc.                                                | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41050.94     | 0.01%             | 2044-12-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Co.                               | Bristol-Myers Squibb Co.                                                                | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10439.65     | 0.00%             | 2032-03-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                         | Southern California Edison Co., Series 20A                                              | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     75000 | PA      | $48047.31     | 0.01%             | 2051-02-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| ICON plc                                               | ICON plc, Term Loan                                                                     | CUSIP: L5000DAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     57048 | PA      | $56827.38     | 0.01%             | 2028-07-03      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| UniCredit SpA                                          | UniCredit SpA                                                                           | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |    400000 | PA      | $381868.00    | 0.05%             | 2024-06-03      | Variable      | 8.00%                 | No            | 2                  | On Loan: No      |
| Dell International LLC                                 | Dell International LLC                                                                  | CUSIP: 24703TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    137000 | PA      | $134640.17    | 0.02%             | 2024-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                               | UnitedHealth Group, Inc.                                                                | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $50739.34     | 0.01%             | 2050-05-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                   | Anheuser-Busch InBev Worldwide, Inc.                                                    | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23443.48     | 0.00%             | 2042-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                   | American Tower Corp.                                                                    | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    140000 | PA      | $122156.10    | 0.02%             | 2026-09-15      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                   | American Tower Corp.                                                                    | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116605.14    | 0.02%             | 2031-09-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Spectra Energy Partners LP                             | Spectra Energy Partners LP                                                              | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    145000 | PA      | $134925.61    | 0.02%             | 2026-10-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Gulfport Energy Corp.                                  | Gulfport Energy Corp.                                                                   | CUSIP: 402635AR7<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |     16500 | PA      | $16087.50     | 0.00%             | 2026-05-17      | Fixed         | 8.00%                 | 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        |     72295 | NS      | $1920231.12   | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                          | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    470000 | PA      | $411821.38    | 0.05%             | 2026-12-10      | Variable      | 0.98%                 | No            | 2                  | On Loan: No      |
| Vertiv Group Corp.                                     | Vertiv Group Corp.                                                                      | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    129000 | PA      | $109650.00    | 0.01%             | 2028-11-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPMorgan Chase & Co.                                                                    | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1202000 | PA      | $1056152.28   | 0.14%             | 2027-04-22      | Variable      | 1.58%                 | No            | 2                  | On Loan: No      |
| AIG CLO LLC                                            | AIG CLO LLC, Series 2021-2A, Class B                                                    | CUSIP: 00142DAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $963665.40    | 0.13%             | 2034-07-20      | Floating      | 5.99%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc                                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     10461 | NS      | $182750.18    | 0.02%             | 2023-01-20      | Fixed         | 14.62%                | No            | 2                  | On Loan: No      |
| American Airlines Pass-Through Trust                   | American Airlines Pass-Through Trust, Series 2019-1, Class B                            | CUSIP: 02379DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61002 | PA      | $51265.58     | 0.01%             | 2028-02-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPMorgan Chase & Co.                                                                    | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    455000 | PA      | $377648.53    | 0.05%             | 2038-07-24      | Variable      | 3.88%                 | No            | 2                  | On Loan: No      |
| Realty Income Corp.                                    | Realty Income Corp.                                                                     | CUSIP: 756109AS3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    125000 | PA      | $115556.21    | 0.02%             | 2027-01-15      | Fixed         | 3.00%                 | 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      | $282636.85    | 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        |    645000 | PA      | $616009.38    | 0.08%             | 2027-04-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Lumen Technologies, Inc.                               | Lumen Technologies, Inc.                                                                | CUSIP: 156700BC9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    122000 | PA      | $103389.21    | 0.01%             | 2027-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SWF Holdings I Corp.                                   | SWF Holdings I Corp., 1st Lien Term Loan                                                | CUSIP: 78489HAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    119200 | PA      | $97088.40     | 0.01%             | 2028-10-06      | Variable      | 8.75%                 | No            | 2                  | On Loan: No      |
| ZoomInfo LLC                                           | ZoomInfo LLC, 1st Lien Term Loan                                                        | CUSIP: 25471YAK8<br>LEI: 549300XF0FRWD2286I33 | Long             | LON              | CORP              | US        |     20000 | PA      | $19906.20     | 0.00%             | 2026-02-02      | Variable      | 7.35%                 | No            | 2                  | On Loan: No      |
| Lehman Brothers Holdings, Inc.                         | Lehman Brothers Holdings, Inc., Term Loan                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    228099 | PA      | $0.02         | 0.00%             | 2023-12-31      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| CD&R Smokey Buyer, Inc.                                | CD&R Smokey Buyer, Inc.                                                                 | CUSIP: 12510CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $48054.72     | 0.01%             | 2025-07-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | BNP Paribas SA                                                                          | CUSIP: 05565AGF4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $189077.66    | 0.02%             | 2028-08-16      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Community Health Systems, Inc.                         | Community Health Systems, Inc.                                                          | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     66000 | PA      | $49766.45     | 0.01%             | 2030-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Froneri International Ltd.                             | Froneri International Ltd., Facility 1st Lien Term Loan B2                              | CUSIP: G3679YAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    364334 | PA      | $353961.28    | 0.05%             | 2027-01-29      | Variable      | 6.63%                 | No            | 2                  | On Loan: No      |
| Hub International Ltd.                                 | Hub International Ltd., Term Loan B3                                                    | CUSIP: 44332EAU0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    171629 | PA      | $169873.31    | 0.02%             | 2025-04-25      | Variable      | 7.53%                 | No            | 2                  | On Loan: No      |
| Kering SA                                              | Kering SA                                                                               | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | EC               | CORP              | FR        |      3093 | NS      | $1574114.06   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Comcast Corp.                                          | Comcast Corp.                                                                           | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21627.97     | 0.00%             | 2030-02-01      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| LBM Acquisition LLC                                    | LBM Acquisition LLC                                                                     | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9545.27      | 0.00%             | 2029-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Bausch Health Cos., Inc.                               | Bausch Health Cos., Inc., Term Loan B                                                   | CUSIP: C9413PBD4<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | LON              | CORP              | CA        |    110695 | PA      | $83759.24     | 0.01%             | 2027-02-01      | Variable      | 9.67%                 | No            | 2                  | On Loan: No      |
| Newmont Corp.                                          | Newmont Corp.                                                                           | CUSIP: 651639AY2<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40186.99     | 0.01%             | 2030-10-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| CQP Holdco LP                                          | CQP Holdco LP                                                                           | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $349404.03    | 0.05%             | 2031-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| OWL Rock Core Income Corp.                             | OWL Rock Core Income Corp.                                                              | CUSIP: 69120VAL5<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     46000 | PA      | $44592.55     | 0.01%             | 2025-03-21      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                                   | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276176.79    | 0.04%             | 2028-07-21      | Variable      | 3.59%                 | No            | 2                  | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                   | Fomento Economico Mexicano SAB de CV                                                    | CUSIP: 344419AC0<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |    150000 | PA      | $103837.50    | 0.01%             | 2050-01-16      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Western Midstream Operating LP                         | Western Midstream Operating LP                                                          | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     29000 | PA      | $24069.20     | 0.00%             | 2048-08-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Commonwealth Bank of Australia                         | Commonwealth Bank of Australia                                                          | CUSIP: 2027A0KD0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    165000 | PA      | $144971.28    | 0.02%             | 2026-06-15      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| America Movil SAB de CV                                | America Movil SAB de CV                                                                 | CUSIP: 02364WBG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $170822.00    | 0.02%             | 2049-04-22      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Ford Motor Co.                                         | Ford Motor Co.                                                                          | CUSIP: 345370CR9<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11380.08     | 0.00%             | 2026-12-08      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| HP, Inc.                                               | HP, Inc.                                                                                | CUSIP: 40434LAF2<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    555000 | PA      | $486181.17    | 0.06%             | 2026-06-17      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corp.                                    | Union Pacific Corp.                                                                     | CUSIP: 907818DR6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    440000 | PA      | $433205.45    | 0.06%             | 2024-02-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Signal Peak CLO 10 Ltd.                                | Signal Peak CLO 10 Ltd., Series 2021-9A, Class B                                        | CUSIP: 82670QAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1915244.80   | 0.25%             | 2034-07-21      | Floating      | 5.98%                 | No            | 2                  | On Loan: No      |
| Ford Motor Co.                                         | Ford Motor Co.                                                                          | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60018.24     | 0.01%             | 2032-08-19      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| AIG CLO LLC                                            | AIG CLO LLC, Series 2021-1A, Class A                                                    | CUSIP: 00141YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2215000 | PA      | $2152873.90   | 0.28%             | 2034-04-22      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| Penske Automotive Group, Inc.                          | Penske Automotive Group, Inc.                                                           | CUSIP: 70959WAJ2<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12992.83     | 0.00%             | 2025-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Spirit AeroSystems, Inc.                               | Spirit AeroSystems, Inc.                                                                | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     81000 | PA      | $85268.70     | 0.01%             | 2029-11-30      | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| Teleflex, Inc.                                         | Teleflex, Inc.                                                                          | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26686.52     | 0.00%             | 2027-11-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp.                                 | Tenet Healthcare Corp.                                                                  | CUSIP: 88033GDL1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14727.10     | 0.00%             | 2029-06-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Oxea Holding Vier GMBH                                 | Oxea Holding Vier GMBH, Term Loan B2                                                    | CUSIP: D7000RAD3<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |    176762 | PA      | $166488.92    | 0.02%             | 2024-10-14      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan Energy Partners LP                       | Kinder Morgan Energy Partners LP                                                        | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    145000 | PA      | $153412.40    | 0.02%             | 2038-01-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Playa Hotels & Resorts BV                              | Playa Hotels & Resorts BV, Term Loan                                                    | CUSIP: 72812NAJ5<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     38000 | PA      | $36978.94     | 0.00%             | 2029-01-05      | Variable      | 8.58%                 | No            | 2                  | On Loan: No      |
| S&P Global, Inc.                                       | S&P Global, Inc.                                                                        | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     35000 | PA      | $25027.07     | 0.00%             | 2049-12-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| QUALCOMM, Inc.                                         | QUALCOMM, Inc.                                                                          | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46857.05     | 0.01%             | 2045-05-20      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Realty Income Corp.                                    | Realty Income Corp.                                                                     | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223438.07    | 0.03%             | 2032-10-13      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Targa Resources Partners LP                            | Targa Resources Partners LP                                                             | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $36179.77     | 0.00%             | 2032-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                      | HSBC Holdings plc                                                                       | CUSIP: 404280CJ6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $451306.36    | 0.06%             | 2026-04-18      | Variable      | 1.65%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                     | Crown Castle, Inc.                                                                      | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    210000 | PA      | $191006.70    | 0.02%             | 2027-03-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                              | Ford Motor Credit Co. LLC                                                               | CUSIP: 345397ZQ9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394740.00    | 0.05%             | 2024-03-18      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| Range Resources Corp.                                  | Range Resources Corp.                                                                   | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3524.43      | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV, Series F0UY                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      5018 | NS      | $316997.00    | 0.04%             | 2023-01-06      | Floating      | 18.60%                | No            | 2                  | On Loan: No      |
| Intel Corp.                                            | Intel Corp.                                                                             | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     39000 | PA      | $33497.29     | 0.00%             | 2029-11-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Graphic Packaging International LLC                    | Graphic Packaging International LLC                                                     | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39164.04     | 0.01%             | 2028-03-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Hyundai Capital America                                | Hyundai Capital America                                                                 | CUSIP: 44891ABR7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    675000 | PA      | $642134.47    | 0.08%             | 2024-01-08      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                                   | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138809.02    | 0.02%             | 2028-04-24      | Variable      | 3.71%                 | No            | 2                  | On Loan: No      |
| Charles River Laboratories International, Inc.         | Charles River Laboratories International, Inc.                                          | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10612.80     | 0.00%             | 2029-03-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                           | Barclays plc                                                                            | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $387076.36    | 0.05%             | 2026-01-12      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Williams Cos., Inc. (The)                              | Williams Cos., Inc. (The)                                                               | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    195000 | PA      | $183544.25    | 0.02%             | 2027-06-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| US Foods, Inc.                                         | US Foods, Inc.                                                                          | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     58000 | PA      | $51075.64     | 0.01%             | 2030-06-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan Energy Partners LP                       | Kinder Morgan Energy Partners LP                                                        | CUSIP: 494550BV7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    460000 | PA      | $452141.66    | 0.06%             | 2024-09-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Global Payments, Inc.                                  | Global Payments, Inc.                                                                   | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    275000 | PA      | $248644.26    | 0.03%             | 2052-08-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO 20 Ltd.                          | Anchorage Capital CLO 20 Ltd., Series 2021-20A, Class A1                                | CUSIP: 03330YAA8<br>LEI: 549300AYL7KYENHY1C67 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $973022.90    | 0.13%             | 2035-01-20      | Floating      | 5.44%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc.                                                                         | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    195000 | PA      | $201170.18    | 0.03%             | 2033-11-17      | Variable      | 6.27%                 | No            | 2                  | On Loan: No      |
| Covanta Holding Corp.                                  | Covanta Holding Corp.                                                                   | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     43000 | PA      | $35228.61     | 0.00%             | 2029-12-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group plc                               | Lloyds Banking Group plc                                                                | CUSIP: 53944YAF0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $392342.96    | 0.05%             | 2025-05-08      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Pioneer Natural Resources Co.                          | Pioneer Natural Resources Co.                                                           | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    190000 | PA      | $150176.36    | 0.02%             | 2031-01-15      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| Medline Borrower LP                                    | Medline Borrower LP                                                                     | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     65000 | PA      | $52387.40     | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | 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      | $1949274.80   | 0.26%             | 2034-10-15      | Floating      | 5.25%                 | No            | 2                  | On Loan: No      |
| Progress Energy, Inc.                                  | Progress Energy, Inc.                                                                   | CUSIP: 743263AP0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106144.59    | 0.01%             | 2039-12-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                      | Lowe's Cos., Inc.                                                                       | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    110000 | PA      | $85513.61     | 0.01%             | 2062-04-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Nucor Corp.                                            | Nucor Corp.                                                                             | CUSIP: 670346AR6<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $116329.62    | 0.02%             | 2025-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| LABL, Inc.                                             | LABL, Inc.                                                                              | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |     71000 | PA      | $61860.17     | 0.01%             | 2028-11-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                          | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     40000 | PA      | $24627.87     | 0.00%             | 2052-01-25      | Variable      | 2.80%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV, Series 00A7                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      1087 | NS      | $226409.93    | 0.03%             | 2023-01-20      | Floating      | 12.34%                | No            | 2                  | On Loan: No      |
| Iliad Holding SASU                                     | Iliad Holding SASU                                                                      | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $180758.01    | 0.02%             | 2028-10-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| SBA Communications Corp.                               | SBA Communications Corp.                                                                | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81316.22     | 0.01%             | 2027-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                           | Barclays plc                                                                            | CUSIP: 06738EBH7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $193947.49    | 0.03%             | 2025-05-07      | Variable      | 3.93%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co.                                                                       | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83744.66     | 0.01%             | 2046-12-07      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group plc                               | Lloyds Banking Group plc                                                                | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $189803.75    | 0.02%             | 2026-06-27      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| Uber Technologies, Inc.                                | Uber Technologies, Inc.                                                                 | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13440.00     | 0.00%             | 2028-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | BNP Paribas SA                                                                          | CUSIP: 09659W2D5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $384928.55    | 0.05%             | 2025-01-09      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| United Parcel Service, Inc.                            | United Parcel Service, Inc., Class B                                                    | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      8090 | NS      | $1406365.60   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Albertsons Cos., Inc.                                  | Albertsons Cos., Inc.                                                                   | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $41945.62     | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Crestwood Midstream Partners LP                        | Crestwood Midstream Partners LP                                                         | CUSIP: 226373AQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $24180.00     | 0.00%             | 2027-05-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Raytheon Technologies Corp.                            | Raytheon Technologies Corp.                                                             | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    255000 | PA      | $229326.14    | 0.03%             | 2042-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Wynn Las Vegas LLC                                     | Wynn Las Vegas LLC                                                                      | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77000 | PA      | $69490.26     | 0.01%             | 2027-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Bombardier, Inc.                                       | Bombardier, Inc.                                                                        | CUSIP: 097751BM2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9903.14      | 0.00%             | 2025-03-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Oncor Electric Delivery Co. LLC                        | Oncor Electric Delivery Co. LLC                                                         | CUSIP: 68233JBU7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    132000 | PA      | $114955.30    | 0.02%             | 2030-05-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| iShares Trust                                          | iShares MBS ETF                                                                         | CUSIP: 464288588<br>LEI: 549300M0TH0IE2E6RP07 | Long             |  | RF                | US        |     84368 | NS      | $7825132.00   | 1.02%             |  |  |  | No            | 1                  | On Loan: No      |
| LYB International Finance III LLC                      | LYB International Finance III LLC                                                       | CUSIP: 50249AAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    241000 | PA      | $214997.58    | 0.03%             | 2025-10-01      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| 7-Eleven, Inc.                                         | 7-Eleven, Inc.                                                                          | CUSIP: 817826AC4<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    550000 | PA      | $481686.76    | 0.06%             | 2026-02-10      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| TransAlta Corp.                                        | TransAlta Corp.                                                                         | CUSIP: 89346DAH0<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | DBT              | CORP              | CA        |     29000 | PA      | $29617.16     | 0.00%             | 2029-11-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Met Tower Global Funding                               | Met Tower Global Funding                                                                | CUSIP: 58989V2D5<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    180000 | PA      | $156662.00    | 0.02%             | 2026-09-14      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Central Garden & Pet Co.                               | Central Garden & Pet Co.                                                                | CUSIP: 153527AM8<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1860.56      | 0.00%             | 2028-02-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| ZoomInfo Technologies LLC                              | ZoomInfo Technologies LLC                                                               | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $109249.71    | 0.01%             | 2029-02-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Omega Healthcare Investors, Inc.                       | Omega Healthcare Investors, Inc.                                                        | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |      8129 | NS      | $227205.55    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Northern Trust Corp.                                   | Northern Trust Corp.                                                                    | CUSIP: 665859AU8<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45226.80     | 0.01%             | 2029-05-03      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                             | Progress Residential Trust, Series 2020-SFR2, Class B                                   | CUSIP: 74333LAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $921826.90    | 0.12%             | 2037-06-17      | Fixed         | 2.58%                 | No            | 2                  | On Loan: No      |
| Precision Drilling Corp.                               | Precision Drilling Corp.                                                                | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |      4000 | PA      | $3724.03      | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Ascend Learning LLC                                    | Ascend Learning LLC, 1st Lien Term Loan                                                 | CUSIP: 04349HAK0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    177394 | PA      | $167415.58    | 0.02%             | 2028-12-11      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                                                            | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    135000 | PA      | $115101.31    | 0.02%             | 2030-04-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                                     | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      6591 | NS      | $410410.32    | 0.05%             | 2023-01-18      | Fixed         | 22.32%                | 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        |   1277336 | PA      | $1271093.57   | 0.17%             | 2062-09-25      | Variable      | 6.45%                 | No            | 2                  | On Loan: No      |
| Spectrum Brands, Inc.                                  | Spectrum Brands, Inc., Term Loan                                                        | CUSIP: 84762NBP5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     32273 | PA      | $31627.42     | 0.00%             | 2028-03-03      | Variable      | 6.60%                 | No            | 2                  | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                  | Alexandria Real Estate Equities, Inc.                                                   | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    160000 | PA      | $118968.01    | 0.02%             | 2033-02-01      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc.                                                                         | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    447000 | PA      | $440826.93    | 0.06%             | 2026-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| FedEx Corp.                                            | FedEx Corp.                                                                             | CUSIP: 31428XBZ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141489.46    | 0.02%             | 2030-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                         | Southern California Edison Co.                                                          | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    272000 | PA      | $287394.92    | 0.04%             | 2032-11-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                          | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222138.28    | 0.03%             | 2028-01-21      | Variable      | 2.48%                 | No            | 2                  | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.       | American Builders & Contractors Supply Co., Inc.                                        | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |     17000 | PA      | $13896.65     | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp.                                        | Microsoft Corp.                                                                         | CUSIP: 594918CA0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46878.72     | 0.01%             | 2047-02-06      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Regatta XI Funding Ltd.                                | Regatta XI Funding Ltd., Series 2018-1A, Class B                                        | CUSIP: 75887XAC1<br>LEI: 254900TUAAER6MTE4E64 | Long             | ABS-CBDO         | CORP              | KY        |    650000 | PA      | $628635.02    | 0.08%             | 2031-07-17      | Floating      | 5.73%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group plc                               | Lloyds Banking Group plc                                                                | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $192941.42    | 0.03%             | 2025-09-27      | Variable      | 7.50%                 | No            | 2                  | On Loan: No      |
| GrafTech Finance, Inc.                                 | GrafTech Finance, Inc.                                                                  | CUSIP: 384311AA4<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |     44000 | PA      | $36133.80     | 0.00%             | 2028-12-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Assurant, Inc.                                         | Assurant, Inc.                                                                          | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      9017 | NS      | $1127666.02   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Halliburton Co.                                        | Halliburton Co.                                                                         | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    165000 | PA      | $141457.67    | 0.02%             | 2030-03-01      | Fixed         | 2.92%                 | No            | 2                  | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                    | LVMH Moet Hennessy Louis Vuitton SE                                                     | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |       953 | NS      | $693491.70    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| LSEGA Financing plc                                    | LSEGA Financing plc                                                                     | CUSIP: 50220PAB9<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $438139.20    | 0.06%             | 2026-04-06      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV, Series EMVA                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      1180 | NS      | $105119.83    | 0.01%             | 2023-02-10      | Floating      | 17.48%                | No            | 2                  | On Loan: No      |
| Magnolia Oil & Gas Operating LLC                       | Magnolia Oil & Gas Operating LLC                                                        | CUSIP: 559665AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $12480.00     | 0.00%             | 2026-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CommonSpirit Health                                    | CommonSpirit Health                                                                     | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174049.64    | 0.02%             | 2029-10-01      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Block Communications, Inc.                             | Block Communications, Inc.                                                              | CUSIP: 093645AJ8<br>LEI: M5G68A9OHJWIL4SFC742 | Long             | DBT              | CORP              | US        |     39000 | PA      | $34027.50     | 0.00%             | 2028-03-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Enbridge Energy Partners LP                            | Enbridge Energy Partners LP                                                             | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55848.69     | 0.01%             | 2045-10-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Boston Properties LP                                   | Boston Properties LP                                                                    | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25836.28     | 0.00%             | 2029-06-21      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Rad CLO 3 Ltd.                                         | Rad CLO 3 Ltd., Series 2019-3A, Class A                                                 | CUSIP: 48661WAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $988181.60    | 0.13%             | 2032-04-15      | Floating      | 5.56%                 | No            | 2                  | On Loan: No      |
| Swedbank AB                                            | Swedbank AB                                                                             | CUSIP: 87020PAT4<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $198347.95    | 0.03%             | 2027-09-20      | Fixed         | 5.34%                 | No            | 2                  | On Loan: No      |
| NEXTDC Ltd.                                            | NEXTDC Ltd.                                                                             | CUSIP: N/A<br>LEI: 529900RTERU3X7G3D672       | Long             | EC               | CORP              | AU        |     37175 | NS      | $229392.29    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                 | UBS AG                                                                                  | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $151951.73    | 0.02%             | 2031-02-10      | Variable      | 4.38%                 | No            | 2                  | On Loan: No      |
| Gartner, Inc.                                          | Gartner, Inc.                                                                           | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     34000 | PA      | $29876.48     | 0.00%             | 2029-06-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Fidelity National Information Services, Inc.           | Fidelity National Information Services, Inc.                                            | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    213000 | PA      | $186778.26    | 0.02%             | 2026-03-01      | Fixed         | 1.15%                 | No            | 2                  | On Loan: No      |
| Prudential plc                                         | Prudential plc                                                                          | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |    137006 | NS      | $1868117.22   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| Madison IAQ LLC                                        | Madison IAQ LLC, Term Loan                                                              | CUSIP: 55759VAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    158574 | PA      | $147177.63    | 0.02%             | 2028-06-21      | Variable      | 7.99%                 | No            | 2                  | On Loan: No      |
| Golub Capital Partners CLO 53B Ltd.                    | Golub Capital Partners CLO 53B Ltd., Series 2021-53A, Class B                           | CUSIP: 38177YAC6<br>LEI: 254900DPK2EA9C8DGV68 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $962920.50    | 0.13%             | 2034-07-20      | Floating      | 6.04%                 | No            | 2                  | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV         | Teva Pharmaceutical Finance Netherlands III BV                                          | CUSIP: 88167AAL5<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    405000 | PA      | $397102.50    | 0.05%             | 2024-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC                             | AerCap Ireland Capital DAC                                                              | CUSIP: 00774MAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $148951.62    | 0.02%             | 2023-07-03      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Lions Gate Capital Holdings LLC                        | Lions Gate Capital Holdings LLC, Term Loan B                                            | CUSIP: 53627MAB9<br>LEI: 549300MWJHNLR35C0837 | Long             | LON              | CORP              | US        |     97286 | PA      | $92664.51     | 0.01%             | 2025-03-24      | Variable      | 6.63%                 | No            | 2                  | On Loan: No      |
| WRKCo, Inc.                                            | WRKCo, Inc.                                                                             | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120010.49    | 0.02%             | 2029-03-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan, Inc.                                    | Kinder Morgan, Inc.                                                                     | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    204000 | PA      | $186009.52    | 0.02%             | 2045-06-01      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Canadian Pacific Railway Co.                           | Canadian Pacific Railway Co.                                                            | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $40101.20     | 0.01%             | 2026-12-02      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| SCIH Salt Holdings, Inc.                               | SCIH Salt Holdings, Inc., 1st Lien Term Loan B1                                         | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74375 | PA      | $72117.35     | 0.01%             | 2027-03-16      | Variable      | 8.41%                 | No            | 2                  | On Loan: No      |
| Western Midstream Operating LP                         | Western Midstream Operating LP                                                          | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7306.32      | 0.00%             | 2028-08-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Buckhorn Park CLO Ltd.                                 | Buckhorn Park CLO Ltd., Series 2019-1A, Class CR                                        | CUSIP: 118382AU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $462639.30    | 0.06%             | 2034-07-18      | Floating      | 6.19%                 | No            | 2                  | On Loan: No      |
| Spirit Loyalty Cayman Ltd.                             | Spirit Loyalty Cayman Ltd.                                                              | CUSIP: 84859BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     13146 | PA      | $13188.33     | 0.00%             | 2025-09-20      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Herens Midco SARL                                      | Herens Midco SARL                                                                       | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $149482.00    | 0.02%             | 2028-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                 | UBS AG                                                                                  | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      1643 | NS      | $256080.68    | 0.03%             | 2023-01-26      | Fixed         | 10.70%                | No            | 2                  | On Loan: No      |
| Plains All American Pipeline LP                        | Plains All American Pipeline LP                                                         | CUSIP: 72650RAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $56079.27     | 0.01%             | 2037-01-15      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| Element Solutions, Inc.                                | Element Solutions, Inc.                                                                 | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    278000 | PA      | $236300.00    | 0.03%             | 2028-09-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                      | BAT Capital Corp.                                                                       | CUSIP: 05526DBG9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    240000 | PA      | $229652.69    | 0.03%             | 2024-09-06      | Fixed         | 2.79%                 | No            | 2                  | On Loan: No      |
| Sunshine Luxembourg VII SARL                           | Sunshine Luxembourg VII SARL, Facility Term Loan B3                                     | CUSIP: L8908YAE8<br>LEI: 254900CHQOBZNYV4DY60 | Long             | LON              | CORP              | LU        |    435578 | PA      | $416460.31    | 0.05%             | 2026-10-01      | Variable      | 8.48%                 | 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        |    263276 | PA      | $254069.34    | 0.03%             | 2067-04-25      | Variable      | 4.55%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)               | PNC Financial Services Group, Inc. (The)                                                | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63984.70     | 0.01%             | 2029-04-23      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Aon Corp.                                              | Aon Corp.                                                                               | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    125000 | PA      | $106603.35    | 0.01%             | 2030-05-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Finance Corp.                       | Berkshire Hathaway Finance Corp.                                                        | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3985.24      | 0.00%             | 2052-03-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                               | UnitedHealth Group, Inc.                                                                | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    125000 | PA      | $93928.46     | 0.01%             | 2041-05-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| Philip Morris International, Inc.                      | Philip Morris International, Inc.                                                       | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56068.44     | 0.01%             | 2032-11-17      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Koninklijke KPN NV                                     | Koninklijke KPN NV                                                                      | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |    350196 | NS      | $1083946.55   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Union Pacific Corp.                                    | Union Pacific Corp.                                                                     | CUSIP: 907818FC7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8525.67      | 0.00%             | 2049-03-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Royal Caribbean Cruises Ltd.                           | Royal Caribbean Cruises Ltd.                                                            | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     39000 | PA      | $31578.34     | 0.00%             | 2027-07-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | Deutsche Bank AG                                                                        | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $510026.74    | 0.07%             | 2028-01-07      | Variable      | 2.55%                 | No            | 2                  | On Loan: No      |
| Pioneer Natural Resources Co.                          | Pioneer Natural Resources Co.                                                           | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    315000 | PA      | $280761.68    | 0.04%             | 2026-01-15      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| Ryan Specialty Group LLC                               | Ryan Specialty Group LLC, Term Loan                                                     | CUSIP: 78350UAE5<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |    129103 | PA      | $128028.01    | 0.02%             | 2027-09-01      | Variable      | 7.42%                 | No            | 2                  | On Loan: No      |
| Eversource Energy                                      | Eversource Energy, Series H                                                             | CUSIP: 664397AM8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240237.37    | 0.03%             | 2025-01-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Pioneer Natural Resources Co.                          | Pioneer Natural Resources Co.                                                           | CUSIP: 723787AP2<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     16000 | PA      | $37312.00     | 0.00%             | 2025-05-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                           | UBS Group AG                                                                            | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    520000 | PA      | $440700.00    | 0.06%             | 2027-02-12      | Variable      | 4.88%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                     | Altria Group, Inc.                                                                      | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     75000 | PA      | $56579.57     | 0.01%             | 2032-02-04      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                         | Southern California Edison Co.                                                          | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71143.07     | 0.01%             | 2052-02-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Filtration Group Corp.                                 | Filtration Group Corp., Term Loan                                                       | CUSIP: 31732FAM8<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |    147172 | PA      | $145394.55    | 0.02%             | 2025-03-31      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| Core & Main LP                                         | Core & Main LP, Term Loan B                                                             | CUSIP: 40416VAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    301816 | PA      | $297382.22    | 0.04%             | 2028-07-27      | Variable      | 7.06%                 | No            | 2                  | On Loan: No      |
| Voya Financial, Inc.                                   | Voya Financial, Inc., Series A                                                          | CUSIP: 929089AG5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    475000 | PA      | $462543.82    | 0.06%             | 2023-09-15      | Variable      | 6.12%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                   | Charter Communications Operating LLC                                                    | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $121613.55    | 0.02%             | 2051-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Crocs, Inc.                                            | Crocs, Inc.                                                                             | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44822.25     | 0.01%             | 2031-08-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| NuStar Logistics LP                                    | NuStar Logistics LP                                                                     | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5547.99      | 0.00%             | 2030-10-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Pikes Peak CLO 6                                       | Pikes Peak CLO 6, Series 2020-6A, Class AR2                                             | CUSIP: 72132YAL9<br>LEI: 635400BKNXKWEO3G2J74 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $485808.40    | 0.06%             | 2034-05-18      | Floating      | 5.84%                 | No            | 2                  | On Loan: No      |
| MPT Operating Partnership LP                           | MPT Operating Partnership LP                                                            | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    246000 | PA      | $168628.96    | 0.02%             | 2031-03-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Element Solutions, Inc.                                | Element Solutions, Inc., Term Loan B1                                                   | CUSIP: 72766TAD1<br>LEI: 549300FLGN6P5CU20J91 | Long             | LON              | CORP              | US        |    196028 | PA      | $195455.42    | 0.03%             | 2026-01-31      | Variable      | 6.32%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                            | Asurion LLC, Term Loan B7                                                               | CUSIP: 04649VAW0<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     84969 | PA      | $82344.48     | 0.01%             | 2024-11-03      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| William Morris Endeavor Entertainment LLC              | William Morris Endeavor Entertainment LLC, 1st Lien Term Loan B1                        | CUSIP: 96925HAF9<br>LEI: 5493008R7J9HEQ30DZ33 | Long             | LON              | CORP              | US        |    308372 | PA      | $301124.98    | 0.04%             | 2025-05-18      | Variable      | 7.14%                 | No            | 2                  | On Loan: No      |
| CSX Corp.                                              | CSX Corp.                                                                               | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     75000 | PA      | $45547.89     | 0.01%             | 2051-05-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Insulet Corp.                                          | Insulet Corp., Term Loan B                                                              | CUSIP: 45784QAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     58845 | PA      | $57925.85     | 0.01%             | 2028-05-04      | Variable      | 7.69%                 | No            | 2                  | On Loan: No      |
| Kinetik Holdings LP                                    | Kinetik Holdings LP                                                                     | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51578.07     | 0.01%             | 2030-06-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                            | Amgen, Inc.                                                                             | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29884.12     | 0.00%             | 2048-06-15      | Fixed         | 4.56%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                     | Energy Transfer LP                                                                      | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    545000 | PA      | $506781.56    | 0.07%             | 2049-04-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Salesforce, Inc.                                       | Salesforce, Inc.                                                                        | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     95000 | PA      | $67803.86     | 0.01%             | 2041-07-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                 | Mauser Packaging Solutions Holding Co., Term Loan                                       | CUSIP: 05604XAP1<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |    233064 | PA      | $227269.81    | 0.03%             | 2024-04-03      | Variable      | 7.37%                 | No            | 2                  | On Loan: No      |
| Chariot Buyer LLC                                      | Chariot Buyer LLC, 1st Lien Term Loan                                                   | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    285791 | PA      | $268881.20    | 0.04%             | 2028-11-03      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                       | CSC Holdings LLC                                                                        | CUSIP: 126307AH0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     97000 | PA      | $90308.46     | 0.01%             | 2024-06-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Commercial Metals Co.                                  | Commercial Metals Co.                                                                   | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26097.80     | 0.00%             | 2032-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| SK Invictus Intermediate II SARL                       | SK Invictus Intermediate II SARL                                                        | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     95000 | PA      | $77900.00     | 0.01%             | 2029-10-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Schneider Electric SE                                  | Schneider Electric SE                                                                   | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |     10035 | NS      | $1409261.69   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Acadia Healthcare Co., Inc.                            | Acadia Healthcare Co., Inc.                                                             | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12330.50     | 0.00%             | 2028-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV, Series 001T                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      2355 | NS      | $201491.88    | 0.03%             | 2023-02-03      | Floating      | 19.38%                | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc.                                                                         | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    125000 | PA      | $114798.67    | 0.02%             | 2028-07-24      | Variable      | 3.67%                 | No            | 2                  | On Loan: No      |
| Global Aircraft Leasing Co. Ltd.                       | Global Aircraft Leasing Co. Ltd.                                                        | CUSIP: 37960JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     58792 | PA      | $49973.20     | 0.01%             | 2024-09-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                     | VICI Properties LP                                                                      | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    123000 | PA      | $112868.12    | 0.01%             | 2028-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                                                            | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137646.56    | 0.02%             | 2040-07-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Global Payments, Inc.                                  | Global Payments, Inc.                                                                   | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    237000 | PA      | $225707.07    | 0.03%             | 2032-08-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Flutter Entertainment plc                              | Flutter Entertainment plc, Term Loan                                                    | CUSIP: N8233BAC6<br>LEI: 549300RNFXC8F8RT6R13 | Long             | LON              | CORP              | NL        |    149757 | PA      | $147447.52    | 0.02%             | 2026-07-21      | Variable      | 6.98%                 | No            | 2                  | On Loan: No      |
| UDR, Inc.                                              | UDR, Inc.                                                                               | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      9438 | NS      | $365533.74    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Thermo Fisher Scientific, Inc.                         | Thermo Fisher Scientific, Inc.                                                          | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141973.95    | 0.02%             | 2032-11-21      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Antero Midstream Partners LP                           | Antero Midstream Partners LP                                                            | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $65229.65     | 0.01%             | 2027-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Legacy LifePoint Health LLC                            | Legacy LifePoint Health LLC                                                             | CUSIP: 53219LAS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $23682.96     | 0.00%             | 2027-02-15      | Fixed         | 4.38%                 | 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      | $954574.80    | 0.12%             | 2034-01-15      | Floating      | 5.58%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                      | HSBC Holdings plc                                                                       | CUSIP: 404280AP4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $221006.09    | 0.03%             | 2024-03-14      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                                    | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      1012 | NS      | $361385.87    | 0.05%             | 2023-01-25      | Fixed         | 10.80%                | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                               | Mizuho Markets Cayman LP                                                                | CUSIP: 6068FT812<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |      2777 | NS      | $202153.06    | 0.03%             | 2023-02-01      | Fixed         | 22.06%                | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                       | Boeing Co. (The)                                                                        | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    228000 | PA      | $207695.28    | 0.03%             | 2060-05-01      | Fixed         | 5.93%                 | No            | 2                  | On Loan: No      |
| United Airlines, Inc.                                  | United Airlines, Inc.                                                                   | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    192000 | PA      | $167173.57    | 0.02%             | 2029-04-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Restoration Hardware, Inc.                             | Restoration Hardware, Inc., Term Loan                                                   | CUSIP: 76133MAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    116000 | PA      | $108205.96    | 0.01%             | 2028-10-20      | Variable      | 7.67%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                      | HSBC Holdings plc                                                                       | CUSIP: 404280DA4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $187975.09    | 0.02%             | 2026-03-10      | Variable      | 3.00%                 | No            | 2                  | On Loan: No      |
| Lamb Weston Holdings, Inc.                             | Lamb Weston Holdings, Inc.                                                              | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     33000 | PA      | $29145.60     | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| CP Iris Holdco I, Inc.                                 | CP Iris Holdco I, Inc., Delayed Draw 1st Lien Term Loan                                 | CUSIP: 12659EAD0<br>LEI: 25490024F0AS5UR7DB02 | Long             | LON              | CORP              | US        |     15984 | PA      | $14205.79     | 0.00%             | 2028-10-02      | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                                     | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       411 | NS      | $77247.36     | 0.01%             | 2023-01-20      | Fixed         | 12.19%                | No            | 2                  | On Loan: No      |
| NXP BV                                                 | NXP BV                                                                                  | CUSIP: 62947QBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $431139.38    | 0.06%             | 2024-03-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Carlisle Cos., Inc.                                    | Carlisle Cos., Inc.                                                                     | CUSIP: 142339AL4<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    265000 | PA      | $201317.31    | 0.03%             | 2032-03-01      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                                     | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      1114 | NS      | $169917.63    | 0.02%             | 2023-03-02      | Fixed         | 20.20%                | No            | 2                  | On Loan: No      |
| Telecom Italia Capital SA                              | Telecom Italia Capital SA                                                               | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     21000 | PA      | $17430.00     | 0.00%             | 2038-06-04      | Fixed         | 7.72%                 | No            | 2                  | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                    | Hilton Domestic Operating Co., Inc.                                                     | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24250.00     | 0.00%             | 2028-05-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Williams Cos., Inc. (The)                              | Williams Cos., Inc. (The)                                                               | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     20890 | NS      | $687281.00    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Siemens Financieringsmaatschappij NV                   | Siemens Financieringsmaatschappij NV                                                    | CUSIP: 82620KBF9<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $183574.24    | 0.02%             | 2041-03-11      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Altice France SA                                       | Altice France SA                                                                        | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    380000 | PA      | $284902.41    | 0.04%             | 2029-07-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPMorgan Chase & Co.                                                                    | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    160000 | PA      | $142951.26    | 0.02%             | 2045-06-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Novelis Corp.                                          | Novelis Corp.                                                                           | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    228000 | PA      | $202136.82    | 0.03%             | 2030-01-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Azalea TopCo, Inc.                                     | Azalea TopCo, Inc., 1st Lien Term Loan                                                  | CUSIP: 29102TAE2<br>LEI: 549300HC42NZULO53062 | Long             | LON              | CORP              | US        |     88352 | PA      | $80990.02     | 0.01%             | 2026-07-24      | Variable      | 8.13%                 | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank (The)                            | Toronto-Dominion Bank (The)                                                             | CUSIP: 89114TZE5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $139596.32    | 0.02%             | 2024-09-10      | Fixed         | 0.70%                 | No            | 2                  | On Loan: No      |
| CommonSpirit Health                                    | CommonSpirit Health                                                                     | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32992.96     | 0.00%             | 2030-10-01      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| Whatabrands LLC                                        | Whatabrands LLC, Term Loan B                                                            | CUSIP: 96244UAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    217294 | PA      | $209734.13    | 0.03%             | 2028-08-03      | Variable      | 7.63%                 | 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        |    221000 | PA      | $199452.50    | 0.03%             | 2029-04-29      | Variable      | 9.07%                 | 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        |    683338 | PA      | $645058.11    | 0.08%             | 2067-02-25      | Variable      | 4.13%                 | No            | 2                  | On Loan: No      |
| Rockford Tower CLO Ltd.                                | Rockford Tower CLO Ltd., Series 2017-3A, Class C                                        | CUSIP: 77341DAG2<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $943723.20    | 0.12%             | 2030-10-20      | Floating      | 6.04%                 | No            | 2                  | On Loan: No      |
| Public Service Co. of Colorado                         | Public Service Co. of Colorado, Series 34                                               | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    125000 | PA      | $88663.93     | 0.01%             | 2050-03-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| LXI REIT plc                                           | LXI REIT plc                                                                            | CUSIP: N/A<br>LEI: 2138008YZGXOKAXQVI45       | Long             | EC               | CORP              | GB        |     82962 | NS      | $113370.07    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NFP Corp.                                              | NFP Corp.                                                                               | CUSIP: 65342RAF7<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39496.11     | 0.01%             | 2030-10-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Colbun SA                                              | Colbun SA                                                                               | CUSIP: 192714AE3<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |    300000 | PA      | $252243.75    | 0.03%             | 2032-01-19      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Acrisure LLC                                           | Acrisure LLC                                                                            | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $52302.72     | 0.01%             | 2029-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                                   | CUSIP: 06051GKG3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    315000 | PA      | $302012.69    | 0.04%             | 2025-02-04      | Variable      | 1.84%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                           | Verizon Communications, Inc.                                                            | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77743.41     | 0.01%             | 2030-09-18      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Spectra Energy Partners LP                             | Spectra Energy Partners LP                                                              | CUSIP: 84756NAF6<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    400000 | PA      | $384471.62    | 0.05%             | 2025-03-15      | Fixed         | 3.50%                 | 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      | $476397.10    | 0.06%             | 2035-04-20      | Floating      | 5.76%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                   | Charter Communications Operating LLC                                                    | CUSIP: 161175BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $11070.44     | 0.00%             | 2055-10-23      | Fixed         | 6.83%                 | No            | 2                  | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                  | Alexandria Real Estate Equities, Inc.                                                   | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    275000 | PA      | $210570.65    | 0.03%             | 2032-05-18      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Alexander Funding Trust                                | Alexander Funding Trust                                                                 | CUSIP: 014621AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $191590.36    | 0.03%             | 2023-11-15      | Fixed         | 1.84%                 | No            | 2                  | On Loan: No      |
| Motorola Solutions, Inc.                               | Motorola Solutions, Inc.                                                                | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242137.89    | 0.03%             | 2028-02-23      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Fertitta Entertainment LLC                             | Fertitta Entertainment LLC                                                              | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88000 | PA      | $74468.68     | 0.01%             | 2029-01-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Republic Services, Inc.                                | Republic Services, Inc.                                                                 | CUSIP: 760759AY6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35825.12     | 0.00%             | 2025-11-15      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| GLP Capital LP                                         | GLP Capital LP                                                                          | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $100718.62    | 0.01%             | 2030-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Lehman Brothers Holdings Japan, Inc.                   | Lehman Brothers Holdings Japan, Inc.                                                    | 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        |    926000 | PA      | $907573.51    | 0.12%             | 2025-07-23      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                 | UBS AG                                                                                  | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |       424 | NS      | $76366.31     | 0.01%             | 2023-01-27      | Fixed         | 11.30%                | No            | 2                  | On Loan: No      |
| LondonMetric Property plc                              | LondonMetric Property plc                                                               | CUSIP: N/A<br>LEI: 213800OCERWWPQDURL87       | Long             | EC               | CORP              | GB        |     53532 | NS      | $111119.26    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Prime Security Services Borrower LLC                   | Prime Security Services Borrower LLC, 1st Lien Term Loan B1                             | CUSIP: 03765VAK6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |     81116 | PA      | $80313.40     | 0.01%             | 2026-09-23      | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                          | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     60000 | PA      | $45271.59     | 0.01%             | 2032-04-28      | Variable      | 1.93%                 | No            | 2                  | On Loan: No      |
| Alliant Holdings Intermediate LLC                      | Alliant Holdings Intermediate LLC, Term Loan                                            | CUSIP: 01881UAE5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    197402 | PA      | $194588.86    | 0.03%             | 2025-05-09      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                    | Blackstone Holdings Finance Co. LLC                                                     | CUSIP: 09261BAK6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     91000 | PA      | $91728.60     | 0.01%             | 2033-04-22      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| EnLink Midstream LLC                                   | EnLink Midstream LLC                                                                    | CUSIP: 29336TAC4<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |    117000 | PA      | $111442.30    | 0.01%             | 2028-01-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                     | Energy Transfer LP                                                                      | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44084.29     | 0.01%             | 2030-05-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                          | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    105000 | PA      | $84942.72     | 0.01%             | 2033-01-21      | Variable      | 2.94%                 | No            | 2                  | On Loan: No      |
| MidAmerican Energy Co.                                 | MidAmerican Energy Co.                                                                  | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    225000 | PA      | $210366.85    | 0.03%             | 2029-04-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Charles Schwab Corp. (The)                             | Charles Schwab Corp. (The)                                                              | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    160000 | PA      | $145861.31    | 0.02%             | 2027-03-03      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Healthpeak Properties, Inc.                            | Healthpeak Properties, Inc.                                                             | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41786.50     | 0.01%             | 2031-01-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                       | Boeing Co. (The)                                                                        | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    175000 | PA      | $120119.49    | 0.02%             | 2048-11-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Ball Corp.                                             | Ball Corp.                                                                              | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     12000 | PA      | $9577.44      | 0.00%             | 2030-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                     | General Motors Financial Co., Inc., Series C                                            | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    631000 | PA      | $534062.61    | 0.07%             | 2030-09-30      | Variable      | 5.70%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                           | UBS Group AG                                                                            | CUSIP: 902613AB4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    255000 | PA      | $247948.29    | 0.03%             | 2024-07-30      | Variable      | 1.01%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                          | Comcast Corp.                                                                           | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    170000 | PA      | $107287.80    | 0.01%             | 2051-01-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Virginia Electric & Power Co.                          | Virginia Electric & Power Co.                                                           | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85733.91     | 0.01%             | 2044-02-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                     | Nationstar Mortgage Holdings, Inc.                                                      | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $23942.46     | 0.00%             | 2030-12-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Wand Newco 3, Inc.                                     | Wand Newco 3, Inc., 1st Lien Term Loan B1                                               | CUSIP: 93369PAF1<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    221023 | PA      | $209103.42    | 0.03%             | 2026-02-05      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| Advanced Drainage Systems, Inc.                        | Advanced Drainage Systems, Inc.                                                         | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18461.54     | 0.00%             | 2030-06-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| GFL Environmental, Inc.                                | GFL Environmental, Inc.                                                                 | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    126000 | PA      | $106778.70    | 0.01%             | 2029-08-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Co.                                  | Kraft Heinz Foods Co.                                                                   | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    341000 | PA      | $277097.61    | 0.04%             | 2046-06-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Air Liquide SA                                         | Air Liquide SA                                                                          | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |      7474 | NS      | $1060825.47   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Oncor Electric Delivery Co. LLC                        | Oncor Electric Delivery Co. LLC                                                         | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $97964.43     | 0.01%             | 2051-11-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                                                            | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    205000 | PA      | $219314.03    | 0.03%             | 2052-11-09      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| Marsh & McLennan Cos., Inc.                            | Marsh & McLennan Cos., Inc.                                                             | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    190000 | PA      | $155547.70    | 0.02%             | 2030-11-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Ares XXXVII CLO Ltd.                                   | Ares XXXVII CLO Ltd., Series 2015-4A, Class A1R                                         | CUSIP: 04015NAG9<br>LEI: 635400YF4AHA6NB2CU53 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $247410.10    | 0.03%             | 2030-10-15      | Floating      | 5.25%                 | No            | 2                  | On Loan: No      |
| AHP Health Partners, Inc.                              | AHP Health Partners, Inc.                                                               | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |     85000 | PA      | $66406.25     | 0.01%             | 2029-07-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| MGM Resorts International                              | MGM Resorts International                                                               | CUSIP: 552953CE9<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28184.40     | 0.00%             | 2025-06-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Woof Holdings, Inc.                                    | Woof Holdings, Inc., 1st Lien Term Loan                                                 | CUSIP: 98082EAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79691 | PA      | $74776.55     | 0.01%             | 2027-12-21      | Variable      | 8.10%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | U.S. Treasury 10 Year Note                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1102 | NC      | $-644976.74   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Roper Technologies, Inc.                               | Roper Technologies, Inc.                                                                | CUSIP: 776743AE6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    215000 | PA      | $212706.54    | 0.03%             | 2023-09-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                   | Charter Communications Operating LLC                                                    | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $116151.85    | 0.02%             | 2050-03-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Duke Energy Carolinas LLC                              | Duke Energy Carolinas LLC                                                               | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24827.53     | 0.00%             | 2037-06-01      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| NRG Energy, Inc.                                       | NRG Energy, Inc.                                                                        | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    145000 | PA      | $120140.45    | 0.02%             | 2027-12-02      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Terex Corp.                                            | Terex Corp.                                                                             | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     81000 | PA      | $72798.75     | 0.01%             | 2029-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Synaptics, Inc.                                        | Synaptics, Inc.                                                                         | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |    112000 | PA      | $94365.46     | 0.01%             | 2029-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Aimco CLO Ltd.                                         | Aimco CLO Ltd., Series 2021-15A, Class C                                                | CUSIP: 00889BAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $932187.40    | 0.12%             | 2034-10-17      | Floating      | 6.03%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences, Inc.                                  | Gilead Sciences, Inc.                                                                   | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22924.93     | 0.00%             | 2044-04-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Plains All American Pipeline LP                        | Plains All American Pipeline LP                                                         | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $17341.32     | 0.00%             | 2029-12-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Uber Technologies, Inc.                                | Uber Technologies, Inc.                                                                 | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64220.27     | 0.01%             | 2026-11-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| EnLink Midstream LLC                                   | EnLink Midstream LLC                                                                    | CUSIP: 29336TAD2<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30680.70     | 0.00%             | 2030-09-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| TRI Pointe Homes, Inc.                                 | TRI Pointe Homes, Inc.                                                                  | CUSIP: 87265HAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $16961.87     | 0.00%             | 2027-06-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Element Materials Technology Group US Holdings, Inc.   | Element Materials Technology Group US Holdings, Inc., Term Loan B                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    129306 | PA      | $126073.59    | 0.02%             | 2029-06-22      | Variable      | 8.93%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc.                                                                         | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93074.65     | 0.01%             | 2028-07-25      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                | Citigroup Global Markets Holdings, Inc.                                                 | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |     11530 | NS      | $421682.59    | 0.06%             | 2023-01-06      | Fixed         | 19.47%                | No            | 2                  | On Loan: No      |
| EnPro Industries, Inc.                                 | EnPro Industries, Inc.                                                                  | CUSIP: 29355XAG2<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |     78000 | PA      | $75660.00     | 0.01%             | 2026-10-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Warnermedia Holdings, Inc.                             | Warnermedia Holdings, Inc.                                                              | CUSIP: 55903VAS2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     62000 | PA      | $45260.85     | 0.01%             | 2062-03-15      | Fixed         | 5.39%                 | No            | 2                  | On Loan: No      |
| Sprint Capital Corp.                                   | Sprint Capital Corp.                                                                    | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114173.40    | 0.01%             | 2028-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Roche Holdings, Inc.                                   | Roche Holdings, Inc.                                                                    | CUSIP: 771196BY7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    270000 | PA      | $174848.04    | 0.02%             | 2051-12-13      | Fixed         | 2.61%                 | No            | 2                  | On Loan: No      |
| Apidos CLO XXXIV                                       | Apidos CLO XXXIV, Series 2020-34A, Class A1R                                            | CUSIP: 03768WAL9<br>LEI: 5493001VH1Y9SEPJKZ47 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $973734.20    | 0.13%             | 2035-01-20      | Floating      | 5.39%                 | No            | 2                  | On Loan: No      |
| Husky Injection Molding Systems Ltd.                   | Husky Injection Molding Systems Ltd., Term Loan                                         | CUSIP: C8856UAB4<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    280611 | PA      | $261538.00    | 0.03%             | 2025-03-28      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| Wynn Resorts Finance LLC                               | Wynn Resorts Finance LLC                                                                | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $20883.58     | 0.00%             | 2025-04-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                               | UnitedHealth Group, Inc.                                                                | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     45000 | PA      | $32199.18     | 0.00%             | 2051-05-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Cameron LNG LLC                                        | Cameron LNG LLC                                                                         | CUSIP: 133434AB6<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    190000 | PA      | $152972.22    | 0.02%             | 2035-01-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Octagon Investment Partners 41 Ltd.                    | Octagon Investment Partners 41 Ltd., Series 2019-2A, Class B1R                          | CUSIP: 67592FAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1429648.80   | 0.19%             | 2033-10-15      | Floating      | 5.78%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                         | Southern California Edison Co., Series B                                                | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57155.97     | 0.01%             | 2049-03-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Mavis Tire Express Services Topco Corp.                | Mavis Tire Express Services Topco Corp., 1st Lien Term Loan                             | CUSIP: 57777YAB2<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |    145595 | PA      | $138627.19    | 0.02%             | 2028-05-04      | Variable      | 8.50%                 | No            | 2                  | On Loan: No      |
| Encompass Health Corp.                                 | Encompass Health Corp.                                                                  | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64463.76     | 0.01%             | 2031-04-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Shell International Finance BV                         | Shell International Finance BV                                                          | CUSIP: 822582CG5<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     10000 | PA      | $8774.05      | 0.00%             | 2030-04-06      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                                    | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      3217 | NS      | $364791.97    | 0.05%             | 2023-01-20      | Fixed         | 17.19%                | No            | 2                  | On Loan: No      |
| ConocoPhillips Co.                                     | ConocoPhillips Co.                                                                      | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    125000 | PA      | $98267.86     | 0.01%             | 2052-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                      | Lowe's Cos., Inc.                                                                       | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    237000 | PA      | $175485.10    | 0.02%             | 2046-04-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Air Canada                                             | Air Canada                                                                              | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |     74000 | PA      | $65544.22     | 0.01%             | 2026-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Veritas US, Inc.                                       | Veritas US, Inc., Term Loan B                                                           | CUSIP: G9341JAN0<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |    372966 | PA      | $261475.22    | 0.03%             | 2025-09-01      | Variable      | 9.73%                 | No            | 2                  | On Loan: No      |
| Imola Merger Corp.                                     | Imola Merger Corp.                                                                      | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88000 | PA      | $76350.00     | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| General Mills, Inc.                                    | General Mills, Inc.                                                                     | CUSIP: 370334BT0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    460000 | PA      | $451915.44    | 0.06%             | 2024-02-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon Corp. (The)                    | Bank of New York Mellon Corp. (The), Series H                                           | CUSIP: 064058AJ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    775000 | PA      | $689281.16    | 0.09%             | 2026-03-20      | Variable      | 3.70%                 | No            | 2                  | On Loan: No      |
| Science Applications International Corp.               | Science Applications International Corp.                                                | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     28000 | PA      | $25899.94     | 0.00%             | 2028-04-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Oncor Electric Delivery Co. LLC                        | Oncor Electric Delivery Co. LLC                                                         | CUSIP: 68233JBM5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    240000 | PA      | $232195.20    | 0.03%             | 2024-06-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| ViaSat, Inc.                                           | ViaSat, Inc.                                                                            | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27250.50     | 0.00%             | 2027-04-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Sabine Pass Liquefaction LLC                           | Sabine Pass Liquefaction LLC                                                            | CUSIP: 785592AY2<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25017.30     | 0.00%             | 2037-09-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| LSF11 A5 HoldCo LLC                                    | LSF11 A5 HoldCo LLC                                                                     | CUSIP: 50221DAA7<br>LEI: 254900FPK7P5WNA66Y10 | Long             | DBT              | CORP              | US        |     43000 | PA      | $35522.78     | 0.00%             | 2029-10-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Marsh & McLennan Cos., Inc.                            | Marsh & McLennan Cos., Inc.                                                             | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72441.62     | 0.01%             | 2029-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Meritage Homes Corp.                                   | Meritage Homes Corp.                                                                    | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15983.53     | 0.00%             | 2027-06-06      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Wal-Mart de Mexico SAB de CV                           | Wal-Mart de Mexico SAB de CV                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |    349127 | NS      | $1234078.35   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| DT Midstream, Inc.                                     | DT Midstream, Inc.                                                                      | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $39428.30     | 0.01%             | 2031-06-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| CMG Media Corp.                                        | CMG Media Corp., 1st Lien Term Loan B                                                   | CUSIP: 88145LAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84095 | PA      | $78554.10     | 0.01%             | 2026-12-17      | Variable      | 8.23%                 | No            | 2                  | On Loan: No      |
| PayPal Holdings, Inc.                                  | PayPal Holdings, Inc.                                                                   | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82150.12     | 0.01%             | 2030-06-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Corp.                                      | FirstEnergy Corp.                                                                       | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    210000 | PA      | $171221.40    | 0.02%             | 2030-03-01      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Ventas Realty LP                                       | Ventas Realty LP                                                                        | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93370.32     | 0.01%             | 2030-11-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Toyota Motor Credit Corp.                              | Toyota Motor Credit Corp.                                                               | CUSIP: 89236TJQ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59215.73     | 0.01%             | 2031-09-12      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Deerfield Dakota Holding LLC                           | Deerfield Dakota Holding LLC, 2nd Lien Term Loan                                        | CUSIP: 24440EAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    133000 | PA      | $126017.50    | 0.02%             | 2028-04-07      | Variable      | 10.97%                | No            | 2                  | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                                                            | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    920000 | PA      | $823603.65    | 0.11%             | 2026-03-25      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                       | Amazon.com, Inc.                                                                        | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    405000 | PA      | $380565.92    | 0.05%             | 2027-08-22      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Pike Corp.                                             | Pike Corp., Term Loan                                                                   | CUSIP: 72108PAR5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | LON              | CORP              | US        |     79976 | PA      | $78763.76     | 0.01%             | 2028-01-21      | Variable      | 7.36%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                            | Allied Universal Holdco LLC, Term Loan                                                  | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    255505 | PA      | $242251.92    | 0.03%             | 2028-05-12      | Variable      | 8.17%                 | No            | 2                  | On Loan: No      |
| Mileage Plus Holdings LLC                              | Mileage Plus Holdings LLC                                                               | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180462 | PA      | $179415.29    | 0.02%             | 2027-06-20      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| 1011778 BC ULC                                         | 1011778 BC ULC                                                                          | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     21000 | PA      | $18803.52     | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| AvalonBay Communities, Inc.                            | AvalonBay Communities, Inc.                                                             | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113150.31    | 0.01%             | 2033-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| PDC Energy, Inc.                                       | PDC Energy, Inc.                                                                        | CUSIP: 69327RAG6<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16903.10     | 0.00%             | 2024-09-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC                             | AerCap Ireland Capital DAC                                                              | CUSIP: 00774MAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    270000 | PA      | $259533.80    | 0.03%             | 2025-10-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| TransCanada PipeLines Ltd.                             | TransCanada PipeLines Ltd.                                                              | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $13669.26     | 0.00%             | 2034-03-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Ares LXI CLO Ltd.                                      | Ares LXI CLO Ltd., Series 2021-61A, Class A                                             | CUSIP: 04019DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1458025.20   | 0.19%             | 2034-10-20      | Floating      | 5.39%                 | No            | 2                  | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                             | AAdvantage Loyalty IP Ltd., Term Loan                                                   | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    260311 | PA      | $258887.10    | 0.03%             | 2028-04-20      | Variable      | 8.99%                 | No            | 2                  | On Loan: No      |
| Clearway Energy Operating LLC                          | Clearway Energy Operating LLC                                                           | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     92000 | PA      | $84911.00     | 0.01%             | 2028-03-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Asbury Automotive Group, Inc.                          | Asbury Automotive Group, Inc.                                                           | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     23000 | PA      | $20249.20     | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SWF Escrow Issuer Corp.                                | SWF Escrow Issuer Corp.                                                                 | CUSIP: 78500AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     89000 | PA      | $51571.05     | 0.01%             | 2029-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Hartford Financial Services Group, Inc. (The)          | Hartford Financial Services Group, Inc. (The)                                           | CUSIP: 416515BD5<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16495.30     | 0.00%             | 2048-03-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Synchrony Financial                                    | Synchrony Financial                                                                     | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80266.43     | 0.01%             | 2027-12-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Global Payments, Inc.                                  | Global Payments, Inc.                                                                   | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    115000 | PA      | $81823.86     | 0.01%             | 2049-08-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                     | General Motors Financial Co., Inc.                                                      | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    480000 | PA      | $456090.49    | 0.06%             | 2027-01-17      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Sempra Energy                                          | Sempra Energy                                                                           | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46248.75     | 0.01%             | 2027-06-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Alphabet, Inc.                                         | Alphabet, Inc.                                                                          | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $29222.85     | 0.00%             | 2050-08-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                 | Palmer Square CLO Ltd., Series 2019-1A, Class A1R                                       | CUSIP: 69700GAJ1<br>LEI: 549300Y43K78UTRMTN21 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $974738.70    | 0.13%             | 2034-11-14      | Floating      | 5.80%                 | No            | 2                  | On Loan: No      |
| Consensus Cloud Solutions, Inc.                        | Consensus Cloud Solutions, Inc.                                                         | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $22074.44     | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Bombardier, Inc.                                       | Bombardier, Inc.                                                                        | CUSIP: 097751AL5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100000.00    | 0.01%             | 2034-05-01      | Fixed         | 7.45%                 | No            | 2                  | On Loan: No      |
| University of Southern California                      | University of Southern California, Series 2017                                          | CUSIP: 914886AC0<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     85000 | PA      | $70645.79     | 0.01%             | 2047-10-01      | Fixed         | 3.84%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                               | UnitedHealth Group, Inc.                                                                | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    105000 | PA      | $85814.87     | 0.01%             | 2039-08-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPMorgan Chase & Co., Series FF                                                         | CUSIP: 48128BAF8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    144000 | PA      | $131750.02    | 0.02%             | 2024-08-01      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| BlackRock Funds V                                      | BlackRock High Yield Bond Portfolio, Class K Shares                                     | CUSIP: 09260B614<br>LEI: M0E4486GHQ4I64CULY35 | Long             |  | RF                | US        |     62825 | NS      | $417157.24    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| American Honda Finance Corp.                           | American Honda Finance Corp.                                                            | CUSIP: 02665WEA5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233898.47    | 0.03%             | 2025-01-13      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| NRG Energy, Inc.                                       | NRG Energy, Inc.                                                                        | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13241.10     | 0.00%             | 2029-06-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Venture Global Calcasieu Pass LLC                      | Venture Global Calcasieu Pass LLC                                                       | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     92000 | PA      | $78383.54     | 0.01%             | 2031-08-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Abbott Laboratories                                    | Abbott Laboratories                                                                     | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68245.48     | 0.01%             | 2046-11-30      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Sirius XM Radio, Inc.                                  | Sirius XM Radio, Inc.                                                                   | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     26000 | PA      | $22627.80     | 0.00%             | 2028-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SMG US Midco 2, Inc.                                   | SMG US Midco 2, Inc., 1st Lien Term Loan                                                | CUSIP: 78453JAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    117093 | PA      | $113776.18    | 0.01%             | 2025-01-23      | Variable      | 6.91%                 | No            | 2                  | On Loan: No      |
| Weatherford International Ltd.                         | Weatherford International Ltd.                                                          | CUSIP: 947075AT4<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     55000 | PA      | $53916.50     | 0.01%             | 2028-09-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Raptor Acquisition Corp.                               | Raptor Acquisition Corp.                                                                | CUSIP: 75383KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $40866.41     | 0.01%             | 2026-11-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc.                                                                         | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    850000 | PA      | $824226.50    | 0.11%             | 2025-04-24      | Variable      | 3.35%                 | No            | 2                  | On Loan: No      |
| US Bancorp                                             | US Bancorp                                                                              | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    555000 | PA      | $453712.50    | 0.06%             | 2027-01-15      | Variable      | 3.70%                 | No            | 2                  | On Loan: No      |
| Post Holdings, Inc.                                    | Post Holdings, Inc.                                                                     | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21016.51     | 0.00%             | 2031-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                        | Nissan Motor Acceptance Co. LLC                                                         | CUSIP: 654740BL2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     78000 | PA      | $76569.95     | 0.01%             | 2023-09-21      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                       | CVS Health Corp.                                                                        | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54656.04     | 0.01%             | 2038-03-25      | Fixed         | 4.78%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The)                                                         | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    125000 | PA      | $116452.24    | 0.02%             | 2029-05-01      | Variable      | 4.22%                 | No            | 2                  | On Loan: No      |
| Coherent Corp.                                         | Coherent Corp.                                                                          | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    104000 | PA      | $89692.72     | 0.01%             | 2029-12-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co.                                                                       | CUSIP: 95000U2K8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    420000 | PA      | $391537.88    | 0.05%             | 2026-02-11      | Variable      | 2.16%                 | No            | 2                  | On Loan: No      |
| Caesars Entertainment, Inc.                            | Caesars Entertainment, Inc.                                                             | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    261000 | PA      | $212404.41    | 0.03%             | 2029-10-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                                    | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     17176 | NS      | $314561.79    | 0.04%             | 2023-01-26      | Fixed         | 17.71%                | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc., Series U                                                               | CUSIP: 172967MG3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1063000 | PA      | $946083.05    | 0.12%             | 2024-09-12      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| Electron Bidco, Inc.                                   | Electron Bidco, Inc., 1st Lien Term Loan                                                | CUSIP: 28542CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    216094 | PA      | $210097.77    | 0.03%             | 2028-11-01      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| WR Grace Holdings LLC                                  | WR Grace Holdings LLC                                                                   | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    297000 | PA      | $239759.19    | 0.03%             | 2029-08-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Athenahealth Group, Inc.                               | Athenahealth Group, Inc., Term Loan                                                     | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    224393 | PA      | $202034.73    | 0.03%             | 2029-02-15      | Variable      | 7.82%                 | No            | 2                  | On Loan: No      |
| Tallgrass Energy Partners LP                           | Tallgrass Energy Partners LP                                                            | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $11241.49     | 0.00%             | 2030-12-31      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Sherwin-Williams Co. (The)                             | Sherwin-Williams Co. (The)                                                              | CUSIP: 824348BL9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36994.41     | 0.00%             | 2030-05-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Severin Acquisition LLC                                | Severin Acquisition LLC, 1st Lien Term Loan                                             | CUSIP: 81812HAB6<br>LEI: 549300L10R4RABI1ER67 | Long             | LON              | CORP              | US        |    159311 | PA      | $157966.39    | 0.02%             | 2025-08-01      | Variable      | 7.09%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                  | Elevance Health, Inc.                                                                   | CUSIP: 036752AJ2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    815000 | PA      | $773648.68    | 0.10%             | 2025-01-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                        | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    256000 | PA      | $207539.20    | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                | MPLX LP                                                                                 | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    640000 | PA      | $570476.88    | 0.07%             | 2026-03-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                             | Pacific Gas & Electric Co.                                                              | CUSIP: 694308HK6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    190000 | PA      | $182307.39    | 0.02%             | 2024-08-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Magenta Buyer LLC                                      | Magenta Buyer LLC, 2nd Lien Term Loan                                                   | CUSIP: 55910RAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    440792 | PA      | $345285.60    | 0.05%             | 2029-07-27      | Variable      | 12.67%                | No            | 2                  | On Loan: No      |
| Graphic Packaging International LLC                    | Graphic Packaging International LLC                                                     | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14118.75     | 0.00%             | 2027-07-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Fifth Third Bancorp                                    | Fifth Third Bancorp                                                                     | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    240000 | PA      | $246934.58    | 0.03%             | 2028-10-27      | Variable      | 6.36%                 | No            | 2                  | On Loan: No      |
| Duke Energy Progress LLC                               | Duke Energy Progress LLC                                                                | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    313000 | PA      | $288121.32    | 0.04%             | 2029-03-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Prologis LP                                            | Prologis LP                                                                             | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83311.42     | 0.01%             | 2030-04-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                           | Scotts Miracle-Gro Co. (The)                                                            | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7537.00      | 0.00%             | 2032-02-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| NVIDIA Corp.                                           | NVIDIA Corp.                                                                            | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    202000 | PA      | $163581.30    | 0.02%             | 2040-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| L3Harris Technologies, Inc.                            | L3Harris Technologies, Inc.                                                             | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95367.84     | 0.01%             | 2026-12-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Burlington Northern Santa Fe LLC                       | Burlington Northern Santa Fe LLC                                                        | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5231.00      | 0.00%             | 2040-05-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Vail Resorts, Inc.                                     | Vail Resorts, Inc.                                                                      | CUSIP: 91879QAL3<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33000.03     | 0.00%             | 2025-05-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                         | Southern California Edison Co., Series E                                                | CUSIP: 842400GN7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24187.04     | 0.00%             | 2025-08-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| DCP Midstream Operating LP                             | DCP Midstream Operating LP                                                              | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17855.31     | 0.00%             | 2027-07-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Sherwin-Williams Co. (The)                             | Sherwin-Williams Co. (The)                                                              | CUSIP: 824348BR6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34389.21     | 0.00%             | 2025-08-08      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CNT Holding I Corp.                                    | CNT Holding I Corp., 1st Lien Term Loan                                                 | CUSIP: 12656AAC3<br>LEI: 5493004QM4B3WJSSYR98 | Long             | LON              | CORP              | US        |     72286 | PA      | $69846.20     | 0.01%             | 2027-11-08      | Variable      | 7.24%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                                    | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      1497 | NS      | $262421.62    | 0.03%             | 2023-02-01      | Fixed         | 13.31%                | No            | 2                  | On Loan: No      |
| Iron Mountain Information Management Services, Inc.    | Iron Mountain Information Management Services, Inc.                                     | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $27413.12     | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| AGL CLO Ltd.                                           | AGL CLO Ltd., Series 2022-17A, Class C                                                  | CUSIP: 00120DAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $696562.88    | 0.09%             | 2035-01-21      | Floating      | 6.09%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                         | Broadcom, Inc.                                                                          | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    175000 | PA      | $153625.19    | 0.02%             | 2032-04-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                     | Altria Group, Inc.                                                                      | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124738.63    | 0.02%             | 2029-02-14      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                            | Apple, Inc.                                                                             | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    130000 | PA      | $110141.97    | 0.01%             | 2028-02-08      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| Vistra Corp.                                           | Vistra Corp.                                                                            | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     68000 | PA      | $61875.46     | 0.01%             | 2026-12-15      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Uber Technologies, Inc.                                | Uber Technologies, Inc.                                                                 | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19013.30     | 0.00%             | 2027-09-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Uber Technologies, Inc.                                | Uber Technologies, Inc., Term Loan                                                      | CUSIP: 90351JAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    297644 | PA      | $296846.18    | 0.04%             | 2027-02-25      | Variable      | 8.23%                 | No            | 2                  | On Loan: No      |
| Dominion Energy, Inc.                                  | Dominion Energy, Inc., Series C                                                         | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    365000 | PA      | $306575.71    | 0.04%             | 2027-01-15      | Variable      | 4.35%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                           | AbbVie, Inc.                                                                            | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1339177.18   | 0.18%             | 2026-11-21      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| LYB International Finance III LLC                      | LYB International Finance III LLC                                                       | CUSIP: 50249AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $55770.82     | 0.01%             | 2049-10-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc                                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      5540 | NS      | $566877.46    | 0.07%             | 2023-02-10      | Fixed         | 13.36%                | No            | 2                  | On Loan: No      |
| ARD Finance SA                                         | ARD Finance SA                                                                          | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $139106.49    | 0.02%             | 2027-06-30      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| PECO Energy Co.                                        | PECO Energy Co.                                                                         | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     35000 | PA      | $23037.33     | 0.00%             | 2051-09-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Sutter Health                                          | Sutter Health, Series 20A                                                               | CUSIP: 86944BAJ2<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     68000 | PA      | $46088.05     | 0.01%             | 2050-08-15      | Fixed         | 3.36%                 | No            | 2                  | On Loan: No      |
| XPO Escrow Sub LLC                                     | XPO Escrow Sub LLC                                                                      | CUSIP: 98379JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $37441.04     | 0.00%             | 2027-11-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Broadcom Corp.                                         | Broadcom Corp.                                                                          | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    775000 | PA      | $733064.87    | 0.10%             | 2027-01-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Ovintiv, Inc.                                          | Ovintiv, Inc.                                                                           | CUSIP: 292505AE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $86494.19     | 0.01%             | 2037-08-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Carnival Corp.                                         | Carnival Corp.                                                                          | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     38000 | PA      | $30118.60     | 0.00%             | 2026-03-01      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                  | NextEra Energy Capital Holdings, Inc.                                                   | CUSIP: 65339KCF5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    660000 | PA      | $651300.82    | 0.09%             | 2024-06-20      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Aethon United BR LP                                    | Aethon United BR LP                                                                     | CUSIP: 00810GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99194.61     | 0.01%             | 2026-02-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp.                                 | Tenet Healthcare Corp.                                                                  | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     95000 | PA      | $89836.06     | 0.01%             | 2026-01-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Tosca Services LLC                                     | Tosca Services LLC, Term Loan                                                           | CUSIP: 89148PAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    190144 | PA      | $152114.82    | 0.02%             | 2027-08-18      | Variable      | 7.94%                 | No            | 2                  | On Loan: No      |
| Go Daddy Operating Co. LLC                             | Go Daddy Operating Co. LLC, Term Loan B4                                                | CUSIP: 38017BAQ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85415 | PA      | $84508.26     | 0.01%             | 2027-08-10      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| Owl Rock Capital Corp.                                 | Owl Rock Capital Corp.                                                                  | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     33000 | PA      | $28814.18     | 0.00%             | 2026-07-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| EDP - Energias de Portugal SA                          | EDP - Energias de Portugal SA                                                           | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | EC               | CORP              | PT        |    224106 | NS      | $1117125.30   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Stevens Holding Co., Inc.                              | Stevens Holding Co., Inc.                                                               | CUSIP: 86024TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $21052.50     | 0.00%             | 2026-10-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp.                                 | Tenet Healthcare Corp.                                                                  | CUSIP: 88033GDG2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10736.89     | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Mattamy Group Corp.                                    | Mattamy Group Corp.                                                                     | CUSIP: 57701RAJ1<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     27000 | PA      | $23944.49     | 0.00%             | 2027-12-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Tallgrass Energy Partners LP                           | Tallgrass Energy Partners LP                                                            | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7094.72      | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Tencent Holdings Ltd.                                  | Tencent Holdings Ltd.                                                                   | CUSIP: 88032WBC9<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $141750.00    | 0.02%             | 2051-04-22      | Fixed         | 3.84%                 | No            | 2                  | On Loan: No      |
| Trustees of Boston University                          | Trustees of Boston University, Series CC                                                | CUSIP: 89838QAA1<br>LEI: 549300M1CR2B2GU2ZU17 | Long             | DBT              | CORP              | US        |     21000 | PA      | $17379.18     | 0.00%             | 2048-10-01      | Fixed         | 4.06%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                     | T-Mobile USA, Inc.                                                                      | CUSIP: 87264ABZ7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    966000 | PA      | $864984.79    | 0.11%             | 2026-02-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| VS Buyer LLC                                           | VS Buyer LLC, Term Loan                                                                 | CUSIP: 91834WAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    216846 | PA      | $210069.59    | 0.03%             | 2027-02-28      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| Philip Morris International, Inc.                      | Philip Morris International, Inc.                                                       | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105766.86    | 0.01%             | 2027-11-17      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| MSCI, Inc.                                             | MSCI, Inc.                                                                              | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     16000 | PA      | $13302.80     | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co., Series BB                                                            | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    892000 | PA      | $780736.38    | 0.10%             | 2026-03-15      | Variable      | 3.90%                 | No            | 2                  | On Loan: No      |
| iShares Trust                                          | iShares iBoxx $ Investment Grade Corporate Bond ETF                                     | CUSIP: 464287242<br>LEI: 549300FYCXFXG8POR355 | Long             |  | RF                | US        |     73183 | NS      | $7715683.69   | 1.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ford Motor Co.                                         | Ford Motor Co.                                                                          | CUSIP: 345370CZ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     34000 | PA      | $32079.00     | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Sabine Pass Liquefaction LLC                           | Sabine Pass Liquefaction LLC                                                            | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     95000 | PA      | $89297.24     | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| FleetCor Technologies Operating Co. LLC                | FleetCor Technologies Operating Co. LLC, Term Loan B4                                   | CUSIP: 33903RAY5<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |    184137 | PA      | $182008.31    | 0.02%             | 2028-04-28      | Variable      | 6.13%                 | No            | 2                  | On Loan: No      |
| Dominion Energy, Inc.                                  | Dominion Energy, Inc., Series C                                                         | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88121.63     | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                   | Clear Channel Outdoor Holdings, Inc., Term Loan B                                       | CUSIP: 18452RAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    297473 | PA      | $270382.57    | 0.04%             | 2026-08-21      | Variable      | 7.91%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                           | AbbVie, Inc.                                                                            | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    230000 | PA      | $197669.01    | 0.03%             | 2046-05-14      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                     | VICI Properties LP                                                                      | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    215000 | PA      | $199079.25    | 0.03%             | 2032-05-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| WP CityMD Bidco LLC                                    | WP CityMD Bidco LLC, Term Loan                                                          | CUSIP: 92940KAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    151920 | PA      | $151552.21    | 0.02%             | 2028-12-22      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| Rolls-Royce plc                                        | Rolls-Royce plc                                                                         | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $190500.00    | 0.02%             | 2027-10-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| MPT Operating Partnership LP                           | MPT Operating Partnership LP                                                            | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $15251.69     | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Cenovus Energy, Inc.                                   | Cenovus Energy, Inc.                                                                    | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $80753.35     | 0.01%             | 2052-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                                    | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      5227 | NS      | $485529.24    | 0.06%             | 2023-01-24      | Fixed         | 13.75%                | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                       | Boeing Co. (The)                                                                        | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70216.50     | 0.01%             | 2049-05-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| CommScope, Inc.                                        | CommScope, Inc.                                                                         | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     63000 | PA      | $48825.00     | 0.01%             | 2027-03-01      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| RELX plc                                               | RELX plc                                                                                | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |     48861 | NS      | $1353501.95   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                        | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $243554.85    | 0.03%             | 2034-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Regency Centers LP                                     | Regency Centers LP                                                                      | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    675000 | PA      | $588821.11    | 0.08%             | 2030-06-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Salesforce, Inc.                                       | Salesforce, Inc.                                                                        | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    130000 | PA      | $82546.77     | 0.01%             | 2061-07-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| Iridium Satellite LLC                                  | Iridium Satellite LLC, Term Loan B2                                                     | CUSIP: 46269KAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    189033 | PA      | $187040.15    | 0.02%             | 2026-11-04      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| PPM CLO 4 Ltd.                                         | PPM CLO 4 Ltd., Series 2020-4A, Class CR                                                | CUSIP: 69356AAQ5<br>LEI: 5493006KUFG82AH4TB78 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $691065.83    | 0.09%             | 2034-10-18      | Floating      | 6.29%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                   | Anheuser-Busch InBev Worldwide, Inc.                                                    | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46971.48     | 0.01%             | 2048-10-06      | Fixed         | 4.44%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group plc                               | Lloyds Banking Group plc                                                                | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $173109.12    | 0.02%             | 2027-05-11      | Variable      | 1.63%                 | No            | 2                  | On Loan: No      |
| Air Canada                                             | Air Canada, Term Loan                                                                   | CUSIP: C0102MAP0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    214112 | PA      | $211168.45    | 0.03%             | 2028-08-11      | Variable      | 8.13%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                     | General Motors Financial Co., Inc.                                                      | CUSIP: 37045XCL8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238715.00    | 0.03%             | 2023-06-19      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Cablevision Lightpath LLC                              | Cablevision Lightpath LLC, Term Loan                                                    | CUSIP: 12687HAB3<br>LEI: 5493002ZVBLRLGES1R71 | Long             | LON              | CORP              | US        |     23568 | PA      | $22492.83     | 0.00%             | 2027-11-30      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| Kimco Realty Corp.                                     | Kimco Realty Corp.                                                                      | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    225000 | PA      | $205766.04    | 0.03%             | 2033-02-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| L3Harris Technologies, Inc.                            | L3Harris Technologies, Inc.                                                             | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    540000 | PA      | $516896.55    | 0.07%             | 2028-06-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                     | Altria Group, Inc.                                                                      | CUSIP: 02209SBH5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    580000 | PA      | $546309.04    | 0.07%             | 2025-05-06      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                     | VICI Properties LP                                                                      | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2823.23      | 0.00%             | 2026-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Thermo Fisher Scientific, Inc.                         | Thermo Fisher Scientific, Inc.                                                          | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280908.73    | 0.04%             | 2027-11-21      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                                 | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      1125 | NS      | $241248.94    | 0.03%             | 2023-02-03      | Fixed         | 12.17%                | No            | 2                  | On Loan: No      |
| Bank Rakyat Indonesia Persero Tbk. PT                  | Bank Rakyat Indonesia Persero Tbk. PT                                                   | CUSIP: N/A<br>LEI: 254900HB6S4B12GBNP64       | Long             | EC               | CORP              | ID        |   2139900 | NS      | $678455.86    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Hertz Corp. (The)                                      | Hertz Corp. (The)                                                                       | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20937.50     | 0.00%             | 2026-12-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Ligado Networks LLC                                    | Ligado Networks LLC                                                                     | CUSIP: 53225HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87328 | PA      | $28041.02     | 0.00%             | 2023-11-01      | Variable      | 15.50%                | No            | 2                  | On Loan: No      |
| CP Atlas Buyer, Inc.                                   | CP Atlas Buyer, Inc., Term Loan B                                                       | CUSIP: 12658HAG7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |    221329 | PA      | $193264.34    | 0.03%             | 2027-11-23      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                          | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $867787.99    | 0.11%             | 2027-07-20      | Variable      | 1.51%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The)                                                         | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    575000 | PA      | $438044.52    | 0.06%             | 2032-01-27      | Variable      | 1.99%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                           | Verizon Communications, Inc.                                                            | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    192000 | PA      | $133918.15    | 0.02%             | 2061-03-22      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                | MPLX LP                                                                                 | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15782.63     | 0.00%             | 2048-04-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Univision Communications, Inc.                         | Univision Communications, Inc.                                                          | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     33000 | PA      | $31538.10     | 0.00%             | 2030-06-30      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Atlas CC Acquisition Corp.                             | Atlas CC Acquisition Corp., 1st Lien Term Loan C                                        | CUSIP: 04921TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     32612 | PA      | $27323.89     | 0.00%             | 2028-05-25      | Variable      | 8.98%                 | No            | 2                  | On Loan: No      |
| Mattel, Inc.                                           | Mattel, Inc.                                                                            | CUSIP: 577081AU6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    101000 | PA      | $87179.43     | 0.01%             | 2040-10-01      | Fixed         | 6.20%                 | 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        |    134517 | PA      | $117955.36    | 0.02%             | 2027-10-28      | Variable      | 8.16%                 | No            | 2                  | On Loan: No      |
| WRKCo, Inc.                                            | WRKCo, Inc.                                                                             | CUSIP: 96145DAF2<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    155000 | PA      | $149905.00    | 0.02%             | 2025-03-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| New SK Holdco Sub LLC                                  | New SK Holdco Sub LLC, Term Loan                                                        | CUSIP: 64859TAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    429751 | PA      | $370015.41    | 0.05%             | 2027-06-30      | Variable      | 11.17%                | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                           | AbbVie, Inc.                                                                            | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95665.93     | 0.01%             | 2024-11-21      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Aramark Services, Inc.                                 | Aramark Services, Inc.                                                                  | CUSIP: 038522AP3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16588.38     | 0.00%             | 2025-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Sherwin-Williams Co. (The)                             | Sherwin-Williams Co. (The)                                                              | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83918.39     | 0.01%             | 2047-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                     | Energy Transfer LP                                                                      | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9187.73      | 0.00%             | 2043-10-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| General Motors Co.                                     | General Motors Co.                                                                      | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57522.22     | 0.01%             | 2046-04-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                         | Takeda Pharmaceutical Co. Ltd.                                                          | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $337219.42    | 0.04%             | 2050-07-09      | Fixed         | 3.17%                 | No            | 2                  | On Loan: No      |
| KKR Apple Bidco LLC                                    | KKR Apple Bidco LLC, 1st Lien Term Loan                                                 | CUSIP: 48254EAB7<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |     39076 | PA      | $38483.92     | 0.01%             | 2028-09-22      | Variable      | 7.13%                 | No            | 2                  | On Loan: No      |
| PPG Industries, Inc.                                   | PPG Industries, Inc.                                                                    | CUSIP: 693506BU0<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39887.35     | 0.01%             | 2026-03-15      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| Sirius XM Radio, Inc.                                  | Sirius XM Radio, Inc.                                                                   | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     34000 | PA      | $28057.14     | 0.00%             | 2030-07-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                   | Mitsubishi UFJ Financial Group, Inc.                                                    | CUSIP: 606822AV6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    105000 | PA      | $99746.26     | 0.01%             | 2028-03-02      | Fixed         | 3.96%                 | No            | 2                  | On Loan: No      |
| Enbridge, Inc.                                         | Enbridge, Inc.                                                                          | CUSIP: 29250NBL8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $61319.67     | 0.01%             | 2025-02-14      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Belron Finance LLC                                     | Belron Finance LLC, Term Loan                                                           | CUSIP: 08078UAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     57800 | PA      | $57438.75     | 0.01%             | 2026-10-30      | Variable      | 6.69%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 26 Ltd.             | Neuberger Berman Loan Advisers CLO 26 Ltd., Series 2017-26A, Class C                    | CUSIP: 64131QAE0<br>LEI: 549300P0MOXZPIM3AS61 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $940933.90    | 0.12%             | 2030-10-18      | Floating      | 5.94%                 | No            | 2                  | On Loan: No      |
| Marathon Oil Corp.                                     | Marathon Oil Corp.                                                                      | CUSIP: 565849AE6<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4968.96      | 0.00%             | 2037-10-01      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| NXP BV                                                 | NXP BV                                                                                  | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $132260.00    | 0.02%             | 2032-02-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| MidAmerican Energy Co.                                 | MidAmerican Energy Co.                                                                  | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    260000 | PA      | $220540.03    | 0.03%             | 2049-07-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Avient Corp.                                           | Avient Corp.                                                                            | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63539.58     | 0.01%             | 2030-08-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Rogers Communications, Inc.                            | Rogers Communications, Inc.                                                             | CUSIP: 775109BN0<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     58000 | PA      | $44343.69     | 0.01%             | 2049-05-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| CNX Midstream Partners LP                              | CNX Midstream Partners LP                                                               | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $30364.61     | 0.00%             | 2030-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Alliant Holdings Intermediate LLC                      | Alliant Holdings Intermediate LLC                                                       | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    442000 | PA      | $363500.80    | 0.05%             | 2029-11-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Realogy Group LLC                                      | Realogy Group LLC                                                                       | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $15319.71     | 0.00%             | 2030-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Carrier Global Corp.                                   | Carrier Global Corp.                                                                    | CUSIP: 14448CAN4<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9419.35      | 0.00%             | 2025-02-15      | Fixed         | 2.24%                 | No            | 2                  | On Loan: No      |
| Bombardier, Inc.                                       | Bombardier, Inc.                                                                        | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $29099.28     | 0.00%             | 2027-04-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Jefferies Finance LLC                                  | Jefferies Finance LLC                                                                   | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $163146.00    | 0.02%             | 2028-08-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp.                                        | Microsoft Corp.                                                                         | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    104000 | PA      | $92007.02     | 0.01%             | 2036-08-08      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Avantor Funding, Inc.                                  | Avantor Funding, Inc.                                                                   | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    127000 | PA      | $115397.28    | 0.02%             | 2028-07-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Proofpoint, Inc.                                       | Proofpoint, Inc., 1st Lien Term Loan                                                    | CUSIP: 74345HAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    411130 | PA      | $394454.76    | 0.05%             | 2028-08-31      | Variable      | 7.98%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                                     | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      1798 | NS      | $244150.09    | 0.03%             | 2023-02-23      | Fixed         | 14.08%                | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                               | UnitedHealth Group, Inc.                                                                | CUSIP: 91324PCV2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9515.11      | 0.00%             | 2026-03-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Otis Worldwide Corp.                                   | Otis Worldwide Corp.                                                                    | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     18961 | NS      | $1484835.91   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                          | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     55000 | PA      | $40698.63     | 0.01%             | 2042-04-22      | Variable      | 3.22%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc.                                                                         | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    270000 | PA      | $235300.99    | 0.03%             | 2027-01-28      | Variable      | 1.12%                 | No            | 2                  | On Loan: No      |
| KLA Corp.                                              | KLA Corp.                                                                               | CUSIP: 482480AG5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    185000 | PA      | $178496.92    | 0.02%             | 2029-03-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co.                                                                       | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1069097.95   | 0.14%             | 2026-04-25      | Variable      | 3.91%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                      | HSBC Holdings plc                                                                       | CUSIP: 404280CW7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $190492.15    | 0.02%             | 2024-11-22      | Variable      | 1.16%                 | No            | 2                  | On Loan: No      |
| Starwood Property Trust, Inc.                          | Starwood Property Trust, Inc.                                                           | CUSIP: 85571BAS4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79303.58     | 0.01%             | 2023-11-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Banner Health                                          | Banner Health, Series 2020                                                              | CUSIP: 06654DAC1<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17472.60     | 0.00%             | 2050-01-01      | Fixed         | 3.18%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Corp.                                      | FirstEnergy Corp., Series C                                                             | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6598.00      | 0.00%             | 2050-03-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Florida Power & Light Co.                              | Florida Power & Light Co.                                                               | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    120000 | PA      | $103946.42    | 0.01%             | 2042-02-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Uniti Group LP                                         | Uniti Group LP                                                                          | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $21600.00     | 0.00%             | 2028-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc.                                                                         | CUSIP: 893647BH9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38586.88     | 0.01%             | 2027-03-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Packers Holdings LLC                                   | Packers Holdings LLC, Term Loan                                                         | CUSIP: 69519UAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    159530 | PA      | $138891.46    | 0.02%             | 2028-03-09      | Variable      | 7.54%                 | No            | 2                  | On Loan: No      |
| AmWINS Group, Inc.                                     | AmWINS Group, Inc.                                                                      | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     80000 | PA      | $67851.74     | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Maravai Intermediate Holdings LLC                      | Maravai Intermediate Holdings LLC, Term Loan B                                          | CUSIP: 56589PAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    148643 | PA      | $145669.76    | 0.02%             | 2027-10-19      | Variable      | 6.96%                 | No            | 2                  | On Loan: No      |
| Ohio Power Co.                                         | Ohio Power Co., Series P                                                                | CUSIP: 677415CS8<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170073.20    | 0.02%             | 2030-04-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| BorgWarner, Inc.                                       | BorgWarner, Inc.                                                                        | CUSIP: 099724AM8<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146974.67    | 0.02%             | 2025-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| AssuredPartners, Inc.                                  | AssuredPartners, Inc., Term Loan                                                        | CUSIP: 04621HAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    144051 | PA      | $139640.14    | 0.02%             | 2027-02-12      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| Sempra Energy                                          | Sempra Energy                                                                           | CUSIP: 816851BN8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71921.22     | 0.01%             | 2025-04-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Public Service Electric & Gas Co.                      | Public Service Electric & Gas Co.                                                       | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     78000 | PA      | $43462.87     | 0.01%             | 2050-08-01      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| Taylor Morrison Communities, Inc.                      | Taylor Morrison Communities, Inc.                                                       | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     61000 | PA      | $58567.40     | 0.01%             | 2027-06-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| NGPL PipeCo LLC                                        | NGPL PipeCo LLC                                                                         | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |     96000 | PA      | $99889.61     | 0.01%             | 2037-12-15      | Fixed         | 7.77%                 | No            | 2                  | On Loan: No      |
| Viasat, Inc.                                           | Viasat, Inc.                                                                            | CUSIP: 92552VAK6<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     91000 | PA      | $84428.67     | 0.01%             | 2025-09-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd.                                           | OCP CLO Ltd., Series 2021-22A, Class C                                                  | CUSIP: 67117TAE5<br>LEI: 254900PS626FB00CVF06 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $466135.05    | 0.06%             | 2034-12-02      | Floating      | 6.29%                 | No            | 2                  | On Loan: No      |
| AG TTMT Escrow Issuer LLC                              | AG TTMT Escrow Issuer LLC                                                               | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $44220.00     | 0.01%             | 2027-09-30      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                     | VICI Properties LP                                                                      | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6530.47      | 0.00%             | 2026-12-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| TRI Pointe Homes, Inc.                                 | TRI Pointe Homes, Inc.                                                                  | CUSIP: 87265HAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $12681.85     | 0.00%             | 2028-06-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Intercontinental Exchange, Inc.                                                         | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    175000 | PA      | $167325.03    | 0.02%             | 2033-03-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Dryden 83 CLO Ltd.                                     | Dryden 83 CLO Ltd., Series 2020-83A, Class A                                            | CUSIP: 26246EAC2<br>LEI: 2549001LFFVBUD1OX384 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $983611.50    | 0.13%             | 2032-01-18      | Floating      | 5.41%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.                            | Capital One Financial Corp.                                                             | CUSIP: 14040HBT1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $386059.73    | 0.05%             | 2024-10-30      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Station Casinos LLC                                    | Station Casinos LLC                                                                     | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     26000 | PA      | $22603.93     | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Syneos Health, Inc.                                    | Syneos Health, Inc.                                                                     | CUSIP: 87166BAA0<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | DBT              | CORP              | US        |     32000 | PA      | $25483.04     | 0.00%             | 2029-01-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| American Honda Finance Corp.                           | American Honda Finance Corp.                                                            | CUSIP: 02665WDD0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47703.56     | 0.01%             | 2024-09-10      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.                            | Capital One Financial Corp., Series M                                                   | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $785380.66    | 0.10%             | 2026-09-01      | Variable      | 3.95%                 | No            | 2                  | On Loan: No      |
| Nabors Industries, Inc.                                | Nabors Industries, Inc.                                                                 | CUSIP: 62957HAF2<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    152000 | PA      | $144948.72    | 0.02%             | 2025-02-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Tampa Electric Co.                                     | Tampa Electric Co.                                                                      | CUSIP: 875127BJ0<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     35000 | PA      | $24434.44     | 0.00%             | 2051-03-15      | Fixed         | 3.45%                 | 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        |    363954 | PA      | $357036.05    | 0.05%             | 2062-08-25      | Variable      | 5.11%                 | No            | 2                  | On Loan: No      |
| Octagon Investment Partners 41 Ltd.                    | Octagon Investment Partners 41 Ltd., Series 2019-2A, Class CR                           | CUSIP: 67592FAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $940736.30    | 0.12%             | 2033-10-15      | Floating      | 6.23%                 | No            | 2                  | On Loan: No      |
| NuStar Logistics LP                                    | NuStar Logistics LP                                                                     | CUSIP: 67059TAG0<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     82000 | PA      | $78829.32     | 0.01%             | 2025-10-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                                     | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       420 | NS      | $181479.13    | 0.02%             | 2023-02-17      | Fixed         | 18.63%                | No            | 2                  | On Loan: No      |
| Blackstone Private Credit Fund                         | Blackstone Private Credit Fund                                                          | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    275000 | PA      | $227624.27    | 0.03%             | 2026-12-15      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Vizient, Inc.                                          | Vizient, Inc., Term Loan B7                                                             | CUSIP: 92855LAQ9<br>LEI: 5493007V6T3HZ7777P70 | Long             | LON              | CORP              | US        |     45720 | PA      | $45617.26     | 0.01%             | 2029-05-16      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank (The)                            | Toronto-Dominion Bank (The)                                                             | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    866000 | PA      | $900640.00    | 0.12%             | 2082-10-31      | Variable      | 8.12%                 | No            | 2                  | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                        | Nissan Motor Acceptance Co. LLC                                                         | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    196000 | PA      | $163628.30    | 0.02%             | 2026-09-16      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| Freeport LNG investments, LLLP                         | Freeport LNG investments, LLLP, Term Loan B                                             | CUSIP: 35670CAB4<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |    356411 | PA      | $338145.13    | 0.04%             | 2028-12-21      | Variable      | 7.74%                 | No            | 2                  | On Loan: No      |
| SLM Corp.                                              | SLM Corp., Series B                                                                     | CUSIP: 78442P502<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2500 | NS      | $143850.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| GE HealthCare Technologies, Inc.                       | GE HealthCare Technologies, Inc.                                                        | CUSIP: 36267VAG8<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204672.34    | 0.03%             | 2030-03-15      | Fixed         | 5.86%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                      | HSBC Holdings plc                                                                       | CUSIP: 404280CS6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    235000 | PA      | $217582.29    | 0.03%             | 2025-05-24      | Variable      | 0.98%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                               | UnitedHealth Group, Inc.                                                                | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17275.15     | 0.00%             | 2048-06-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Medtronic plc                                          | Medtronic plc                                                                           | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |     18334 | NS      | $1424918.48   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Caesars Entertainment, Inc.                            | Caesars Entertainment, Inc.                                                             | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     71000 | PA      | $69761.05     | 0.01%             | 2027-07-01      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                                   | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1469874.37   | 0.19%             | 2028-07-22      | Variable      | 4.95%                 | No            | 2                  | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV         | Teva Pharmaceutical Finance Netherlands III BV                                          | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     40000 | PA      | $34705.00     | 0.00%             | 2026-10-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Central Parent, Inc.                                   | Central Parent, Inc., 1st Lien Term Loan                                                | CUSIP: 15477BAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    110000 | PA      | $108874.70    | 0.01%             | 2029-07-06      | Variable      | 9.08%                 | No            | 2                  | On Loan: No      |
| Entegris, Inc.                                         | Entegris, Inc.                                                                          | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     59000 | PA      | $48040.75     | 0.01%             | 2029-05-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Match Group Holdings II LLC                            | Match Group Holdings II LLC                                                             | CUSIP: 57665RAJ5<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25110.00     | 0.00%             | 2029-02-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Go Daddy Operating Co. LLC                             | Go Daddy Operating Co. LLC                                                              | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $59626.98     | 0.01%             | 2027-12-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Air Products & Chemicals, Inc.                         | Air Products & Chemicals, Inc.                                                          | CUSIP: 009158BB1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46019.63     | 0.01%             | 2025-10-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Albertsons Cos., Inc.                                  | Albertsons Cos., Inc.                                                                   | CUSIP: 013092AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $56547.40     | 0.01%             | 2026-03-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Hunter Douglas Holding BV                              | Hunter Douglas Holding BV, Term Loan B1                                                 | CUSIP: N8137FAB6<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    222865 | PA      | $195205.22    | 0.03%             | 2029-02-26      | Variable      | 7.86%                 | No            | 2                  | On Loan: No      |
| Altice Financing SA                                    | Altice Financing SA                                                                     | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    343000 | PA      | $269791.06    | 0.04%             | 2029-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                             | Occidental Petroleum Corp.                                                              | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146789.36    | 0.02%             | 2040-03-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO 9 Ltd.                           | Anchorage Capital CLO 9 Ltd., Series 2016-9A, Class BR2                                 | CUSIP: 03328WAU2<br>LEI: 5493009A4SIPWYPZDB35 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $720722.25    | 0.09%             | 2032-07-15      | Floating      | 5.83%                 | No            | 2                  | On Loan: No      |
| Vertiv Group Corp.                                     | Vertiv Group Corp., Term Loan B                                                         | CUSIP: 92537EAC2<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |    191319 | PA      | $184224.61    | 0.02%             | 2027-03-02      | Variable      | 6.89%                 | No            | 2                  | On Loan: No      |
| Community Health Systems, Inc.                         | Community Health Systems, Inc.                                                          | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    134000 | PA      | $112088.32    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| JP Morgan Structured Products BV                       | JP Morgan Structured Products BV, Series MTNQ                                           | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       339 | NS      | $106641.10    | 0.01%             | 2023-02-08      | Fixed         | 15.13%                | No            | 2                  | On Loan: No      |
| CPG International LLC                                  | CPG International LLC, Term Loan                                                        | CUSIP: 12594VAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74000 | PA      | $71780.00     | 0.01%             | 2029-04-28      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| Delta Topco, Inc.                                      | Delta Topco, Inc., 2nd Lien Term Loan                                                   | CUSIP: 24780DAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30000 | PA      | $23362.50     | 0.00%             | 2028-12-01      | Variable      | 11.65%                | No            | 2                  | On Loan: No      |
| Marsh & McLennan Cos., Inc.                            | Marsh & McLennan Cos., Inc.                                                             | CUSIP: 571748AX0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    260000 | PA      | $252364.47    | 0.03%             | 2025-03-10      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                                     | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      2312 | NS      | $154363.39    | 0.02%             | 2023-01-27      | Fixed         | 10.06%                | No            | 2                  | On Loan: No      |
| Octagon Investment Partners 26 Ltd.                    | Octagon Investment Partners 26 Ltd., Series 2016-1A, Class BR                           | CUSIP: 67590YAQ3<br>LEI: 549300ZYOSZSIH0Y3392 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $479685.55    | 0.06%             | 2030-07-15      | Floating      | 5.68%                 | No            | 2                  | 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        |    133718 | PA      | $102848.88    | 0.01%             | 2066-06-25      | Variable      | 0.93%                 | No            | 2                  | On Loan: No      |
| Vistra Operations Co. LLC                              | Vistra Operations Co. LLC                                                               | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    520000 | PA      | $508414.40    | 0.07%             | 2025-05-13      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                                   | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175223.28    | 0.02%             | 2027-07-22      | Variable      | 1.73%                 | No            | 2                  | On Loan: No      |
| ONE Gas, Inc.                                          | ONE Gas, Inc.                                                                           | CUSIP: 68235PAL2<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    210000 | PA      | $201361.54    | 0.03%             | 2024-03-11      | Fixed         | 1.10%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                            | Allied Universal Holdco LLC                                                             | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $162148.61    | 0.02%             | 2028-06-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Pharmacia LLC                                          | Pharmacia LLC                                                                           | CUSIP: 71713UAW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $219549.52    | 0.03%             | 2028-12-01      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| Devon Energy Corp.                                     | Devon Energy Corp.                                                                      | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     93000 | PA      | $78723.26     | 0.01%             | 2042-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Marathon Petroleum Corp.                               | Marathon Petroleum Corp.                                                                | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     54000 | PA      | $45089.90     | 0.01%             | 2044-09-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan, Inc.                                    | Kinder Morgan, Inc.                                                                     | CUSIP: 49456BAF8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    215000 | PA      | $210847.25    | 0.03%             | 2025-06-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Transocean, Inc.                                       | Transocean, Inc.                                                                        | CUSIP: 893830BQ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     19000 | PA      | $19047.50     | 0.00%             | 2027-01-30      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| Archrock Partners LP                                   | Archrock Partners LP                                                                    | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $56325.19     | 0.01%             | 2027-04-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc.                                                                         | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20659.10     | 0.00%             | 2027-11-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing, Inc.                                | Level 3 Financing, Inc.                                                                 | CUSIP: 527298BQ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5523.95      | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)               | PNC Financial Services Group, Inc. (The), Series T                                      | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    800000 | PA      | $634000.00    | 0.08%             | 2026-09-15      | Variable      | 3.40%                 | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                      | Lowe's Cos., Inc.                                                                       | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    290000 | PA      | $269988.38    | 0.04%             | 2027-05-03      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Global Payments, Inc.                                  | Global Payments, Inc.                                                                   | CUSIP: 37940XAA0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    145000 | PA      | $136422.38    | 0.02%             | 2025-02-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| MSCI, Inc.                                             | MSCI, Inc.                                                                              | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10452.42     | 0.00%             | 2029-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| DIRECTV Holdings LLC                                   | DIRECTV Holdings LLC                                                                    | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $49206.30     | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                | Citigroup Global Markets Holdings, Inc.                                                 | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |       115 | NS      | $444010.75    | 0.06%             | 2023-01-31      | Fixed         | 9.35%                 | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                | Citigroup Global Markets Holdings, Inc.                                                 | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      2019 | NS      | $300919.61    | 0.04%             | 2023-01-25      | Fixed         | 18.35%                | No            | 2                  | On Loan: No      |
| Allegiant Travel Co.                                   | Allegiant Travel Co.                                                                    | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42802.28     | 0.01%             | 2027-08-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                     | Crown Castle, Inc.                                                                      | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    240000 | PA      | $193405.51    | 0.03%             | 2031-07-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| El Paso Natural Gas Co. LLC                            | El Paso Natural Gas Co. LLC                                                             | CUSIP: 283695BQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $41082.42     | 0.01%             | 2032-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PayPal Holdings, Inc.                                  | PayPal Holdings, Inc.                                                                   | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43552.38     | 0.01%             | 2029-10-01      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| TIBCO Software, Inc.                                   | TIBCO Software, Inc., 1st Lien Term Loan                                                | CUSIP: 88632NAV2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    377000 | PA      | $336001.25    | 0.04%             | 2029-03-30      | Variable      | 9.18%                 | No            | 2                  | On Loan: No      |
| Nissan Motor Co. Ltd.                                  | Nissan Motor Co. Ltd.                                                                   | CUSIP: 654744AB7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    209000 | PA      | $194139.92    | 0.03%             | 2025-09-17      | Fixed         | 3.52%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                      | Enterprise Products Operating LLC                                                       | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179168.68    | 0.02%             | 2039-10-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| SS&C Technologies Holdings, Inc.                       | SS&C Technologies Holdings, Inc., Term Loan B3                                          | CUSIP: 78466DBD5<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |     15723 | PA      | $15432.73     | 0.00%             | 2025-04-16      | Variable      | 6.13%                 | No            | 2                  | On Loan: No      |
| Aimbridge Acquisition Co., Inc.                        | Aimbridge Acquisition Co., Inc., 1st Lien Term Loan                                     | CUSIP: 00900YAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     28697 | PA      | $25926.14     | 0.00%             | 2026-02-02      | Variable      | 8.13%                 | No            | 2                  | On Loan: No      |
| EG Group Ltd.                                          | EG Group Ltd., Facility Term Loan                                                       | CUSIP: N2820EAD0<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     97159 | PA      | $90601.14     | 0.01%             | 2026-03-31      | Variable      | 8.98%                 | 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      | $337937.60    | 0.04%             | 2028-12-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| White Cap Buyer LLC                                    | White Cap Buyer LLC                                                                     | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    248000 | PA      | $214522.19    | 0.03%             | 2028-10-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Steel Dynamics, Inc.                                   | Steel Dynamics, Inc.                                                                    | CUSIP: 858119BP4<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64832.85     | 0.01%             | 2050-10-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                         | Southern California Edison Co., Series E                                                | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    155000 | PA      | $148011.77    | 0.02%             | 2052-06-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Resideo Funding, Inc.                                  | Resideo Funding, Inc.                                                                   | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     23000 | PA      | $18596.65     | 0.00%             | 2029-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Sensata Technologies, Inc.                             | Sensata Technologies, Inc.                                                              | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $95755.50     | 0.01%             | 2030-02-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Kingpin Intermediate Holdings LLC                      | Kingpin Intermediate Holdings LLC, 1st Lien Term Loan                                   | CUSIP: 49579GAF9<br>LEI: 549300HRZOJTMNZCST05 | Long             | LON              | CORP              | US        |    183797 | PA      | $183337.70    | 0.02%             | 2024-07-03      | Variable      | 7.89%                 | No            | 3                  | On Loan: No      |
| Surgery Center Holdings, Inc.                          | Surgery Center Holdings, Inc.                                                           | CUSIP: 84611WAB0<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138006.23    | 0.02%             | 2025-07-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Hess Corp.                                             | Hess Corp.                                                                              | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    202000 | PA      | $190944.36    | 0.02%             | 2041-02-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences, Inc.                                  | Gilead Sciences, Inc.                                                                   | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    215000 | PA      | $207274.24    | 0.03%             | 2026-03-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc.                                                                         | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    625000 | PA      | $595880.23    | 0.08%             | 2027-09-29      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| General Motors Co.                                     | General Motors Co.                                                                      | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    211000 | PA      | $195075.51    | 0.03%             | 2043-10-02      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Lam Research Corp.                                     | Lam Research Corp.                                                                      | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25562.06     | 0.00%             | 2049-03-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| ON Semiconductor Corp.                                 | ON Semiconductor Corp., Term Loan B4                                                    | CUSIP: 68218EAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     21307 | PA      | $21257.94     | 0.00%             | 2026-09-19      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| Station Casinos LLC                                    | Station Casinos LLC, Facility Term Loan B1                                              | CUSIP: 85769EAZ4<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |    195362 | PA      | $190376.13    | 0.02%             | 2027-02-08      | Variable      | 6.64%                 | No            | 2                  | On Loan: No      |
| Interstate Power and Light Co.                         | Interstate Power and Light Co.                                                          | CUSIP: 461070AL8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96460.13     | 0.01%             | 2024-12-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Sotera Health Holdings LLC                             | Sotera Health Holdings LLC, 1st Lien Term Loan                                          | CUSIP: 83600VAE1<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |    166000 | PA      | $152720.00    | 0.02%             | 2026-12-11      | Variable      | 7.16%                 | No            | 2                  | On Loan: No      |
| Cornerstone Building Brands, Inc.                      | Cornerstone Building Brands, Inc., Term Loan B                                          | CUSIP: 72431HAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     48973 | PA      | $43778.34     | 0.01%             | 2028-04-12      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| Philip Morris International, Inc.                      | Philip Morris International, Inc.                                                       | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     19013 | NS      | $1924305.73   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Lowe's Cos., Inc.                                      | Lowe's Cos., Inc.                                                                       | CUSIP: 548661DW4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22723.94     | 0.00%             | 2050-04-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Pikes Peak CLO 6                                       | Pikes Peak CLO 6, Series 2020-6A, Class BR2                                             | CUSIP: 72132YAN5<br>LEI: 635400BKNXKWEO3G2J74 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $478989.35    | 0.06%             | 2034-05-18      | Floating      | 6.37%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The)                                                         | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    175000 | PA      | $186729.06    | 0.02%             | 2037-10-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Adient US LLC                                          | Adient US LLC, Term Loan B1                                                             | CUSIP: 00687MAC5<br>LEI: 213800SOTRCDGZUHL712 | Long             | LON              | CORP              | US        |     61806 | PA      | $61052.22     | 0.01%             | 2028-04-10      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| Darling Ingredients, Inc.                              | Darling Ingredients, Inc.                                                               | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    116000 | PA      | $113390.00    | 0.01%             | 2030-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Aristocrat Technologies, Inc.                          | Aristocrat Technologies, Inc., Term Loan B                                              | CUSIP: Q0519EAD7<br>LEI: 549300I5142EOXMKHL78 | Long             | LON              | CORP              | US        |     23500 | PA      | $23448.54     | 0.00%             | 2029-05-24      | Variable      | 6.93%                 | No            | 2                  | On Loan: No      |
| Gardner Denver, Inc.                                   | Gardner Denver, Inc., Term Loan B2                                                      | CUSIP: 365556AT6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    133318 | PA      | $132069.27    | 0.02%             | 2027-03-01      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Utz Quality Foods LLC                                  | Utz Quality Foods LLC, 1st Lien Term Loan                                               | CUSIP: 91809EAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    181517 | PA      | $179504.05    | 0.02%             | 2028-01-20      | Variable      | 7.44%                 | No            | 2                  | On Loan: No      |
| Herens Holdco SARL                                     | Herens Holdco SARL, Facility Term Loan B                                                | CUSIP: L4780EAC8<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    108972 | PA      | $99573.11     | 0.01%             | 2028-07-03      | Variable      | 8.73%                 | No            | 2                  | On Loan: No      |
| White Cap Supply Holdings LLC                          | White Cap Supply Holdings LLC, Term Loan                                                | CUSIP: 96350TAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    145429 | PA      | $140391.13    | 0.02%             | 2027-10-19      | Variable      | 7.99%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing, Inc.                                | Level 3 Financing, Inc.                                                                 | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     14000 | PA      | $10071.18     | 0.00%             | 2029-07-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Pregis TopCo LLC                                       | Pregis TopCo LLC, 1st Lien Term Loan                                                    | CUSIP: 74045BAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     45003 | PA      | $43664.17     | 0.01%             | 2026-07-31      | Variable      | 8.19%                 | No            | 2                  | On Loan: No      |
| GLP Capital LP                                         | GLP Capital LP                                                                          | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $89531.10     | 0.01%             | 2032-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| General Motors Co.                                     | General Motors Co.                                                                      | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     71000 | PA      | $57706.70     | 0.01%             | 2045-04-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Fiserv, Inc.                                           | Fiserv, Inc.                                                                            | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    600000 | PA      | $561515.53    | 0.07%             | 2026-07-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Global Payments, Inc.                                  | Global Payments, Inc.                                                                   | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $928315.00    | 0.12%             | 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        |     40600 | NS      | $1027651.10   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| AdaptHealth LLC                                        | AdaptHealth LLC                                                                         | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $18333.78     | 0.00%             | 2028-08-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Florida Power & Light Co.                              | Florida Power & Light Co.                                                               | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20042.60     | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                                   | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    645000 | PA      | $585808.17    | 0.08%             | 2030-02-07      | Variable      | 3.97%                 | No            | 2                  | On Loan: No      |
| Nissan Motor Co. Ltd.                                  | Nissan Motor Co. Ltd.                                                                   | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    435000 | PA      | $394434.48    | 0.05%             | 2027-09-17      | Fixed         | 4.34%                 | No            | 2                  | On Loan: No      |
| Sempra Energy                                          | Sempra Energy                                                                           | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     90000 | PA      | $82033.34     | 0.01%             | 2029-04-01      | Fixed         | 3.70%                 | 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      | $982568.80    | 0.13%             | 2034-01-20      | Floating      | 5.67%                 | No            | 2                  | On Loan: No      |
| SM Energy Co.                                          | SM Energy Co.                                                                           | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26006.94     | 0.00%             | 2027-01-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Atlas CC Acquisition Corp.                             | Atlas CC Acquisition Corp., 1st Lien Term Loan B                                        | CUSIP: 04921TAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    160502 | PA      | $134478.11    | 0.02%             | 2028-05-25      | Variable      | 8.98%                 | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                | Citigroup Global Markets Holdings, Inc.                                                 | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      1162 | NS      | $444861.74    | 0.06%             | 2023-01-04      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                       | CVS Health Corp.                                                                        | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    175000 | PA      | $159495.84    | 0.02%             | 2045-07-20      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Reckitt Benckiser Group plc                            | Reckitt Benckiser Group plc                                                             | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |     30205 | NS      | $2093700.91   | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| Allianz SE                                             | Allianz SE                                                                              | CUSIP: 018820AA8<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $335070.97    | 0.04%             | 2025-11-17      | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| Kontoor Brands, Inc.                                   | Kontoor Brands, Inc.                                                                    | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |     37000 | PA      | $30196.07     | 0.00%             | 2029-11-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                     | T-Mobile USA, Inc.                                                                      | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    235000 | PA      | $213765.64    | 0.03%             | 2026-02-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corp.                                    | Union Pacific Corp.                                                                     | CUSIP: 907818EM6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     80000 | PA      | $63639.44     | 0.01%             | 2051-10-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Georgia Power Co.                                      | Georgia Power Co.                                                                       | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    480000 | PA      | $462748.68    | 0.06%             | 2032-05-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| iShares Trust                                          | iShares iBoxx $ High Yield Corporate Bond ETF                                           | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Long             |  | RF                | US        |    105452 | NS      | $7764430.76   | 1.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Uber Technologies, Inc.                                | Uber Technologies, Inc.                                                                 | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    199000 | PA      | $173379.75    | 0.02%             | 2029-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Genuine Financial Holdings LLC                         | Genuine Financial Holdings LLC, 1st Lien Term Loan                                      | CUSIP: 37190DAF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     95323 | PA      | $91550.32     | 0.01%             | 2025-07-11      | Variable      | 7.89%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                   | Mitsubishi UFJ Financial Group, Inc.                                                    | CUSIP: 606822BS2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $544853.66    | 0.07%             | 2025-07-17      | Fixed         | 1.41%                 | No            | 2                  | On Loan: No      |
| Walt Disney Co. (The)                                  | Walt Disney Co. (The)                                                                   | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    126000 | PA      | $101431.12    | 0.01%             | 2040-05-13      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Boyd Gaming Corp.                                      | Boyd Gaming Corp.                                                                       | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     72000 | PA      | $62640.00     | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Warnermedia Holdings, Inc.                             | Warnermedia Holdings, Inc.                                                              | CUSIP: 55903VAB9<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    450000 | PA      | $436070.97    | 0.06%             | 2024-03-15      | Fixed         | 3.53%                 | No            | 2                  | On Loan: No      |
| Formula One Management Ltd.                            | Formula One Management Ltd., 1st Lien Term Loan                                         | CUSIP: L2465BAS5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    116000 | PA      | $115855.00    | 0.02%             | 2030-01-15      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                           | AbbVie, Inc.                                                                            | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    126000 | PA      | $104565.53    | 0.01%             | 2049-11-21      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                             | AT&T, Inc.                                                                              | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     23000 | PA      | $17675.72     | 0.00%             | 2033-12-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Autodesk, Inc.                                         | Autodesk, Inc.                                                                          | CUSIP: 052769AE6<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    350000 | PA      | $327868.70    | 0.04%             | 2027-06-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Charles Schwab Corp. (The)                             | Charles Schwab Corp. (The), Series H                                                    | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    834000 | PA      | $665073.30    | 0.09%             | 2030-12-01      | Variable      | 4.00%                 | No            | 2                  | On Loan: No      |
| NMG Holding Co., Inc.                                  | NMG Holding Co., Inc.                                                                   | CUSIP: 62929RAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     83000 | PA      | $77793.20     | 0.01%             | 2026-04-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPMorgan Chase & Co.                                                                    | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    590000 | PA      | $513222.42    | 0.07%             | 2027-02-04      | Variable      | 1.04%                 | No            | 2                  | On Loan: No      |
| Eagle Broadband Investments LLC                        | Eagle Broadband Investments LLC, Term Loan                                              | CUSIP: 26943PAB5<br>LEI: 254900W09ZHD1OM4I757 | Long             | LON              | CORP              | US        |    123836 | PA      | $118418.40    | 0.02%             | 2027-11-12      | Variable      | 7.75%                 | No            | 2                  | On Loan: No      |
| Fender Musical Instruments Corp.                       | Fender Musical Instruments Corp., Term Loan                                             | CUSIP: 31446UAN0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    122603 | PA      | $98695.25     | 0.01%             | 2028-12-01      | Variable      | 8.42%                 | No            | 3                  | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV, Series F0V0                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      4890 | NS      | $456364.28    | 0.06%             | 2023-01-06      | Floating      | 11.25%                | No            | 2                  | On Loan: No      |
| Clarivate Science Holdings Corp.                       | Clarivate Science Holdings Corp.                                                        | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    106000 | PA      | $90137.10     | 0.01%             | 2029-07-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| NTT Finance Corp.                                      | NTT Finance Corp.                                                                       | CUSIP: 62954WAC9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1435000 | PA      | $1269050.27   | 0.17%             | 2026-04-03      | Fixed         | 1.16%                 | No            | 2                  | On Loan: No      |
| AIMCO CLO                                              | AIMCO CLO, Series 2017-AA, Class AR                                                     | CUSIP: 00900CAL8<br>LEI: 549300MMTPNJGGRMPB33 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $487707.50    | 0.06%             | 2034-04-20      | Floating      | 5.29%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                           | Verizon Communications, Inc.                                                            | CUSIP: 92343VFF6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    810000 | PA      | $752643.94    | 0.10%             | 2027-03-22      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Eaton Vance CLO Ltd.                                   | Eaton Vance CLO Ltd., Series 2018-1A, Class C                                           | CUSIP: 27831BAG8<br>LEI: 549300R0C8KS2AMEHL81 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $470911.25    | 0.06%             | 2030-10-15      | Floating      | 6.28%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                   | Mitsubishi UFJ Financial Group, Inc.                                                    | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $157760.06    | 0.02%             | 2030-07-17      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                      | CIFC Funding Ltd., Series 2021-1A, Class C                                              | CUSIP: 12563EAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $937739.20    | 0.12%             | 2033-04-25      | Floating      | 6.16%                 | No            | 2                  | On Loan: No      |
| Santander UK plc                                       | Santander UK plc                                                                        | CUSIP: 80283LAA1<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |    487000 | PA      | $485507.83    | 0.06%             | 2023-11-07      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Plains All American Pipeline LP                        | Plains All American Pipeline LP                                                         | CUSIP: 72650RBC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $87000.26     | 0.01%             | 2043-01-31      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Roche Holdings, Inc.                                   | Roche Holdings, Inc.                                                                    | CUSIP: 771196BV3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182197.48    | 0.02%             | 2027-03-10      | Fixed         | 2.31%                 | No            | 2                  | On Loan: No      |
| AIG CLO LLC                                            | AIG CLO LLC, Series 2021-2A, Class C                                                    | CUSIP: 00142DAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $942308.10    | 0.12%             | 2034-07-20      | Floating      | 6.24%                 | No            | 2                  | On Loan: No      |
| Embecta Corp.                                          | Embecta Corp.                                                                           | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31587.50     | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Northwest Fiber LLC                                    | Northwest Fiber LLC                                                                     | CUSIP: 667449AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102000 | PA      | $89745.99     | 0.01%             | 2027-04-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CPC Acquisition Corp.                                  | CPC Acquisition Corp., 1st Lien Term Loan                                               | CUSIP: 12656UAB1<br>LEI: 254900UFA4AMH3PZZW32 | Long             | LON              | CORP              | US        |     55020 | PA      | $39559.38     | 0.01%             | 2027-12-29      | Variable      | 8.48%                 | No            | 2                  | On Loan: No      |
| Abbott Laboratories                                    | Abbott Laboratories                                                                     | CUSIP: 002824BF6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     68000 | PA      | $66199.88     | 0.01%             | 2026-11-30      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                   | American Tower Corp.                                                                    | CUSIP: 03027XAG5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    175000 | PA      | $170505.90    | 0.02%             | 2025-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                             | Pacific Gas & Electric Co.                                                              | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     85000 | PA      | $63221.31     | 0.01%             | 2042-04-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Roper Technologies, Inc.                               | Roper Technologies, Inc.                                                                | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47892.54     | 0.01%             | 2026-12-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Royal Caribbean Cruises Ltd.                           | Royal Caribbean Cruises Ltd.                                                            | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     24000 | PA      | $24101.52     | 0.00%             | 2027-08-15      | Fixed         | 11.62%                | No            | 2                  | On Loan: No      |
| Ventas Realty LP                                       | Ventas Realty LP                                                                        | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46141.06     | 0.01%             | 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        |    295000 | PA      | $293156.25    | 0.04%             | 2029-12-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corp.                                      | Duke Energy Corp.                                                                       | CUSIP: 26441CBV6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199566.61    | 0.03%             | 2025-12-08      | Fixed         | 5.00%                 | 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        |     91867 | PA      | $78316.34     | 0.01%             | 2029-03-08      | Variable      | 10.32%                | No            | 2                  | On Loan: No      |
| NatWest Group plc                                      | NatWest Group plc                                                                       | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $684515.17    | 0.09%             | 2025-03-22      | Variable      | 4.27%                 | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                               | Mizuho Markets Cayman LP                                                                | CUSIP: 6068FW823<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |      1342 | NS      | $493310.51    | 0.06%             | 2023-02-01      | Fixed         | 12.40%                | No            | 2                  | On Loan: No      |
| Avantor Funding, Inc.                                  | Avantor Funding, Inc.                                                                   | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5038.50      | 0.00%             | 2029-11-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Nordea Bank Abp                                        | Nordea Bank Abp                                                                         | CUSIP: 65559CAE1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    800000 | PA      | $690799.09    | 0.09%             | 2026-09-30      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corp.                                      | Duke Energy Corp.                                                                       | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    560000 | PA      | $517223.95    | 0.07%             | 2026-09-01      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| MediaTek, Inc.                                         | MediaTek, Inc.                                                                          | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |     57000 | NS      | $1152479.50   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Surgery Center Holdings, Inc.                          | Surgery Center Holdings, Inc., Term Loan                                                | CUSIP: 86880NAX1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     54087 | PA      | $53337.56     | 0.01%             | 2026-08-31      | Variable      | 8.05%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                         | Broadcom, Inc.                                                                          | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    160000 | PA      | $127637.20    | 0.02%             | 2034-04-15      | Fixed         | 3.47%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | Foreign Exchange JPY/USD                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -17 | NC      | $-50508.19    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Canadian Pacific Railway Co.                           | Canadian Pacific Railway Co.                                                            | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $24584.95     | 0.00%             | 2030-03-05      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| Icahn Enterprises LP                                   | Icahn Enterprises LP                                                                    | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $47083.91     | 0.01%             | 2026-05-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | Deutsche Bank AG, Series 2020                                                           | CUSIP: 251525AX9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    800000 | PA      | $678457.28    | 0.09%             | 2025-10-30      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                     | T-Mobile USA, Inc.                                                                      | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36996.19     | 0.00%             | 2050-04-15      | Fixed         | 4.50%                 | 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        |   1069828 | PA      | $1051033.89   | 0.14%             | 2062-08-25      | Variable      | 5.35%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO 18 Ltd.                          | Anchorage Capital CLO 18 Ltd., Series 2021-18A, Class A1                                | CUSIP: 03331AAA9<br>LEI: 549300JIJ617WYIUFX18 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $731234.85    | 0.10%             | 2034-04-15      | Floating      | 5.23%                 | No            | 2                  | On Loan: No      |
| Danske Bank A/S                                        | Danske Bank A/S                                                                         | CUSIP: 23636AAZ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $176147.17    | 0.02%             | 2026-09-11      | Variable      | 1.62%                 | No            | 2                  | On Loan: No      |
| EG Group Ltd.                                          | EG Group Ltd., Facility Term Loan                                                       | CUSIP: N2820EAC2<br>LEI: 549300BY1CRYVPEG9R57 | Long             | LON              | CORP              | US        |    114288 | PA      | $107645.98    | 0.01%             | 2025-02-07      | Variable      | 8.73%                 | No            | 2                  | On Loan: No      |
| Telefonica Emisiones SA                                | Telefonica Emisiones SA                                                                 | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    150000 | PA      | $125385.76    | 0.02%             | 2049-03-01      | Fixed         | 5.52%                 | No            | 2                  | On Loan: No      |
| Gates Global LLC                                       | Gates Global LLC, Term Loan B3                                                          | CUSIP: 36740UAT9<br>LEI: 549300XI79MQJV13DW27 | Long             | LON              | CORP              | US        |    196722 | PA      | $192228.90    | 0.03%             | 2027-03-31      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                             | Occidental Petroleum Corp.                                                              | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26520.00     | 0.00%             | 2036-09-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc.                                                                         | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $210206.40    | 0.03%             | 2030-11-05      | Variable      | 2.98%                 | No            | 2                  | On Loan: No      |
| Duke Energy Florida LLC                                | Duke Energy Florida LLC                                                                 | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61241.95     | 0.01%             | 2031-12-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| ViaSat, Inc.                                           | ViaSat, Inc.                                                                            | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     57000 | PA      | $42762.70     | 0.01%             | 2028-07-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)               | PNC Financial Services Group, Inc. (The), Series V                                      | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    122000 | PA      | $119224.50    | 0.02%             | 2027-09-15      | Variable      | 6.20%                 | No            | 2                  | On Loan: No      |
| Florida Power & Light Co.                              | Florida Power & Light Co.                                                               | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     60000 | PA      | $43216.71     | 0.01%             | 2049-10-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Home Point Capital, Inc.                               | Home Point Capital, Inc.                                                                | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |     64000 | PA      | $44255.37     | 0.01%             | 2026-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp.                                 | Tenet Healthcare Corp.                                                                  | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     58000 | PA      | $51928.56     | 0.01%             | 2028-10-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| CMG Media Corp.                                        | CMG Media Corp.                                                                         | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     83000 | PA      | $62474.10     | 0.01%             | 2027-12-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Charles Schwab Corp. (The)                             | Charles Schwab Corp. (The)                                                              | CUSIP: 808513BV6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243374.46    | 0.03%             | 2025-04-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| SS&C Technologies, Inc.                                | SS&C Technologies, Inc.                                                                 | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    144000 | PA      | $134841.04    | 0.02%             | 2027-09-30      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Foundation Building Materials, Inc.                    | Foundation Building Materials, Inc.                                                     | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |     36000 | PA      | $26953.33     | 0.00%             | 2029-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SMBC Aviation Capital Finance DAC                      | SMBC Aviation Capital Finance DAC                                                       | CUSIP: 78448TAG7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $170238.59    | 0.02%             | 2026-10-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                                   | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     30000 | PA      | $18391.24     | 0.00%             | 2051-10-24      | Variable      | 2.83%                 | No            | 2                  | On Loan: No      |
| Banco Santander SA                                     | Banco Santander SA                                                                      | CUSIP: 05971KAE9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $187178.11    | 0.02%             | 2025-05-28      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Virginia Electric & Power Co.                          | Virginia Electric & Power Co.                                                           | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    205000 | PA      | $268212.69    | 0.04%             | 2038-11-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Veritas US, Inc.                                       | Veritas US, Inc.                                                                        | CUSIP: 92346LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $45455.44     | 0.01%             | 2025-09-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Liberty Broadband Corp.                                | Liberty Broadband Corp.                                                                 | CUSIP: 530307AA5<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |    122000 | PA      | $118822.11    | 0.02%             | 2050-09-30      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Churchill Downs, Inc.                                  | Churchill Downs, Inc.                                                                   | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     26000 | PA      | $23266.62     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Alliant Energy Finance LLC                             | Alliant Energy Finance LLC                                                              | CUSIP: 01882YAA4<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    245000 | PA      | $243301.55    | 0.03%             | 2023-06-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| SM Energy Co.                                          | SM Energy Co.                                                                           | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11505.24     | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                          | Comcast Corp.                                                                           | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1371981.77   | 0.18%             | 2027-01-15      | Fixed         | 2.35%                 | 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      | $487077.15    | 0.06%             | 2034-04-20      | Floating      | 5.46%                 | No            | 2                  | On Loan: No      |
| Time Warner Cable LLC                                  | Time Warner Cable LLC                                                                   | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60985.88     | 0.01%             | 2040-11-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Herc Holdings, Inc.                                    | Herc Holdings, Inc.                                                                     | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     52000 | PA      | $48503.00     | 0.01%             | 2027-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Targa Resources Corp.                                  | Targa Resources Corp.                                                                   | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     76000 | PA      | $71725.05     | 0.01%             | 2052-07-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Sirius XM Radio, Inc.                                  | Sirius XM Radio, Inc.                                                                   | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     18000 | PA      | $14043.05     | 0.00%             | 2031-09-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                 | UBS AG                                                                                  | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      9387 | NS      | $597143.80    | 0.08%             | 2023-02-10      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                                                            | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36328.81     | 0.00%             | 2029-11-09      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| Danske Bank A/S                                        | Danske Bank A/S                                                                         | CUSIP: 23636ABD2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $193789.83    | 0.03%             | 2025-03-28      | Variable      | 3.77%                 | No            | 2                  | On Loan: No      |
| Viking Ocean Cruises Ship VII Ltd.                     | Viking Ocean Cruises Ship VII Ltd.                                                      | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     21000 | PA      | $16905.00     | 0.00%             | 2029-02-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Booking Holdings, Inc.                                 | Booking Holdings, Inc.                                                                  | CUSIP: 741503BB1<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    445000 | PA      | $442922.49    | 0.06%             | 2023-03-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| CoreLogic, Inc.                                        | CoreLogic, Inc.                                                                         | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |     76000 | PA      | $58307.20     | 0.01%             | 2028-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| TransDigm Inc.                                         | TransDigm Inc., Term Loan                                                               | CUSIP: 89364MBU7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    249585 | PA      | $248369.91    | 0.03%             | 2027-02-22      | Variable      | 7.60%                 | No            | 2                  | On Loan: No      |
| Diageo plc                                             | Diageo plc                                                                              | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |     32374 | NS      | $1417070.67   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                    | Hilton Domestic Operating Co., Inc.                                                     | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12110.00     | 0.00%             | 2029-05-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Northwest Fiber LLC                                    | Northwest Fiber LLC                                                                     | CUSIP: 667449AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $27099.92     | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Staples, Inc.                                          | Staples, Inc.                                                                           | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     63000 | PA      | $54222.84     | 0.01%             | 2026-04-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| CSX Corp.                                              | CSX Corp.                                                                               | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     80000 | PA      | $67906.68     | 0.01%             | 2048-03-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                                     | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      1849 | NS      | $485764.17    | 0.06%             | 2023-01-27      | Fixed         | 18.91%                | No            | 2                  | On Loan: No      |
| Clarios Global LP                                      | Clarios Global LP                                                                       | CUSIP: 18060TAA3<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |    184000 | PA      | $184425.31    | 0.02%             | 2025-05-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| APi Group DE, Inc.                                     | APi Group DE, Inc.                                                                      | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |     22000 | PA      | $18234.04     | 0.00%             | 2029-07-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| RELX Capital, Inc.                                     | RELX Capital, Inc.                                                                      | CUSIP: 74949LAB8<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39838.31     | 0.01%             | 2023-03-16      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| LyondellBasell Industries NV                           | LyondellBasell Industries NV                                                            | CUSIP: 552081AM3<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |     25000 | PA      | $19461.76     | 0.00%             | 2055-02-26      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp.                                        | Microsoft Corp.                                                                         | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    201000 | PA      | $132267.84    | 0.02%             | 2050-06-01      | Fixed         | 2.52%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                  | Elevance Health, Inc.                                                                   | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    155000 | PA      | $140469.02    | 0.02%             | 2043-01-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                             | Pacific Gas & Electric Co.                                                              | CUSIP: 694308JL2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    274000 | PA      | $259383.82    | 0.03%             | 2025-07-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Naked Juice LLC                                        | Naked Juice LLC, 1st Lien Term Loan                                                     | CUSIP: 62984CAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    308087 | PA      | $274794.87    | 0.04%             | 2029-01-24      | Variable      | 7.93%                 | No            | 2                  | On Loan: No      |
| Home Depot, Inc. (The)                                 | Home Depot, Inc. (The)                                                                  | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34632.65     | 0.00%             | 2046-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Air Lease Corp.                                        | Air Lease Corp.                                                                         | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    885000 | PA      | $768655.69    | 0.10%             | 2026-08-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                                                            | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112462.37    | 0.01%             | 2025-11-10      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                   | Anheuser-Busch InBev Worldwide, Inc.                                                    | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69201.85     | 0.01%             | 2049-01-23      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                           | Verizon Communications, Inc.                                                            | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $61010.01     | 0.01%             | 2056-10-30      | Fixed         | 2.99%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                                   | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    425000 | PA      | $332861.00    | 0.04%             | 2032-10-20      | Variable      | 2.57%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | U.S. Treasury Ultra Bond                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -45 | NC      | $498377.54    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Booz Allen Hamilton, Inc.                              | Booz Allen Hamilton, Inc.                                                               | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     53000 | PA      | $46956.02     | 0.01%             | 2028-09-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Howmet Aerospace, Inc.                                 | Howmet Aerospace, Inc.                                                                  | CUSIP: 013817AW1<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1977.68      | 0.00%             | 2024-10-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Dominion Energy, Inc.                                  | Dominion Energy, Inc.                                                                   | CUSIP: 25746UCE7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116863.69    | 0.02%             | 2025-10-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Diamondback Energy, Inc.                               | Diamondback Energy, Inc.                                                                | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175464.28    | 0.02%             | 2029-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AGL CLO 5 Ltd.                                         | AGL CLO 5 Ltd., Series 2020-5A, Class A1R                                               | CUSIP: 00119TAF1<br>LEI: 549300N06ILVP775P131 | Long             | ABS-CBDO         | CORP              | KY        |   2400000 | PA      | $2342724.24   | 0.31%             | 2034-07-20      | Floating      | 5.40%                 | No            | 2                  | On Loan: No      |
| GFL Environmental, Inc.                                | GFL Environmental, Inc.                                                                 | CUSIP: 36168QAM6<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     22000 | PA      | $19341.58     | 0.00%             | 2028-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                 | Mauser Packaging Solutions Holding Co.                                                  | CUSIP: 12429TAD6<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53479.09     | 0.01%             | 2024-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                           | Barclays plc                                                                            | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $152500.00    | 0.02%             | 2028-03-15      | Variable      | 4.38%                 | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                             | AT&T, Inc.                                                                              | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89458.90     | 0.01%             | 2039-03-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Newmont Corp.                                          | Newmont Corp.                                                                           | CUSIP: 651639AX4<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    111000 | PA      | $94364.98     | 0.01%             | 2029-10-01      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corp.                                    | Union Pacific Corp.                                                                     | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33024.88     | 0.00%             | 2039-08-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The)                                                         | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    135000 | PA      | $118041.97    | 0.02%             | 2027-10-21      | Variable      | 1.95%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                          | Centene Corp.                                                                           | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     96000 | PA      | $78695.93     | 0.01%             | 2030-10-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                       | CVS Health Corp.                                                                        | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    220000 | PA      | $197459.88    | 0.03%             | 2048-03-25      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Ladder Capital Finance Holdings LLLP                   | Ladder Capital Finance Holdings LLLP                                                    | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $20991.36     | 0.00%             | 2029-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                                     | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       284 | NS      | $236875.32    | 0.03%             | 2023-02-09      | Fixed         | 10.57%                | No            | 2                  | On Loan: No      |
| Clark Equipment Co.                                    | Clark Equipment Co., Term Loan B                                                        | CUSIP: 18143EAK5<br>LEI: 549300X1FKNY520VPF71 | Long             | LON              | CORP              | US        |     64413 | PA      | $63426.59     | 0.01%             | 2029-04-20      | Variable      | 7.18%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)               | PNC Financial Services Group, Inc. (The)                                                | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63628.99     | 0.01%             | 2030-01-22      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                           | Verizon Communications, Inc.                                                            | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82235.86     | 0.01%             | 2031-03-21      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Vodafone Group plc                                     | Vodafone Group plc                                                                      | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $20889.69     | 0.00%             | 2049-06-19      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | California Resources Corp.                                                              | CUSIP: 13057Q123<br>LEI: N/A                  | N/A              | DE               |  | US        |        52 | NS      | $655.20       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Boxer Parent Co., Inc.                                 | Boxer Parent Co., Inc., Term Loan                                                       | CUSIP: 05988HAE7<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    167703 | PA      | $160290.35    | 0.02%             | 2025-10-02      | Variable      | 8.13%                 | No            | 2                  | On Loan: No      |
| Cable One, Inc.                                        | Cable One, Inc.                                                                         | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     21000 | PA      | $16495.50     | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | Deutsche Bank AG                                                                        | CUSIP: 251526CG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    555000 | PA      | $515456.60    | 0.07%             | 2025-04-01      | Variable      | 1.45%                 | No            | 2                  | On Loan: No      |
| Intel Corp.                                            | Intel Corp.                                                                             | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192136.34    | 0.03%             | 2027-08-05      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon (The)                          | Bank of New York Mellon (The)                                                           | CUSIP: 06405LAC5<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501313.89    | 0.07%             | 2025-11-21      | Variable      | 5.22%                 | No            | 2                  | On Loan: No      |
| ACProducts Holdings, Inc.                              | ACProducts Holdings, Inc., Term Loan                                                    | CUSIP: 00488YAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    130587 | PA      | $97213.22     | 0.01%             | 2028-05-17      | Variable      | 8.98%                 | No            | 2                  | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                 | Ardagh Metal Packaging Finance USA LLC                                                  | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $158505.46    | 0.02%             | 2029-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Covanta Holding Corp.                                  | Covanta Holding Corp., Term Loan C                                                      | CUSIP: 22282GAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     11026 | PA      | $10933.20     | 0.00%             | 2028-11-30      | Variable      | 6.81%                 | No            | 2                  | On Loan: No      |
| ADT Security Corp. (The)                               | ADT Security Corp. (The)                                                                | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     41000 | PA      | $34842.98     | 0.00%             | 2032-07-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| GFL Environmental, Inc.                                | GFL Environmental, Inc.                                                                 | CUSIP: 36168QAF1<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $43033.84     | 0.01%             | 2026-12-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                      | HSBC Holdings plc                                                                       | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    395000 | PA      | $410828.37    | 0.05%             | 2026-11-03      | Variable      | 7.34%                 | No            | 2                  | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                  | Alexandria Real Estate Equities, Inc.                                                   | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      1839 | NS      | $267887.13    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                                     | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      5343 | NS      | $474670.78    | 0.06%             | 2023-02-01      | Fixed         | 13.81%                | No            | 2                  | On Loan: No      |
| Wabash National Corp.                                  | Wabash National Corp.                                                                   | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51095.15     | 0.01%             | 2028-10-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| University of Miami                                    | University of Miami, Series 2022                                                        | CUSIP: 914453AA3<br>LEI: 5493008ZSVWUNRYQE312 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61117.16     | 0.01%             | 2052-04-01      | Fixed         | 4.06%                 | No            | 2                  | On Loan: No      |
| Penske Truck Leasing Co. LP                            | Penske Truck Leasing Co. LP                                                             | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $131982.83    | 0.02%             | 2025-11-15      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| Greenhill & Co., Inc.                                  | Greenhill & Co., Inc., Term Loan                                                        | CUSIP: 39525YAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84922 | PA      | $82480.32     | 0.01%             | 2024-04-12      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| NXP BV                                                 | NXP BV                                                                                  | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | PA      | $70418.75     | 0.01%             | 2029-06-18      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Becton Dickinson and Co.                               | Becton Dickinson and Co.                                                                | CUSIP: 075887BF5<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     52000 | PA      | $50707.61     | 0.01%             | 2024-12-15      | Fixed         | 3.73%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                                        | CUSIP: 06369P478<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      1421 | NS      | $495199.11    | 0.06%             | 2023-01-26      | Fixed         | 13.26%                | No            | 2                  | On Loan: No      |
| Travelport Finance SARL                                | Travelport Finance SARL, 1st Lien Term Loan                                             | CUSIP: L9308UAX8<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    160488 | PA      | $108462.44    | 0.01%             | 2026-05-29      | Variable      | 9.73%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                      | Enterprise Products Operating LLC                                                       | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47176.27     | 0.01%             | 2050-01-31      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Boxer Parent Co., Inc.                                 | Boxer Parent Co., Inc.                                                                  | CUSIP: 103186AC6<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |    191000 | PA      | $180192.24    | 0.02%             | 2026-03-01      | Fixed         | 9.12%                 | No            | 2                  | On Loan: No      |
| ING Groep NV                                           | ING Groep NV                                                                            | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    860000 | PA      | $626612.60    | 0.08%             | 2027-05-16      | Variable      | 3.88%                 | No            | 2                  | On Loan: No      |
| Duke Energy Progress LLC                               | Duke Energy Progress LLC                                                                | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125907.87    | 0.02%             | 2042-05-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                          | Centene Corp.                                                                           | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    214000 | PA      | $180626.70    | 0.02%             | 2028-07-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Tennessee Gas Pipeline Co. LLC                         | Tennessee Gas Pipeline Co. LLC                                                          | CUSIP: 880451AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $9613.20      | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Charles Schwab Corp. (The)                             | Charles Schwab Corp. (The), Series I                                                    | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $954250.00    | 0.12%             | 2026-06-01      | Variable      | 4.00%                 | No            | 2                  | On Loan: No      |
| Jazz Pharmaceuticals plc                               | Jazz Pharmaceuticals plc, Term Loan                                                     | CUSIP: G5080AAF9<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |    215160 | PA      | $212973.64    | 0.03%             | 2028-05-05      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | Deutsche Bank AG                                                                        | CUSIP: 251526CC1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    740000 | PA      | $714709.66    | 0.09%             | 2024-09-18      | Variable      | 2.22%                 | No            | 2                  | On Loan: No      |
| Workday, Inc.                                          | Workday, Inc.                                                                           | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    240000 | PA      | $211856.86    | 0.03%             | 2032-04-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Oscar AcquisitionCo LLC                                | Oscar AcquisitionCo LLC, Term Loan B                                                    | CUSIP: 68778DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     97618 | PA      | $92188.81     | 0.01%             | 2029-04-29      | Variable      | 9.18%                 | No            | 2                  | On Loan: No      |
| Open Text Corp.                                        | Open Text Corp.                                                                         | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    139000 | PA      | $139000.00    | 0.02%             | 2027-12-01      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                      | Enterprise Products Operating LLC                                                       | CUSIP: 29379VBB8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    270000 | PA      | $265851.88    | 0.03%             | 2024-02-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The)                                                         | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    695000 | PA      | $666098.08    | 0.09%             | 2028-08-23      | Variable      | 4.48%                 | No            | 2                  | On Loan: No      |
| Uber Technologies, Inc.                                | Uber Technologies, Inc.                                                                 | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     48000 | PA      | $40428.31     | 0.01%             | 2025-12-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Hyundai Capital America                                | Hyundai Capital America                                                                 | CUSIP: 44891ABY2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    455000 | PA      | $420377.73    | 0.06%             | 2024-09-17      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                                   | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    440000 | PA      | $354472.22    | 0.05%             | 2033-02-04      | Variable      | 2.97%                 | No            | 2                  | On Loan: No      |
| Microchip Technology, Inc.                             | Microchip Technology, Inc.                                                              | CUSIP: 595017AF1<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     15000 | PA      | $29775.00     | 0.00%             | 2027-02-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                                   | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41161.62     | 0.01%             | 2033-04-27      | Variable      | 4.57%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                               | UnitedHealth Group, Inc.                                                                | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $161964.75    | 0.02%             | 2053-02-15      | 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        |     51574 | PA      | $48866.77     | 0.01%             | 2028-07-20      | Variable      | 7.74%                 | No            | 3                  | On Loan: No      |
| Kaiser Aluminum Corp.                                  | Kaiser Aluminum Corp.                                                                   | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $55848.05     | 0.01%             | 2028-03-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Galaxy XXII CLO Ltd.                                   | Galaxy XXII CLO Ltd., Series 2016-22A, Class BRR                                        | CUSIP: 36320TAX1<br>LEI: 54930022KENWLYJ8SJ86 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $479241.65    | 0.06%             | 2034-04-16      | Floating      | 5.78%                 | No            | 2                  | On Loan: No      |
| Spectrum Brands, Inc.                                  | Spectrum Brands, Inc.                                                                   | CUSIP: 84762LAW5<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     42000 | PA      | $37066.41     | 0.00%             | 2030-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| RLJ Lodging Trust LP                                   | RLJ Lodging Trust LP                                                                    | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |     51000 | PA      | $45420.01     | 0.01%             | 2026-07-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                                                            | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    140000 | PA      | $117076.82    | 0.02%             | 2035-05-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                   | Charter Communications Operating LLC, Term Loan B1                                      | CUSIP: 16117LBW8<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    108683 | PA      | $107952.84    | 0.01%             | 2025-04-30      | Variable      | 6.14%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                                     | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      1416 | NS      | $250771.00    | 0.03%             | 2023-01-27      | Fixed         | 14.01%                | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV, Series 001P                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      4213 | NS      | $354108.68    | 0.05%             | 2023-01-24      | Floating      | 12.41%                | No            | 2                  | On Loan: No      |
| Hess Corp.                                             | Hess Corp.                                                                              | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    187000 | PA      | $178522.06    | 0.02%             | 2047-04-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                                   | CUSIP: 06051GKE8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    105000 | PA      | $96841.55     | 0.01%             | 2025-12-06      | Variable      | 1.53%                 | No            | 2                  | On Loan: No      |
| Exelon Corp.                                           | Exelon Corp.                                                                            | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60974.73     | 0.01%             | 2050-04-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                     | Energy Transfer LP                                                                      | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9883.78      | 0.00%             | 2042-02-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| H&E Equipment Services, Inc.                           | H&E Equipment Services, Inc.                                                            | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |     16000 | PA      | $13628.64     | 0.00%             | 2028-12-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                | Citigroup Global Markets Holdings, Inc.                                                 | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |       115 | NS      | $442587.50    | 0.06%             | 2023-01-13      | Fixed         | 8.91%                 | No            | 2                  | On Loan: No      |
| Option Care Health, Inc.                               | Option Care Health, Inc.                                                                | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |    109000 | PA      | $95343.39     | 0.01%             | 2029-10-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                       | CSC Holdings LLC, Term Loan                                                             | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    130790 | PA      | $116402.76    | 0.02%             | 2027-04-15      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                 | Palmer Square CLO Ltd., Series 2014-1A, Class A2R2                                      | CUSIP: 69688XAU5<br>LEI: 549300UP5H2PFBIITY41 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1454781.45   | 0.19%             | 2031-01-17      | Floating      | 5.53%                 | No            | 2                  | On Loan: No      |
| Planview Parent, Inc.                                  | Planview Parent, Inc., 1st Lien Term Loan                                               | CUSIP: 72751PAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    129790 | PA      | $120171.24    | 0.02%             | 2027-12-17      | Variable      | 8.73%                 | No            | 2                  | On Loan: No      |
| HP, Inc.                                               | HP, Inc.                                                                                | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    125000 | PA      | $114092.83    | 0.01%             | 2027-06-17      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Generate CLO 9 Ltd.                                    | Generate CLO 9 Ltd., Series 9A, Class C                                                 | CUSIP: 37147LAE9<br>LEI: 549300OYEZ11WGJ2SS19 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $919902.30    | 0.12%             | 2034-10-20      | Floating      | 6.49%                 | No            | 2                  | On Loan: No      |
| NMG, Inc.                                              | NMG, Inc.                                                                               | CUSIP: 62929P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       265 | NS      | $40081.25     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| EW Scripps Co. (The)                                   | EW Scripps Co. (The), Term Loan B3                                                      | CUSIP: 26928BAM1<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |     37277 | PA      | $36178.82     | 0.00%             | 2028-01-07      | Variable      | 7.13%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                       | Amazon.com, Inc.                                                                        | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    245000 | PA      | $167724.94    | 0.02%             | 2061-05-12      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                             | Occidental Petroleum Corp.                                                              | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24695.76     | 0.00%             | 2046-03-15      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| Becton Dickinson and Co.                               | Becton Dickinson and Co.                                                                | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    374000 | PA      | $353364.84    | 0.05%             | 2027-06-06      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Elanco Animal Health, Inc.                             | Elanco Animal Health, Inc., Term Loan                                                   | CUSIP: 28414BAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    222860 | PA      | $213630.95    | 0.03%             | 2027-08-01      | Variable      | 5.87%                 | No            | 2                  | On Loan: No      |
| City Football Group Ltd.                               | City Football Group Ltd., Term Loan                                                     | CUSIP: 17781XAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    133031 | PA      | $124051.01    | 0.02%             | 2028-07-21      | Variable      | 7.36%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                     | T-Mobile USA, Inc.                                                                      | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    230000 | PA      | $197531.36    | 0.03%             | 2028-02-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                     | VICI Properties LP                                                                      | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $28762.50     | 0.00%             | 2025-06-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Newmont Corp.                                          | Newmont Corp.                                                                           | CUSIP: 651639AP1<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22708.11     | 0.00%             | 2042-03-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Energy Co.                          | Berkshire Hathaway Energy Co.                                                           | CUSIP: 084659BE0<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86830.69     | 0.01%             | 2053-05-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Vermilion Energy, Inc.                                 | Vermilion Energy, Inc.                                                                  | CUSIP: 923725AD7<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | DBT              | CORP              | CA        |     49000 | PA      | $44716.56     | 0.01%             | 2030-05-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Operating Partners LP                   | NextEra Energy Operating Partners LP                                                    | CUSIP: 65342QAC6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3718.80      | 0.00%             | 2024-09-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| 1011778 BC ULC                                         | 1011778 BC ULC                                                                          | CUSIP: 68245XAK5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     65000 | PA      | $64492.89     | 0.01%             | 2025-04-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| US Bancorp                                             | US Bancorp                                                                              | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3864.47      | 0.00%             | 2030-07-22      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                     | Energy Transfer LP                                                                      | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42401.86     | 0.01%             | 2045-05-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Home Depot, Inc. (The)                                 | Home Depot, Inc. (The)                                                                  | CUSIP: 437076CE0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124379.63    | 0.02%             | 2028-03-15      | Fixed         | 0.90%                 | No            | 2                  | On Loan: No      |
| Shift4 Payments LLC                                    | Shift4 Payments LLC                                                                     | CUSIP: 82453AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $25509.33     | 0.00%             | 2026-11-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Marsh & McLennan Cos., Inc.                            | Marsh & McLennan Cos., Inc.                                                             | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44415.18     | 0.01%             | 2031-12-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                   | American Tower Corp.                                                                    | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    825000 | PA      | $770533.89    | 0.10%             | 2027-03-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Edison International                                   | Edison International                                                                    | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    205000 | PA      | $214077.66    | 0.03%             | 2029-11-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPMorgan Chase & Co.                                                                    | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64812.00     | 0.01%             | 2038-05-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| VGP NV                                                 | VGP NV                                                                                  | CUSIP: N/A<br>LEI: 315700NENYPIXFR94T49       | Long             | EC               | CORP              | BE        |      1186 | NS      | $99236.25     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| FirstEnergy Corp.                                      | FirstEnergy Corp., Series B                                                             | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5555.90      | 0.00%             | 2030-09-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| ERP Operating LP                                       | ERP Operating LP                                                                        | CUSIP: 26884ABM4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41706.72     | 0.01%             | 2030-02-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Radiate Holdco LLC                                     | Radiate Holdco LLC, Term Loan                                                           | CUSIP: 75025KAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    180783 | PA      | $146190.41    | 0.02%             | 2026-09-25      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| RHP Hotel Properties LP                                | RHP Hotel Properties LP                                                                 | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    116000 | PA      | $104981.30    | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Dealer Tire LLC                                        | Dealer Tire LLC                                                                         | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $32555.32     | 0.00%             | 2028-02-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                     | T-Mobile USA, Inc.                                                                      | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    155000 | PA      | $103438.09    | 0.01%             | 2051-02-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Ashton Woods USA LLC                                   | Ashton Woods USA LLC                                                                    | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $10409.50     | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| NXP BV                                                 | NXP BV                                                                                  | CUSIP: 62947QBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $120487.50    | 0.02%             | 2028-12-01      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Tallgrass Energy Partners LP                           | Tallgrass Energy Partners LP                                                            | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $27513.07     | 0.00%             | 2031-09-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Genesis Energy LP                                      | Genesis Energy LP                                                                       | CUSIP: 37185LAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $21981.33     | 0.00%             | 2025-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| NFP Corp.                                              | NFP Corp., Term Loan                                                                    | CUSIP: 62910PAF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     40378 | PA      | $38554.14     | 0.01%             | 2027-02-15      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| Tempur Sealy International, Inc.                       | Tempur Sealy International, Inc.                                                        | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     49000 | PA      | $41167.84     | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Georgia-Pacific LLC                                    | Georgia-Pacific LLC                                                                     | CUSIP: 37331NAD3<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24770.56     | 0.00%             | 2023-07-15      | Fixed         | 3.73%                 | No            | 2                  | On Loan: No      |
| Rockford Tower CLO Ltd.                                | Rockford Tower CLO Ltd., Series 2019-2A, Class CR                                       | CUSIP: 77341GAN0<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $468851.05    | 0.06%             | 2032-08-20      | Floating      | 6.68%                 | No            | 2                  | On Loan: No      |
| Verscend Escrow Corp.                                  | Verscend Escrow Corp.                                                                   | CUSIP: 92535WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    438000 | PA      | $429112.98    | 0.06%             | 2026-08-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| Pilgrim's Pride Corp.                                  | Pilgrim's Pride Corp.                                                                   | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     48000 | PA      | $37560.00     | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ANGI Group LLC                                         | ANGI Group LLC                                                                          | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58000 | PA      | $43040.93     | 0.01%             | 2028-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Hub International Ltd.                                 | Hub International Ltd., Term Loan                                                       | CUSIP: 44332EAV8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98000 | PA      | $96829.88     | 0.01%             | 2029-11-10      | Variable      | 8.22%                 | No            | 2                  | On Loan: No      |
| Keurig Dr Pepper, Inc.                                 | Keurig Dr Pepper, Inc.                                                                  | CUSIP: 49271VAH3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31637.14     | 0.00%             | 2025-05-25      | Fixed         | 4.42%                 | No            | 2                  | On Loan: No      |
| Vonovia SE                                             | Vonovia SE                                                                              | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |      9724 | NS      | $229062.78    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Archrock Partners LP                                   | Archrock Partners LP                                                                    | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $63135.83     | 0.01%             | 2028-04-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| SBA Communications Corp.                               | SBA Communications Corp.                                                                | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     21000 | PA      | $17461.29     | 0.00%             | 2029-02-01      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                               | UnitedHealth Group, Inc.                                                                | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178700.23    | 0.02%             | 2042-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                   | American Tower Corp.                                                                    | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    105000 | PA      | $81027.94     | 0.01%             | 2030-10-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                               | JP Morgan Mortgage Trust, Series 2022-DSC1, Class A1                                    | CUSIP: 46656AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    879156 | PA      | $832615.66    | 0.11%             | 2063-01-25      | Variable      | 4.75%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                               | UnitedHealth Group, Inc.                                                                | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    105000 | PA      | $76176.06     | 0.01%             | 2040-05-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Devon Energy Corp.                                     | Devon Energy Corp.                                                                      | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186198.70    | 0.02%             | 2030-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Nordea Bank Abp                                        | Nordea Bank Abp                                                                         | CUSIP: 65559CAD3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    260000 | PA      | $200733.75    | 0.03%             | 2029-03-01      | Variable      | 3.75%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                              | EQT Corp.                                                                               | CUSIP: 26884LAK5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     14000 | PA      | $32508.00     | 0.00%             | 2026-05-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Novo Nordisk A/S                                       | Novo Nordisk A/S, Class B                                                               | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |     10725 | NS      | $1456621.91   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Aptiv plc                                              | Aptiv plc                                                                               | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    115000 | PA      | $94065.33     | 0.01%             | 2032-03-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| LCM Investments Holdings II LLC                        | LCM Investments Holdings II LLC                                                         | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     76000 | PA      | $60859.93     | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The)                                                         | CUSIP: 38141GXS8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90422.26     | 0.01%             | 2026-02-12      | Variable      | 0.85%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co.                                                                       | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    395000 | PA      | $365770.39    | 0.05%             | 2028-03-24      | Variable      | 3.53%                 | No            | 2                  | On Loan: No      |
| ARC Falcon I, Inc.                                     | ARC Falcon I, Inc., Term Loan                                                           | CUSIP: 03880YAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    123966 | PA      | $108532.46    | 0.01%             | 2028-09-30      | Variable      | 8.13%                 | No            | 2                  | On Loan: No      |
| Dell International LLC                                 | Dell International LLC                                                                  | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    167000 | PA      | $170366.03    | 0.02%             | 2026-06-15      | Fixed         | 6.02%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                 | UBS AG                                                                                  | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      4487 | NS      | $500296.37    | 0.07%             | 2023-02-01      | Fixed         | 14.90%                | No            | 2                  | On Loan: No      |
| American Tower Corp.                                   | American Tower Corp.                                                                    | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    270000 | PA      | $213717.53    | 0.03%             | 2030-06-15      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                          | Comcast Corp.                                                                           | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    249000 | PA      | $153987.90    | 0.02%             | 2056-11-01      | Fixed         | 2.94%                 | No            | 2                  | On Loan: No      |
| Pioneer Natural Resources Co.                          | Pioneer Natural Resources Co.                                                           | CUSIP: 723787AU1<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167200.43    | 0.02%             | 2023-05-15      | Fixed         | 0.55%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                                    | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      1731 | NS      | $171066.86    | 0.02%             | 2023-01-20      | Fixed         | 18.84%                | No            | 2                  | On Loan: No      |
| Clarios Global LP                                      | Clarios Global LP                                                                       | CUSIP: 69867DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $41055.09     | 0.01%             | 2026-05-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Dynasty Acquisition Co., Inc.                          | Dynasty Acquisition Co., Inc., Term Loan B1                                             | CUSIP: 26812CAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    209630 | PA      | $199431.69    | 0.03%             | 2026-04-06      | Variable      | 7.92%                 | No            | 2                  | On Loan: No      |
| Callon Petroleum Co.                                   | Callon Petroleum Co.                                                                    | CUSIP: 13123XAZ5<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |     48000 | PA      | $44738.20     | 0.01%             | 2026-07-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Weatherford International Ltd.                         | Weatherford International Ltd.                                                          | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    138000 | PA      | $132522.53    | 0.02%             | 2030-04-30      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                                                            | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    285000 | PA      | $208305.29    | 0.03%             | 2047-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                                   | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    422000 | PA      | $435703.06    | 0.06%             | 2028-11-10      | Variable      | 6.20%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                           | Verizon Communications, Inc.                                                            | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1126083.51   | 0.15%             | 2036-01-15      | Fixed         | 4.27%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                           | Barclays plc                                                                            | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    470000 | PA      | $457072.89    | 0.06%             | 2026-05-12      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Marathon Oil Corp.                                     | Marathon Oil Corp.                                                                      | CUSIP: 565849AM8<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8558.55      | 0.00%             | 2045-06-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Trivium Packaging Finance BV                           | Trivium Packaging Finance BV                                                            | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $183504.98    | 0.02%             | 2027-08-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Constellium SE                                         | Constellium SE                                                                          | CUSIP: 210383AG0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $240817.50    | 0.03%             | 2026-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Lam Research Corp.                                     | Lam Research Corp.                                                                      | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     62000 | PA      | $41429.11     | 0.01%             | 2050-06-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Regatta XV Funding Ltd.                                | Regatta XV Funding Ltd., Series 2018-4A, Class A2                                       | CUSIP: 75888RAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1448240.85   | 0.19%             | 2031-10-25      | Floating      | 6.21%                 | No            | 2                  | On Loan: No      |
| EyeCare Partners LLC                                   | EyeCare Partners LLC, 2nd Lien Term Loan                                                | CUSIP: 30233PAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     78415 | PA      | $63777.27     | 0.01%             | 2029-11-15      | Variable      | 11.48%                | No            | 2                  | On Loan: No      |
| IRB Holding Corp.                                      | IRB Holding Corp., Term Loan B                                                          | CUSIP: 44988LAF4<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |    141361 | PA      | $139924.94    | 0.02%             | 2025-02-05      | Variable      | 7.13%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                     | Crown Castle, Inc.                                                                      | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     60000 | PA      | $46503.54     | 0.01%             | 2050-07-01      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Williams Cos., Inc. (The)                              | Williams Cos., Inc. (The)                                                               | CUSIP: 96950FAM6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123488.03    | 0.02%             | 2024-03-04      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Mastercard, Inc.                                       | Mastercard, Inc.                                                                        | CUSIP: 57636QAL8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4047.49      | 0.00%             | 2049-06-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                      | Enterprise Products Operating LLC                                                       | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42103.60     | 0.01%             | 2043-02-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Catalent Pharma Solutions, Inc.                        | Catalent Pharma Solutions, Inc.                                                         | CUSIP: 14879EAK4<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |     37000 | PA      | $29214.83     | 0.00%             | 2030-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ERP Operating LP                                       | ERP Operating LP                                                                        | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46624.71     | 0.01%             | 2028-12-01      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                | MPLX LP                                                                                 | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    216000 | PA      | $189840.53    | 0.02%             | 2049-02-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets America, Inc.                       | BP Capital Markets America, Inc.                                                        | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16991.09     | 0.00%             | 2061-02-08      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| NXP BV                                                 | NXP BV                                                                                  | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $90862.50     | 0.01%             | 2027-05-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| DT Midstream, Inc.                                     | DT Midstream, Inc.                                                                      | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $48969.27     | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                           | Barclays plc                                                                            | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    730000 | PA      | $682550.00    | 0.09%             | 2029-03-15      | Variable      | 8.00%                 | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                      | Lowe's Cos., Inc.                                                                       | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195242.19    | 0.03%             | 2033-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Wesco Aircraft Holdings, Inc.                          | Wesco Aircraft Holdings, Inc.                                                           | CUSIP: 97789LAB2<br>LEI: 529900P5VTXZS191P208 | Long             | DBT              | CORP              | US        |     92000 | PA      | $61640.00     | 0.01%             | 2026-11-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Johns Hopkins University                               | Johns Hopkins University, Series A                                                      | CUSIP: 478115AH1<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |    445000 | PA      | $442559.24    | 0.06%             | 2032-07-01      | Fixed         | 4.71%                 | No            | 2                  | On Loan: No      |
| Arcosa, Inc.                                           | Arcosa, Inc.                                                                            | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     92000 | PA      | $79780.62     | 0.01%             | 2029-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| NXP BV                                                 | NXP BV                                                                                  | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $62285.63     | 0.01%             | 2041-05-11      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                       | Amazon.com, Inc.                                                                        | CUSIP: 023135CN4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    655000 | PA      | $653387.49    | 0.09%             | 2025-12-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Aptiv plc                                              | Aptiv plc                                                                               | CUSIP: 00217GAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    195000 | PA      | $183883.46    | 0.02%             | 2025-02-18      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Outfront Media Capital LLC                             | Outfront Media Capital LLC                                                              | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $23992.38     | 0.00%             | 2030-03-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Connect Finco SARL                                     | Connect Finco SARL, Term Loan                                                           | CUSIP: L2000DAD6<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |    398481 | PA      | $393332.74    | 0.05%             | 2026-12-11      | Variable      | 7.61%                 | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp.                                 | Tenet Healthcare Corp.                                                                  | CUSIP: 88033GDC1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18453.88     | 0.00%             | 2024-09-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Triton Water Holdings, Inc.                            | Triton Water Holdings, Inc., 1st Lien Term Loan                                         | CUSIP: 89678QAB2<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | LON              | CORP              | US        |    223073 | PA      | $206677.34    | 0.03%             | 2028-03-31      | Variable      | 8.23%                 | No            | 2                  | On Loan: No      |
| Enbridge, Inc.                                         | Enbridge, Inc.                                                                          | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $46804.08     | 0.01%             | 2027-07-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Crestwood Midstream Partners LP                        | Crestwood Midstream Partners LP                                                         | CUSIP: 226373AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $16515.19     | 0.00%             | 2029-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Ohio Power Co.                                         | Ohio Power Co.                                                                          | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    120000 | PA      | $94633.91     | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Healthpeak Properties, Inc.                            | Healthpeak Properties, Inc.                                                             | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47299.54     | 0.01%             | 2030-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                                    | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      5402 | NS      | $273095.51    | 0.04%             | 2023-01-27      | Fixed         | 14.39%                | No            | 2                  | On Loan: No      |
| GE HealthCare Technologies, Inc.                       | GE HealthCare Technologies, Inc.                                                        | CUSIP: 36267VAL7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106211.18    | 0.01%             | 2052-11-22      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                         | Southern California Edison Co.                                                          | CUSIP: 842400HB2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    260000 | PA      | $246938.49    | 0.03%             | 2024-04-01      | Fixed         | 1.10%                 | No            | 2                  | On Loan: No      |
| Legacy LifePoint Health LLC                            | Legacy LifePoint Health LLC                                                             | CUSIP: 53219LAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $17880.71     | 0.00%             | 2025-04-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Finance, Inc.                     | Anheuser-Busch InBev Finance, Inc.                                                      | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    115000 | PA      | $104543.65    | 0.01%             | 2046-02-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| PayPal Holdings, Inc.                                  | PayPal Holdings, Inc.                                                                   | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    125000 | PA      | $117651.96    | 0.02%             | 2032-06-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| DirectV Financing LLC                                  | DirectV Financing LLC, Term Loan                                                        | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    233699 | PA      | $227029.25    | 0.03%             | 2027-08-02      | Variable      | 9.38%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                            | Apple, Inc.                                                                             | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189344.93    | 0.02%             | 2046-02-23      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Vodafone Group plc                                     | Vodafone Group plc                                                                      | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $126638.93    | 0.02%             | 2037-02-27      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| AssuredPartners, Inc.                                  | AssuredPartners, Inc., Term Loan                                                        | CUSIP: 04621HAS2<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |     68593 | PA      | $66329.39     | 0.01%             | 2027-02-12      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| Microchip Technology, Inc.                             | Microchip Technology, Inc.                                                              | CUSIP: 595017AD6<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |      7000 | PA      | $21806.86     | 0.00%             | 2025-02-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| Brookfield Residential Properties, Inc.                | Brookfield Residential Properties, Inc.                                                 | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     49000 | PA      | $38287.13     | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Discover Financial Services                            | Discover Financial Services                                                             | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25411.91     | 0.00%             | 2032-11-29      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Sprint Capital Corp.                                   | Sprint Capital Corp.                                                                    | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    256000 | PA      | $304665.60    | 0.04%             | 2032-03-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Rexford Industrial Realty, Inc.                        | Rexford Industrial Realty, Inc.                                                         | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |      4301 | NS      | $235006.64    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Duke Energy Carolinas LLC                              | Duke Energy Carolinas LLC                                                               | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18247.71     | 0.00%             | 2051-04-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| ViaSat, Inc.                                           | ViaSat, Inc., Term Loan                                                                 | CUSIP: 92555WAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    169091 | PA      | $164177.05    | 0.02%             | 2029-03-02      | Variable      | 8.94%                 | No            | 2                  | On Loan: No      |
| USA Compression Partners LP                            | USA Compression Partners LP                                                             | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73000 | PA      | $68255.02     | 0.01%             | 2027-09-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                      | Enterprise Products Operating LLC                                                       | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65119.50     | 0.01%             | 2041-02-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| AMC Networks, Inc.                                     | AMC Networks, Inc.                                                                      | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     41000 | PA      | $25547.00     | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Mastercard, Inc.                                       | Mastercard, Inc.                                                                        | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     95000 | PA      | $87102.78     | 0.01%             | 2030-03-26      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Epiroc AB                                              | Epiroc AB, Class A                                                                      | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |     76942 | NS      | $1401045.41   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                        | Nissan Motor Acceptance Co. LLC                                                         | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    115000 | PA      | $89362.18     | 0.01%             | 2028-09-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Partners LP                            | Cheniere Energy Partners LP                                                             | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1798.44      | 0.00%             | 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        |     60000 | PA      | $52341.08     | 0.01%             | 2027-01-15      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| Raytheon Technologies Corp.                            | Raytheon Technologies Corp.                                                             | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    400000 | PA      | $372487.14    | 0.05%             | 2027-05-04      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| American International Group, Inc.                     | American International Group, Inc.                                                      | CUSIP: 026874DQ7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    166000 | PA      | $156272.40    | 0.02%             | 2025-06-30      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Southwestern Energy Co.                                | Southwestern Energy Co.                                                                 | CUSIP: 845467AL3<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3929.99      | 0.00%             | 2025-01-23      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                           | Barclays plc                                                                            | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    775000 | PA      | $707187.50    | 0.09%             | 2025-12-15      | Variable      | 6.12%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                   | Anheuser-Busch InBev Worldwide, Inc.                                                    | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107400.83    | 0.01%             | 2059-01-23      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| DISH DBS Corp.                                         | DISH DBS Corp.                                                                          | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    188000 | PA      | $150047.50    | 0.02%             | 2028-12-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| L3Harris Technologies, Inc.                            | L3Harris Technologies, Inc.                                                             | CUSIP: 502431AF6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    250000 | PA      | $213249.28    | 0.03%             | 2029-12-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Callon Petroleum Co.                                   | Callon Petroleum Co.                                                                    | CUSIP: 13123XBF8<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    181000 | PA      | $165615.00    | 0.02%             | 2030-06-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Valero Energy Corp.                                    | Valero Energy Corp.                                                                     | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3756.14      | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| General Mills, Inc.                                    | General Mills, Inc.                                                                     | CUSIP: 370334CF9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92778.22     | 0.01%             | 2025-04-17      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc.                                                                         | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     71000 | PA      | $61929.75     | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Organon & Co.                                          | Organon & Co.                                                                           | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    204000 | PA      | $180621.60    | 0.02%             | 2028-04-30      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Arconic Corp.                                          | Arconic Corp.                                                                           | CUSIP: 03966VAB3<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |     61000 | PA      | $59968.89     | 0.01%             | 2025-05-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| KDDI Corp.                                             | KDDI Corp.                                                                              | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |     31800 | NS      | $964395.28    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                               | UnitedHealth Group, Inc.                                                                | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $100003.01    | 0.01%             | 2031-05-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Yum! Brands, Inc.                                      | Yum! Brands, Inc.                                                                       | CUSIP: 988498AK7<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11515.00     | 0.00%             | 2043-11-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                                                            | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    140000 | PA      | $105805.42    | 0.01%             | 2055-05-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| International Flavors & Fragrances, Inc.               | International Flavors & Fragrances, Inc.                                                | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      6796 | NS      | $712492.64    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Covanta Holding Corp.                                  | Covanta Holding Corp.                                                                   | CUSIP: 22282EAJ1<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     37000 | PA      | $29878.90     | 0.00%             | 2030-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Titan International, Inc.                              | Titan International, Inc.                                                               | CUSIP: 88830MAM4<br>LEI: 254900CXRGBE7C4B5A06 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20770.67     | 0.00%             | 2028-04-30      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Prime Security Services Borrower LLC                   | Prime Security Services Borrower LLC                                                    | CUSIP: 74166MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $23575.43     | 0.00%             | 2024-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| EnLink Midstream Partners LP                           | EnLink Midstream Partners LP                                                            | CUSIP: 29336UAE7<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15120.77     | 0.00%             | 2025-06-01      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| GoldenTree Loan Management US CLO 1 Ltd.               | GoldenTree Loan Management US CLO 1 Ltd., Series 2017-1A, Class CR2                     | CUSIP: 38136FBL6<br>LEI: 549300BE2068MP2P8N06 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2317902.25   | 0.30%             | 2034-04-20      | Floating      | 6.04%                 | No            | 2                  | On Loan: No      |
| AMSR Trust                                             | AMSR Trust, Series 2020-SFR1, Class F                                                   | CUSIP: 00180AAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $915515.20    | 0.12%             | 2037-04-17      | Fixed         | 3.57%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing, Inc.                                | Level 3 Financing, Inc.                                                                 | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     70000 | PA      | $51256.87     | 0.01%             | 2029-01-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Chevron Corp.                                          | Chevron Corp.                                                                           | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3773 | NS      | $677215.77    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                          | CUSIP: 6174468J1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    454000 | PA      | $434032.79    | 0.06%             | 2025-07-22      | Variable      | 2.72%                 | No            | 2                  | On Loan: No      |
| JP Morgan Structured Products BV                       | JP Morgan Structured Products BV, Series H113                                           | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      7185 | NS      | $237409.88    | 0.03%             | 2023-01-17      | Fixed         | 14.51%                | No            | 2                  | On Loan: No      |
| LBM Acquisition LLC                                    | LBM Acquisition LLC, 1st Lien Term Loan                                                 | CUSIP: 50179JAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80088 | PA      | $69251.12     | 0.01%             | 2027-12-17      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                              | EQT Corp.                                                                               | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74597.00     | 0.01%             | 2028-04-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Toyota Motor Credit Corp.                              | Toyota Motor Credit Corp.                                                               | CUSIP: 89236THP3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    165000 | PA      | $147715.97    | 0.02%             | 2025-10-16      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| Physicians Realty Trust                                | Physicians Realty Trust                                                                 | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |     17508 | NS      | $253340.76    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Level 3 Financing, Inc.                                | Level 3 Financing, Inc., Term Loan B                                                    | CUSIP: 52729KAP1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |    100968 | PA      | $96550.20     | 0.01%             | 2027-03-01      | Variable      | 6.13%                 | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                       | Boeing Co. (The)                                                                        | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    128000 | PA      | $124881.83    | 0.02%             | 2030-05-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                         | Southern California Edison Co., Series C                                                | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7181.76      | 0.00%             | 2048-03-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| MH Sub I LLC                                           | MH Sub I LLC, 1st Lien Term Loan                                                        | CUSIP: 45567YAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    171149 | PA      | $166038.97    | 0.02%             | 2024-09-13      | Variable      | 8.13%                 | No            | 2                  | On Loan: No      |
| CommonSpirit Health                                    | CommonSpirit Health                                                                     | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    205000 | PA      | $151717.82    | 0.02%             | 2050-10-01      | Fixed         | 3.91%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                      | Enterprise Products Operating LLC                                                       | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21302.92     | 0.00%             | 2049-02-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| EQM Midstream Partners LP                              | EQM Midstream Partners LP                                                               | CUSIP: 26885BAN0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33723.20     | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Axalta Coating Systems Dutch Holding B BV              | Axalta Coating Systems Dutch Holding B BV, Term Loan B                                  | CUSIP: 90347BAJ7<br>LEI: 549300NZ43V4QV4UGN28 | Long             | LON              | CORP              | US        |    132000 | PA      | $132000.00    | 0.02%             | 2029-12-20      | Variable      | 7.51%                 | No            | 2                  | On Loan: No      |
| Ingersoll-Rand Services Co.                            | Ingersoll-Rand Services Co., Term Loan B1                                               | CUSIP: 365556AU3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    153373 | PA      | $151935.97    | 0.02%             | 2027-03-01      | Variable      | 6.17%                 | 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      | $101200.00    | 0.01%             | 2029-11-01      | Variable      | 11.38%                | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                            | Amgen, Inc.                                                                             | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    120000 | PA      | $93779.89     | 0.01%             | 2032-01-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Steel Dynamics, Inc.                                   | Steel Dynamics, Inc.                                                                    | CUSIP: 858119BL3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18753.60     | 0.00%             | 2025-06-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                          | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    165000 | PA      | $144045.58    | 0.02%             | 2031-04-01      | Variable      | 3.62%                 | No            | 2                  | On Loan: No      |
| Twilio, Inc.                                           | Twilio, Inc.                                                                            | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    106000 | PA      | $84095.63     | 0.01%             | 2031-03-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Sinclair Television Group, Inc.                        | Sinclair Television Group, Inc., Term Loan B4                                           | CUSIP: 82925BAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     81745 | PA      | $77514.70     | 0.01%             | 2029-04-21      | Variable      | 8.17%                 | No            | 2                  | On Loan: No      |
| Duke Energy Carolinas LLC                              | Duke Energy Carolinas LLC                                                               | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70087.39     | 0.01%             | 2049-08-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Caesars Resort Collection LLC                          | Caesars Resort Collection LLC                                                           | CUSIP: 12770RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $41114.05     | 0.01%             | 2025-07-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Pactiv Evergreen, Inc.                                 | Pactiv Evergreen, Inc., Term Loan B2                                                    | CUSIP: 76173FAW7<br>LEI: 5493002QNV81KCX40V06 | Long             | LON              | CORP              | US        |     49807 | PA      | $49137.84     | 0.01%             | 2026-02-05      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| Bain Capital Credit CLO                                | Bain Capital Credit CLO Ltd., Series 2019-2A, Class CR                                  | CUSIP: 05682LAN7<br>LEI: 549300WZ8E2KQS66KT95 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $943003.40    | 0.12%             | 2032-10-17      | Floating      | 6.18%                 | No            | 2                  | On Loan: No      |
| ADT Security Corp. (The)                               | ADT Security Corp. (The)                                                                | CUSIP: 00101JAH9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13860.77     | 0.00%             | 2023-06-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank UA                               | Cooperatieve Rabobank UA                                                                | CUSIP: 74977RDH4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    295000 | PA      | $265243.30    | 0.03%             | 2026-06-24      | Variable      | 1.34%                 | No            | 2                  | On Loan: No      |
| Crown Cork & Seal Co., Inc.                            | Crown Cork & Seal Co., Inc.                                                             | CUSIP: 228255AH8<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40150.89     | 0.01%             | 2026-12-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Suburban Propane Partners LP                           | Suburban Propane Partners LP                                                            | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $28899.41     | 0.00%             | 2031-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Norfolk Southern Corp.                                 | Norfolk Southern Corp.                                                                  | CUSIP: 655844CN6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    175000 | PA      | $131388.93    | 0.02%             | 2053-03-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Navient Corp.                                          | Navient Corp.                                                                           | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     26000 | PA      | $21216.01     | 0.00%             | 2029-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Marathon Petroleum Corp.                               | Marathon Petroleum Corp.                                                                | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34464.84     | 0.00%             | 2025-05-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| TCW CLO Ltd.                                           | TCW CLO Ltd., Series 2021-1A, Class C                                                   | CUSIP: 87190KAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $460520.00    | 0.06%             | 2034-03-18      | Floating      | 6.14%                 | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                               | Mizuho Markets Cayman LP                                                                | CUSIP: 6068FT507<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |       950 | NS      | $228478.71    | 0.03%             | 2023-01-26      | Fixed         | 10.16%                | No            | 2                  | On Loan: No      |
| United Airlines, Inc.                                  | United Airlines, Inc.                                                                   | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     61000 | PA      | $56542.49     | 0.01%             | 2026-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Merck & Co., Inc.                                      | Merck & Co., Inc.                                                                       | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     95000 | PA      | $77576.45     | 0.01%             | 2031-12-10      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                     | Energy Transfer LP                                                                      | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48347.80     | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| NGL Energy Operating LLC                               | NGL Energy Operating LLC                                                                | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $80135.22     | 0.01%             | 2026-02-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                                   | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    225000 | PA      | $212592.85    | 0.03%             | 2025-10-22      | Variable      | 2.46%                 | No            | 2                  | On Loan: No      |
| Exxon Mobil Corp.                                      | Exxon Mobil Corp.                                                                       | CUSIP: 30231GAT9<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9537.65      | 0.00%             | 2026-03-01      | Fixed         | 3.04%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group plc                               | Lloyds Banking Group plc                                                                | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    340000 | PA      | $329221.11    | 0.04%             | 2025-12-10      | Fixed         | 4.58%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPMorgan Chase & Co.                                                                    | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    225000 | PA      | $187917.38    | 0.02%             | 2029-06-01      | Variable      | 2.07%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                                     | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      1467 | NS      | $464792.64    | 0.06%             | 2023-01-18      | Fixed         | 14.71%                | No            | 2                  | On Loan: No      |
| Puget Sound Energy, Inc.                               | Puget Sound Energy, Inc.                                                                | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20252.46     | 0.00%             | 2048-06-15      | Fixed         | 4.22%                 | No            | 2                  | On Loan: No      |
| Shift4 Payments, Inc.                                  | Shift4 Payments, Inc.                                                                   | CUSIP: 82452JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $27737.50     | 0.00%             | 2025-12-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| American Honda Finance Corp.                           | American Honda Finance Corp.                                                            | CUSIP: 02665WDW8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    265000 | PA      | $228309.07    | 0.03%             | 2028-03-24      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPMorgan Chase & Co., Series W                                                          | CUSIP: 48123UAB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    117000 | PA      | $89571.69     | 0.01%             | 2047-05-15      | Floating      | 5.61%                 | No            | 2                  | On Loan: No      |
| WESCO Distribution, Inc.                               | WESCO Distribution, Inc.                                                                | CUSIP: 95081QAN4<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     61000 | PA      | $61763.24     | 0.01%             | 2025-06-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                  | Elevance Health, Inc.                                                                   | CUSIP: 94973VBG1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      6000 | PA      | $43876.20     | 0.01%             | 2042-10-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc., Series W                                                               | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43556.00     | 0.01%             | 2025-12-10      | Variable      | 4.00%                 | No            | 2                  | On Loan: No      |
| Sabre GLBL, Inc.                                       | Sabre GLBL, Inc.                                                                        | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43829.59     | 0.01%             | 2025-04-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                             | AT&T, Inc.                                                                              | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    655000 | PA      | $595427.00    | 0.08%             | 2035-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BMW US Capital LLC                                     | BMW US Capital LLC                                                                      | CUSIP: 05565EBW4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52463.81     | 0.01%             | 2026-08-12      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Mercury Borrower, Inc.                                 | Mercury Borrower, Inc., 1st Lien Term Loan                                              | CUSIP: 03836BAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    225194 | PA      | $214591.89    | 0.03%             | 2028-08-02      | Variable      | 8.25%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                   | American Tower Corp.                                                                    | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    185000 | PA      | $172967.53    | 0.02%             | 2026-10-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                              | HCA, Inc.                                                                               | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    225000 | PA      | $175116.51    | 0.02%             | 2052-03-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Memorial Health Services                               | Memorial Health Services                                                                | CUSIP: 58601VAC6<br>LEI: 549300FTIZOMIONZZ882 | Long             | DBT              | CORP              | US        |    115000 | PA      | $83425.88     | 0.01%             | 2049-11-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Prime Security Services Borrower LLC                   | Prime Security Services Borrower LLC                                                    | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     82000 | PA      | $74633.12     | 0.01%             | 2028-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                      | Lowe's Cos., Inc.                                                                       | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    190000 | PA      | $181886.10    | 0.02%             | 2053-04-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                       | CVS Health Corp.                                                                        | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    460000 | PA      | $360825.57    | 0.05%             | 2031-02-28      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                  | Elevance Health, Inc.                                                                   | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    126000 | PA      | $86364.29     | 0.01%             | 2050-05-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Boyce Park CLO Ltd.                                    | Boyce Park CLO Ltd., Series 2022-1A, Class C                                            | CUSIP: 103228AJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $927419.60    | 0.12%             | 2035-04-21      | Floating      | 6.09%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                     | Crown Castle, Inc.                                                                      | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      1649 | NS      | $223670.36    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Bombardier, Inc.                                       | Bombardier, Inc.                                                                        | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    227000 | PA      | $220238.66    | 0.03%             | 2026-06-15      | Fixed         | 7.12%                 | No            | 2                  | 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      | $480175.15    | 0.06%             | 2034-07-15      | Floating      | 5.73%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                               | UnitedHealth Group, Inc.                                                                | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39566.12     | 0.01%             | 2049-08-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Intercontinental Exchange, Inc.                                                         | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66043.39     | 0.01%             | 2062-06-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                  | Elevance Health, Inc.                                                                   | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214982.18    | 0.03%             | 2032-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Shell International Finance BV                         | Shell International Finance BV                                                          | CUSIP: 822582AT9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     25000 | PA      | $20104.45     | 0.00%             | 2042-08-21      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| SL Green Realty Corp.                                  | SL Green Realty Corp.                                                                   | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |      4391 | NS      | $148064.52    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ESR Kendall Square REIT Co. Ltd.                       | ESR Kendall Square REIT Co. Ltd.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     60126 | NS      | $190044.99    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                         | Piedmont Natural Gas Co., Inc.                                                          | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33445.51     | 0.00%             | 2050-06-01      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Antero Midstream Partners LP                           | Antero Midstream Partners LP                                                            | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $17624.59     | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| GE HealthCare Technologies, Inc.                       | GE HealthCare Technologies, Inc.                                                        | CUSIP: 36267VAC7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    405000 | PA      | $407495.27    | 0.05%             | 2025-11-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Starwood Property Trust, Inc.                          | Starwood Property Trust, Inc.                                                           | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26252.26     | 0.00%             | 2027-01-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Analog Devices, Inc.                                   | Analog Devices, Inc.                                                                    | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    120000 | PA      | $87825.25     | 0.01%             | 2041-10-01      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Co.                                  | Kraft Heinz Foods Co.                                                                   | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    507000 | PA      | $440097.78    | 0.06%             | 2049-10-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                             | Progress Residential Trust, Series 2020-SFR1, Class F                                   | CUSIP: 74331CAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $907891.20    | 0.12%             | 2037-04-17      | Fixed         | 3.43%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPMorgan Chase & Co.                                                                    | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82395.58     | 0.01%             | 2031-05-13      | Variable      | 2.96%                 | No            | 2                  | On Loan: No      |
| S&P Global, Inc.                                       | S&P Global, Inc.                                                                        | CUSIP: 78409VBA1<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182658.21    | 0.02%             | 2027-03-01      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Aetna, Inc.                                            | Aetna, Inc.                                                                             | CUSIP: 00817YAM0<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40820.78     | 0.01%             | 2042-11-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| RealPage, Inc.                                         | RealPage, Inc., 1st Lien Term Loan                                                      | CUSIP: 75605VAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    443782 | PA      | $421149.04    | 0.06%             | 2028-04-24      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| Golub Capital Partners CLO 58B Ltd.                    | Golub Capital Partners CLO 58B Ltd., Series 2021-58A, Class A1                          | CUSIP: 38178TAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $975905.60    | 0.13%             | 2035-01-25      | Floating      | 5.54%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                                     | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      3060 | NS      | $435978.01    | 0.06%             | 2023-01-18      | Fixed         | 9.93%                 | No            | 2                  | On Loan: No      |
| Alabama Power Co.                                      | Alabama Power Co.                                                                       | CUSIP: 010392FM5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19422.64     | 0.00%             | 2045-03-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                  | Alexandria Real Estate Equities, Inc.                                                   | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21257.41     | 0.00%             | 2029-12-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Sinclair Television Group, Inc.                        | Sinclair Television Group, Inc.                                                         | CUSIP: 829259BA7<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    114000 | PA      | $85464.25     | 0.01%             | 2030-12-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Reynolds American, Inc.                                | Reynolds American, Inc.                                                                 | CUSIP: 761713BW5<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     98000 | PA      | $96856.74     | 0.01%             | 2041-08-04      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Sutter Health                                          | Sutter Health, Series 20A                                                               | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    223000 | PA      | $180346.66    | 0.02%             | 2030-08-15      | Fixed         | 2.29%                 | No            | 2                  | On Loan: No      |
| Callon Petroleum Co.                                   | Callon Petroleum Co.                                                                    | CUSIP: 13123XBD3<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21925.53     | 0.00%             | 2028-08-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Momentive Performance Materials, Inc.                  | Momentive Performance Materials, Inc., 1st Lien Term Loan                               | CUSIP: 60877JAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    148122 | PA      | $147474.55    | 0.02%             | 2024-05-15      | Variable      | 7.64%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                     | VICI Properties LP                                                                      | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    117000 | PA      | $111374.33    | 0.01%             | 2030-02-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| SRS Distribution, Inc.                                 | SRS Distribution, Inc.                                                                  | CUSIP: 78471RAC0<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |    174000 | PA      | $140682.48    | 0.02%             | 2029-07-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Canadian National Railway Co.                          | Canadian National Railway Co.                                                           | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $167242.27    | 0.02%             | 2032-08-05      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Apache Corp.                                           | Apache Corp.                                                                            | CUSIP: 037411BF1<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     62000 | PA      | $54864.22     | 0.01%             | 2030-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                                   | CUSIP: 06051GGT0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239505.61    | 0.03%             | 2025-10-01      | Variable      | 3.09%                 | No            | 2                  | On Loan: No      |
| Cogeco Communications Finance LP                       | Cogeco Communications Finance LP, Term Loan B                                           | CUSIP: 19239PAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    138896 | PA      | $134704.47    | 0.02%             | 2028-09-01      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| Credit Suisse AG                                       | Credit Suisse AG                                                                        | CUSIP: 22550L2C4<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $225000.90    | 0.03%             | 2025-04-09      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Entegris, Inc.                                         | Entegris, Inc.                                                                          | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8842.34      | 0.00%             | 2028-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Rogers Communications, Inc.                            | Rogers Communications, Inc.                                                             | CUSIP: 775109CB5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $148042.55    | 0.02%             | 2027-03-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Lumen Technologies, Inc.                               | Lumen Technologies, Inc.                                                                | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34510.60     | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ERP Operating LP                                       | ERP Operating LP                                                                        | CUSIP: 26884ABF9<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83386.95     | 0.01%             | 2026-11-01      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Stellantis Finance US, Inc.                            | Stellantis Finance US, Inc.                                                             | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171612.57    | 0.02%             | 2027-01-29      | Fixed         | 1.71%                 | No            | 2                  | On Loan: No      |
| Equinox Holdings, Inc.                                 | Equinox Holdings, Inc., 1st Lien Term Loan B1                                           | CUSIP: 29446CAP9<br>LEI: 549300W05QKLNGQIIA73 | Long             | LON              | CORP              | US        |    390839 | PA      | $292640.79    | 0.04%             | 2024-03-08      | Variable      | 7.73%                 | No            | 2                  | On Loan: No      |
| Option Care Health, Inc.                               | Option Care Health, Inc., 1st Lien Term Loan                                            | CUSIP: 68404YAB0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | LON              | CORP              | US        |     82175 | PA      | $81476.46     | 0.01%             | 2028-10-27      | Variable      | 7.13%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                   | Charter Communications Operating LLC                                                    | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $31391.32     | 0.00%             | 2052-06-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Colgate Energy Partners III LLC                        | Colgate Energy Partners III LLC                                                         | CUSIP: 19416MAA7<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |    117000 | PA      | $113494.65    | 0.01%             | 2026-02-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Williams Cos., Inc. (The)                              | Williams Cos., Inc. (The)                                                               | CUSIP: 969457BW9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148358.49    | 0.02%             | 2024-06-24      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Burlington Northern Santa Fe LLC                       | Burlington Northern Santa Fe LLC                                                        | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $84953.40     | 0.01%             | 2044-04-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Sonoco Products Co.                                    | Sonoco Products Co.                                                                     | CUSIP: 835495AN2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    135000 | PA      | $120039.98    | 0.02%             | 2027-02-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                             | AT&T, Inc.                                                                              | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $149146.83    | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                              | HCA, Inc.                                                                               | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86247.62     | 0.01%             | 2030-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                 | UBS AG                                                                                  | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      7957 | NS      | $369953.87    | 0.05%             | 2023-01-25      | Fixed         | 27.60%                | No            | 2                  | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                         | Wyndham Hotels & Resorts, Inc.                                                          | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |     49000 | PA      | $43962.80     | 0.01%             | 2028-08-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Norfolk Southern Corp.                                 | Norfolk Southern Corp.                                                                  | CUSIP: 655844CH9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     80000 | PA      | $52942.87     | 0.01%             | 2055-05-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| eG Global Finance plc                                  | eG Global Finance plc                                                                   | CUSIP: 28228PAA9<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $174606.00    | 0.02%             | 2025-02-07      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Ashton Woods USA LLC                                   | Ashton Woods USA LLC                                                                    | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $44946.16     | 0.01%             | 2030-04-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Aon Global Ltd.                                        | Aon Global Ltd.                                                                         | CUSIP: 00185AAC8<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    140000 | PA      | $111662.99    | 0.01%             | 2043-05-24      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| BlackRock Funds V                                      | BlackRock Floating Rate Income Portfolio, Class K Shares                                | CUSIP: 09260B739<br>LEI: NKCTR56VMOQV9WKO8Q71 | Long             |  | RF                | US        |    425995 | NS      | $4004353.78   | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| Mileage Plus Holdings LLC                              | Mileage Plus Holdings LLC, Term Loan                                                    | CUSIP: 59921PAB2<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    279171 | PA      | $286778.31    | 0.04%             | 2027-06-21      | Variable      | 10.00%                | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                     | Crown Castle, Inc.                                                                      | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $137012.15    | 0.02%             | 2041-04-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Connect Finco SARL                                     | Connect Finco SARL                                                                      | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $361436.21    | 0.05%             | 2026-10-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Ally Financial, Inc.                                   | Ally Financial, Inc.                                                                    | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    234000 | PA      | $226686.99    | 0.03%             | 2025-11-20      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Genesee & Wyoming, Inc.                                | Genesee & Wyoming, Inc., Term Loan                                                      | CUSIP: 55316HAB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |    106157 | PA      | $105466.69    | 0.01%             | 2026-12-30      | Variable      | 6.73%                 | No            | 2                  | On Loan: No      |
| Canadian Natural Resources Ltd.                        | Canadian Natural Resources Ltd.                                                         | CUSIP: 136385AW1<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $65000.00     | 0.01%             | 2023-01-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Sabine Pass Liquefaction LLC                           | Sabine Pass Liquefaction LLC                                                            | CUSIP: 785592AJ5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    255000 | PA      | $255061.59    | 0.03%             | 2024-05-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Constellium SE                                         | Constellium SE                                                                          | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $203109.35    | 0.03%             | 2029-04-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                            | Amgen, Inc.                                                                             | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25134.60     | 0.00%             | 2045-05-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets plc                                 | BP Capital Markets plc                                                                  | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $262500.00    | 0.03%             | 2030-03-22      | Variable      | 4.88%                 | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                      | Lowe's Cos., Inc.                                                                       | CUSIP: 548661DS3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     70000 | PA      | $58226.54     | 0.01%             | 2049-04-05      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                     | Energy Transfer LP                                                                      | CUSIP: 29278NAM5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    585000 | PA      | $586471.27    | 0.08%             | 2024-01-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Air Lease Corp.                                        | Air Lease Corp.                                                                         | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    815000 | PA      | $754083.27    | 0.10%             | 2026-01-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| TruGreen Ltd. Partnership                              | TruGreen Ltd. Partnership, 1st Lien Term Loan                                           | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |     92450 | PA      | $81876.86     | 0.01%             | 2027-11-02      | Variable      | 8.38%                 | No            | 2                  | On Loan: No      |
| Progressive Corp. (The)                                | Progressive Corp. (The)                                                                 | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56437.94     | 0.01%             | 2032-03-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                      | BAT Capital Corp.                                                                       | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    225000 | PA      | $174937.84    | 0.02%             | 2037-08-15      | Fixed         | 4.39%                 | No            | 2                  | On Loan: No      |
| Medallion Midland Acquisition LLC                      | Medallion Midland Acquisition LLC, Term Loan                                            | CUSIP: 58404BAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    184382 | PA      | $182364.78    | 0.02%             | 2028-10-18      | Variable      | 8.59%                 | No            | 2                  | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                    | Hilton Domestic Operating Co., Inc.                                                     | CUSIP: 432833AG6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14847.08     | 0.00%             | 2025-05-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Burlington Northern Santa Fe LLC                       | Burlington Northern Santa Fe LLC                                                        | CUSIP: 12189LAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100769.96    | 0.01%             | 2041-06-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Flutter Entertainment plc                              | Flutter Entertainment plc, Term Loan B                                                  | CUSIP: N8233BAE2<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    111720 | PA      | $111084.31    | 0.01%             | 2028-07-22      | Variable      | 8.09%                 | No            | 2                  | On Loan: No      |
| Asbury Automotive Group, Inc.                          | Asbury Automotive Group, Inc.                                                           | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     26000 | PA      | $21390.20     | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                   | Mitsubishi UFJ Financial Group, Inc.                                                    | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $174633.92    | 0.02%             | 2029-07-18      | Fixed         | 3.19%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                                   | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    420000 | PA      | $336161.32    | 0.04%             | 2032-04-22      | Variable      | 2.69%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.                            | Capital One Financial Corp.                                                             | CUSIP: 14040HBF1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    430000 | PA      | $421861.69    | 0.06%             | 2024-04-24      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Global Payments, Inc.                                  | Global Payments, Inc.                                                                   | CUSIP: 891906AB5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34776.98     | 0.00%             | 2023-06-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Nestle Holdings, Inc.                                  | Nestle Holdings, Inc.                                                                   | CUSIP: 641062AV6<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $261146.35    | 0.03%             | 2027-01-14      | Fixed         | 1.15%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                         | Broadcom, Inc.                                                                          | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     29000 | PA      | $25558.88     | 0.00%             | 2032-11-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                | Citigroup Global Markets Holdings, Inc.                                                 | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      5052 | NS      | $377938.79    | 0.05%             | 2023-01-18      | Fixed         | 13.97%                | No            | 2                  | On Loan: No      |
| ATI, Inc.                                              | ATI, Inc.                                                                               | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     38000 | PA      | $33581.74     | 0.00%             | 2029-10-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                           | AbbVie, Inc.                                                                            | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73095.72     | 0.01%             | 2025-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                      | CIFC Funding Ltd., Series 2013-4A, Class A2RR                                           | CUSIP: 12549FBN8<br>LEI: 549300QSQ98IRWUWDV20 | Long             | ABS-CBDO         | CORP              | KY        |    650000 | PA      | $633010.89    | 0.08%             | 2031-04-27      | Floating      | 5.66%                 | No            | 2                  | On Loan: No      |
| Realty Income Corp.                                    | Realty Income Corp.                                                                     | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    110000 | PA      | $94200.21     | 0.01%             | 2028-06-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Calpine Corp.                                          | Calpine Corp., Term Loan                                                                | CUSIP: 13134MBS1<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |     33917 | PA      | $33437.73     | 0.00%             | 2026-08-12      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| Masonite International Corp.                           | Masonite International Corp.                                                            | CUSIP: 575385AE9<br>LEI: 549300H0H07ZFT4JYM32 | Long             | DBT              | CORP              | CA        |     29000 | PA      | $23458.86     | 0.00%             | 2030-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                          | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93070.37     | 0.01%             | 2030-01-23      | Variable      | 4.43%                 | No            | 2                  | On Loan: No      |
| WR Grace Holdings LLC                                  | WR Grace Holdings LLC                                                                   | CUSIP: 92943GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $27470.03     | 0.00%             | 2027-06-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | U.S. Treasury 2 Year Note                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        17 | NC      | $-4891.98     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bayer US Finance II LLC                                | Bayer US Finance II LLC                                                                 | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    400000 | PA      | $387570.26    | 0.05%             | 2025-12-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Installed Building Products, Inc.                      | Installed Building Products, Inc.                                                       | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |     21000 | PA      | $18882.06     | 0.00%             | 2028-02-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Co.                                  | Kraft Heinz Foods Co.                                                                   | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60828.26     | 0.01%             | 2026-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                            | Apple, Inc.                                                                             | CUSIP: 037833BW9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24800.66     | 0.00%             | 2036-02-23      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Sabine Pass Liquefaction LLC                           | Sabine Pass Liquefaction LLC                                                            | CUSIP: 785592AM8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    260000 | PA      | $260367.23    | 0.03%             | 2025-03-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                         | Broadcom, Inc.                                                                          | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    790000 | PA      | $689168.56    | 0.09%             | 2037-05-15      | Fixed         | 4.93%                 | No            | 2                  | On Loan: No      |
| American International Group, Inc.                     | American International Group, Inc.                                                      | CUSIP: 026874DF1<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     58000 | PA      | $52059.50     | 0.01%             | 2045-07-10      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| CDW LLC                                                | CDW LLC                                                                                 | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $16267.04     | 0.00%             | 2028-12-01      | Fixed         | 3.28%                 | No            | 2                  | On Loan: No      |
| NatWest Group plc                                      | NatWest Group plc                                                                       | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $147253.88    | 0.02%             | 2035-11-28      | Variable      | 3.03%                 | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                             | AT&T, Inc.                                                                              | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    145000 | PA      | $130673.57    | 0.02%             | 2026-03-25      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| Regatta XIV Funding Ltd.                               | Regatta XIV Funding Ltd., Series 2018-3A, Class A                                       | CUSIP: 75888MAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $981291.80    | 0.13%             | 2031-10-25      | Floating      | 5.55%                 | No            | 2                  | On Loan: No      |
| Duke Energy Florida LLC                                | Duke Energy Florida LLC                                                                 | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    115000 | PA      | $126136.61    | 0.02%             | 2038-06-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                                   | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    523000 | PA      | $470958.91    | 0.06%             | 2026-06-19      | Variable      | 1.32%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV, Series YCD7                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      2384 | NS      | $240958.52    | 0.03%             | 2023-02-08      | Floating      | 11.57%                | No            | 2                  | On Loan: No      |
| N/A                                                    | U.S. Treasury Long Bond                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -4 | NC      | $16555.82     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hilcorp Energy I LP                                    | Hilcorp Energy I LP                                                                     | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5175.35      | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Chemours Co. (The)                                     | Chemours Co. (The)                                                                      | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     37000 | PA      | $33234.51     | 0.00%             | 2028-11-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                  | Sumitomo Mitsui Financial Group, Inc.                                                   | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $209773.35    | 0.03%             | 2030-01-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| United Airlines Pass-Through Trust                     | United Airlines Pass-Through Trust, Series 2020-1, Class A                              | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    533509 | PA      | $526010.78    | 0.07%             | 2027-10-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| PayPal Holdings, Inc.                                  | PayPal Holdings, Inc.                                                                   | CUSIP: 70450YAG8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    390000 | PA      | $362057.55    | 0.05%             | 2025-06-01      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Alabama Power Co.                                      | Alabama Power Co.                                                                       | CUSIP: 010392FZ6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229602.71    | 0.03%             | 2032-09-01      | Fixed         | 3.94%                 | No            | 2                  | On Loan: No      |
| International Business Machines Corp.                  | International Business Machines Corp.                                                   | CUSIP: 459200KM2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179702.12    | 0.02%             | 2027-02-09      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                            | Allied Universal Holdco LLC                                                             | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    207000 | PA      | $170967.51    | 0.02%             | 2028-06-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Svenska Handelsbanken AB                               | Svenska Handelsbanken AB                                                                | CUSIP: 86959LAH6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    250000 | PA      | $218963.73    | 0.03%             | 2027-06-11      | Variable      | 1.42%                 | No            | 2                  | On Loan: No      |
| JP Morgan Structured Products BV                       | JP Morgan Structured Products BV, Series MTNR                                           | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     13074 | NS      | $277896.18    | 0.04%             | 2023-02-22      | Fixed         | 22.64%                | No            | 2                  | On Loan: No      |
| Gilead Sciences, Inc.                                  | Gilead Sciences, Inc.                                                                   | CUSIP: 375558AZ6<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    235000 | PA      | $227538.75    | 0.03%             | 2025-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| USIC Holdings, Inc.                                    | USIC Holdings, Inc., 1st Lien Term Loan                                                 | CUSIP: 90290HAP7<br>LEI: 5493009ZYUWB7X699U62 | Long             | LON              | CORP              | US        |    116934 | PA      | $111400.45    | 0.01%             | 2028-05-12      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                          | Comcast Corp.                                                                           | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    615000 | PA      | $507205.75    | 0.07%             | 2040-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Emera US Finance LP                                    | Emera US Finance LP                                                                     | CUSIP: 29103DAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $247290.32    | 0.03%             | 2024-06-15      | Fixed         | 0.83%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                          | Comcast Corp.                                                                           | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    788000 | PA      | $506089.02    | 0.07%             | 2051-11-01      | Fixed         | 2.89%                 | No            | 2                  | On Loan: No      |
| Walt Disney Co. (The)                                  | Walt Disney Co. (The)                                                                   | CUSIP: 254687FR2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     92000 | PA      | $85948.72     | 0.01%             | 2040-03-23      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co.                                                                       | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    275000 | PA      | $255930.91    | 0.03%             | 2026-04-30      | Variable      | 2.19%                 | No            | 2                  | On Loan: No      |
| Alphabet, Inc.                                         | Alphabet, Inc.                                                                          | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    280000 | PA      | $185814.65    | 0.02%             | 2040-08-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Co.                               | Bristol-Myers Squibb Co.                                                                | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    160000 | PA      | $124456.76    | 0.02%             | 2052-03-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Discovery Purchaser Corp.                              | Discovery Purchaser Corp., 1st Lien Term Loan                                           | CUSIP: 25471NAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    163000 | PA      | $148207.75    | 0.02%             | 2029-10-04      | Variable      | 7.97%                 | No            | 2                  | On Loan: No      |
| SRS Distribution, Inc.                                 | SRS Distribution, Inc., Term Loan                                                       | CUSIP: 78466YAQ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    103621 | PA      | $98828.84     | 0.01%             | 2028-06-02      | Variable      | 7.92%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                   | Anheuser-Busch InBev Worldwide, Inc.                                                    | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138192.94    | 0.02%             | 2029-01-23      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| PetSmart LLC                                           | PetSmart LLC, Term Loan                                                                 | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    189693 | PA      | $185247.05    | 0.02%             | 2028-02-11      | Variable      | 8.13%                 | No            | 2                  | On Loan: No      |
| NiSource, Inc.                                         | NiSource, Inc.                                                                          | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26712.60     | 0.00%             | 2030-05-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                          | Equinix, Inc.                                                                           | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    135000 | PA      | $84087.69     | 0.01%             | 2051-09-15      | Fixed         | 2.95%                 | 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        |    500000 | PA      | $492985.45    | 0.06%             | 2031-01-20      | Floating      | 5.34%                 | No            | 2                  | On Loan: No      |
| Neptune Bidco US, Inc.                                 | Neptune Bidco US, Inc.                                                                  | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     56000 | PA      | $52780.00     | 0.01%             | 2029-04-15      | Fixed         | 9.29%                 | No            | 2                  | On Loan: No      |
| Westpac Banking Corp.                                  | Westpac Banking Corp.                                                                   | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    135000 | PA      | $100339.62    | 0.01%             | 2035-11-15      | Variable      | 2.67%                 | No            | 2                  | On Loan: No      |
| Legends Hospitality Holding Co. LLC                    | Legends Hospitality Holding Co. LLC                                                     | CUSIP: 52473NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $24030.00     | 0.00%             | 2026-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| American Airlines, Inc.                                | American Airlines, Inc., Term Loan                                                      | CUSIP: 02376CBB0<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    244726 | PA      | $234785.01    | 0.03%             | 2025-06-27      | Variable      | 6.14%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Transmission LLC                           | FirstEnergy Transmission LLC                                                            | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    174000 | PA      | $161859.32    | 0.02%             | 2044-07-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Merck & Co., Inc.                                      | Merck & Co., Inc.                                                                       | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    235000 | PA      | $157012.67    | 0.02%             | 2051-12-10      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Avis Budget Car Rental LLC                             | Avis Budget Car Rental LLC                                                              | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $10265.26     | 0.00%             | 2029-03-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Huntington Bancshares, Inc.                            | Huntington Bancshares, Inc.                                                             | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    210000 | PA      | $200029.66    | 0.03%             | 2028-08-04      | Variable      | 4.44%                 | No            | 2                  | On Loan: No      |
| Carnival Corp.                                         | Carnival Corp.                                                                          | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    121000 | PA      | $86398.84     | 0.01%             | 2027-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Charter Next Generation, Inc.                          | Charter Next Generation, Inc. , 1st Lien Term Loan                                      | CUSIP: 16125TAJ1<br>LEI: 549300KRNU8RNVGYXG75 | Long             | LON              | CORP              | US        |    294309 | PA      | $285388.61    | 0.04%             | 2027-12-01      | Variable      | 8.13%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp.                                        | Microsoft Corp.                                                                         | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    561000 | PA      | $396907.90    | 0.05%             | 2052-03-17      | Fixed         | 2.92%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                              | Ford Motor Credit Co. LLC                                                               | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173680.00    | 0.02%             | 2026-08-10      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Banco Santander SA                                     | Banco Santander SA                                                                      | CUSIP: 05964HAE5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $199413.61    | 0.03%             | 2023-02-23      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Ascent Resources Utica Holdings LLC                    | Ascent Resources Utica Holdings LLC, 2nd Lien Term Loan                                 | CUSIP: 04364XAA7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     46000 | PA      | $48484.00     | 0.01%             | 2025-11-01      | Variable      | 12.94%                | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                   | Charter Communications Operating LLC                                                    | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $61401.76     | 0.01%             | 2048-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                     | Energy Transfer LP                                                                      | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    160000 | PA      | $127828.93    | 0.02%             | 2050-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                       | CSC Holdings LLC                                                                        | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    246000 | PA      | $170678.25    | 0.02%             | 2031-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Ashland LLC                                            | Ashland LLC                                                                             | CUSIP: 04433LAA0<br>LEI: 6O4MRU8C1MS0K34UQF79 | Long             | DBT              | CORP              | US        |     82000 | PA      | $65540.21     | 0.01%             | 2031-09-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Air Canada Pass-Through Trust                          | Air Canada Pass-Through Trust, Series 2017-1, Class AA                                  | CUSIP: 00908PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     14314 | PA      | $12219.19     | 0.00%             | 2030-01-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                                     | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      2738 | NS      | $384693.21    | 0.05%             | 2023-01-18      | Fixed         | 12.22%                | No            | 2                  | On Loan: No      |
| Camelot US Acquisition 1 Co.                           | Camelot US Acquisition 1 Co., Term Loan                                                 | CUSIP: L2000AAC4<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    160154 | PA      | $157391.42    | 0.02%             | 2026-10-30      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| US Foods, Inc.                                         | US Foods, Inc., Term Loan B                                                             | CUSIP: 90351HAD0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |    167874 | PA      | $165965.54    | 0.02%             | 2026-09-13      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                  | Sumitomo Mitsui Financial Group, Inc.                                                   | CUSIP: 86562MBC3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $94000.47     | 0.01%             | 2028-07-19      | Fixed         | 3.94%                 | No            | 2                  | On Loan: No      |
| Digicel International Finance Ltd.                     | Digicel International Finance Ltd., 1st Lien Term Loan B                                | CUSIP: P3562BAD4<br>LEI: N/A                  | Long             | LON              | CORP              | LC        |    120322 | PA      | $100829.82    | 0.01%             | 2024-05-27      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| Hilton Worldwide Finance LLC                           | Hilton Worldwide Finance LLC, Term Loan B2                                              | CUSIP: 43289DAH6<br>LEI: 549300406TN7EY0NPH20 | Long             | LON              | CORP              | US        |     50665 | PA      | $50463.35     | 0.01%             | 2026-06-22      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Lamb Weston Holdings, Inc.                             | Lamb Weston Holdings, Inc.                                                              | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61587.50     | 0.01%             | 2028-05-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Zayo Group Holdings, Inc.                              | Zayo Group Holdings, Inc.                                                               | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    302000 | PA      | $223048.14    | 0.03%             | 2027-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SUNeVision Holdings Ltd.                               | SUNeVision Holdings Ltd.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    276000 | NS      | $148886.07    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                  | Elevance Health, Inc.                                                                   | CUSIP: 036752AK9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      1000 | PA      | $759.17       | 0.00%             | 2049-09-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Toyota Motor Credit Corp.                              | Toyota Motor Credit Corp.                                                               | CUSIP: 89236TGU3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    190000 | PA      | $159853.74    | 0.02%             | 2030-02-13      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                 | UBS AG                                                                                  | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     27849 | NS      | $327200.08    | 0.04%             | 2023-02-03      | Fixed         | 23.30%                | No            | 2                  | On Loan: No      |
| Expedia Group, Inc.                                    | Expedia Group, Inc.                                                                     | CUSIP: 30212PAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $75635.77     | 0.01%             | 2025-05-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Outfront Media Capital LLC                             | Outfront Media Capital LLC                                                              | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $42316.23     | 0.01%             | 2029-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                  | Elevance Health, Inc.                                                                   | CUSIP: 036752AV5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90996.17     | 0.01%             | 2025-10-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Murphy Oil Corp.                                       | Murphy Oil Corp.                                                                        | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3900.00      | 0.00%             | 2042-12-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| VICI Properties, Inc.                                  | VICI Properties, Inc.                                                                   | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     11613 | NS      | $376261.20    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| HealthEquity, Inc.                                     | HealthEquity, Inc.                                                                      | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    106000 | PA      | $92633.40     | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Camelot Finance SA                                     | Camelot Finance SA                                                                      | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     77000 | PA      | $72168.30     | 0.01%             | 2026-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Aviation Capital Group LLC                             | Aviation Capital Group LLC                                                              | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    495000 | PA      | $419344.83    | 0.05%             | 2026-09-20      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Allstate Corp. (The)                                   | Allstate Corp. (The), Series H                                                          | CUSIP: 020002838<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |     15000 | NS      | $297150.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| AZZ, Inc.                                              | AZZ, Inc., Term Loan                                                                    | CUSIP: 00247NAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     46906 | PA      | $46847.84     | 0.01%             | 2029-05-13      | Variable      | 8.67%                 | 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        |    990865 | PA      | $971638.42    | 0.13%             | 2057-08-25      | Variable      | 5.33%                 | No            | 2                  | On Loan: No      |
| Global Payments, Inc.                                  | Global Payments, Inc.                                                                   | CUSIP: 891906AC3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48649.25     | 0.01%             | 2026-04-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                               | UnitedHealth Group, Inc.                                                                | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    105000 | PA      | $98325.11     | 0.01%             | 2045-07-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Constellation Renewables LLC                           | Constellation Renewables LLC, Term Loan                                                 | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |    146885 | PA      | $145294.05    | 0.02%             | 2027-12-15      | Variable      | 7.24%                 | No            | 2                  | On Loan: No      |
| Sempra Energy                                          | Sempra Energy                                                                           | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123006.55    | 0.02%             | 2038-02-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| UPC Financing Partnership                              | UPC Financing Partnership, Facility Term Loan AX                                        | CUSIP: N9000DAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     73605 | PA      | $71764.88     | 0.01%             | 2029-01-31      | Variable      | 7.24%                 | No            | 2                  | On Loan: No      |
| OLA Netherlands BV                                     | OLA Netherlands BV, Term Loan                                                           | CUSIP: 67935LAB8<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    125780 | PA      | $118233.17    | 0.02%             | 2026-12-15      | Variable      | 10.67%                | No            | 3                  | On Loan: No      |
| Chobani LLC                                            | Chobani LLC, Term Loan                                                                  | CUSIP: 17026YAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    350223 | PA      | $342634.00    | 0.04%             | 2027-10-25      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| Warehouses De Pauw CVA                                 | Warehouses De Pauw CVA                                                                  | CUSIP: N/A<br>LEI: 549300HWDYC5JXC85138       | Long             | EC               | CORP              | BE        |      6417 | NS      | $183826.44    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| TotalEnergies Capital International SA                 | TotalEnergies Capital International SA                                                  | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     28000 | PA      | $19774.05     | 0.00%             | 2050-05-29      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| UFC Holdings LLC                                       | UFC Holdings LLC, 1st Lien Term Loan B3                                                 | CUSIP: 90266UAJ2<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |     93314 | PA      | $91966.65     | 0.01%             | 2026-04-29      | Variable      | 7.11%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                     | Energy Transfer LP                                                                      | CUSIP: 86765BAN9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    600000 | PA      | $589199.59    | 0.08%             | 2024-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                      | Lowe's Cos., Inc.                                                                       | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    560000 | PA      | $525707.83    | 0.07%             | 2027-04-01      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Public Service Co. of Colorado                         | Public Service Co. of Colorado                                                          | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16095.59     | 0.00%             | 2051-01-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                                   | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133354.50    | 0.02%             | 2026-10-24      | Variable      | 1.20%                 | No            | 2                  | On Loan: No      |
| Spirit Loyalty Cayman Ltd.                             | Spirit Loyalty Cayman Ltd.                                                              | CUSIP: 84859BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     46000 | PA      | $46235.98     | 0.01%             | 2025-09-20      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Comstock Resources, Inc.                               | Comstock Resources, Inc.                                                                | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     57000 | PA      | $51442.50     | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Canadian Pacific Railway Co.                           | Canadian Pacific Railway Co.                                                            | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $82928.78     | 0.01%             | 2041-12-02      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Frontier Communications Holdings LLC                   | Frontier Communications Holdings LLC, Term Loan B                                       | CUSIP: 35906EAQ3<br>LEI: 549300ZCZ76HYCS0H445 | Long             | LON              | CORP              | US        |    128803 | PA      | $122593.45    | 0.02%             | 2028-05-01      | Variable      | 8.50%                 | No            | 2                  | On Loan: No      |
| Booz Allen Hamilton, Inc.                              | Booz Allen Hamilton, Inc.                                                               | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     26000 | PA      | $22883.74     | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Pattern Energy Operations LP                           | Pattern Energy Operations LP                                                            | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $98629.79     | 0.01%             | 2028-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Zurich Insurance Group AG                              | Zurich Insurance Group AG                                                               | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |      3071 | NS      | $1468175.52   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Carnival Corp.                                         | Carnival Corp., Term Loan                                                               | CUSIP: P2121YAN8<br>LEI: N/A                  | Long             | LON              | CORP              | PA        |    149558 | PA      | $142987.73    | 0.02%             | 2025-06-30      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| JP Morgan Structured Products BV                       | JP Morgan Structured Products BV, Series MTNR                                           | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       752 | NS      | $75880.21     | 0.01%             | 2023-02-08      | Fixed         | 12.34%                | No            | 2                  | On Loan: No      |
| Ascend Learning LLC                                    | Ascend Learning LLC, 2nd Lien Term Loan                                                 | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    113000 | PA      | $96473.75     | 0.01%             | 2029-12-10      | Variable      | 10.13%                | No            | 2                  | On Loan: No      |
| Georgia-Pacific LLC                                    | Georgia-Pacific LLC                                                                     | CUSIP: 37331NAJ0<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    310000 | PA      | $283149.71    | 0.04%             | 2025-09-30      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| FedEx Corp.                                            | FedEx Corp.                                                                             | CUSIP: 31428XBV7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35298.47     | 0.00%             | 2029-08-05      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Churchill Downs, Inc.                                  | Churchill Downs, Inc., Term Loan B                                                      | CUSIP: 17148PAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     66810 | PA      | $66086.45     | 0.01%             | 2028-03-17      | Variable      | 6.39%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                     | T-Mobile USA, Inc.                                                                      | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9058.15      | 0.00%             | 2030-04-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Scientific Games International, Inc.                   | Scientific Games International, Inc.                                                    | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25920.00     | 0.00%             | 2029-11-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                            | Amgen, Inc.                                                                             | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    130000 | PA      | $115293.62    | 0.02%             | 2053-03-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BlackRock Liquidity Funds                              | T-Fund, Institutional Class                                                             | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |  27845026 | NS      | $27845025.65  | 3.64%             |  |  |  | No            | 1                  | On Loan: No      |
| Canadian Pacific Railway Co.                           | Canadian Pacific Railway Co.                                                            | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $114289.65    | 0.01%             | 2051-12-02      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Gates Global LLC                                       | Gates Global LLC                                                                        | CUSIP: 36740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $51145.00     | 0.01%             | 2026-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Hawaiian Brand Intellectual Property Ltd.              | Hawaiian Brand Intellectual Property Ltd.                                               | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     60000 | PA      | $54300.00     | 0.01%             | 2026-01-20      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                            | Amgen, Inc.                                                                             | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    143000 | PA      | $113137.46    | 0.01%             | 2062-02-22      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| SRS Distribution, Inc.                                 | SRS Distribution, Inc.                                                                  | CUSIP: 78471RAD8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5570.97      | 0.00%             | 2029-12-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CMS Energy Corp.                                       | CMS Energy Corp.                                                                        | CUSIP: 125896BS8<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92711.60     | 0.01%             | 2027-08-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                   | Charter Communications Operating LLC                                                    | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $275999.11    | 0.04%             | 2049-07-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Chart Industries, Inc.                                 | Chart Industries, Inc.                                                                  | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22563.42     | 0.00%             | 2031-01-01      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Sensata Technologies BV                                | Sensata Technologies BV                                                                 | CUSIP: 81725WAJ2<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |      4000 | PA      | $3906.44      | 0.00%             | 2025-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Enel Finance International NV                          | Enel Finance International NV                                                           | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    695000 | PA      | $598923.94    | 0.08%             | 2026-07-12      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                       | Boeing Co. (The)                                                                        | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $545137.58    | 0.07%             | 2026-02-04      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.       | American Builders & Contractors Supply Co., Inc., Term Loan                             | CUSIP: 02474RAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    140847 | PA      | $139489.33    | 0.02%             | 2027-01-15      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| Arches Buyer, Inc.                                     | Arches Buyer, Inc.                                                                      | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27373.55     | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Rockies Express Pipeline LLC                           | Rockies Express Pipeline LLC                                                            | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16152.30     | 0.00%             | 2029-07-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| BlackRock Allocation Target Shares                     | Series A Portfolio                                                                      | CUSIP: 092480706<br>LEI: 5493001N6IPQ853IL862 | Long             |  | RF                | US        |   6885757 | NS      | $62729249.52  | 8.21%             |  |  |  | No            | N/A                | On Loan: No      |
| CARLYLE US CLO Ltd.                                    | CARLYLE US CLO Ltd., Series 2017-1A, Class A2R                                          | CUSIP: 14314BAN7<br>LEI: 549300VZ0HS3D307K776 | Long             | ABS-CBDO         | CORP              | KY        |    675000 | PA      | $643801.97    | 0.08%             | 2031-04-20      | Floating      | 5.84%                 | No            | 2                  | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                     | Nationstar Mortgage Holdings, Inc.                                                      | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $32655.00     | 0.00%             | 2031-11-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Envision Healthcare Corp.                              | Envision Healthcare Corp., Term Loan                                                    | CUSIP: 29373UAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     51399 | PA      | $45551.99     | 0.01%             | 2027-03-31      | Variable      | 12.61%                | No            | 2                  | On Loan: No      |
| Burlington Northern Santa Fe LLC                       | Burlington Northern Santa Fe LLC                                                        | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $57423.98     | 0.01%             | 2050-02-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Dominion Energy, Inc.                                  | Dominion Energy, Inc., Series A                                                         | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133539.48    | 0.02%             | 2026-04-15      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| Intel Corp.                                            | Intel Corp.                                                                             | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     35000 | PA      | $24438.40     | 0.00%             | 2041-08-12      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The), Series T                                               | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    600000 | PA      | $488821.03    | 0.06%             | 2026-05-10      | Variable      | 3.80%                 | No            | 2                  | On Loan: No      |
| QUALCOMM, Inc.                                         | QUALCOMM, Inc.                                                                          | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    129000 | PA      | $110922.86    | 0.01%             | 2047-05-20      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Radiate Holdco LLC                                     | Radiate Holdco LLC                                                                      | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $144560.18    | 0.02%             | 2028-09-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| GYP Holdings III Corp.                                 | GYP Holdings III Corp.                                                                  | CUSIP: 36261NAA5<br>LEI: 549300055I1KJWZH9690 | Long             | DBT              | CORP              | US        |     67000 | PA      | $54703.34     | 0.01%             | 2029-05-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Waste Pro USA, Inc.                                    | Waste Pro USA, Inc.                                                                     | CUSIP: 94107JAA1<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    129000 | PA      | $113919.90    | 0.01%             | 2026-02-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Kaiser Aluminum Corp.                                  | Kaiser Aluminum Corp.                                                                   | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $65103.75     | 0.01%             | 2031-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Duke Energy Carolinas LLC                              | Duke Energy Carolinas LLC                                                               | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40000.25     | 0.01%             | 2048-03-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Texas Instruments, Inc.                                | Texas Instruments, Inc.                                                                 | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64911.46     | 0.01%             | 2028-02-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Specialty Building Products Holdings LLC               | Specialty Building Products Holdings LLC                                                | CUSIP: 84749AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $21739.32     | 0.00%             | 2026-09-30      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| KLA Corp.                                              | KLA Corp.                                                                               | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    288000 | PA      | $208553.50    | 0.03%             | 2050-03-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| AstraZeneca plc                                        | AstraZeneca plc                                                                         | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $11272.67     | 0.00%             | 2037-09-15      | Fixed         | 6.45%                 | 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        |   1053240 | PA      | $1060595.29   | 0.14%             | 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        |    105000 | PA      | $87908.77     | 0.01%             | 2028-07-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Blackstone Private Credit Fund                         | Blackstone Private Credit Fund                                                          | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    260000 | PA      | $218909.98    | 0.03%             | 2027-03-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Beacon Roofing Supply, Inc.                            | Beacon Roofing Supply, Inc.                                                             | CUSIP: 073685AH2<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     44000 | PA      | $36563.62     | 0.00%             | 2029-05-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                                     | CUSIP: 83368JFA3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $400500.00    | 0.05%             | 2025-09-29      | Variable      | 8.00%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                     | Energy Transfer LP                                                                      | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    205000 | PA      | $203345.65    | 0.03%             | 2028-02-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Caesars Resort Collection LLC                          | Caesars Resort Collection LLC, Term Loan B                                              | CUSIP: 12769LAB5<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |    136061 | PA      | $135630.14    | 0.02%             | 2024-12-23      | Variable      | 7.13%                 | No            | 2                  | On Loan: No      |
| Ken Garff Automotive LLC                               | Ken Garff Automotive LLC                                                                | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $32624.59     | 0.00%             | 2028-09-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV, Series CD03                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      6334 | NS      | $103440.91    | 0.01%             | 2023-02-16      | Floating      | 13.51%                | No            | 2                  | On Loan: No      |
| Halliburton Co.                                        | Halliburton Co.                                                                         | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     85000 | PA      | $75262.95     | 0.01%             | 2045-11-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Life Time, Inc.                                        | Life Time, Inc.                                                                         | CUSIP: 53190FAC9<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |     63000 | PA      | $56542.50     | 0.01%             | 2026-04-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The)                                                         | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    824000 | PA      | $669071.96    | 0.09%             | 2033-02-24      | Variable      | 3.10%                 | No            | 2                  | On Loan: No      |
| Gilbert Park CLO Ltd.                                  | Gilbert Park CLO Ltd., Series 2017-1A, Class A                                          | CUSIP: 375415AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $742608.83    | 0.10%             | 2030-10-15      | Floating      | 5.27%                 | No            | 2                  | On Loan: No      |
| Consolidated Communications, Inc.                      | Consolidated Communications, Inc., Term Loan B1                                         | CUSIP: 20903EBB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34264 | PA      | $30145.44     | 0.00%             | 2027-10-02      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                     | Crown Castle, Inc.                                                                      | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42495.27     | 0.01%             | 2029-02-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Edison International                                   | Edison International, Series B                                                          | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     47000 | PA      | $39289.63     | 0.01%             | 2026-12-15      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan, Inc.                                    | Kinder Morgan, Inc.                                                                     | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     31000 | PA      | $28740.58     | 0.00%             | 2033-02-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| General Motors Co.                                     | General Motors Co.                                                                      | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50885.50     | 0.01%             | 2025-10-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Liberty Mutual Group, Inc.                             | Liberty Mutual Group, Inc.                                                              | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    400000 | PA      | $325840.01    | 0.04%             | 2051-12-15      | Variable      | 4.12%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                      | HSBC Holdings plc                                                                       | CUSIP: 404280BZ1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $194425.54    | 0.03%             | 2025-03-11      | Variable      | 3.80%                 | No            | 2                  | On Loan: No      |
| Alliant Holdings Intermediate LLC                      | Alliant Holdings Intermediate LLC                                                       | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    264000 | PA      | $236445.70    | 0.03%             | 2027-10-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Sovos Brands Intermediate, Inc.                        | Sovos Brands Intermediate, Inc., 1st Lien Term Loan                                     | CUSIP: 84611UAH1<br>LEI: 549300LNTCFBIDJ7R637 | Long             | LON              | CORP              | US        |    142841 | PA      | $138794.67    | 0.02%             | 2028-06-08      | Variable      | 7.91%                 | No            | 2                  | On Loan: No      |
| Assura plc                                             | Assura plc                                                                              | CUSIP: N/A<br>LEI: 21380026T19N2Y52XF72       | Long             | EC               | CORP              | GB        |    467932 | NS      | $308592.84    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| AIT Worldwide Logistics Holdings, Inc.                 | AIT Worldwide Logistics Holdings, Inc., 1st Lien Term Loan                              | CUSIP: 00145AAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79890 | PA      | $73099.35     | 0.01%             | 2028-04-06      | Variable      | 8.49%                 | No            | 2                  | On Loan: No      |
| Bardot CLO Ltd.                                        | Bardot CLO Ltd., Series 2019-2A, Class CR                                               | CUSIP: 06744NBL0<br>LEI: 549300KP12IHV6MTDK86 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $936900.60    | 0.12%             | 2032-10-22      | Floating      | 6.22%                 | No            | 2                  | On Loan: No      |
| Frontier Communications Holdings LLC                   | Frontier Communications Holdings LLC                                                    | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $69642.75     | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                          | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $973730.22    | 0.13%             | 2027-05-04      | Variable      | 1.59%                 | No            | 2                  | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                          | Estee Lauder Cos., Inc. (The), Class A                                                  | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      3271 | NS      | $811567.81    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Metropolitan Life Global Funding I                     | Metropolitan Life Global Funding I                                                      | CUSIP: 59217GEW5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    230000 | PA      | $220506.18    | 0.03%             | 2025-03-21      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co.                                                                       | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70494.55     | 0.01%             | 2029-01-24      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV, Series F0UX                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      1204 | NS      | $452354.67    | 0.06%             | 2023-01-06      | Floating      | 11.88%                | No            | 2                  | On Loan: No      |
| Realogy Group LLC                                      | Realogy Group LLC                                                                       | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    132000 | PA      | $99843.48     | 0.01%             | 2029-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                     | General Motors Financial Co., Inc.                                                      | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    490000 | PA      | $431483.50    | 0.06%             | 2026-01-08      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| NatWest Group plc                                      | NatWest Group plc                                                                       | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    620000 | PA      | $645172.03    | 0.08%             | 2026-11-10      | Variable      | 7.47%                 | No            | 2                  | On Loan: No      |
| Naked Juice LLC                                        | Naked Juice LLC, 2nd Lien Term Loan                                                     | CUSIP: 62984CAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    193569 | PA      | $152253.63    | 0.02%             | 2030-01-24      | Variable      | 10.68%                | No            | 2                  | On Loan: No      |
| Kinder Morgan Energy Partners LP                       | Kinder Morgan Energy Partners LP                                                        | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63297.96     | 0.01%             | 2044-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Banco Nacional de Panama                               | Banco Nacional de Panama                                                                | CUSIP: 059626AC5<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |    300000 | PA      | $239493.75    | 0.03%             | 2030-08-11      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| MH Sub I LLC                                           | MH Sub I LLC, 1st Lien Term Loan                                                        | CUSIP: 45567YAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    218459 | PA      | $211984.28    | 0.03%             | 2024-09-13      | Variable      | 8.13%                 | No            | 2                  | On Loan: No      |
| Informatica LLC                                        | Informatica LLC, Term Loan                                                              | CUSIP: 45673YAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    261889 | PA      | $256389.78    | 0.03%             | 2028-10-27      | Variable      | 7.19%                 | No            | 2                  | On Loan: No      |
| Precision Medicine Group LLC                           | Precision Medicine Group LLC, Term Loan                                                 | CUSIP: 74028HAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    199292 | PA      | $184843.27    | 0.02%             | 2027-11-18      | Variable      | 7.73%                 | No            | 3                  | On Loan: No      |
| Fiserv, Inc.                                           | Fiserv, Inc.                                                                            | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32451.74     | 0.00%             | 2049-07-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Compass Group Diversified Holdings LLC                 | Compass Group Diversified Holdings LLC                                                  | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |     74000 | PA      | $63328.54     | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Ares XXXIR CLO Ltd.                                    | Ares XXXIR CLO Ltd., Series 2014-31RA, Class A2                                         | CUSIP: 04017TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $479982.15    | 0.06%             | 2030-05-24      | Floating      | 6.06%                 | No            | 2                  | On Loan: No      |
| Devon Energy Corp.                                     | Devon Energy Corp.                                                                      | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296859.17    | 0.04%             | 2027-10-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| American Airlines, Inc.                                | American Airlines, Inc.                                                                 | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    146000 | PA      | $156599.49    | 0.02%             | 2025-07-15      | Fixed         | 11.75%                | No            | 2                  | On Loan: No      |
| UBS AG                                                 | UBS AG                                                                                  | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |       893 | NS      | $349490.37    | 0.05%             | 2023-01-25      | Fixed         | 13.60%                | No            | 2                  | On Loan: No      |
| AES Corp. (The)                                        | AES Corp. (The)                                                                         | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    390000 | PA      | $346315.58    | 0.05%             | 2026-01-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| CNX Resources Corp.                                    | CNX Resources Corp.                                                                     | CUSIP: 12653CAG3<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     29000 | PA      | $42514.00     | 0.01%             | 2026-05-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Hilcorp Energy I LP                                    | Hilcorp Energy I LP                                                                     | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $64255.00     | 0.01%             | 2028-11-01      | Fixed         | 6.25%                 | 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        |    645312 | PA      | $591545.50    | 0.08%             | 2035-11-25      | Floating      | 5.09%                 | No            | 2                  | On Loan: No      |
| Enact Holdings, Inc.                                   | Enact Holdings, Inc.                                                                    | CUSIP: 37255LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $58881.60     | 0.01%             | 2025-08-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Consumers Energy Co.                                   | Consumers Energy Co.                                                                    | CUSIP: 210518DF0<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     80000 | PA      | $55529.31     | 0.01%             | 2050-08-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon Corp. (The)                    | Bank of New York Mellon Corp. (The)                                                     | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72383.17     | 0.01%             | 2028-10-25      | Variable      | 5.80%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                             | Progress Residential Trust, Series 2020-SFR2, Class A                                   | CUSIP: 74333LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    998766 | PA      | $917597.96    | 0.12%             | 2037-06-17      | Fixed         | 2.08%                 | No            | 2                  | On Loan: No      |
| Digital Realty Trust LP                                | Digital Realty Trust LP                                                                 | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30198.35     | 0.00%             | 2028-01-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The)                                                         | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    345000 | PA      | $332451.77    | 0.04%             | 2025-09-29      | Variable      | 3.27%                 | No            | 2                  | On Loan: No      |
| Weber                                                  | Weber-Stephen Products LLC, Term Loan B                                                 | CUSIP: 94767KAN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    238972 | PA      | $200736.35    | 0.03%             | 2027-10-30      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| Hilcorp Energy I LP                                    | Hilcorp Energy I LP                                                                     | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5335.66      | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Sirius XM Radio, Inc.                                  | Sirius XM Radio, Inc.                                                                   | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    142000 | PA      | $126087.48    | 0.02%             | 2026-09-01      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Phillips 66                                            | Phillips 66                                                                             | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    170000 | PA      | $117306.01    | 0.02%             | 2052-03-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Masonite International Corp.                           | Masonite International Corp.                                                            | CUSIP: 575385AD1<br>LEI: 549300H0H07ZFT4JYM32 | Long             | DBT              | CORP              | CA        |     23000 | PA      | $21266.03     | 0.00%             | 2028-02-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| White Cap Parent LLC                                   | White Cap Parent LLC                                                                    | CUSIP: 96351CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $73481.65     | 0.01%             | 2026-03-15      | Fixed         | 8.25%                 | 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      | $1455748.95   | 0.19%             | 2034-10-18      | Floating      | 5.39%                 | No            | 2                  | On Loan: No      |
| Fanatics Commerce Intermediate Holdco LLC              | Fanatics Commerce Intermediate Holdco LLC, Term Loan                                    | CUSIP: 30709UAB0<br>LEI: 254900YDIRBC66RGAG10 | Long             | LON              | CORP              | US        |     68776 | PA      | $67400.79     | 0.01%             | 2028-11-24      | Variable      | 7.63%                 | No            | 3                  | On Loan: No      |
| BNP Paribas SA                                         | BNP Paribas SA                                                                          | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $174805.17    | 0.02%             | 2027-01-13      | Variable      | 1.32%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                            | Allied Universal Holdco LLC                                                             | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $36600.00     | 0.00%             | 2026-07-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                  | NextEra Energy Capital Holdings, Inc.                                                   | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1032000 | PA      | $840919.84    | 0.11%             | 2082-03-15      | Variable      | 3.80%                 | No            | 2                  | On Loan: No      |
| AstraZeneca plc                                        | AstraZeneca plc                                                                         | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |     15265 | NS      | $2065650.37   | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| Trans Union LLC                                        | Trans Union LLC, Term Loan B5                                                           | CUSIP: 89334GAX2<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    145443 | PA      | $143235.48    | 0.02%             | 2026-11-16      | Variable      | 6.13%                 | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank UA                               | Cooperatieve Rabobank UA                                                                | CUSIP: 74977RDK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $218362.16    | 0.03%             | 2027-02-24      | Variable      | 1.11%                 | No            | 2                  | On Loan: No      |
| EnLink Midstream Partners LP                           | EnLink Midstream Partners LP                                                            | CUSIP: 29336UAG2<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     27000 | PA      | $21687.75     | 0.00%             | 2047-06-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Pikes Peak CLO 8                                       | Pikes Peak CLO 8, Series 2021-8A, Class B                                               | CUSIP: 72133CAC6<br>LEI: 549300NJA5BS4BQQJL72 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $479278.05    | 0.06%             | 2034-07-20      | Floating      | 5.99%                 | No            | 2                  | On Loan: No      |
| NXP BV                                                 | NXP BV                                                                                  | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $271644.38    | 0.04%             | 2031-05-11      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV, Series EMU2                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      1162 | NS      | $447675.70    | 0.06%             | 2023-01-25      | Floating      | 12.22%                | No            | 2                  | On Loan: No      |
| Sotheby's                                              | Sotheby's, Term Loan                                                                    | CUSIP: 08883CAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    196013 | PA      | $190769.73    | 0.02%             | 2027-01-15      | Variable      | 8.58%                 | No            | 2                  | On Loan: No      |
| Synchrony Financial                                    | Synchrony Financial                                                                     | CUSIP: 87165BAG8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     72000 | PA      | $69016.23     | 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      | $928177.30    | 0.12%             | 2034-10-30      | Floating      | 6.46%                 | No            | 2                  | On Loan: No      |
| OT Merger Corp.                                        | OT Merger Corp.                                                                         | CUSIP: 688777AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $23320.00     | 0.00%             | 2029-10-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                | CenterPoint Energy Houston Electric LLC, Series AG                                      | CUSIP: 15189XAX6<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86177.41     | 0.01%             | 2032-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corp.                                    | Union Pacific Corp.                                                                     | CUSIP: 907818EP9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    450000 | PA      | $418938.84    | 0.05%             | 2027-04-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Dun & Bradstreet Corp. (The)                           | Dun & Bradstreet Corp. (The), Term Loan                                                 | CUSIP: 26483NAN0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |    364232 | PA      | $360265.86    | 0.05%             | 2026-02-06      | Variable      | 7.64%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPMorgan Chase & Co.                                                                    | CUSIP: 46647PAY2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492541.46    | 0.06%             | 2024-12-05      | Variable      | 4.02%                 | No            | 2                  | On Loan: No      |
| Burlington Northern Santa Fe LLC                       | Burlington Northern Santa Fe LLC                                                        | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $60000.48     | 0.01%             | 2052-06-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                          | Equinix, Inc.                                                                           | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    333000 | PA      | $295851.59    | 0.04%             | 2032-04-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Graftech International Ltd.                            | Graftech International Ltd., Term Loan                                                  | CUSIP: 38431EAB4<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | LON              | CORP              | US        |     25106 | PA      | $24792.06     | 0.00%             | 2025-02-12      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| ERO Copper Corp.                                       | ERO Copper Corp.                                                                        | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $36253.13     | 0.00%             | 2030-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Paychex, Inc.                                          | Paychex, Inc.                                                                           | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |     11708 | NS      | $1352976.48   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| AbbVie, Inc.                                           | AbbVie, Inc.                                                                            | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85214.53     | 0.01%             | 2026-05-14      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| NatWest Group plc                                      | NatWest Group plc                                                                       | CUSIP: 780097BM2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $185499.31    | 0.02%             | 2029-11-01      | Variable      | 3.75%                 | No            | 2                  | On Loan: No      |
| Arko Corp.                                             | Arko Corp.                                                                              | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $35334.00     | 0.00%             | 2029-11-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp.                                        | Microsoft Corp.                                                                         | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      9989 | NS      | $2395561.98   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Mueller Water Products, Inc.                           | Mueller Water Products, Inc.                                                            | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |     39000 | PA      | $34271.25     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AZEK Co., Inc. (The)                                   | AZEK Co., Inc. (The)                                                                    | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Long             | EC               | CORP              | US        |        54 | NS      | $1097.28      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Credit Agricole SA                                     | Credit Agricole SA                                                                      | CUSIP: 225313AP0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    810000 | PA      | $649148.21    | 0.08%             | 2029-03-23      | Variable      | 4.75%                 | No            | 2                  | On Loan: No      |
| Burlington Northern Santa Fe LLC                       | Burlington Northern Santa Fe LLC                                                        | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $54586.24     | 0.01%             | 2051-09-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Mercedes-Benz Finance North America LLC                | Mercedes-Benz Finance North America LLC                                                 | CUSIP: 58769JAA5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    360000 | PA      | $362034.80    | 0.05%             | 2024-11-27      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Ryder System, Inc.                                     | Ryder System, Inc.                                                                      | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    135000 | PA      | $121864.97    | 0.02%             | 2027-03-01      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Baltimore Gas & Electric Co.                           | Baltimore Gas & Electric Co.                                                            | CUSIP: 059165EK2<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41909.00     | 0.01%             | 2048-09-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Corp.                                      | FirstEnergy Corp., Series B                                                             | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    185000 | PA      | $172095.96    | 0.02%             | 2027-07-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                               | Mizuho Markets Cayman LP                                                                | CUSIP: 6068FT804<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |      2550 | NS      | $185974.09    | 0.02%             | 2023-02-02      | Fixed         | 9.61%                 | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                               | Mizuho Markets Cayman LP                                                                | CUSIP: 6068FT838<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |       926 | NS      | $92811.12     | 0.01%             | 2023-02-10      | Fixed         | 16.31%                | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                       | Amazon.com, Inc.                                                                        | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    105000 | PA      | $86906.66     | 0.01%             | 2052-04-13      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                          | Comcast Corp.                                                                           | CUSIP: 20030NCA7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9232.20      | 0.00%             | 2028-02-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp.                                 | Tenet Healthcare Corp.                                                                  | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47640.00     | 0.01%             | 2030-06-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Gulf Stream Meridian 4 Ltd.                            | Gulf Stream Meridian 4 Ltd., Series 2021-4A, Class A1                                   | CUSIP: 402562AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2434472.75   | 0.32%             | 2034-07-15      | Floating      | 5.28%                 | No            | 2                  | On Loan: No      |
| Norfolk Southern Corp.                                 | Norfolk Southern Corp.                                                                  | CUSIP: 655844BS6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    175000 | PA      | $163696.40    | 0.02%             | 2026-06-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| EyeCare Partners LLC                                   | EyeCare Partners LLC, 1st Lien Term Loan                                                | CUSIP: 30233PAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     86873 | PA      | $72843.08     | 0.01%             | 2028-11-15      | Variable      | 8.48%                 | No            | 2                  | On Loan: No      |
| Icahn Enterprises LP                                   | Icahn Enterprises LP                                                                    | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $32046.00     | 0.00%             | 2027-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CenterPoint Energy Resources Corp.                     | CenterPoint Energy Resources Corp.                                                      | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     55000 | PA      | $43360.83     | 0.01%             | 2030-10-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| HAT Holdings I LLC                                     | HAT Holdings I LLC                                                                      | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $58209.60     | 0.01%             | 2026-06-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| FedEx Corp.                                            | FedEx Corp.                                                                             | CUSIP: 31428XBG0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    195000 | PA      | $158197.06    | 0.02%             | 2046-04-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| LABL, Inc.                                             | LABL, Inc., Term Loan                                                                   | CUSIP: 50168EAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     72096 | PA      | $68240.79     | 0.01%             | 2028-10-29      | Variable      | 9.38%                 | No            | 2                  | On Loan: No      |
| Home Depot, Inc. (The)                                 | Home Depot, Inc. (The)                                                                  | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    120000 | PA      | $108814.50    | 0.01%             | 2048-12-06      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| VMware, Inc.                                           | VMware, Inc.                                                                            | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    460000 | PA      | $401012.61    | 0.05%             | 2026-08-15      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| Ford Motor Co.                                         | Ford Motor Co.                                                                          | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37497.09     | 0.00%             | 2032-02-12      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Vodafone Group plc                                     | Vodafone Group plc                                                                      | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    515000 | PA      | $517796.45    | 0.07%             | 2079-04-04      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                             | AT&T, Inc.                                                                              | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    270000 | PA      | $180155.79    | 0.02%             | 2055-09-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| NXP BV                                                 | NXP BV                                                                                  | CUSIP: 62954HAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $187850.00    | 0.02%             | 2025-05-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Vmed O2 UK Financing I plc                             | Vmed O2 UK Financing I plc                                                              | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $162470.00    | 0.02%             | 2031-07-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The)                                                         | CUSIP: 38141GWT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    445000 | PA      | $443883.81    | 0.06%             | 2023-02-23      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Churchill Downs, Inc.                                  | Churchill Downs, Inc., Facility Term Loan B                                             | CUSIP: 17148PAD3<br>LEI: 529900FODTBQC8MIS994 | Long             | LON              | CORP              | US        |    106918 | PA      | $106650.97    | 0.01%             | 2024-12-27      | Variable      | 6.39%                 | No            | 2                  | On Loan: No      |
| Midwest Gaming Borrower LLC                            | Midwest Gaming Borrower LLC                                                             | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $50200.99     | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                     | Altria Group, Inc.                                                                      | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     35000 | PA      | $21921.22     | 0.00%             | 2051-02-04      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Telenet Finance Luxembourg Notes SARL                  | Telenet Finance Luxembourg Notes SARL                                                   | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $180000.00    | 0.02%             | 2028-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Prologis, Inc.                                         | Prologis, Inc.                                                                          | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      3300 | NS      | $372009.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadcom, Inc.                                         | Broadcom, Inc.                                                                          | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    109000 | PA      | $87386.14     | 0.01%             | 2033-04-15      | Fixed         | 3.42%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)               | PNC Financial Services Group, Inc. (The)                                                | CUSIP: 693475AP0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    430000 | PA      | $424730.50    | 0.06%             | 2024-04-29      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Interstate Power and Light Co.                         | Interstate Power and Light Co.                                                          | CUSIP: 461070AR5<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17802.27     | 0.00%             | 2049-09-30      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Danske Bank A/S                                        | Danske Bank A/S                                                                         | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |    725000 | PA      | $686937.50    | 0.09%             | 2025-06-26      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| B&G Foods, Inc.                                        | B&G Foods, Inc., Term Loan B4                                                           | CUSIP: 05508TAU6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     24341 | PA      | $22919.84     | 0.00%             | 2026-10-10      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| Hostess Brands LLC                                     | Hostess Brands LLC, 1st Lien Term Loan B                                                | CUSIP: 44108HAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    133207 | PA      | $132651.41    | 0.02%             | 2025-08-03      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| General Mills, Inc.                                    | General Mills, Inc.                                                                     | CUSIP: 370334CS1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125311.24    | 0.02%             | 2025-11-18      | Fixed         | 5.24%                 | No            | 2                  | On Loan: No      |
| CHG Healthcare Services, Inc.                          | CHG Healthcare Services, Inc., 1st Lien Term Loan                                       | CUSIP: 12541HAT0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    137552 | PA      | $134342.69    | 0.02%             | 2028-09-29      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                           | AbbVie, Inc.                                                                            | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136629.26    | 0.02%             | 2048-11-14      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| GSK Consumer Healthcare Capital UK plc                 | GSK Consumer Healthcare Capital UK plc                                                  | CUSIP: 36264NAB0<br>LEI: 5493004B26DRJNN0OV17 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $237748.65    | 0.03%             | 2025-03-24      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Aramark Intermediate HoldCo Corp.                      | Aramark Intermediate HoldCo Corp., Term Loan B3                                         | CUSIP: 03852JAL5<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |     43000 | PA      | $42664.17     | 0.01%             | 2025-03-11      | Variable      | 6.13%                 | No            | 2                  | On Loan: No      |
| Mercury Borrower, Inc.                                 | Mercury Borrower, Inc., 2nd Lien Term Loan                                              | CUSIP: 03836BAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     53055 | PA      | $46069.62     | 0.01%             | 2029-08-02      | Variable      | 10.25%                | No            | 2                  | On Loan: No      |
| Mattel, Inc.                                           | Mattel, Inc.                                                                            | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9661.58      | 0.00%             | 2029-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc.                                                                         | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    190000 | PA      | $149998.27    | 0.02%             | 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        |    960000 | PA      | $869308.20    | 0.11%             | 2028-12-20      | Variable      | 3.42%                 | No            | 2                  | On Loan: No      |
| Clean Harbors, Inc.                                    | Clean Harbors, Inc.                                                                     | CUSIP: 184496AN7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     51000 | PA      | $48322.50     | 0.01%             | 2027-07-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Vodafone Group plc                                     | Vodafone Group plc                                                                      | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     76000 | PA      | $66935.45     | 0.01%             | 2048-05-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Arconic Corp.                                          | Arconic Corp.                                                                           | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37530.60     | 0.00%             | 2028-02-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO Ltd.                             | Anchorage Capital CLO Ltd., Series 2018-10A, Class A1A                                  | CUSIP: 03331JAA0<br>LEI: 549300PXQERPW8QV9145 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $492000.15    | 0.06%             | 2031-10-15      | Floating      | 5.28%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                           | Verizon Communications, Inc.                                                            | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    130000 | PA      | $89466.17     | 0.01%             | 2041-09-03      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                                   | CUSIP: 06051GGZ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    650000 | PA      | $619763.00    | 0.08%             | 2026-01-23      | Variable      | 3.37%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                 | UBS AG                                                                                  | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      1491 | NS      | $355599.11    | 0.05%             | 2023-01-26      | Fixed         | 12.60%                | No            | 2                  | On Loan: No      |
| MH Sub I LLC                                           | MH Sub I LLC, 2nd Lien Term Loan                                                        | CUSIP: 55303BAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    252491 | PA      | $225032.60    | 0.03%             | 2029-02-23      | Variable      | 10.65%                | No            | 2                  | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                  | Alexandria Real Estate Equities, Inc.                                                   | CUSIP: 015271AU3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    185000 | PA      | $180230.20    | 0.02%             | 2030-12-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Spectrum Brands, Inc.                                  | Spectrum Brands, Inc.                                                                   | CUSIP: 84762LAU9<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5932.11      | 0.00%             | 2025-07-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Rogers Communications, Inc.                            | Rogers Communications, Inc.                                                             | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $8629.54      | 0.00%             | 2032-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| TMK Hawk Parent Corp.                                  | TMK Hawk Parent Corp., Term Loan B                                                      | CUSIP: 87258WAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    119253 | PA      | $60819.26     | 0.01%             | 2024-08-28      | Variable      | 8.26%                 | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                               | Mizuho Markets Cayman LP                                                                | CUSIP: 6068FW815<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |      4636 | NS      | $246176.17    | 0.03%             | 2023-01-23      | Fixed         | 12.75%                | No            | 2                  | On Loan: No      |
| EQM Midstream Partners LP                              | EQM Midstream Partners LP                                                               | CUSIP: 26885BAK6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14278.76     | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp., Series RR                                                        | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    650000 | PA      | $550505.03    | 0.07%             | 2027-01-27      | Variable      | 4.38%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                            | Apple, Inc.                                                                             | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    385000 | PA      | $253807.69    | 0.03%             | 2051-08-05      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC                             | AerCap Ireland Capital DAC                                                              | CUSIP: 00774MAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1410000 | PA      | $1342854.05   | 0.18%             | 2025-01-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                          | Comcast Corp.                                                                           | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130336.64    | 0.02%             | 2032-11-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| San Diego Gas & Electric Co.                           | San Diego Gas & Electric Co.                                                            | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     75000 | PA      | $50652.62     | 0.01%             | 2051-08-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Central Parent, Inc.                                   | Central Parent, Inc.                                                                    | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     98000 | PA      | $95855.94     | 0.01%             | 2029-06-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| TE Connectivity Ltd.                                   | TE Connectivity Ltd.                                                                    | CUSIP: N/A<br>LEI: 894500ZRIX9K13RHXR17       | Long             | EC               | CORP              | CH        |     12347 | NS      | $1417435.60   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Metis Merger Sub LLC                                   | Metis Merger Sub LLC                                                                    | CUSIP: 59155LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $41974.14     | 0.01%             | 2029-05-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| MFRA Trust                                             | MFRA Trust, Series 2022-CHM1, Class A1                                                  | CUSIP: 552758AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    787706 | PA      | $737039.76    | 0.10%             | 2056-09-25      | Variable      | 3.88%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc                                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      6972 | NS      | $910577.45    | 0.12%             | 2023-01-26      | Fixed         | 7.98%                 | No            | 2                  | On Loan: No      |
| Spectrum Brands, Inc.                                  | Spectrum Brands, Inc.                                                                   | CUSIP: 84762LAV7<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19039.38     | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Time Warner Cable LLC                                  | Time Warner Cable LLC                                                                   | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     37000 | PA      | $27087.87     | 0.00%             | 2042-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                  | NextEra Energy Capital Holdings, Inc.                                                   | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    140000 | PA      | $123907.96    | 0.02%             | 2027-01-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| DISH DBS Corp.                                         | DISH DBS Corp.                                                                          | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $52253.91     | 0.01%             | 2029-06-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Colgate Energy Partners III LLC                        | Colgate Energy Partners III LLC                                                         | CUSIP: 19416MAB5<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |     63000 | PA      | $54108.22     | 0.01%             | 2029-07-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| PPL Electric Utilities Corp.                           | PPL Electric Utilities Corp.                                                            | CUSIP: 69351UAU7<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20228.62     | 0.00%             | 2047-06-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                   | Charter Communications Operating LLC                                                    | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99000 | PA      | $96503.75     | 0.01%             | 2035-10-23      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                      | HSBC Holdings plc                                                                       | CUSIP: 404280CE7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $234783.41    | 0.03%             | 2025-11-07      | Variable      | 2.63%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                                   | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47469.60     | 0.01%             | 2033-07-22      | Variable      | 5.01%                 | No            | 2                  | On Loan: No      |
| TransCanada PipeLines Ltd.                             | TransCanada PipeLines Ltd.                                                              | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $22866.05     | 0.00%             | 2039-01-15      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Magenta Buyer LLC                                      | Magenta Buyer LLC, 1st Lien Term Loan                                                   | CUSIP: 55910RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    161881 | PA      | $137800.90    | 0.02%             | 2028-07-27      | Variable      | 9.17%                 | No            | 2                  | On Loan: No      |
| Sunoco LP                                              | Sunoco LP                                                                               | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $20834.90     | 0.00%             | 2028-03-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                          | Centene Corp.                                                                           | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    447000 | PA      | $349765.48    | 0.05%             | 2031-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Discover Bank                                          | Discover Bank                                                                           | CUSIP: 25466AAD3<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248373.03    | 0.03%             | 2023-08-08      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| American Express Co.                                   | American Express Co.                                                                    | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1198000 | PA      | $984157.00    | 0.13%             | 2026-09-15      | Variable      | 3.55%                 | No            | 2                  | On Loan: No      |
| Public Service Co. of Colorado                         | Public Service Co. of Colorado                                                          | CUSIP: 744448CN9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47253.46     | 0.01%             | 2047-06-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Surgery Center Holdings, Inc.                          | Surgery Center Holdings, Inc.                                                           | CUSIP: 86881WAD4<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    127000 | PA      | $129222.50    | 0.02%             | 2027-04-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                  | Sumitomo Mitsui Financial Group, Inc.                                                   | CUSIP: 86562MBT6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    450000 | PA      | $427747.87    | 0.06%             | 2024-09-27      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Restoration Hardware, Inc.                             | Restoration Hardware, Inc., Term Loan                                                   | CUSIP: 76133MAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     72829 | PA      | $66838.79     | 0.01%             | 2028-10-20      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| CSX Corp.                                              | CSX Corp.                                                                               | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42187.26     | 0.01%             | 2032-11-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Hartford Financial Services Group, Inc. (The)          | Hartford Financial Services Group, Inc. (The)                                           | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9428.67      | 0.00%             | 2051-09-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Canyon Capital CLO Ltd.                                | Canyon Capital CLO Ltd., Series 2016-1A, Class CR                                       | CUSIP: 13887PAP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $938392.20    | 0.12%             | 2031-07-15      | Floating      | 5.98%                 | No            | 2                  | On Loan: No      |
| Santander UK Group Holdings plc                        | Santander UK Group Holdings plc                                                         | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $256187.82    | 0.03%             | 2028-01-11      | Variable      | 2.47%                 | 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        |     32208 | PA      | $31214.69     | 0.00%             | 2027-11-24      | Variable      | 8.14%                 | No            | 2                  | On Loan: No      |
| Netflix, Inc.                                          | Netflix, Inc.                                                                           | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    350000 | PA      | $337955.23    | 0.04%             | 2028-04-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                                   | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     91000 | PA      | $87901.39     | 0.01%             | 2026-10-22      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Peloton Interactive, Inc.                              | Peloton Interactive, Inc., Term Loan                                                    | CUSIP: 70614EAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84575 | PA      | $82953.70     | 0.01%             | 2027-05-25      | Variable      | 11.76%                | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | BNP Paribas SA                                                                          | CUSIP: 05565ASK0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1750000 | PA      | $1352050.82   | 0.18%             | 2031-02-25      | Variable      | 4.62%                 | No            | 2                  | On Loan: No      |
| Prologis LP                                            | Prologis LP                                                                             | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43503.32     | 0.01%             | 2029-11-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Shell International Finance BV                         | Shell International Finance BV                                                          | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     15000 | PA      | $10156.76     | 0.00%             | 2051-11-26      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                     | Energy Transfer LP, Series G                                                            | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1377750.00   | 0.18%             | 2030-05-15      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                                     | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $324054.71    | 0.04%             | 2030-11-18      | Variable      | 5.38%                 | No            | 2                  | On Loan: No      |
| Standard Industries, Inc.                              | Standard Industries, Inc., Term Loan                                                    | CUSIP: 85350EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    109882 | PA      | $108430.48    | 0.01%             | 2028-09-22      | Variable      | 6.43%                 | No            | 2                  | On Loan: No      |
| Greywolf CLO VII Ltd.                                  | Greywolf CLO VII Ltd., Series 2018-2A, Class A1                                         | CUSIP: 39809AAA6<br>LEI: 5493005EEKUYF0Q6Z361 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $491893.25    | 0.06%             | 2031-10-20      | Floating      | 5.40%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | U.S. Treasury 5 Year Note                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       944 | NC      | $-1259956.40  | -0.16%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                          | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1141312.63   | 0.15%             | 2028-04-20      | Variable      | 4.21%                 | No            | 2                  | On Loan: No      |
| Pilot Travel Centers LLC                               | Pilot Travel Centers LLC, Term Loan B                                                   | CUSIP: 72165NBH1<br>LEI: 549300115UILLXNE1Z49 | Long             | LON              | CORP              | US        |    150588 | PA      | $148667.51    | 0.02%             | 2028-08-04      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPMorgan Chase & Co.                                                                    | CUSIP: 46647PBH8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    535000 | PA      | $495172.37    | 0.06%             | 2026-03-13      | Variable      | 2.00%                 | No            | 2                  | On Loan: No      |
| Nucor Corp.                                            | Nucor Corp.                                                                             | CUSIP: 670346AX3<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    240000 | PA      | $234809.25    | 0.03%             | 2025-05-23      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Vistra Operations Co. LLC                              | Vistra Operations Co. LLC                                                               | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6496.65      | 0.00%             | 2027-07-31      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Wilsonart LLC                                          | Wilsonart LLC, Term Loan E                                                              | CUSIP: 97246FAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    193094 | PA      | $183342.70    | 0.02%             | 2026-12-31      | Variable      | 7.98%                 | No            | 2                  | On Loan: No      |
| Boston Properties, Inc.                                | Boston Properties, Inc.                                                                 | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      2894 | NS      | $195576.52    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                  | Alexandria Real Estate Equities, Inc.                                                   | CUSIP: 015271AP4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193395.09    | 0.03%             | 2026-04-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Simmons Foods, Inc.                                    | Simmons Foods, Inc.                                                                     | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $53727.47     | 0.01%             | 2029-03-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Lonza Group AG                                         | Lonza Group AG (Registered)                                                             | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |      2710 | NS      | $1330272.47   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Arcline FM Holdings LLC                                | Arcline FM Holdings LLC, 1st Lien Term Loan                                             | CUSIP: 03960DAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    136350 | PA      | $129305.21    | 0.02%             | 2028-06-23      | Variable      | 9.48%                 | No            | 2                  | On Loan: No      |
| Nucor Corp.                                            | Nucor Corp.                                                                             | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136573.25    | 0.02%             | 2027-05-23      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                          | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4646.33      | 0.00%             | 2026-04-28      | Variable      | 2.19%                 | No            | 2                  | On Loan: No      |
| Peraton Corp.                                          | Peraton Corp., 2nd Lien Term Loan B1                                                    | CUSIP: 71360HAG2<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     73084 | PA      | $69320.34     | 0.01%             | 2029-02-01      | Variable      | 12.09%                | No            | 2                  | On Loan: No      |
| Outfront Media Capital LLC                             | Outfront Media Capital LLC                                                              | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54000 | PA      | $48613.31     | 0.01%             | 2027-08-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XXXIII Ltd.                       | Madison Park Funding XXXIII Ltd., Series 2019-33A, Class CR                             | CUSIP: 55819JAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $944817.90    | 0.12%             | 2032-10-15      | Floating      | 6.06%                 | No            | 2                  | On Loan: No      |
| Skandinaviska Enskilda Banken AB                       | Skandinaviska Enskilda Banken AB                                                        | CUSIP: 83051GAR9<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $178524.00    | 0.02%             | 2025-09-02      | Fixed         | 0.85%                 | No            | 2                  | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                                                   | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     58000 | PA      | $43276.10     | 0.01%             | 2030-09-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Instructure Holdings, Inc.                             | Instructure Holdings, Inc., Term Loan                                                   | CUSIP: 45783UAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     68305 | PA      | $66938.90     | 0.01%             | 2028-10-30      | Variable      | 6.12%                 | No            | 3                  | On Loan: No      |
| Boston Properties LP                                   | Boston Properties LP                                                                    | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37200.54     | 0.00%             | 2031-01-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Rockcliff Energy II LLC                                | Rockcliff Energy II LLC                                                                 | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |     96000 | PA      | $87835.20     | 0.01%             | 2029-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| SIRVA Worldwide, Inc.                                  | SIRVA Worldwide, Inc., 1st Lien Term Loan                                               | CUSIP: 82968EAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     86890 | PA      | $76897.50     | 0.01%             | 2025-08-04      | Variable      | 9.94%                 | No            | 2                  | On Loan: No      |
| ACI Worldwide, Inc.                                    | ACI Worldwide, Inc.                                                                     | CUSIP: 004498AB7<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | DBT              | CORP              | US        |     93000 | PA      | $90093.75     | 0.01%             | 2026-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| United AirLines, Inc.                                  | United AirLines, Inc., Term Loan B                                                      | CUSIP: 90932RAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    315082 | PA      | $310532.31    | 0.04%             | 2028-04-21      | Variable      | 8.11%                 | 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      | $68506.90     | 0.01%             | 2029-04-23      | Variable      | 3.81%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                                    | CUSIP: 78016EZ59<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $144948.43    | 0.02%             | 2025-04-14      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Baltimore Gas & Electric Co.                           | Baltimore Gas & Electric Co.                                                            | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35172.65     | 0.00%             | 2049-09-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Stagwell Global LLC                                    | Stagwell Global LLC                                                                     | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $31334.04     | 0.00%             | 2029-08-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Battalion CLO XXII Ltd.                                | Battalion CLO XXII Ltd., Series 2021-22A, Class A                                       | CUSIP: 07134KAA7<br>LEI: 5493003R1TSL3IKE4V49 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $970748.70    | 0.13%             | 2035-01-20      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| WCG Purchaser Corp.                                    | WCG Purchaser Corp., 1st Lien Term Loan                                                 | CUSIP: 23343FAB0<br>LEI: 254900CEZYHAWVXDTS47 | Long             | LON              | CORP              | US        |    106473 | PA      | $96357.76     | 0.01%             | 2027-01-08      | Variable      | 8.37%                 | No            | 2                  | On Loan: No      |
| Penske Truck Leasing Co. LP                            | Penske Truck Leasing Co. LP                                                             | CUSIP: 709599BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $307140.49    | 0.04%             | 2027-11-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Milos CLO Ltd.                                         | Milos CLO Ltd., Series 2017-1A, Class BR                                                | CUSIP: 60162PAG7<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $966796.30    | 0.13%             | 2030-10-20      | Floating      | 5.79%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                                      | Johnson & Johnson                                                                       | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22150.62     | 0.00%             | 2036-03-01      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                   | Charter Communications Operating LLC                                                    | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $69308.39     | 0.01%             | 2033-04-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Allstate Corp. (The)                                   | Allstate Corp. (The), Series B                                                          | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235000.00    | 0.03%             | 2053-08-15      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| Graham Packaging Co., Inc.                             | Graham Packaging Co., Inc.                                                              | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8343.48      | 0.00%             | 2028-08-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Station Casinos LLC                                    | Station Casinos LLC                                                                     | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     79000 | PA      | $63371.69     | 0.01%             | 2031-12-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Dun & Bradstreet Corp. (The)                           | Dun & Bradstreet Corp. (The)                                                            | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |    102000 | PA      | $87287.83     | 0.01%             | 2029-12-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| 1011778 BC Unlimited Liability Co.                     | 1011778 BC Unlimited Liability Co., Term Loan B4                                        | CUSIP: C6901LAH0<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |    232122 | PA      | $227769.85    | 0.03%             | 2026-11-19      | Variable      | 6.14%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                             | Occidental Petroleum Corp.                                                              | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     58000 | PA      | $61971.26     | 0.01%             | 2031-05-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Caesars Entertainment, Inc.                            | Caesars Entertainment, Inc.                                                             | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    162000 | PA      | $157411.43    | 0.02%             | 2025-07-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| SRS Distribution, Inc.                                 | SRS Distribution, Inc.                                                                  | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |    127000 | PA      | $112581.71    | 0.01%             | 2028-07-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Mid-Atlantic Interstate Transmission LLC               | Mid-Atlantic Interstate Transmission LLC                                                | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $249369.34    | 0.03%             | 2028-05-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Fortress Transportation & Infrastructure Investors LLC | Fortress Transportation & Infrastructure Investors LLC                                  | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25593.30     | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| NXP BV                                                 | NXP BV                                                                                  | CUSIP: 62947QBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $149531.25    | 0.02%             | 2026-03-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Raytheon Technologies Corp.                            | Raytheon Technologies Corp.                                                             | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    115000 | PA      | $95696.54     | 0.01%             | 2030-07-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                    | Cushman & Wakefield US Borrower LLC                                                     | CUSIP: 23166MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $43900.56     | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Gartner, Inc.                                          | Gartner, Inc.                                                                           | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65263.10     | 0.01%             | 2028-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| DuPont de Nemours, Inc.                                | DuPont de Nemours, Inc.                                                                 | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105716.41    | 0.01%             | 2038-11-15      | Fixed         | 5.32%                 | No            | 2                  | On Loan: No      |
| Community Healthcare Trust, Inc.                       | Community Healthcare Trust, Inc.                                                        | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |      2729 | NS      | $97698.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co.                                                                       | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63705.35     | 0.01%             | 2030-10-30      | Variable      | 2.88%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                                     | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       339 | NS      | $185551.53    | 0.02%             | 2023-02-02      | Fixed         | 15.02%                | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                     | Energy Transfer LP                                                                      | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    224000 | PA      | $186365.46    | 0.02%             | 2047-04-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                      | HSBC Holdings plc                                                                       | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $202275.69    | 0.03%             | 2030-12-17      | Variable      | 4.60%                 | No            | 2                  | On Loan: No      |
| Spectra Energy Partners LP                             | Spectra Energy Partners LP                                                              | CUSIP: 84756NAE9<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48570.85     | 0.01%             | 2043-09-25      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| M6 ETX Holdings II Midco LLC                           | M6 ETX Holdings II Midco LLC, Term Loan                                                 | CUSIP: 55285DAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     43890 | PA      | $43848.74     | 0.01%             | 2029-09-19      | Variable      | 9.16%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The)                                                         | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    760000 | PA      | $666450.03    | 0.09%             | 2027-03-09      | Variable      | 1.43%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                     | VICI Properties LP                                                                      | CUSIP: 925650AA1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29094.84     | 0.00%             | 2025-05-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank (The)                            | Toronto-Dominion Bank (The)                                                             | CUSIP: 89115A2A9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    530000 | PA      | $514339.07    | 0.07%             | 2025-06-06      | Fixed         | 3.77%                 | No            | 2                  | On Loan: No      |
| Shire Acquisitions Investments Ireland DAC             | Shire Acquisitions Investments Ireland DAC                                              | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $375145.24    | 0.05%             | 2026-09-23      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Aon Corp.                                              | Aon Corp.                                                                               | CUSIP: 03740LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $257105.54    | 0.03%             | 2031-12-02      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The), Series R                                               | CUSIP: 38144GAB7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     97000 | PA      | $88268.53     | 0.01%             | 2025-02-10      | Variable      | 4.95%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.                            | Capital One Financial Corp.                                                             | CUSIP: 14040HBZ7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    185000 | PA      | $181408.90    | 0.02%             | 2025-04-30      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Navient Corp.                                          | Navient Corp.                                                                           | CUSIP: 63938CAB4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22253.66     | 0.00%             | 2024-10-25      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Lumen Technologies, Inc.                               | Lumen Technologies, Inc.                                                                | CUSIP: 550241AA1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     11000 | PA      | $7919.26      | 0.00%             | 2029-06-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                         | Southern California Edison Co.                                                          | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     75000 | PA      | $54774.33     | 0.01%             | 2050-02-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Sprint LLC                                             | Sprint LLC                                                                              | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |     53000 | PA      | $55772.22     | 0.01%             | 2026-03-01      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch Cos. LLC                                | Anheuser-Busch Cos. LLC                                                                 | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $42499.93     | 0.01%             | 2036-02-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                                 | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      4845 | NS      | $237277.21    | 0.03%             | 2023-02-06      | Fixed         | 16.19%                | No            | 2                  | On Loan: No      |
| Group 1 Automotive, Inc.                               | Group 1 Automotive, Inc.                                                                | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     28000 | PA      | $23700.05     | 0.00%             | 2028-08-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United Airlines Pass-Through Trust                     | United Airlines Pass-Through Trust, Series 2020-1, Class B                              | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26670 | PA      | $25373.45     | 0.00%             | 2026-01-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The)                                                         | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58384.20     | 0.01%             | 2045-05-22      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPMorgan Chase & Co.                                                                    | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176407.26    | 0.02%             | 2026-11-19      | Variable      | 1.04%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                                     | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      4891 | NS      | $89565.43     | 0.01%             | 2023-01-26      | Fixed         | 17.21%                | No            | 2                  | On Loan: No      |
| Bank of New York Mellon Corp. (The)                    | Bank of New York Mellon Corp. (The)                                                     | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    350000 | PA      | $334820.24    | 0.04%             | 2028-06-13      | Variable      | 3.99%                 | No            | 2                  | On Loan: No      |
| Electronics for Imaging, Inc.                          | Electronics for Imaging, Inc., 1st Lien Term Loan                                       | CUSIP: 28608EAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74235 | PA      | $49214.06     | 0.01%             | 2026-07-23      | Variable      | 9.38%                 | No            | 2                  | On Loan: No      |
| Fluidra SA                                             | Fluidra SA, Term Loan                                                                   | CUSIP: 98975VAM8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     45390 | PA      | $43018.73     | 0.01%             | 2029-01-29      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| AVSC Holding Corp.                                     | AVSC Holding Corp., 1st Lien Term Loan B1                                               | CUSIP: 00241YAT1<br>LEI: 549300CLJBQ9YSR4U689 | Long             | LON              | CORP              | US        |    100507 | PA      | $91927.15     | 0.01%             | 2025-03-03      | Variable      | 7.43%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                            | Asurion LLC, Term Loan B8                                                               | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    179542 | PA      | $159681.05    | 0.02%             | 2026-12-23      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                           | AbbVie, Inc.                                                                            | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     10974 | NS      | $1773508.14   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Global Net Lease, Inc.                                 | Global Net Lease, Inc.                                                                  | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $30595.93     | 0.00%             | 2027-12-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Amphenol Corp.                                         | Amphenol Corp.                                                                          | CUSIP: 032095AK7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65799.85     | 0.01%             | 2025-03-01      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| VistaJet Malta Finance plc                             | VistaJet Malta Finance plc                                                              | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $40091.25     | 0.01%             | 2030-02-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc.                                                                         | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    531000 | PA      | $538853.49    | 0.07%             | 2025-12-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                          | CUSIP: 61747YEA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    605000 | PA      | $562464.79    | 0.07%             | 2025-05-30      | Variable      | 0.79%                 | No            | 2                  | On Loan: No      |
| Toyota Motor Credit Corp.                              | Toyota Motor Credit Corp.                                                               | CUSIP: 89236THG3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    275000 | PA      | $233925.17    | 0.03%             | 2027-08-13      | Fixed         | 1.15%                 | No            | 2                  | On Loan: No      |
| British Airways Pass-Through Trust                     | British Airways Pass-Through Trust, Series 2019-1, Class A                              | CUSIP: 11043XAB9<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |     32747 | PA      | $28276.90     | 0.00%             | 2029-06-15      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| MED ParentCo. LP                                       | MED ParentCo. LP, 1st Lien Term Loan                                                    | CUSIP: 58401DAC8<br>LEI: 549300660CLPRNK19Z91 | Long             | LON              | CORP              | US        |    222158 | PA      | $188729.50    | 0.02%             | 2026-08-31      | Variable      | 8.63%                 | No            | 2                  | On Loan: No      |
| WRKCo, Inc.                                            | WRKCo, Inc.                                                                             | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    325000 | PA      | $258101.83    | 0.03%             | 2033-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets America, Inc.                       | BP Capital Markets America, Inc.                                                        | CUSIP: 10373QAZ3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33337.68     | 0.00%             | 2027-04-14      | Fixed         | 3.59%                 | No            | 2                  | On Loan: No      |
| Air Lease Corp.                                        | Air Lease Corp.                                                                         | CUSIP: 00914AAF9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139654.40    | 0.02%             | 2025-02-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Bally's Corp.                                          | Bally's Corp., Facility Term Loan B                                                     | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |     73440 | PA      | $67767.22     | 0.01%             | 2028-10-02      | Variable      | 7.54%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                  | Elevance Health, Inc.                                                                   | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114998.83    | 0.02%             | 2028-03-01      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co., Series S                                                             | CUSIP: 949746RG8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    395000 | PA      | $353765.95    | 0.05%             | 2024-06-15      | Variable      | 5.90%                 | No            | 2                  | On Loan: No      |
| Madison IAQ LLC                                        | Madison IAQ LLC                                                                         | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    188000 | PA      | $128854.98    | 0.02%             | 2029-06-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Partners LP                            | Cheniere Energy Partners LP                                                             | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    123000 | PA      | $104717.28    | 0.01%             | 2031-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                | MPLX LP                                                                                 | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65107.69     | 0.01%             | 2028-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Canyon CLO Ltd.                                        | Canyon CLO Ltd., Series 2020-2A, Class AR                                               | CUSIP: 13876NAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $971351.80    | 0.13%             | 2034-10-15      | Floating      | 5.27%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                                     | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       801 | NS      | $277203.79    | 0.04%             | 2023-01-18      | Fixed         | 14.55%                | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                       | Amazon.com, Inc.                                                                        | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25723.34     | 0.00%             | 2047-08-22      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                         | Broadcom, Inc.                                                                          | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    190000 | PA      | $139700.60    | 0.02%             | 2035-11-15      | Fixed         | 3.14%                 | No            | 2                  | On Loan: No      |
| Aptiv plc                                              | Aptiv plc                                                                               | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    205000 | PA      | $121152.30    | 0.02%             | 2051-12-01      | Fixed         | 3.10%                 | 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        |     89315 | PA      | $79378.99     | 0.01%             | 2028-10-02      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XX Ltd.                           | Madison Park Funding XX Ltd., Series 2016-20A, Class CR                                 | CUSIP: 55819TAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $939807.90    | 0.12%             | 2030-07-27      | Floating      | 6.26%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                                   | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    295000 | PA      | $240258.60    | 0.03%             | 2031-04-29      | Variable      | 2.59%                 | No            | 2                  | On Loan: No      |
| ARC Falcon I, Inc.                                     | ARC Falcon I, Inc., Delayed Draw Term Loan                                              | CUSIP: 03880YAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     18280 | PA      | $16004.19     | 0.00%             | 2028-09-30      | Variable      | 1.00%                 | No            | 2                  | On Loan: No      |
| EQM Midstream Partners LP                              | EQM Midstream Partners LP                                                               | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     29000 | PA      | $27716.75     | 0.00%             | 2027-07-01      | Fixed         | 6.50%                 | 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        |    275934 | PA      | $258343.46    | 0.03%             | 2027-10-01      | Variable      | 8.73%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | Deutsche Bank AG                                                                        | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $132331.20    | 0.02%             | 2026-11-24      | Variable      | 2.13%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC                             | AerCap Ireland Capital DAC                                                              | CUSIP: 00774MAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    175000 | PA      | $173330.46    | 0.02%             | 2024-01-16      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc.                                                                         | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22957.42     | 0.00%             | 2031-03-31      | Variable      | 4.41%                 | No            | 2                  | On Loan: No      |
| Rockford Tower CLO Ltd.                                | Rockford Tower CLO Ltd., Series 2021-3A, Class A1                                       | CUSIP: 77341NAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1217717.38   | 0.16%             | 2034-10-20      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                       | Amazon.com, Inc.                                                                        | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    144000 | PA      | $102557.77    | 0.01%             | 2051-05-12      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                         | Broadcom, Inc.                                                                          | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     29000 | PA      | $20830.35     | 0.00%             | 2036-11-15      | Fixed         | 3.19%                 | No            | 2                  | On Loan: No      |
| Royal Caribbean Cruises Ltd.                           | Royal Caribbean Cruises Ltd.                                                            | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      8000 | PA      | $8580.00      | 0.00%             | 2025-06-01      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)                  | Interpublic Group of Cos., Inc. (The)                                                   | CUSIP: 460690BS8<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     75000 | PA      | $52624.52     | 0.01%             | 2041-03-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                         | Broadcom, Inc.                                                                          | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    280000 | PA      | $265225.14    | 0.03%             | 2025-11-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                | MPLX LP                                                                                 | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    350000 | PA      | $285895.39    | 0.04%             | 2052-03-14      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                      | HSBC Holdings plc                                                                       | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    515000 | PA      | $544911.00    | 0.07%             | 2033-11-03      | Variable      | 8.11%                 | No            | 2                  | On Loan: No      |
| Northrop Grumman Corp.                                 | Northrop Grumman Corp.                                                                  | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79756.79     | 0.01%             | 2045-04-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| OHA Credit Partners XVI                                | OHA Credit Partners XVI, Series 2021-16A, Class A                                       | CUSIP: 67115LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1462707.30   | 0.19%             | 2034-10-18      | Floating      | 5.34%                 | No            | 2                  | On Loan: No      |
| Astrazeneca Finance LLC                                | Astrazeneca Finance LLC                                                                 | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37431.06     | 0.00%             | 2031-05-28      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Fertitta Entertainment LLC                             | Fertitta Entertainment LLC, Term Loan B                                                 | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    435236 | PA      | $412987.20    | 0.05%             | 2029-01-27      | Variable      | 8.32%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                     | Energy Transfer LP, Series H                                                            | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    192000 | PA      | $165120.00    | 0.02%             | 2026-11-15      | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| Baker Hughes Co.                                       | Baker Hughes Co.                                                                        | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33408 | NS      | $986538.24    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Brink's Co. (The)                                      | Brink's Co. (The)                                                                       | CUSIP: 109696AB0<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13745.60     | 0.00%             | 2025-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Mastercard, Inc.                                       | Mastercard, Inc.                                                                        | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37549.64     | 0.00%             | 2050-03-26      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Prudential Financial, Inc.                             | Prudential Financial, Inc.                                                              | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     95000 | PA      | $80439.09     | 0.01%             | 2050-02-25      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.                            | Capital One Financial Corp.                                                             | CUSIP: 14040HCA1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227116.75    | 0.03%             | 2024-01-29      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| APX Group, Inc.                                        | APX Group, Inc.                                                                         | CUSIP: 00213MAW4<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |     74000 | PA      | $61285.82     | 0.01%             | 2029-07-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Spring Education Group, Inc.                           | Spring Education Group, Inc., 1st Lien Term Loan                                        | CUSIP: 78482HAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     78448 | PA      | $76417.16     | 0.01%             | 2025-07-30      | Variable      | 8.73%                 | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                          | Equinix, Inc.                                                                           | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    765000 | PA      | $699207.15    | 0.09%             | 2026-11-18      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Public Service Electric & Gas Co.                      | Public Service Electric & Gas Co.                                                       | CUSIP: 74456QCK0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    395000 | PA      | $395707.22    | 0.05%             | 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        |      8304 | NS      | $275454.08    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Enbridge, Inc.                                         | Enbridge, Inc., Series 16-A                                                             | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    775000 | PA      | $711635.47    | 0.09%             | 2077-01-15      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| ILFC E-Capital Trust I                                 | ILFC E-Capital Trust I                                                                  | CUSIP: 44965TAA5<br>LEI: N/A                  | Long             | SN               | CORP              | US        |    100000 | PA      | $59000.00     | 0.01%             | 2065-12-21      | Floating      | 6.29%                 | No            | 2                  | On Loan: No      |
| WMG Acquisition Corp.                                  | WMG Acquisition Corp., Term Loan G                                                      | CUSIP: 92929LAV0<br>LEI: 549300NAS11NXI33CP80 | Long             | LON              | CORP              | US        |    215969 | PA      | $213178.68    | 0.03%             | 2028-01-20      | Variable      | 6.51%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                          | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    335000 | PA      | $326894.02    | 0.04%             | 2025-04-17      | Variable      | 3.62%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                                    | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      3844 | NS      | $128012.78    | 0.02%             | 2023-01-27      | Fixed         | 20.92%                | No            | 2                  | On Loan: No      |
| NFP Corp.                                              | NFP Corp.                                                                               | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    281000 | PA      | $231622.40    | 0.03%             | 2028-08-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Whitebox CLO III Ltd.                                  | Whitebox CLO III Ltd., Series 2021-3A, Class A1                                         | CUSIP: 96467HAA4<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1944780.80   | 0.25%             | 2034-10-15      | Floating      | 5.30%                 | No            | 2                  | On Loan: No      |
| Edison International                                   | Edison International, Series A                                                          | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1222000 | PA      | $1000072.58   | 0.13%             | 2026-03-15      | Variable      | 5.38%                 | No            | 2                  | On Loan: No      |
| Verscend Holding Corp.                                 | Verscend Holding Corp., Term Loan B1                                                    | CUSIP: 92531HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    232755 | PA      | $230802.39    | 0.03%             | 2025-08-27      | Variable      | 8.38%                 | No            | 2                  | On Loan: No      |
| Cable One, Inc.                                        | Cable One, Inc.                                                                         | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     66000 | PA      | $51791.24     | 0.01%             | 2030-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Pug LLC                                                | Pug LLC, Term Loan B2                                                                   | CUSIP: 74530DAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49375 | PA      | $40734.38     | 0.01%             | 2027-02-12      | Variable      | 8.63%                 | No            | 3                  | On Loan: No      |
| AT&T, Inc.                                             | AT&T, Inc.                                                                              | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    155000 | PA      | $109168.39    | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                             | AT&T, Inc.                                                                              | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     71000 | PA      | $48985.26     | 0.01%             | 2057-12-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Shire Acquisitions Investments Ireland DAC             | Shire Acquisitions Investments Ireland DAC                                              | CUSIP: 82481LAC3<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |    535000 | PA      | $525764.96    | 0.07%             | 2023-09-23      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV, Series Z105                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      3871 | NS      | $555057.15    | 0.07%             | 2023-02-22      | Floating      | 9.23%                 | No            | 2                  | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                   | Cheniere Corpus Christi Holdings LLC                                                    | CUSIP: 16412XAC9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    640000 | PA      | $643887.32    | 0.08%             | 2025-03-31      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Frontier Communications Holdings LLC                   | Frontier Communications Holdings LLC                                                    | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    114000 | PA      | $94307.64     | 0.01%             | 2029-05-01      | Fixed         | 6.75%                 | 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      | $173212.83    | 0.02%             | 2027-10-13      | Variable      | 1.64%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets America, Inc.                       | BP Capital Markets America, Inc.                                                        | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    430000 | PA      | $318298.99    | 0.04%             | 2041-06-17      | Fixed         | 3.06%                 | No            | 2                  | On Loan: No      |
| Nomura Holdings, Inc.                                  | Nomura Holdings, Inc.                                                                   | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $154680.85    | 0.02%             | 2031-07-14      | Fixed         | 2.61%                 | No            | 2                  | On Loan: No      |
| Catalent Pharma Solutions, Inc.                        | Catalent Pharma Solutions, Inc.                                                         | CUSIP: 14879EAE8<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13957.77     | 0.00%             | 2027-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Comstock Resources, Inc.                               | Comstock Resources, Inc.                                                                | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    135000 | PA      | $116059.50    | 0.02%             | 2030-01-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Seaspan Corp.                                          | Seaspan Corp.                                                                           | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |     91000 | PA      | $68959.80     | 0.01%             | 2029-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Sedgwick Claims Management Services, Inc.              | Sedgwick Claims Management Services, Inc., Term Loan                                    | CUSIP: 81527CAL1<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    114166 | PA      | $110902.32    | 0.01%             | 2025-12-31      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| Pfizer, Inc.                                           | Pfizer, Inc.                                                                            | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    160000 | PA      | $150882.26    | 0.02%             | 2029-03-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Bright Horizons Family Solutions LLC                   | Bright Horizons Family Solutions LLC, Term Loan B                                       | CUSIP: 10919RAN9<br>LEI: 254900BHOU40CFNXWQ75 | Long             | LON              | CORP              | US        |    102362 | PA      | $100314.28    | 0.01%             | 2028-11-24      | Variable      | 6.69%                 | No            | 2                  | On Loan: No      |
| Camelot Return Merger Sub, Inc.                        | Camelot Return Merger Sub, Inc.                                                         | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $55975.43     | 0.01%             | 2028-08-01      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The)                                                         | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404760.74    | 0.05%             | 2024-11-01      | Fixed         | 5.70%                 | 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        |    820448 | PA      | $828121.57    | 0.11%             | 2067-12-25      | Variable      | 6.79%                 | No            | 2                  | On Loan: No      |
| CNX Resources Corp.                                    | CNX Resources Corp.                                                                     | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     34000 | PA      | $32588.66     | 0.00%             | 2031-01-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Southern Co. (The)                                     | Southern Co. (The)                                                                      | CUSIP: 842587DC8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    710000 | PA      | $701104.04    | 0.09%             | 2024-08-01      | Variable      | 4.47%                 | No            | 2                  | On Loan: No      |
| CommScope, Inc.                                        | CommScope, Inc.                                                                         | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    122000 | PA      | $98356.40     | 0.01%             | 2029-09-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Texas Instruments, Inc.                                | Texas Instruments, Inc.                                                                 | CUSIP: 882508BM5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     80000 | PA      | $54977.88     | 0.01%             | 2051-09-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Avis Budget Car Rental LLC                             | Avis Budget Car Rental LLC, Term Loan B                                                 | CUSIP: 05377JAR3<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | LON              | CORP              | US        |     97356 | PA      | $94090.29     | 0.01%             | 2027-08-06      | Variable      | 6.14%                 | No            | 2                  | On Loan: No      |
| Lindblad Expeditions LLC                               | Lindblad Expeditions LLC                                                                | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     99000 | PA      | $89809.83     | 0.01%             | 2027-02-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Icahn Enterprises LP                                   | Icahn Enterprises LP                                                                    | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $76954.15     | 0.01%             | 2029-02-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| DR Horton, Inc.                                        | DR Horton, Inc.                                                                         | CUSIP: 23331ABQ1<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47297.76     | 0.01%             | 2026-10-15      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| iShares Trust                                          | iShares Core Dividend Growth ETF                                                        | CUSIP: 46434V621<br>LEI: 549300KH155G8BRZXD37 | Long             |  | RF                | US        |    483776 | NS      | $24188800.00  | 3.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Mizuho Markets Cayman LP                               | Mizuho Markets Cayman LP                                                                | CUSIP: 6068FW302<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |       518 | NS      | $243962.77    | 0.03%             | 2023-01-26      | Fixed         | 12.20%                | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Co.                                  | Kraft Heinz Foods Co.                                                                   | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     78000 | PA      | $74520.95     | 0.01%             | 2027-05-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| CommScope, Inc.                                        | CommScope, Inc.                                                                         | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     80000 | PA      | $57189.50     | 0.01%             | 2028-07-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| ATS Corp.                                              | ATS Corp.                                                                               | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |     34000 | PA      | $29333.84     | 0.00%             | 2028-12-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corp.                                    | Union Pacific Corp.                                                                     | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     35000 | PA      | $26280.17     | 0.00%             | 2053-02-14      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Webster Park CLO Ltd.                                  | Webster Park CLO Ltd., Series 2015-1A, Class A1BR                                       | CUSIP: 948214AQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $964467.20    | 0.13%             | 2030-07-20      | Floating      | 5.59%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group plc                               | Lloyds Banking Group plc                                                                | CUSIP: 539439AS8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    510000 | PA      | $506537.04    | 0.07%             | 2023-08-16      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                         | Wyndham Hotels & Resorts, Inc., Term Loan B                                             | CUSIP: 98310CAC6<br>LEI: 549300FE3MQ4RVXXC673 | Long             | LON              | CORP              | US        |     36548 | PA      | $36474.90     | 0.00%             | 2025-05-30      | Variable      | 6.13%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc                                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      1868 | NS      | $310715.98    | 0.04%             | 2023-01-27      | Fixed         | 9.31%                 | No            | 2                  | On Loan: No      |
| Lummus Technology Holdings V LLC                       | Lummus Technology Holdings V LLC, Term Loan B                                           | CUSIP: 45232UAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     82377 | PA      | $78743.15     | 0.01%             | 2027-06-30      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | S&P 500 E-Mini Index                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        48 | NC      | $-305338.21   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Chobani LLC                                            | Chobani LLC                                                                             | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    181000 | PA      | $157580.41    | 0.02%             | 2028-11-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| BHP Billiton Finance USA Ltd.                          | BHP Billiton Finance USA Ltd.                                                           | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     30000 | PA      | $29064.01     | 0.00%             | 2043-09-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                      | Enterprise Products Operating LLC                                                       | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    145000 | PA      | $116349.94    | 0.02%             | 2048-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Univision Communications, Inc.                         | Univision Communications, Inc.                                                          | CUSIP: 914906AS1<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     33000 | PA      | $31428.88     | 0.00%             | 2025-02-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                   | Clear Channel Outdoor Holdings, Inc.                                                    | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    423000 | PA      | $308793.94    | 0.04%             | 2028-04-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Norfolk Southern Corp.                                 | Norfolk Southern Corp.                                                                  | CUSIP: 655844BY3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24631.72     | 0.00%             | 2048-02-28      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| NCL Corp. Ltd.                                         | NCL Corp. Ltd.                                                                          | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     16000 | PA      | $12567.52     | 0.00%             | 2026-03-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                               | UnitedHealth Group, Inc.                                                                | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      2668 | NS      | $1414520.24   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| USA Compression Partners LP                            | USA Compression Partners LP                                                             | CUSIP: 91740PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $40290.18     | 0.01%             | 2026-04-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV, Series 001H                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       529 | NS      | $92846.02     | 0.01%             | 2023-02-17      | Floating      | 11.56%                | No            | 2                  | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                                     | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      4993 | NS      | $471332.47    | 0.06%             | 2023-01-18      | Fixed         | 7.61%                 | No            | 2                  | On Loan: No      |
| ICON plc                                               | ICON plc, Term Loan                                                                     | CUSIP: L5000DAC1<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |    239867 | PA      | $238938.38    | 0.03%             | 2028-07-03      | Variable      | 6.86%                 | No            | 2                  | On Loan: No      |
| Element Materials Technology Group US Holdings, Inc.   | Element Materials Technology Group US Holdings, Inc., Delayed Draw 1st Lien Term Loan B | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     58141 | PA      | $56687.84     | 0.01%             | 2029-06-22      | Variable      | 8.93%                 | No            | 2                  | On Loan: No      |
| Covivio                                                | Covivio                                                                                 | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | EC               | CORP              | FR        |      2129 | NS      | $126374.39    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Transcontinental Gas Pipe Line Co. LLC                 | Transcontinental Gas Pipe Line Co. LLC                                                  | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $131355.43    | 0.02%             | 2028-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.           | Jones Deslauriers Insurance Management, Inc.                                            | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |     64000 | PA      | $63030.66     | 0.01%             | 2030-12-15      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV, Series 0016                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       127 | NS      | $488466.64    | 0.06%             | 2023-01-13      | Floating      | 8.01%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                      | Enterprise Products Operating LLC                                                       | CUSIP: 29379VAQ6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    106000 | PA      | $110546.79    | 0.01%             | 2040-09-01      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| AdaptHealth LLC                                        | AdaptHealth LLC                                                                         | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8512.90      | 0.00%             | 2030-03-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| MPH Acquisition Holdings LLC                           | MPH Acquisition Holdings LLC                                                            | CUSIP: 553283AD4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     60000 | PA      | $46806.00     | 0.01%             | 2028-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CoreLogic, Inc.                                        | CoreLogic, Inc., 1st Lien Term Loan                                                     | CUSIP: 21870FBA6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    366324 | PA      | $304507.06    | 0.04%             | 2028-06-02      | Variable      | 7.94%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc.                                                                         | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92516.08     | 0.01%             | 2026-10-21      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| ING Groep NV                                           | ING Groep NV                                                                            | CUSIP: 456837AU7<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $179803.86    | 0.02%             | 2026-07-01      | Variable      | 1.40%                 | No            | 2                  | On Loan: No      |
| Elastic NV                                             | Elastic NV                                                                              | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |     64000 | PA      | $51692.80     | 0.01%             | 2029-07-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                                    | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        93 | NS      | $356764.66    | 0.05%             | 2023-02-22      | Fixed         | 10.81%                | No            | 2                  | On Loan: No      |
| SRS Distribution, Inc.                                 | SRS Distribution, Inc., Term Loan                                                       | CUSIP: 78466YAN8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | LON              | CORP              | US        |    212395 | PA      | $202648.51    | 0.03%             | 2028-06-02      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| Lennar Corp.                                           | Lennar Corp.                                                                            | CUSIP: 526057BZ6<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147994.66    | 0.02%             | 2024-04-30      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Diamondback Energy, Inc.                               | Diamondback Energy, Inc.                                                                | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    420000 | PA      | $426285.76    | 0.06%             | 2033-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Otis Worldwide Corp.                                   | Otis Worldwide Corp.                                                                    | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     16000 | PA      | $11668.71     | 0.00%             | 2040-02-15      | Fixed         | 3.11%                 | No            | 2                  | On Loan: No      |
| Park Avenue Institutional Advisers CLO Ltd.            | Park Avenue Institutional Advisers CLO Ltd., Series 2021-2A, Class C                    | CUSIP: 70018QAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $926224.40    | 0.12%             | 2034-07-15      | Floating      | 6.33%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                       | CVS Health Corp.                                                                        | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63497.61     | 0.01%             | 2027-08-21      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                                                            | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    164000 | PA      | $119513.08    | 0.02%             | 2046-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                                    | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    340000 | PA      | $354429.79    | 0.05%             | 2027-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Rockford Tower CLO Ltd.                                | Rockford Tower CLO Ltd., Series 2021-3A, Class C                                        | CUSIP: 77341NAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $924722.10    | 0.12%             | 2034-10-20      | Floating      | 6.39%                 | No            | 2                  | On Loan: No      |
| Dun & Bradstreet Corp. (The)                           | Dun & Bradstreet Corp. (The), Term Loan B2                                              | CUSIP: 26483NAS9<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |     76024 | PA      | $74645.96     | 0.01%             | 2029-01-18      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co.                                                                       | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    145000 | PA      | $116467.74    | 0.02%             | 2046-06-14      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| KLA Corp.                                              | KLA Corp.                                                                               | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14692.51     | 0.00%             | 2032-07-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Southwestern Energy Co.                                | Southwestern Energy Co.                                                                 | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50988.30     | 0.01%             | 2029-02-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Teachers Insurance & Annuity Association of America    | Teachers Insurance & Annuity Association of America                                     | CUSIP: 878091BC0<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |     57000 | PA      | $62737.55     | 0.01%             | 2039-12-16      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| Marathon Oil Corp.                                     | Marathon Oil Corp.                                                                      | CUSIP: 565849AP1<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |    291000 | PA      | $277896.91    | 0.04%             | 2027-07-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| American Honda Finance Corp.                           | American Honda Finance Corp.                                                            | CUSIP: 02665WDZ1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    125000 | PA      | $110297.65    | 0.01%             | 2026-09-09      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                     | General Motors Financial Co., Inc.                                                      | CUSIP: 37045XAS5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48514.64     | 0.01%             | 2025-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                                                   | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28626.52     | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Clean Harbors, Inc.                                    | Clean Harbors, Inc., Term Loan                                                          | CUSIP: 18449EAF7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |     88352 | PA      | $87812.06     | 0.01%             | 2028-10-08      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| Keurig Dr Pepper, Inc.                                 | Keurig Dr Pepper, Inc.                                                                  | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    110000 | PA      | $91655.52     | 0.01%             | 2052-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Sedgwick Claims Management Services, Inc.              | Sedgwick Claims Management Services, Inc., Term Loan                                    | CUSIP: 81527CAN7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     28650 | PA      | $28241.74     | 0.00%             | 2026-09-03      | Variable      | 8.63%                 | No            | 2                  | On Loan: No      |
| Deerfield Dakota Holding LLC                           | Deerfield Dakota Holding LLC, 1st Lien Term Loan                                        | CUSIP: 24440EAB3<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |    344882 | PA      | $321496.02    | 0.04%             | 2027-04-09      | Variable      | 8.07%                 | No            | 2                  | On Loan: No      |
| Visa, Inc.                                             | Visa, Inc., Class A                                                                     | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      6719 | NS      | $1395939.44   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Setanta Aircraft Leasing DAC                           | Setanta Aircraft Leasing DAC, Term Loan                                                 | CUSIP: G8057JAB2<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |    144000 | PA      | $143064.00    | 0.02%             | 2028-11-05      | Variable      | 6.73%                 | No            | 2                  | On Loan: No      |
| TELUS Corp.                                            | TELUS Corp.                                                                             | CUSIP: 87971M103<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | EC               | CORP              | CA        |     77162 | NS      | $1489101.23   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Lloyds Banking Group plc                               | Lloyds Banking Group plc                                                                | CUSIP: 539439AV1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $186205.09    | 0.02%             | 2026-02-05      | Variable      | 2.44%                 | No            | 2                  | On Loan: No      |
| Cedar Fair LP                                          | Cedar Fair LP                                                                           | CUSIP: 150190AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $17415.00     | 0.00%             | 2028-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | BNP Paribas SA                                                                          | CUSIP: 09659W2J2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $189455.68    | 0.02%             | 2025-11-19      | Variable      | 2.82%                 | No            | 2                  | On Loan: No      |
| Diamondback Energy, Inc.                               | Diamondback Energy, Inc.                                                                | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77308.47     | 0.01%             | 2053-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Four Seasons Holdings, Inc.                            | Four Seasons Holdings, Inc., Term Loan                                                  | CUSIP: 35100DAS5<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    235736 | PA      | $235651.57    | 0.03%             | 2029-11-30      | Variable      | 7.44%                 | No            | 2                  | On Loan: No      |
| NXP BV                                                 | NXP BV                                                                                  | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $238359.38    | 0.03%             | 2026-06-18      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| GFL Environmental, Inc.                                | GFL Environmental, Inc.                                                                 | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     98000 | PA      | $85774.50     | 0.01%             | 2029-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Telefonica Emisiones SA                                | Telefonica Emisiones SA                                                                 | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    150000 | PA      | $142315.84    | 0.02%             | 2027-03-08      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                                     | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       124 | NS      | $477362.38    | 0.06%             | 2023-01-13      | Fixed         | 9.63%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corp.                                  | Lockheed Martin Corp.                                                                   | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115253.68    | 0.02%             | 2054-11-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Amsted Industries, Inc.                                | Amsted Industries, Inc.                                                                 | CUSIP: 032177AH0<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20870.52     | 0.00%             | 2027-07-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPMorgan Chase & Co.                                                                    | CUSIP: 46625HJU5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59229.36     | 0.01%             | 2044-02-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Co.                               | Bristol-Myers Squibb Co.                                                                | CUSIP: 110122CM8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    506000 | PA      | $491192.59    | 0.06%             | 2024-07-26      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                            | Apple, Inc.                                                                             | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51873.31     | 0.01%             | 2029-09-11      | Fixed         | 2.20%                 | No            | 2                  | 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      | $973627.30    | 0.13%             | 2034-07-15      | Floating      | 5.20%                 | No            | 2                  | On Loan: No      |
| Delta Air Lines, Inc.                                  | Delta Air Lines, Inc.                                                                   | CUSIP: 247361ZP6<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98750.00     | 0.01%             | 2023-04-19      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Air Lease Corp.                                        | Air Lease Corp.                                                                         | CUSIP: 00914AAA0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343969.88    | 0.05%             | 2024-02-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Cable One, Inc.                                        | Cable One, Inc.                                                                         | CUSIP: 12685JAG0<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     81000 | PA      | $60183.00     | 0.01%             | 2028-03-15      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                                     | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       676 | NS      | $76651.80     | 0.01%             | 2023-01-19      | Fixed         | 16.62%                | No            | 2                  | On Loan: No      |
| Kinder Morgan Energy Partners LP                       | Kinder Morgan Energy Partners LP                                                        | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     97000 | PA      | $95947.09     | 0.01%             | 2041-03-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Ingevity Corp.                                         | Ingevity Corp.                                                                          | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |     26000 | PA      | $22356.50     | 0.00%             | 2028-11-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| VMware, Inc.                                           | VMware, Inc.                                                                            | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    740000 | PA      | $561559.29    | 0.07%             | 2031-08-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                           | AbbVie, Inc.                                                                            | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88820.13     | 0.01%             | 2045-05-14      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| WESCO Distribution, Inc.                               | WESCO Distribution, Inc.                                                                | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    104000 | PA      | $105349.29    | 0.01%             | 2028-06-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Mercedes-Benz Finance North America LLC                | Mercedes-Benz Finance North America LLC                                                 | CUSIP: 233851EC4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134172.77    | 0.02%             | 2026-03-02      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| NCL Corp. Ltd.                                         | NCL Corp. Ltd.                                                                          | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     30000 | PA      | $22576.20     | 0.00%             | 2029-02-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Transmission LLC                           | FirstEnergy Transmission LLC                                                            | CUSIP: 33767BAB5<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    205000 | PA      | $199759.63    | 0.03%             | 2025-01-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                     | T-Mobile USA, Inc.                                                                      | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    215000 | PA      | $183480.91    | 0.02%             | 2040-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Yum! Brands, Inc.                                      | Yum! Brands, Inc.                                                                       | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32418.75     | 0.00%             | 2032-04-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Consumers Energy Co.                                   | Consumers Energy Co.                                                                    | CUSIP: 210518DP8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    155000 | PA      | $141199.83    | 0.02%             | 2032-08-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                                     | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       124 | NS      | $478690.93    | 0.06%             | 2023-01-25      | Fixed         | 9.89%                 | No            | 2                  | On Loan: No      |
| Fertitta Entertainment LLC                             | Fertitta Entertainment LLC                                                              | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $20971.60     | 0.00%             | 2030-01-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                           | Barclays plc                                                                            | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $368424.19    | 0.05%             | 2030-06-20      | Variable      | 5.09%                 | No            | 2                  | On Loan: No      |
| SLM Corp.                                              | SLM Corp.                                                                               | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $55279.24     | 0.01%             | 2026-11-02      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                            | Apple, Inc.                                                                             | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    130000 | PA      | $107971.30    | 0.01%             | 2047-09-12      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Intercontinental Exchange, Inc.                                                         | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4186.59      | 0.00%             | 2048-09-21      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Discover Bank                                          | Discover Bank                                                                           | CUSIP: 25466AAN1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    375000 | PA      | $359917.49    | 0.05%             | 2028-08-09      | Variable      | 4.68%                 | No            | 2                  | On Loan: No      |
| Sirius XM Radio, Inc.                                  | Sirius XM Radio, Inc.                                                                   | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     37000 | PA      | $33772.86     | 0.00%             | 2029-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| NiSource, Inc.                                         | NiSource, Inc.                                                                          | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    107000 | PA      | $94021.59     | 0.01%             | 2044-02-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                                                            | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4088.57      | 0.00%             | 2036-07-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Block, Inc.                                            | Block, Inc.                                                                             | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    245000 | PA      | $195491.63    | 0.03%             | 2031-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.                            | Capital One Financial Corp.                                                             | CUSIP: 14040HCM5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    655000 | PA      | $613503.43    | 0.08%             | 2026-03-03      | Variable      | 2.64%                 | No            | 2                  | On Loan: No      |
| AlixPartners LLP                                       | AlixPartners LLP, Term Loan                                                             | CUSIP: 01642PBB1<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |    191246 | PA      | $189402.56    | 0.02%             | 2028-02-04      | Variable      | 7.13%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                            | Apple, Inc.                                                                             | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18482.91     | 0.00%             | 2045-05-13      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Northern States Power Co.                              | Northern States Power Co.                                                               | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     62000 | PA      | $42405.80     | 0.01%             | 2050-03-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Dryden XXVI Senior Loan Fund                           | Dryden XXVI Senior Loan Fund, Series 2013-26A, Class CR                                 | CUSIP: 26250UAU9<br>LEI: 549300ENU7ZZLTPT3E22 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $470800.20    | 0.06%             | 2029-04-15      | Floating      | 5.93%                 | No            | 2                  | On Loan: No      |
| Dominion Energy, Inc.                                  | Dominion Energy, Inc.                                                                   | CUSIP: 25746UDB2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33725.21     | 0.00%             | 2024-08-15      | Variable      | 3.07%                 | No            | 2                  | On Loan: No      |
| Halliburton Co.                                        | Halliburton Co.                                                                         | CUSIP: 406216BG5<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1945.31      | 0.00%             | 2025-11-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| General Motors Co.                                     | General Motors Co.                                                                      | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    139000 | PA      | $121140.51    | 0.02%             | 2049-04-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Ryder System, Inc.                                     | Ryder System, Inc.                                                                      | CUSIP: 78355HKL2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    270000 | PA      | $264464.52    | 0.03%             | 2024-03-18      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan, Inc.                                    | Kinder Morgan, Inc.                                                                     | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    105000 | PA      | $94245.77     | 0.01%             | 2052-08-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Cedar Fair LP                                          | Cedar Fair LP                                                                           | CUSIP: 150190AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $47477.60     | 0.01%             | 2025-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MicroStrategy, Inc.                                    | MicroStrategy, Inc.                                                                     | CUSIP: 594972AF8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |     91000 | PA      | $65069.55     | 0.01%             | 2028-06-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Clarios Global LP                                      | Clarios Global LP                                                                       | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    399000 | PA      | $389622.10    | 0.05%             | 2027-05-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Coty, Inc.                                             | Coty, Inc.                                                                              | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6335.00      | 0.00%             | 2029-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Aretec Escrow Issuer, Inc.                             | Aretec Escrow Issuer, Inc.                                                              | CUSIP: 040133AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $32184.09     | 0.00%             | 2029-04-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Healthpeak Properties, Inc.                            | Healthpeak Properties, Inc.                                                             | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |      8749 | NS      | $219337.43    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| BAT Capital Corp.                                      | BAT Capital Corp.                                                                       | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    257000 | PA      | $234785.41    | 0.03%             | 2027-08-15      | Fixed         | 3.56%                 | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                               | Mizuho Markets Cayman LP                                                                | CUSIP: 6068FW781<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |      1246 | NS      | $158390.04    | 0.02%             | 2023-01-26      | Fixed         | 32.10%                | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc.                                                                         | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    345000 | PA      | $279032.60    | 0.04%             | 2031-06-03      | Variable      | 2.57%                 | No            | 2                  | On Loan: No      |
| KB Home                                                | KB Home                                                                                 | CUSIP: 48666KBA6<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26235.63     | 0.00%             | 2030-07-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                                     | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      2791 | NS      | $439949.58    | 0.06%             | 2023-01-18      | Fixed         | 9.20%                 | No            | 2                  | On Loan: No      |
| TMK Hawk Parent Corp.                                  | TMK Hawk Parent Corp., Term Loan A                                                      | CUSIP: 87258WAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     37447 | PA      | $34076.95     | 0.00%             | 2024-05-30      | Variable      | 12.26%                | No            | 3                  | On Loan: No      |
| UBS AG                                                 | UBS AG                                                                                  | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      2821 | NS      | $377475.44    | 0.05%             | 2023-01-17      | Fixed         | 14.40%                | No            | 2                  | On Loan: No      |
| MSCI, Inc.                                             | MSCI, Inc.                                                                              | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     26000 | PA      | $21501.48     | 0.00%             | 2031-11-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Co.                                  | Kraft Heinz Foods Co.                                                                   | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    266000 | PA      | $254215.24    | 0.03%             | 2050-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Accenture plc                                          | Accenture plc, Class A                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      5940 | NS      | $1585029.60   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Mizuho Markets Cayman LP                               | Mizuho Markets Cayman LP                                                                | CUSIP: 6068FT879<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |      1218 | NS      | $183803.26    | 0.02%             | 2023-02-14      | Fixed         | 14.46%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc                                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      1092 | NS      | $177060.02    | 0.02%             | 2023-02-23      | Fixed         | 20.31%                | No            | 2                  | On Loan: No      |
| SM Energy Co.                                          | SM Energy Co.                                                                           | CUSIP: 78454LAL4<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1919.98      | 0.00%             | 2025-06-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Avantor Funding, Inc.                                  | Avantor Funding, Inc., Term Loan B5                                                     | CUSIP: 05350NAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    213238 | PA      | $211935.18    | 0.03%             | 2027-11-08      | Variable      | 6.63%                 | No            | 2                  | On Loan: No      |
| Workday, Inc.                                          | Workday, Inc.                                                                           | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    260000 | PA      | $242987.96    | 0.03%             | 2027-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Novelis Corp.                                          | Novelis Corp.                                                                           | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    237000 | PA      | $193485.01    | 0.03%             | 2031-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Playtika Holding Corp.                                 | Playtika Holding Corp.                                                                  | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23548.50     | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Nomura Holdings, Inc.                                  | Nomura Holdings, Inc.                                                                   | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $174058.84    | 0.02%             | 2026-07-14      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Hilton Worldwide Finance LLC                           | Hilton Worldwide Finance LLC                                                            | CUSIP: 432891AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $39024.94     | 0.01%             | 2027-04-01      | Fixed         | 4.88%                 | 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      |
| Barclays Bank plc                                      | Barclays Bank plc                                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       535 | NS      | $94516.36     | 0.01%             | 2023-02-16      | Fixed         | 13.09%                | No            | 2                  | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                                                            | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    180000 | PA      | $149242.87    | 0.02%             | 2031-03-25      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                      | BAT Capital Corp.                                                                       | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78021.72     | 0.01%             | 2031-03-25      | Fixed         | 2.73%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                          | Comcast Corp.                                                                           | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     92000 | PA      | $73767.35     | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Burlington Northern Santa Fe LLC                       | Burlington Northern Santa Fe LLC                                                        | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $121966.17    | 0.02%             | 2043-09-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| CrownRock LP                                           | CrownRock LP                                                                            | CUSIP: 228701AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $15274.77     | 0.00%             | 2029-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Charles Schwab Corp. (The)                             | Charles Schwab Corp. (The)                                                              | CUSIP: 808513BR5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    400000 | PA      | $355421.52    | 0.05%             | 2026-05-13      | Fixed         | 1.15%                 | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                               | Mizuho Markets Cayman LP                                                                | CUSIP: 6068FT861<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |      4203 | NS      | $182083.31    | 0.02%             | 2023-01-19      | Fixed         | 12.66%                | No            | 2                  | On Loan: No      |
| Barclays plc                                           | Barclays plc                                                                            | CUSIP: 06738EBQ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $571144.20    | 0.07%             | 2024-12-10      | Variable      | 1.01%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The)                                                         | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    275000 | PA      | $217131.58    | 0.03%             | 2032-10-21      | Variable      | 2.65%                 | No            | 2                  | On Loan: No      |
| Enerflex Ltd.                                          | Enerflex Ltd.                                                                           | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |     67000 | PA      | $66815.42     | 0.01%             | 2027-10-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| UKG, Inc.                                              | UKG, Inc., 1st Lien Term Loan                                                           | CUSIP: 90385KAK7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    103223 | PA      | $98062.17     | 0.01%             | 2026-05-04      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Aetna, Inc.                                            | Aetna, Inc.                                                                             | CUSIP: 00817YAZ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    136000 | PA      | $104430.48    | 0.01%             | 2047-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Service Corp. International                            | Service Corp. International                                                             | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    137000 | PA      | $115384.93    | 0.02%             | 2031-05-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MajorDrive Holdings IV LLC                             | MajorDrive Holdings IV LLC                                                              | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |     70000 | PA      | $52233.37     | 0.01%             | 2029-06-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Northrop Grumman Corp.                                 | Northrop Grumman Corp.                                                                  | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49234.50     | 0.01%             | 2050-05-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                                                            | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    485000 | PA      | $326534.33    | 0.04%             | 2050-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                              | HCA, Inc.                                                                               | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    315000 | PA      | $268288.88    | 0.04%             | 2049-06-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc                                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      3844 | NS      | $176324.37    | 0.02%             | 2023-01-19      | Fixed         | 34.04%                | No            | 2                  | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                                                            | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    102000 | PA      | $106755.33    | 0.01%             | 2032-11-09      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The)                                                         | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    400000 | PA      | $356154.14    | 0.05%             | 2028-02-24      | Variable      | 2.64%                 | No            | 2                  | On Loan: No      |
| Hulic Co. Ltd.                                         | Hulic Co. Ltd.                                                                          | CUSIP: N/A<br>LEI: 3538002E12E7IHAKTB10       | Long             | EC               | CORP              | JP        |     18700 | NS      | $146842.81    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Baltimore Gas & Electric Co.                           | Baltimore Gas & Electric Co.                                                            | CUSIP: 059165EF3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148909.55    | 0.02%             | 2023-07-01      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Sensata Technologies, Inc.                             | Sensata Technologies, Inc.                                                              | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     18000 | PA      | $14807.52     | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                             | Occidental Petroleum Corp.                                                              | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     35000 | PA      | $39515.16     | 0.01%             | 2030-07-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Target Healthcare REIT plc                             | Target Healthcare REIT plc                                                              | CUSIP: N/A<br>LEI: 213800RXPY9WULUSBC04       | Long             | EC               | CORP              | GB        |    159152 | NS      | $154310.26    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| RWJ Barnabas Health, Inc.                              | RWJ Barnabas Health, Inc.                                                               | CUSIP: 78349AAC7<br>LEI: 549300HV60S88R85TC91 | Long             | DBT              | CORP              | US        |    130000 | PA      | $94330.16     | 0.01%             | 2049-07-01      | Fixed         | 3.48%                 | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                       | CSC Holdings LLC, Term Loan                                                             | CUSIP: 64072UAE2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |      6323 | PA      | $5959.16      | 0.00%             | 2025-07-17      | Variable      | 6.57%                 | No            | 2                  | On Loan: No      |
| Ecovyst Catalyst Technologies LLC                      | Ecovyst Catalyst Technologies LLC, Term Loan                                            | CUSIP: 27922JAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    144130 | PA      | $141668.26    | 0.02%             | 2028-06-09      | Variable      | 6.91%                 | No            | 2                  | On Loan: No      |
| Fair Isaac Corp.                                       | Fair Isaac Corp.                                                                        | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     56000 | PA      | $50820.34     | 0.01%             | 2028-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Husky III Holding Ltd.                                 | Husky III Holding Ltd.                                                                  | CUSIP: 44810RAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    218000 | PA      | $192930.00    | 0.03%             | 2025-02-15      | Fixed         | 13.00%                | No            | 2                  | On Loan: No      |
| Westpac Banking Corp.                                  | Westpac Banking Corp.                                                                   | CUSIP: 961214EY5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    135000 | PA      | $89048.40     | 0.01%             | 2041-11-18      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                                    | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        91 | NS      | $349644.76    | 0.05%             | 2023-02-14      | Fixed         | 11.06%                | No            | 2                  | On Loan: No      |
| Teachers Insurance & Annuity Association of America    | Teachers Insurance & Annuity Association of America                                     | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    125000 | PA      | $102208.12    | 0.01%             | 2047-05-15      | Fixed         | 4.27%                 | No            | 2                  | On Loan: No      |
| Mount Nittany Medical Center Obligated Group           | Mount Nittany Medical Center Obligated Group, Series 2022                               | CUSIP: 62213LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $45345.71     | 0.01%             | 2052-11-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co.                                                                       | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293008.89    | 0.04%             | 2028-07-25      | Variable      | 4.81%                 | No            | 2                  | On Loan: No      |
| Radiate Holdco LLC                                     | Radiate Holdco LLC                                                                      | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    121000 | PA      | $88898.70     | 0.01%             | 2026-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Western Midstream Operating LP                         | Western Midstream Operating LP                                                          | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    145000 | PA      | $120454.40    | 0.02%             | 2044-04-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                       | Goodyear Tire & Rubber Co. (The)                                                        | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     68000 | PA      | $55508.49     | 0.01%             | 2033-04-30      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Canyon CLO Ltd.                                        | Canyon CLO Ltd., Series 2018-1A, Class C                                                | CUSIP: 13877BAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $934951.20    | 0.12%             | 2031-07-15      | Floating      | 5.98%                 | No            | 2                  | On Loan: No      |
| Aviation Capital Group LLC                             | Aviation Capital Group LLC                                                              | CUSIP: 05369AAC5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158698.53    | 0.02%             | 2023-05-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                      | Lowe's Cos., Inc.                                                                       | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    235000 | PA      | $149492.71    | 0.02%             | 2050-10-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AthenaHealth Group, Inc.                               | AthenaHealth Group, Inc.                                                                | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    276000 | PA      | $203393.28    | 0.03%             | 2030-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                     | Crown Castle, Inc.                                                                      | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    800000 | PA      | $691203.04    | 0.09%             | 2026-07-15      | Fixed         | 1.05%                 | 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      | $1439817.30   | 0.19%             | 2035-01-15      | Floating      | 5.83%                 | No            | 2                  | On Loan: No      |
| JP Morgan Structured Products BV                       | JP Morgan Structured Products BV, Series E10A                                           | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      1996 | NS      | $271557.10    | 0.04%             | 2023-01-25      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                                                   | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33280.80     | 0.00%             | 2026-03-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Covanta Holding Corp.                                  | Covanta Holding Corp., Term Loan B                                                      | CUSIP: 22282GAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    143112 | PA      | $141911.07    | 0.02%             | 2028-11-30      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| Nutrien Ltd.                                           | Nutrien Ltd.                                                                            | CUSIP: 67077MAZ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $65816.89     | 0.01%             | 2024-11-07      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| L3Harris Technologies, Inc.                            | L3Harris Technologies, Inc.                                                             | CUSIP: 413875AR6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72832.63     | 0.01%             | 2025-04-27      | Fixed         | 3.83%                 | 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        |    891667 | PA      | $828486.99    | 0.11%             | 2067-03-25      | Variable      | 3.76%                 | No            | 2                  | On Loan: No      |
| New Enterprise Stone & Lime Co., Inc.                  | New Enterprise Stone & Lime Co., Inc.                                                   | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     31000 | PA      | $27527.09     | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Motorola Solutions, Inc.                               | Motorola Solutions, Inc.                                                                | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9003.82      | 0.00%             | 2044-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Uber Technologies, Inc.                                | Uber Technologies, Inc.                                                                 | CUSIP: 90353TAF7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     91000 | PA      | $90933.72     | 0.01%             | 2025-05-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                             | Pacific Gas & Electric Co.                                                              | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     46000 | PA      | $30796.23     | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Blackstone Private Credit Fund                         | Blackstone Private Credit Fund                                                          | CUSIP: 09261HAY3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    116000 | PA      | $115080.36    | 0.02%             | 2025-09-29      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing, Inc.                                | Level 3 Financing, Inc.                                                                 | CUSIP: 527298BP7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    112000 | PA      | $94638.37     | 0.01%             | 2027-03-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)                  | Interpublic Group of Cos., Inc. (The)                                                   | CUSIP: 460690BQ2<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13706.80     | 0.00%             | 2048-10-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| WestRock MWV LLC                                       | WestRock MWV LLC                                                                        | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    125000 | PA      | $140949.25    | 0.02%             | 2030-01-15      | Fixed         | 8.20%                 | 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        |   1075334 | PA      | $979653.99    | 0.13%             | 2057-07-25      | Variable      | 4.10%                 | No            | 2                  | On Loan: No      |
| Marsh & McLennan Cos., Inc.                            | Marsh & McLennan Cos., Inc.                                                             | CUSIP: 571748AV4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146761.29    | 0.02%             | 2024-06-03      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| American Honda Finance Corp.                           | American Honda Finance Corp.                                                            | CUSIP: 02665WDN8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    365000 | PA      | $329221.82    | 0.04%             | 2025-09-10      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Mattel, Inc.                                           | Mattel, Inc.                                                                            | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     42000 | PA      | $34187.63     | 0.00%             | 2041-11-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| CIFC Funding 2019-IV Ltd.                              | CIFC Funding 2019-IV Ltd., Series 2019-4A, Class A2R                                    | CUSIP: 17182XAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $950214.40    | 0.12%             | 2034-10-15      | Floating      | 5.73%                 | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                          | Equinix, Inc.                                                                           | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     25000 | PA      | $15696.39     | 0.00%             | 2050-07-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Applied Systems, Inc.                                  | Applied Systems, Inc., 2nd Lien Term Loan                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48000 | PA      | $47460.00     | 0.01%             | 2027-09-17      | Variable      | 10.91%                | No            | 2                  | On Loan: No      |
| UDR, Inc.                                              | UDR, Inc.                                                                               | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     70000 | PA      | $51426.92     | 0.01%             | 2032-08-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Consumers Energy Co.                                   | Consumers Energy Co.                                                                    | CUSIP: 210518DJ2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    115000 | PA      | $64367.33     | 0.01%             | 2060-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                             | AT&T, Inc.                                                                              | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    145000 | PA      | $128961.38    | 0.02%             | 2027-06-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                  | Sumitomo Mitsui Financial Group, Inc.                                                   | CUSIP: 86562MCH1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $174163.48    | 0.02%             | 2026-09-17      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| 7-Eleven, Inc.                                         | 7-Eleven, Inc.                                                                          | CUSIP: 817826AB6<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    275000 | PA      | $261695.62    | 0.03%             | 2024-02-10      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corp.                                    | Union Pacific Corp.                                                                     | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73649.11     | 0.01%             | 2071-04-06      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV, Series EMV9                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       717 | NS      | $93114.72     | 0.01%             | 2023-02-10      | Floating      | 8.01%                 | No            | 2                  | On Loan: No      |
| GCAT Trust                                             | GCAT Trust, Series 2022-NQM2, Class A1                                                  | CUSIP: 36169KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    168980 | PA      | $158963.87    | 0.02%             | 2067-02-25      | Variable      | 4.21%                 | No            | 2                  | On Loan: No      |
| Alliant Holdings Intermediate LLC                      | Alliant Holdings Intermediate LLC                                                       | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    118000 | PA      | $106065.48    | 0.01%             | 2027-10-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                 | Palmer Square CLO Ltd., Series 2019-1A, Class A2R                                       | CUSIP: 69700GAL6<br>LEI: 549300Y43K78UTRMTN21 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $949983.80    | 0.12%             | 2034-11-14      | Floating      | 6.35%                 | No            | 2                  | On Loan: No      |
| Royal Caribbean Cruises Ltd.                           | Royal Caribbean Cruises Ltd.                                                            | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     68000 | PA      | $68331.50     | 0.01%             | 2029-01-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| New Fortress Energy, Inc.                              | New Fortress Energy, Inc.                                                               | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $195027.00    | 0.03%             | 2026-09-30      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                     | VICI Properties LP                                                                      | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $17528.68     | 0.00%             | 2029-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| GTCR AP Finance, Inc.                                  | GTCR AP Finance, Inc.                                                                   | CUSIP: 40060QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $24904.88     | 0.00%             | 2027-05-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| EnLink Midstream Partners LP                           | EnLink Midstream Partners LP                                                            | CUSIP: 29336UAF4<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24440.73     | 0.00%             | 2026-07-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| AMSR Trust                                             | AMSR Trust, Series 2020-SFR1, Class E                                                   | CUSIP: 00180AAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $914188.00    | 0.12%             | 2037-04-17      | Fixed         | 3.22%                 | No            | 2                  | On Loan: No      |
| American Airlines, Inc.                                | American Airlines, Inc., Term Loan                                                      | CUSIP: 02376CAX3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |     81141 | PA      | $76794.06     | 0.01%             | 2027-01-29      | Variable      | 6.14%                 | No            | 2                  | On Loan: No      |
| Ladder Capital Finance Holdings LLLP                   | Ladder Capital Finance Holdings LLLP                                                    | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $30241.05     | 0.00%             | 2027-02-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Dynasty Acquisition Co., Inc.                          | Dynasty Acquisition Co., Inc., Term Loan B2                                             | CUSIP: 26812CAF3<br>LEI: 549300WM2IKMXZ5LGL49 | Long             | LON              | CORP              | CA        |    112684 | PA      | $107201.63    | 0.01%             | 2026-04-06      | Variable      | 7.92%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                          | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68793.80     | 0.01%             | 2028-07-22      | Variable      | 3.59%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | CDI                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   3072000 | PA      | $-16444.17    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Axalta Coating Systems LLC                             | Axalta Coating Systems LLC                                                              | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123774.78    | 0.02%             | 2029-02-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Scientific Games International, Inc.                   | Scientific Games International, Inc., Term Loan B                                       | CUSIP: 80875AAT8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     69376 | PA      | $68260.82     | 0.01%             | 2029-04-14      | Variable      | 7.42%                 | No            | 2                  | On Loan: No      |
| Duke Energy Progress LLC                               | Duke Energy Progress LLC                                                                | CUSIP: 144141DD7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20937.40     | 0.00%             | 2043-03-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                                    | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       919 | NS      | $349111.60    | 0.05%             | 2023-01-25      | Fixed         | 13.11%                | No            | 2                  | On Loan: No      |
| Enbridge, Inc.                                         | Enbridge, Inc.                                                                          | CUSIP: 29250NAY1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    305000 | PA      | $288546.41    | 0.04%             | 2025-01-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                            | Apple, Inc.                                                                             | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169939.18    | 0.02%             | 2052-08-08      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Baltimore Gas & Electric Co.                           | Baltimore Gas & Electric Co.                                                            | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     95000 | PA      | $62778.17     | 0.01%             | 2050-06-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Lam Research Corp.                                     | Lam Research Corp.                                                                      | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12222.04     | 0.00%             | 2030-06-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Chart Industries, Inc.                                 | Chart Industries, Inc.                                                                  | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    134000 | PA      | $134708.86    | 0.02%             | 2030-01-01      | Fixed         | 7.50%                 | 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        |    195697 | PA      | $194462.18    | 0.03%             | 2062-09-25      | Variable      | 6.10%                 | No            | 2                  | On Loan: No      |
| Omnicom Group, Inc.                                    | Omnicom Group, Inc.                                                                     | CUSIP: 681919BA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $122551.66    | 0.02%             | 2024-11-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Altice Financing SA                                    | Altice Financing SA, Term Loan                                                          | CUSIP: L0178UAK2<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    173684 | PA      | $166737.09    | 0.02%             | 2026-01-31      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| Applied Systems, Inc.                                  | Applied Systems, Inc., 1st Lien Term Loan                                               | CUSIP: 03827FBB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    109415 | PA      | $108785.79    | 0.01%             | 2026-09-18      | Variable      | 9.08%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                   | American Tower Corp.                                                                    | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      1034 | NS      | $219063.24    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Mizuho Markets Cayman LP                               | Mizuho Markets Cayman LP                                                                | CUSIP: 6068FT309<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |      1034 | NS      | $231110.92    | 0.03%             | 2023-01-27      | Fixed         | 11.70%                | No            | 2                  | On Loan: No      |
| BP Capital Markets America, Inc.                       | BP Capital Markets America, Inc.                                                        | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    110000 | PA      | $87691.62     | 0.01%             | 2030-08-10      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Diamond (BC) BV                                        | Diamond (BC) BV, Term Loan                                                              | CUSIP: N2611UAF2<br>LEI: 549300SWLHWJF3D4N658 | Long             | LON              | CORP              | NL        |    188967 | PA      | $182353.23    | 0.02%             | 2028-09-29      | Variable      | 7.16%                 | No            | 2                  | On Loan: No      |
| Boston Properties LP                                   | Boston Properties LP                                                                    | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    155000 | PA      | $143690.85    | 0.02%             | 2028-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BCPE Empire Holdings, Inc.                             | BCPE Empire Holdings, Inc.                                                              | CUSIP: 05552VAA0<br>LEI: 549300O2G0VI2955B626 | Long             | DBT              | CORP              | US        |     48000 | PA      | $43045.44     | 0.01%             | 2027-05-01      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| M&T Bank Corp.                                         | M&T Bank Corp.                                                                          | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      7722 | NS      | $1120153.32   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Focus Financial Partners LLC                           | Focus Financial Partners LLC, Term Loan B4                                              | CUSIP: 34416DAU2<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    135393 | PA      | $132539.81    | 0.02%             | 2028-06-30      | Variable      | 6.82%                 | 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        |    858681 | PA      | $820960.94    | 0.11%             | 2067-04-25      | Variable      | 4.35%                 | No            | 2                  | On Loan: No      |
| Cromwell European REIT                                 | Cromwell European REIT                                                                  | CUSIP: N/A<br>LEI: 21380093RFHTC319NL93       | Long             | EC               | CORP              | SG        |     61800 | NS      | $99284.70     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays plc                                           | Barclays plc                                                                            | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $188932.33    | 0.02%             | 2033-08-09      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| Synaptics, Inc.                                        | Synaptics, Inc., Term Loan                                                              | CUSIP: 87159JAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     82651 | PA      | $80791.12     | 0.01%             | 2028-12-02      | Variable      | 7.40%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.             | Australia & New Zealand Banking Group Ltd.                                              | CUSIP: 05254JAA8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    345000 | PA      | $346384.61    | 0.05%             | 2025-12-08      | Fixed         | 5.09%                 | No            | 2                  | On Loan: No      |
| MetLife, Inc.                                          | MetLife, Inc.                                                                           | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57116.95     | 0.01%             | 2052-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Synchrony Financial                                    | Synchrony Financial                                                                     | CUSIP: 87165BAD5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195407.17    | 0.03%             | 2024-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The)                                                         | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88152.61     | 0.01%             | 2026-12-09      | Variable      | 1.09%                 | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                               | Mizuho Markets Cayman LP                                                                | CUSIP: 6068FW609<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |      1203 | NS      | $358025.06    | 0.05%             | 2023-01-19      | Fixed         | 25.70%                | No            | 2                  | On Loan: No      |
| Northwest Fiber LLC                                    | Northwest Fiber LLC                                                                     | CUSIP: 667449AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $20457.27     | 0.00%             | 2028-06-01      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| Discover Financial Services                            | Discover Financial Services, Series C                                                   | CUSIP: 254709AN8<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    725000 | PA      | $577113.46    | 0.08%             | 2027-10-30      | Variable      | 5.50%                 | No            | 2                  | On Loan: No      |
| Clarios Global LP                                      | Clarios Global LP, 1st Lien Term Loan                                                   | CUSIP: C8000CAG8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |    306114 | PA      | $299355.36    | 0.04%             | 2026-04-30      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| Ashton Woods USA LLC                                   | Ashton Woods USA LLC                                                                    | CUSIP: 045086AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $9678.02      | 0.00%             | 2028-01-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Realty Income Corp.                                    | Realty Income Corp.                                                                     | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16219.23     | 0.00%             | 2032-12-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc.                                                                         | CUSIP: 172967KN0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    225000 | PA      | $213257.54    | 0.03%             | 2026-05-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Marvell Technology, Inc.                               | Marvell Technology, Inc.                                                                | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $42629.95     | 0.01%             | 2031-04-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| United Airlines Pass-Through Trust                     | United Airlines Pass-Through Trust, Series 2019-2, Class AA                             | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39804 | PA      | $32116.58     | 0.00%             | 2032-05-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Walmart, Inc.                                          | Walmart, Inc.                                                                           | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    170000 | PA      | $114937.71    | 0.02%             | 2051-09-22      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                       | Boeing Co. (The)                                                                        | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    782000 | PA      | $725051.51    | 0.09%             | 2050-05-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Fidelity National Information Services, Inc.           | Fidelity National Information Services, Inc.                                            | CUSIP: 31620MBV7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53930.50     | 0.01%             | 2025-07-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing, Inc.                                | Level 3 Financing, Inc.                                                                 | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29137.50     | 0.00%             | 2027-09-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The)                                                         | CUSIP: 38141GCU6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93229.87     | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| DCP Midstream Operating LP                             | DCP Midstream Operating LP                                                              | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    166000 | PA      | $137303.58    | 0.02%             | 2032-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                              | HCA, Inc.                                                                               | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    189000 | PA      | $167854.88    | 0.02%             | 2047-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| GFL Environmental, Inc.                                | GFL Environmental, Inc.                                                                 | CUSIP: 36168QAJ3<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     18000 | PA      | $17193.54     | 0.00%             | 2025-06-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Schlumberger Finance Canada Ltd.                       | Schlumberger Finance Canada Ltd.                                                        | CUSIP: 80685XAC5<br>LEI: 549300P4EXZFF0LRNF59 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $36636.64     | 0.00%             | 2025-09-17      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| TCI-Flatiron CLO Ltd.                                  | TCI-Flatiron CLO Ltd., Series 2018-1A, Class DR                                         | CUSIP: 87232AAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $929044.40    | 0.12%             | 2032-01-29      | Floating      | 7.16%                 | No            | 2                  | On Loan: No      |
| Citizens Financial Group, Inc.                         | Citizens Financial Group, Inc.                                                          | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     46058 | NS      | $1813303.46   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Medline Borrower LP                                    | Medline Borrower LP                                                                     | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    208000 | PA      | $165208.16    | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Truist Financial Corp.                                 | Truist Financial Corp.                                                                  | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    400000 | PA      | $354360.05    | 0.05%             | 2027-03-02      | Variable      | 1.27%                 | No            | 2                  | On Loan: No      |
| Greeneden US Holdings I LLC                            | Greeneden US Holdings I LLC, Term Loan                                                  | CUSIP: 39479UAQ6<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |    317816 | PA      | $304508.79    | 0.04%             | 2027-12-01      | Variable      | 8.38%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)               | PNC Financial Services Group, Inc. (The)                                                | CUSIP: 693475AY1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95546.78     | 0.01%             | 2024-11-01      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Enbridge, Inc.                                         | Enbridge, Inc.                                                                          | CUSIP: 29250NBG9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $101512.55    | 0.01%             | 2023-10-04      | Fixed         | 0.55%                 | No            | 2                  | On Loan: No      |
| Standard Industries, Inc.                              | Standard Industries, Inc.                                                               | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     67000 | PA      | $61823.12     | 0.01%             | 2027-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| New Fortress Energy, Inc.                              | New Fortress Energy, Inc.                                                               | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    141000 | PA      | $133357.80    | 0.02%             | 2025-09-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Six Flags Entertainment Corp.                          | Six Flags Entertainment Corp.                                                           | CUSIP: 83001AAC6<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |     51000 | PA      | $45933.15     | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ATI, Inc.                                              | ATI, Inc.                                                                               | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     78000 | PA      | $68686.77     | 0.01%             | 2031-10-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                                                            | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    136000 | PA      | $100394.30    | 0.01%             | 2041-03-25      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Howard Hughes Corp. (The)                              | Howard Hughes Corp. (The)                                                               | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46062.50     | 0.01%             | 2029-02-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                      | BAT Capital Corp.                                                                       | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    825000 | PA      | $761084.75    | 0.10%             | 2026-09-06      | Fixed         | 3.21%                 | No            | 2                  | On Loan: No      |
| Brookfield Residential Properties, Inc.                | Brookfield Residential Properties, Inc.                                                 | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     47000 | PA      | $36644.37     | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Generate CLO 9 Ltd.                                    | Generate CLO 9 Ltd., Series 9A, Class A                                                 | CUSIP: 37147LAA7<br>LEI: 549300OYEZ11WGJ2SS19 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $969042.50    | 0.13%             | 2034-10-20      | Floating      | 5.44%                 | No            | 2                  | On Loan: No      |
| Exelon Corp.                                           | Exelon Corp.                                                                            | CUSIP: 30161NAZ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36683.38     | 0.00%             | 2027-03-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc                                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      1896 | NS      | $434963.67    | 0.06%             | 2023-01-06      | Fixed         | 27.36%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc                                                                       | CUSIP: 06738G8A1<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |     26000 | PA      | $33841.78     | 0.00%             | 2025-02-04      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                     | Energy Transfer LP                                                                      | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58701.60     | 0.01%             | 2033-02-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| HalseyPoint CLO 3 Ltd.                                 | HalseyPoint CLO 3 Ltd., Series 2020-3A, Class A1A                                       | CUSIP: 40638UAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1480017.45   | 0.19%             | 2032-11-30      | Floating      | 5.86%                 | No            | 2                  | On Loan: No      |
| MasTec, Inc.                                           | MasTec, Inc.                                                                            | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44784.48     | 0.01%             | 2028-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Abbott Laboratories                                    | Abbott Laboratories                                                                     | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148475.65    | 0.02%             | 2036-11-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Trident TPI Holdings, Inc.                             | Trident TPI Holdings, Inc., Delayed Draw Term Loan B3                                   | CUSIP: 00216EAF6<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |     13780 | PA      | $13208.97     | 0.00%             | 2028-09-15      | Variable      | 7.82%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                       | Amazon.com, Inc.                                                                        | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    110000 | PA      | $66256.71     | 0.01%             | 2060-06-03      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| US Bancorp                                             | US Bancorp                                                                              | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    380000 | PA      | $371111.78    | 0.05%             | 2028-07-22      | Variable      | 4.55%                 | No            | 2                  | On Loan: No      |
| American Airlines, Inc.                                | American Airlines, Inc.                                                                 | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    201135 | PA      | $183828.51    | 0.02%             | 2029-04-20      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corp.                                    | Union Pacific Corp.                                                                     | CUSIP: 907818FF0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77248.16     | 0.01%             | 2060-03-20      | Fixed         | 3.84%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                                    | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      2756 | NS      | $351917.61    | 0.05%             | 2023-02-14      | Fixed         | 11.80%                | No            | 2                  | On Loan: No      |
| Frontier Communications Holdings LLC                   | Frontier Communications Holdings LLC                                                    | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $71487.12     | 0.01%             | 2030-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CMS Energy Corp.                                       | CMS Energy Corp.                                                                        | CUSIP: 125896BQ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    125000 | PA      | $116304.60    | 0.02%             | 2026-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corp.                                      | Duke Energy Corp.                                                                       | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    335000 | PA      | $244685.37    | 0.03%             | 2082-01-15      | Variable      | 3.25%                 | No            | 2                  | On Loan: No      |
| Adevinta ASA                                           | Adevinta ASA, Facility Term Loan B2                                                     | CUSIP: R0000XAC2<br>LEI: N/A                  | Long             | LON              | CORP              | NO        |    135886 | PA      | $134085.45    | 0.02%             | 2028-06-26      | Variable      | 7.48%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                     | General Motors Financial Co., Inc.                                                      | CUSIP: 37045XAZ9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33896.36     | 0.00%             | 2025-07-13      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Diamondback Energy, Inc.                               | Diamondback Energy, Inc.                                                                | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41403.06     | 0.01%             | 2031-03-24      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Nokia OYJ                                              | Nokia OYJ                                                                               | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |     32000 | PA      | $30373.16     | 0.00%             | 2039-05-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                                    | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      5479 | NS      | $176231.34    | 0.02%             | 2023-01-26      | Fixed         | 12.65%                | No            | 2                  | On Loan: No      |
| Duke Energy Florida LLC                                | Duke Energy Florida LLC                                                                 | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    140000 | PA      | $111259.06    | 0.01%             | 2030-06-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Civitas Resources, Inc.                                | Civitas Resources, Inc.                                                                 | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     34000 | PA      | $31084.69     | 0.00%             | 2026-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                              | HCA, Inc.                                                                               | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    165000 | PA      | $150014.44    | 0.02%             | 2027-03-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Camelot US Acquisition 1 Co.                           | Camelot US Acquisition 1 Co., Term Loan                                                 | CUSIP: L2000AAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    215461 | PA      | $211959.68    | 0.03%             | 2026-10-30      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| Live Nation Entertainment, Inc.                        | Live Nation Entertainment, Inc.                                                         | CUSIP: 538034AK5<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8714.20      | 0.00%             | 2024-11-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Carnival Corp.                                         | Carnival Corp.                                                                          | CUSIP: 143658BJ0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    101000 | PA      | $95445.00     | 0.01%             | 2027-08-01      | Fixed         | 9.88%                 | No            | 2                  | On Loan: No      |
| AMN Healthcare, Inc.                                   | AMN Healthcare, Inc.                                                                    | CUSIP: 00175PAC7<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |     29000 | PA      | $24816.46     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| HF Sinclair Corp.                                      | HF Sinclair Corp.                                                                       | CUSIP: 403949AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $151774.60    | 0.02%             | 2023-10-01      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| NiSource, Inc.                                         | NiSource, Inc.                                                                          | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48785.29     | 0.01%             | 2045-02-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan, Inc.                                    | Kinder Morgan, Inc.                                                                     | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     62000 | PA      | $53496.12     | 0.01%             | 2048-03-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Acuris Finance US, Inc.                                | Acuris Finance US, Inc.                                                                 | CUSIP: 00511BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $159500.00    | 0.02%             | 2028-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Virginia Electric & Power Co.                          | Virginia Electric & Power Co.                                                           | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    125000 | PA      | $74093.34     | 0.01%             | 2050-12-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Applied Materials, Inc.                                | Applied Materials, Inc.                                                                 | CUSIP: 038222AL9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    280000 | PA      | $265870.90    | 0.03%             | 2027-04-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                             | AT&T, Inc.                                                                              | CUSIP: 00206RHW5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190866.49    | 0.02%             | 2027-02-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Penske Truck Leasing Co. LP                            | Penske Truck Leasing Co. LP                                                             | CUSIP: 709599AX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $93825.68     | 0.01%             | 2027-04-01      | Fixed         | 4.20%                 | 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      | $430294.23    | 0.06%             | 2034-10-15      | Floating      | 5.78%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | U.S. Treasury 10 Year Ultra Note                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       213 | NC      | $-165220.05   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| BP Capital Markets America, Inc.                       | BP Capital Markets America, Inc.                                                        | CUSIP: 10373QBK5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    175000 | PA      | $166311.93    | 0.02%             | 2027-04-06      | Fixed         | 3.54%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                      | Enterprise Products Operating LLC                                                       | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34781.81     | 0.00%             | 2046-05-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| AmWINS Group, Inc.                                     | AmWINS Group, Inc., Term Loan                                                           | CUSIP: 03234TAW8<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |    224399 | PA      | $220122.19    | 0.03%             | 2028-02-19      | Variable      | 6.62%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing, Inc.                                | Level 3 Financing, Inc.                                                                 | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     19000 | PA      | $14966.30     | 0.00%             | 2028-07-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Alliant Holdings Intermediate LLC                      | Alliant Holdings Intermediate LLC, Term Loan B4                                         | CUSIP: 01881UAJ4<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    297861 | PA      | $290733.06    | 0.04%             | 2027-11-05      | Variable      | 7.85%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                   | Charter Communications Operating LLC                                                    | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $54800.85     | 0.01%             | 2053-04-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Cano Health LLC                                        | Cano Health LLC                                                                         | CUSIP: 13782CAA8<br>LEI: 254900OGI2T8V1NXN639 | Long             | DBT              | CORP              | US        |     39000 | PA      | $23595.00     | 0.00%             | 2028-10-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Albion Financing 3 SARL                                | Albion Financing 3 SARL, Term Loan                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |    118619 | PA      | $111848.68    | 0.01%             | 2026-08-17      | Variable      | 9.57%                 | No            | 2                  | On Loan: No      |
| Churchill Downs, Inc.                                  | Churchill Downs, Inc.                                                                   | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     56000 | PA      | $53063.09     | 0.01%             | 2027-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| New Gold, Inc.                                         | New Gold, Inc.                                                                          | CUSIP: 644535AH9<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    129000 | PA      | $113204.48    | 0.01%             | 2027-07-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Diamondback Energy, Inc.                               | Diamondback Energy, Inc.                                                                | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    194000 | PA      | $141944.11    | 0.02%             | 2052-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| US Foods, Inc.                                         | US Foods, Inc., Term Loan B                                                             | CUSIP: 90351HAE8<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |    104330 | PA      | $103665.29    | 0.01%             | 2028-11-22      | Variable      | 7.13%                 | No            | 2                  | On Loan: No      |
| Rogers Communications, Inc.                            | Rogers Communications, Inc.                                                             | CUSIP: 775109BP5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     61000 | PA      | $41311.94     | 0.01%             | 2049-11-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| CDI Escrow Issuer, Inc.                                | CDI Escrow Issuer, Inc.                                                                 | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $50200.03     | 0.01%             | 2030-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                       | Amazon.com, Inc.                                                                        | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    110000 | PA      | $90773.16     | 0.01%             | 2062-04-13      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Buckeye Partners LP                                    | Buckeye Partners LP                                                                     | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     18000 | PA      | $13143.71     | 0.00%             | 2044-10-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                         | Broadcom, Inc.                                                                          | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    153000 | PA      | $114841.37    | 0.02%             | 2033-02-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                  | NextEra Energy Capital Holdings, Inc.                                                   | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82234.91     | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Molina Healthcare, Inc.                                | Molina Healthcare, Inc.                                                                 | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12776.26     | 0.00%             | 2028-06-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co.                                                                       | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145424.13    | 0.02%             | 2044-01-15      | Fixed         | 5.61%                 | No            | 2                  | On Loan: No      |
| Calpine Construction Finance Co. LP                    | Calpine Construction Finance Co. LP, Term Loan B                                        | CUSIP: 13134NAG6<br>LEI: V0Q3DOB0FIB2XI1KWU77 | Long             | LON              | CORP              | US        |     33758 | PA      | $33659.19     | 0.00%             | 2025-01-15      | Variable      | 6.39%                 | No            | 2                  | On Loan: No      |
| United Natural Foods, Inc.                             | United Natural Foods, Inc.                                                              | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26903.10     | 0.00%             | 2028-10-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co.                                                                       | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132388.32    | 0.02%             | 2028-06-02      | Variable      | 2.39%                 | No            | 2                  | On Loan: No      |
| CDW LLC                                                | CDW LLC                                                                                 | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $48546.33     | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Bank of Nova Scotia (The)                              | Bank of Nova Scotia (The)                                                               | CUSIP: 06417XAL5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $420774.95    | 0.06%             | 2024-12-06      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                              | HCA, Inc.                                                                               | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    185000 | PA      | $182942.25    | 0.02%             | 2026-09-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                     | General Motors Financial Co., Inc.                                                      | CUSIP: 37045XCF1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174989.50    | 0.02%             | 2023-01-05      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                                                            | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    525000 | PA      | $482193.80    | 0.06%             | 2027-11-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc.                                                                         | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     65000 | PA      | $52455.96     | 0.01%             | 2033-01-25      | Variable      | 3.06%                 | 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        |    616402 | PA      | $573943.79    | 0.08%             | 2040-02-28      | Floating      | 5.39%                 | No            | 2                  | On Loan: No      |
| Ferguson plc                                           | Ferguson plc                                                                            | CUSIP: N/A<br>LEI: 213800DU1LGY3R2S2X42       | Long             | EC               | CORP              | JE        |     11872 | NS      | $1490456.93   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Principal Life Global Funding II                       | Principal Life Global Funding II                                                        | CUSIP: 74256LBJ7<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    160000 | PA      | $151108.32    | 0.02%             | 2024-11-21      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Oncor Electric Delivery Co. LLC                        | Oncor Electric Delivery Co. LLC                                                         | CUSIP: 68233JBG8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    146000 | PA      | $123364.51    | 0.02%             | 2048-11-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                                   | CUSIP: 06051GHY8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $371288.00    | 0.05%             | 2026-02-13      | Variable      | 2.02%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                     | Crown Castle, Inc.                                                                      | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    250000 | PA      | $200557.98    | 0.03%             | 2031-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Garden Spinco Corp.                                    | Garden Spinco Corp.                                                                     | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $64660.00     | 0.01%             | 2030-07-20      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                          | Comcast Corp.                                                                           | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71921.03     | 0.01%             | 2028-10-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| AIMCO CLO                                              | AIMCO CLO, Series 2015-AA, Class CR2                                                    | CUSIP: 00900LAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $940060.00    | 0.12%             | 2034-10-17      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| Hilcorp Energy I LP                                    | Hilcorp Energy I LP                                                                     | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $50733.80     | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Aramark Services, Inc.                                 | Aramark Services, Inc.                                                                  | CUSIP: 038522AR9<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     91000 | PA      | $89881.61     | 0.01%             | 2025-05-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| State Street Corp.                                     | State Street Corp.                                                                      | CUSIP: 857477AY9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1788000 | PA      | $1371474.51   | 0.18%             | 2047-06-15      | Floating      | 5.77%                 | No            | 2                  | On Loan: No      |
| Tempo Acquisition LLC                                  | Tempo Acquisition LLC, Term Loan B1                                                     | CUSIP: 88023HAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    441475 | PA      | $439709.01    | 0.06%             | 2028-08-31      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                           | Verizon Communications, Inc.                                                            | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137738.24    | 0.02%             | 2034-11-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO II Ltd.                                    | Elmwood CLO II Ltd., Series 2019-2A, Class CR                                           | CUSIP: 29001LAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $657542.76    | 0.09%             | 2034-04-20      | Floating      | 6.24%                 | No            | 2                  | On Loan: No      |
| Gen Digital, Inc.                                      | Gen Digital, Inc.                                                                       | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58950.00     | 0.01%             | 2030-09-30      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Premier Entertainment Sub LLC                          | Premier Entertainment Sub LLC                                                           | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $16977.60     | 0.00%             | 2031-09-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Ally Financial, Inc.                                   | Ally Financial, Inc., Series B                                                          | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $886093.75    | 0.12%             | 2026-05-15      | Variable      | 4.70%                 | No            | 2                  | On Loan: No      |
| DNB Bank ASA                                           | DNB Bank ASA                                                                            | CUSIP: 23329PAG5<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $173835.98    | 0.02%             | 2027-05-25      | Variable      | 1.53%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                            | Allied Universal Holdco LLC                                                             | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $145151.93    | 0.02%             | 2029-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                      | CIFC Funding Ltd., Series 2017-3A, Class A1                                             | CUSIP: 12548JAC6<br>LEI: 254900S2BZHNDNVF2L25 | Long             | ABS-CBDO         | CORP              | KY        |   1841473 | PA      | $1823366.81   | 0.24%             | 2030-07-20      | Floating      | 5.46%                 | No            | 2                  | On Loan: No      |
| PetVet Care Centers LLC                                | PetVet Care Centers LLC, 1st Lien Term Loan                                             | CUSIP: 70476XAK1<br>LEI: 549300V0HK8MSXZNOM91 | Long             | LON              | CORP              | US        |      3919 | PA      | $3672.26      | 0.00%             | 2025-02-14      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Partners LP                            | Cheniere Energy Partners LP                                                             | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    284000 | PA      | $225696.71    | 0.03%             | 2032-01-31      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Galaxy XXII CLO Ltd.                                   | Galaxy XXII CLO Ltd., Series 2016-22A, Class ARR                                        | CUSIP: 36320TAV5<br>LEI: 54930022KENWLYJ8SJ86 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $728625.23    | 0.10%             | 2034-04-16      | Floating      | 5.28%                 | No            | 2                  | On Loan: No      |
| Travelers Cos., Inc. (The)                             | Travelers Cos., Inc. (The)                                                              | CUSIP: 89417EAK5<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29767.53     | 0.00%             | 2045-08-25      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corp.                                      | Duke Energy Corp.                                                                       | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81481.04     | 0.01%             | 2031-06-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| DCP Midstream Operating LP                             | DCP Midstream Operating LP                                                              | CUSIP: 26439XAH6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38217.00     | 0.01%             | 2036-11-03      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| Motorola Solutions, Inc.                               | Motorola Solutions, Inc.                                                                | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    275000 | PA      | $219874.02    | 0.03%             | 2031-05-24      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Carnival Holdings Bermuda Ltd.                         | Carnival Holdings Bermuda Ltd.                                                          | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    181000 | PA      | $185816.41    | 0.02%             | 2028-05-01      | Fixed         | 10.38%                | No            | 2                  | On Loan: No      |
| Taylor Wimpey plc                                      | Taylor Wimpey plc                                                                       | CUSIP: N/A<br>LEI: 21380089BTRXTD8S3R66       | Long             | EC               | CORP              | GB        |   1148639 | NS      | $1406737.48   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Medline Borrower LP                                    | Medline Borrower LP, Term Loan                                                          | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    413188 | PA      | $392106.76    | 0.05%             | 2028-10-23      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc.                                                                         | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    600000 | PA      | $567949.60    | 0.07%             | 2026-04-08      | Variable      | 3.11%                 | No            | 2                  | On Loan: No      |
| Life Time, Inc.                                        | Life Time, Inc.                                                                         | CUSIP: 53190FAA3<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |     66000 | PA      | $61413.00     | 0.01%             | 2026-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                 | Palmer Square CLO Ltd., Series 2021-2A, Class C                                         | CUSIP: 69701XAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $926005.80    | 0.12%             | 2034-07-15      | Floating      | 5.88%                 | No            | 2                  | On Loan: No      |
| Banco Santander SA                                     | Banco Santander SA                                                                      | CUSIP: 05971KAD1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $191911.10    | 0.03%             | 2024-06-27      | Fixed         | 2.71%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                  | Sumitomo Mitsui Financial Group, Inc.                                                   | CUSIP: 86562MCA6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    340000 | PA      | $309796.95    | 0.04%             | 2025-07-08      | Fixed         | 1.47%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                                   | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126224.11    | 0.02%             | 2029-06-14      | Variable      | 2.09%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                                     | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      1008 | NS      | $73708.42     | 0.01%             | 2023-02-02      | Fixed         | 12.82%                | No            | 2                  | On Loan: No      |
| New Enterprise Stone & Lime Co., Inc.                  | New Enterprise Stone & Lime Co., Inc.                                                   | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     36000 | PA      | $33261.83     | 0.00%             | 2028-07-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| American Express Co.                                   | American Express Co.                                                                    | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    345000 | PA      | $313847.60    | 0.04%             | 2027-03-04      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Carnival Corp.                                         | Carnival Corp.                                                                          | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     60000 | PA      | $39982.92     | 0.01%             | 2029-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                                                            | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59742.99     | 0.01%             | 2026-07-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Altice Financing SA                                    | Altice Financing SA, Term Loan                                                          | CUSIP: L0178UAG1<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     14899 | PA      | $14400.58     | 0.00%             | 2025-07-15      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| Premier Entertainment Sub LLC                          | Premier Entertainment Sub LLC                                                           | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $32445.60     | 0.00%             | 2029-09-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                          | Equinix, Inc.                                                                           | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       192 | NS      | $125765.76    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Verizon Communications, Inc.                           | Verizon Communications, Inc.                                                            | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    525000 | PA      | $394748.79    | 0.05%             | 2041-03-22      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                           | UBS Group AG                                                                            | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |    200000 | PA      | $197500.00    | 0.03%             | 2025-02-19      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| American International Group, Inc.                     | American International Group, Inc.                                                      | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44586.22     | 0.01%             | 2048-04-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| FedEx Corp.                                            | FedEx Corp.                                                                             | CUSIP: 31428XCA2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22762.29     | 0.00%             | 2050-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Albertsons Cos., Inc.                                  | Albertsons Cos., Inc.                                                                   | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $15210.88     | 0.00%             | 2028-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Ball Corp.                                             | Ball Corp.                                                                              | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11243.82     | 0.00%             | 2031-09-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| HP, Inc.                                               | HP, Inc.                                                                                | CUSIP: 40434LAA3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    175000 | PA      | $163496.42    | 0.02%             | 2025-06-17      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| PacifiCorp                                             | PacifiCorp                                                                              | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    175000 | PA      | $114238.09    | 0.01%             | 2052-06-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Harvest Midstream I LP                                 | Harvest Midstream I LP                                                                  | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19088.80     | 0.00%             | 2028-09-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Crescent Energy Finance LLC                            | Crescent Energy Finance LLC                                                             | CUSIP: 45344LAA1<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94234.00     | 0.01%             | 2026-05-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Hess Midstream Operations LP                           | Hess Midstream Operations LP                                                            | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $23937.79     | 0.00%             | 2030-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | Foreign Exchange GBP/USD                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -168 | NC      | $332275.44    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Bombardier, Inc.                                       | Bombardier, Inc.                                                                        | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    127000 | PA      | $117439.44    | 0.02%             | 2028-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Sparta US HoldCo LLC                                   | Sparta US HoldCo LLC, 1st Lien Term Loan                                                | CUSIP: 84673EAB5<br>LEI: 5493004EFF9NBQ1A8453 | Long             | LON              | CORP              | US        |    124236 | PA      | $120560.89    | 0.02%             | 2028-08-02      | Variable      | 7.39%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                     | General Motors Financial Co., Inc.                                                      | CUSIP: 37045XCK0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    535000 | PA      | $520461.93    | 0.07%             | 2025-04-09      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Match Group Holdings II LLC                            | Match Group Holdings II LLC                                                             | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     38000 | PA      | $33875.48     | 0.00%             | 2028-06-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| 8th Avenue Food & Provisions, Inc.                     | 8th Avenue Food & Provisions, Inc., 1st Lien Term Loan                                  | CUSIP: 28253PAC3<br>LEI: 549300PBCACU45IZ2V05 | Long             | LON              | CORP              | US        |    168483 | PA      | $139630.21    | 0.02%             | 2025-10-01      | Variable      | 8.13%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                                     | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |     11427 | NS      | $356199.06    | 0.05%             | 2023-01-20      | Fixed         | 15.26%                | No            | 2                  | On Loan: No      |
| EnLink Midstream Partners LP                           | EnLink Midstream Partners LP                                                            | CUSIP: 29336UAC1<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16495.33     | 0.00%             | 2044-04-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Western Midstream Operating LP                         | Western Midstream Operating LP                                                          | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11511.18     | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Spirit AeroSystems, Inc.                               | Spirit AeroSystems, Inc.                                                                | CUSIP: 85205TAL4<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27668.48     | 0.00%             | 2025-04-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2022-12-31

**Name of Applicant:** BlackRock Funds II

**Signature:** Ann Frechette

**Name of Signer:** Ann Frechette

**Title:** Assistant Treasurer