# EDGAR Filing Document

**Accession Number:** 0001398078
**File Stem:** 0001752724-23-068545
**Filing Date:** 2023-3
**Character Count:** 899293
**Document Hash:** e8f283b79f0191b060f70064fcb646ff
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-068545.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001752724-23-068545

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20230731

**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:** 23767027

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2023-07-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1283161931.62

**Total Liabilities:** $70628965.43

**Net Assets:** $1212532966.19

**Cash Not Reported:** $104467.55

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 46039.48000000 | **1-Year:** 1516.00000000 | **5-Year:** 23845.08000000 | **10-Year:** 5645.00000000 | **30-Year:** 12317.14000000

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

- **3-Month:** 33511.58000000 | **1-Year:** 6187.58000000 | **5-Year:** 100249.23000000 | **10-Year:** 9733.43000000 | **30-Year:** 13802.75000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000146953 | 5.17%                | -2.40%               | 5.86%                |
| Class ID C000146951 | 5.01%                | -2.30%               | 5.70%                |
| Class ID C000146952 | 4.96%                | -2.37%               | 5.65%                |
| Class ID C000166008 | 5.04%                | -2.28%               | 5.73%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-10724014.98            | $52492458.85                               |
| Month 2  | $108331.48               | $-24206171.44                              |
| Month 3  | $-2536799.60             | $53724891.04                               |

**Designated Index Information**

- **Index Name:** 70% MSCI World Index/30% Bloomberg U.S. Aggregate Bond Index

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                             | Title                                                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Royal Caribbean Cruises Ltd.                                     | Royal Caribbean Cruises Ltd.                                                               | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     69000 | PA      | $61752.34     | 0.01%             | 2026-08-31      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-20240.31    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NuStar Logistics LP                                              | NuStar Logistics LP                                                                        | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     82000 | PA      | $80304.24     | 0.01%             | 2026-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Oryx Funding Ltd.                                                | Oryx Funding Ltd.                                                                          | CUSIP: 67114NAA9<br>LEI: 549300S728CF0BBRC295 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $196850.00    | 0.02%             | 2031-02-03      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                  | Intercontinental Exchange, Inc.                                                            | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     16398 | NS      | $1763604.90   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Crocs, Inc.                                                      | Crocs, Inc., Term Loan                                                                     | CUSIP: 22704NAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    159918 | PA      | $158767.89    | 0.01%             | 2029-02-20      | Variable      | 7.73%                 | No            | 2                  | On Loan: No      |
| Regatta XIII Funding Ltd.                                        | Regatta XIII Funding Ltd., Series 2018-2A, Class B                                         | CUSIP: 75888FAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $478920.45    | 0.04%             | 2031-07-15      | Floating      | 6.89%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                                      | Goldman Sachs International                                                                | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |     14200 | NS      | $82698.49     | 0.01%             | 2023-02-21      | Fixed         | 21.05%                | No            | 2                  | On Loan: No      |
| Western Midstream Operating LP                                   | Western Midstream Operating LP                                                             | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    983000 | PA      | $852752.50    | 0.07%             | 2050-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Grupo Bimbo SAB de CV                                            | Grupo Bimbo SAB de CV                                                                      | CUSIP: N/A<br>LEI: 5493000RIXURZEBFEV60       | Long             | DBT              | CORP              | MX        |    200000 | PA      | $198965.00    | 0.02%             | 2023-04-17      | Variable      | 5.95%                 | No            | 2                  | On Loan: No      |
| Iron Mountain, Inc.                                              | Iron Mountain, Inc.                                                                        | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    282000 | PA      | $253781.58    | 0.02%             | 2032-07-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust              | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2022-NLP, Class F              | CUSIP: 466317AQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    766432 | PA      | $629801.75    | 0.05%             | 2037-04-15      | Floating      | 8.02%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      6500 | NS      | $211838.21    | 0.02%             | 2023-02-27      | Fixed         | 21.30%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc, Series EMU4                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       683 | NS      | $1638666.34   | 0.14%             | 2023-03-01      | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| IHS Holding Ltd.                                                 | IHS Holding Ltd.                                                                           | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    370000 | PA      | $302869.05    | 0.02%             | 2028-11-29      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Scientific Games International, Inc.                             | Scientific Games International, Inc.                                                       | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     92000 | PA      | $91079.40     | 0.01%             | 2028-05-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                            | Clydesdale Acquisition Holdings, Inc.                                                      | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   1024000 | PA      | $1006710.28   | 0.08%             | 2029-04-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| First Franklin Mortgage Loan Trust                               | First Franklin Mortgage Loan Trust, Series 2006-FF13, Class A2C                            | CUSIP: 30247DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30031 | PA      | $20388.53     | 0.00%             | 2036-10-25      | Floating      | 4.83%                 | No            | 2                  | On Loan: No      |
| HONO Mortgage Trust                                              | HONO Mortgage Trust, Series 2021-LULU, Class F                                             | CUSIP: 40390MAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157000 | PA      | $143096.11    | 0.01%             | 2036-10-15      | Floating      | 8.86%                 | No            | 2                  | On Loan: No      |
| UKG, Inc.                                                        | UKG, Inc., 1st Lien Term Loan                                                              | CUSIP: 90385KAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    151906 | PA      | $150282.53    | 0.01%             | 2026-05-04      | Variable      | 8.58%                 | No            | 2                  | On Loan: No      |
| McAfee Corp.                                                     | McAfee Corp., Term Loan B1                                                                 | CUSIP: 57906HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    313425 | PA      | $295208.74    | 0.02%             | 2029-03-01      | Variable      | 8.18%                 | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                         | Mizuho Markets Cayman LP                                                                   | CUSIP: 6068FT705<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |      4157 | NS      | $933762.46    | 0.08%             | 2023-02-03      | Fixed         | 7.11%                 | No            | 2                  | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                            | Clydesdale Acquisition Holdings, Inc.                                                      | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    658000 | PA      | $581528.89    | 0.05%             | 2030-04-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Suzano Austria GmbH                                              | Suzano Austria GmbH                                                                        | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    258000 | PA      | $220086.90    | 0.02%             | 2031-01-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Ciena Corp.                                                      | Ciena Corp.                                                                                | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |     97000 | PA      | $84875.00     | 0.01%             | 2030-01-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Nouryon Finance BV                                               | Nouryon Finance BV, Term Loan                                                              | CUSIP: N8232NAB3<br>LEI: 549300K7VB5G6LULFT41 | Long             | LON              | CORP              | US        |     27514 | PA      | $27204.30     | 0.00%             | 2025-10-01      | Variable      | 7.53%                 | No            | 2                  | On Loan: No      |
| Adani Electricity Mumbai Ltd.                                    | Adani Electricity Mumbai Ltd.                                                              | CUSIP: 00654GAA1<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $149000.00    | 0.01%             | 2030-02-12      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Co. (The)                                            | Kraft Heinz Co. (The)                                                                      | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     33225 | NS      | $1346609.25   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| CITGO Petroleum Corp.                                            | CITGO Petroleum Corp.                                                                      | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    392000 | PA      | $384107.08    | 0.03%             | 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        |    238000 | PA      | $233213.82    | 0.02%             | 2027-04-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Standard Industries, Inc.                                        | Standard Industries, Inc.                                                                  | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    187000 | PA      | $159860.85    | 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        |    258853 | PA      | $256170.85    | 0.02%             | 2026-01-29      | Variable      | 9.07%                 | No            | 2                  | On Loan: No      |
| Nabors Industries Ltd.                                           | Nabors Industries Ltd.                                                                     | CUSIP: 629571AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    112000 | PA      | $108920.00    | 0.01%             | 2026-01-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| DCP Midstream Operating LP                                       | DCP Midstream Operating LP                                                                 | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    195000 | PA      | $213612.75    | 0.02%             | 2037-09-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                                      | Allied Universal Holdco LLC                                                                | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1538000 | PA      | $1468790.00   | 0.12%             | 2027-07-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| AIG CLO LLC                                                      | AIG CLO LLC, Series 2020-1A, Class DR                                                      | CUSIP: 00140WBA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    900000 | PA      | $833832.72    | 0.07%             | 2034-04-15      | Floating      | 7.79%                 | No            | 2                  | On Loan: No      |
| Organon & Co.                                                    | Organon & Co., Term Loan                                                                   | CUSIP: 68621XAE3<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |    197337 | PA      | $196736.76    | 0.02%             | 2028-06-02      | Variable      | 7.75%                 | No            | 2                  | On Loan: No      |
| KWG Group Holdings Ltd.                                          | KWG Group Holdings Ltd.                                                                    | CUSIP: N/A<br>LEI: 549300LK82ZOM9ZE7H90       | Long             | DBT              | CORP              | KY        |    550000 | PA      | $211750.00    | 0.02%             | 2025-08-10      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Azalea TopCo, Inc.                                               | Azalea TopCo, Inc., 1st Lien Term Loan                                                     | CUSIP: 29102TAB8<br>LEI: 549300HC42NZULO53062 | Long             | LON              | CORP              | US        |    189297 | PA      | $180600.30    | 0.01%             | 2026-07-24      | Variable      | 8.07%                 | No            | 2                  | On Loan: No      |
| Synchrony Financial                                              | Synchrony Financial                                                                        | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     30358 | NS      | $1115049.34   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Trivium Packaging Finance BV                                     | Trivium Packaging Finance BV                                                               | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    652000 | PA      | $625880.88    | 0.05%             | 2026-08-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                           | UBS AG                                                                                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      2700 | NS      | $285824.10    | 0.02%             | 2023-03-09      | Fixed         | 25.40%                | No            | 2                  | On Loan: No      |
| N/A                                                              | U.S. Treasury 5 Year Note                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -2 | NC      | $-2065.65     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AI Candelaria Spain SA                                           | AI Candelaria Spain SA                                                                     | CUSIP: N/A<br>LEI: 213800L5KA2MJ5FKRZ02       | Long             | DBT              | CORP              | ES        |    235417 | PA      | $223645.83    | 0.02%             | 2028-12-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| CITGO Petroleum Corp.                                            | CITGO Petroleum Corp.                                                                      | CUSIP: 17302XAK2<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169560.18    | 0.01%             | 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        |   1228000 | PA      | $1204582.04   | 0.10%             | 2025-04-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Cheplapharm Arzneimittel GmbH                                    | Cheplapharm Arzneimittel GmbH                                                              | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $178512.00    | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | 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        |    180619 | PA      | $176974.30    | 0.01%             | 2028-09-15      | Variable      | 8.73%                 | No            | 2                  | On Loan: No      |
| Country Garden Holdings Co. Ltd.                                 | Country Garden Holdings Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $151500.00    | 0.01%             | 2025-09-17      | Fixed         | 6.15%                 | 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        |    504409 | PA      | $496999.57    | 0.04%             | 2026-10-19      | Variable      | 6.31%                 | No            | 2                  | On Loan: No      |
| Standard Chartered plc                                           | Standard Chartered plc                                                                     | CUSIP: 853254CD0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    850000 | PA      | $727940.00    | 0.06%             | 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        |    186059 | PA      | $73958.45     | 0.01%             | 2027-03-31      | Variable      | 8.83%                 | No            | 2                  | On Loan: No      |
| TICP CLO V Ltd.                                                  | TICP CLO V Ltd., Series 2016-5A, Class DR                                                  | CUSIP: 87248KAQ7<br>LEI: 254900FRG2I3OIEKD552 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $492046.05    | 0.04%             | 2031-07-17      | Floating      | 7.94%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                           | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $40151.25     | 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        |    122923 | PA      | $128839.33    | 0.01%             | 2026-10-15      | Variable      | 15.00%                | No            | 2                  | On Loan: No      |
| Telecom Italia Capital SA                                        | Telecom Italia Capital SA                                                                  | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     45000 | PA      | $38260.35     | 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        |    482000 | PA      | $475276.10    | 0.04%             | 2029-04-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                            | United Mexican States                                                                      | CUSIP: 91086QAG3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     35000 | PA      | $41317.50     | 0.00%             | 2031-08-15      | Fixed         | 8.30%                 | 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        |     13984 | NS      | $1438335.07   | 0.12%             | 2023-02-09      | Floating      | 13.06%                | No            | 2                  | On Loan: No      |
| Cablevision Lightpath LLC                                        | Cablevision Lightpath LLC                                                                  | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169995.96    | 0.01%             | 2027-09-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| MKS Instruments, Inc.                                            | MKS Instruments, Inc., Term Loan B                                                         | CUSIP: 55314NAS3<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |    179712 | PA      | $179198.52    | 0.01%             | 2029-08-17      | Variable      | 7.36%                 | No            | 2                  | On Loan: No      |
| Apache Corp.                                                     | Apache Corp.                                                                               | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    102000 | PA      | $89071.50     | 0.01%             | 2040-09-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2018-B5, Class D                                          | CUSIP: 08160BAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $394515.17    | 0.03%             | 2051-07-15      | Variable      | 3.11%                 | No            | 2                  | On Loan: No      |
| MC Brazil Downstream Trading SARL                                | MC Brazil Downstream Trading SARL                                                          | CUSIP: N/A<br>LEI: 213800T2A7R9TYNXZI63       | Long             | DBT              | CORP              | LU        |    386500 | PA      | $337105.60    | 0.03%             | 2031-06-30      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                     | Royal Caribbean Cruises Ltd.                                                               | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     59000 | PA      | $51182.50     | 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        |    157000 | PA      | $130997.66    | 0.01%             | 2029-01-20      | Variable      | 9.82%                 | No            | 2                  | On Loan: No      |
| Performance Food Group, Inc.                                     | Performance Food Group, Inc.                                                               | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    618000 | PA      | $551410.50    | 0.05%             | 2029-08-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Tallgrass Energy Partners LP                                     | Tallgrass Energy Partners LP                                                               | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $29391.19     | 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        |    107000 | PA      | $106966.83    | 0.01%             | 2029-01-31      | Variable      | 7.71%                 | No            | 2                  | On Loan: No      |
| Frontier Communications Holdings LLC                             | Frontier Communications Holdings LLC                                                       | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    244000 | PA      | $252845.00    | 0.02%             | 2030-05-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Walmart, Inc.                                                    | Walmart, Inc.                                                                              | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      1713 | NS      | $246449.31    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Beacon Roofing Supply, Inc.                                      | Beacon Roofing Supply, Inc., Term Loan                                                     | CUSIP: 07368RAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74020 | PA      | $73896.19     | 0.01%             | 2028-05-19      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| Consolidated Communications, Inc.                                | Consolidated Communications, Inc.                                                          | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    564000 | PA      | $459458.98    | 0.04%             | 2028-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Tervita Corp.                                                    | Tervita Corp.                                                                              | CUSIP: 88159EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     60000 | PA      | $65025.00     | 0.01%             | 2025-12-01      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| H-Food Holdings LLC                                              | H-Food Holdings LLC Term Loan                                                              | CUSIP: 40422KAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     15907 | PA      | $14750.88     | 0.00%             | 2025-05-23      | Variable      | 8.07%                 | No            | 2                  | On Loan: No      |
| EQM Midstream Partners LP                                        | EQM Midstream Partners LP                                                                  | CUSIP: 26885BAB6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14474.30     | 0.00%             | 2026-12-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Belron Group SA                                                  | Belron Group SA, Term Loan                                                                 | CUSIP: 08078UAF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    175388 | PA      | $175060.44    | 0.01%             | 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        |     82000 | PA      | $73113.54     | 0.01%             | 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        |    253222 | PA      | $251903.12    | 0.02%             | 2028-02-22      | Variable      | 6.56%                 | No            | 2                  | On Loan: No      |
| NCR Corp.                                                        | NCR Corp.                                                                                  | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61660.20     | 0.01%             | 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        |       409 | NS      | $1636610.18   | 0.13%             | 2023-02-07      | Fixed         | 10.87%                | No            | 2                  | On Loan: No      |
| Amentum Government Services Holdings LLC                         | Amentum Government Services Holdings LLC, 1st Lien Term Loan                               | CUSIP: 57776DAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    136315 | PA      | $134099.88    | 0.01%             | 2029-02-15      | Variable      | 8.12%                 | No            | 3                  | On Loan: No      |
| Unilever plc                                                     | Unilever plc                                                                               | CUSIP: 904767704<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     18781 | NS      | $959709.10    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| TransDigm, Inc.                                                  | TransDigm, Inc.                                                                            | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45424.31     | 0.00%             | 2026-06-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Republic of Peru                                                 | Republic of Peru                                                                           | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    665000 | PA      | $561634.06    | 0.05%             | 2031-01-23      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| Aeroports de Paris                                               | Aeroports de Paris                                                                         | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | EC               | CORP              | FR        |      1337 | NS      | $207418.84    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                     | BX Commercial Mortgage Trust, Series 2021-21M, Class E                                     | CUSIP: 05609CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345685 | PA      | $336617.13    | 0.03%             | 2036-10-15      | Floating      | 6.63%                 | No            | 2                  | On Loan: No      |
| Hilcorp Energy I LP                                              | Hilcorp Energy I LP                                                                        | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4615.21      | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Grupo Aeroportuario del Pacifico SAB de CV                       | Grupo Aeroportuario del Pacifico SAB de CV, Class B                                        | CUSIP: N/A<br>LEI: 4469000001BZ368XFI90       | Long             | EC               | CORP              | MX        |     63040 | NS      | $1085779.09   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| MGIC Investment Corp.                                            | MGIC Investment Corp.                                                                      | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    105000 | PA      | $98983.50     | 0.01%             | 2028-08-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $117.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| United Mexican States                                            | United Mexican States                                                                      | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    843000 | PA      | $706855.50    | 0.06%             | 2031-05-24      | Fixed         | 2.66%                 | No            | 2                  | On Loan: No      |
| Altice France SA                                                 | Altice France SA, Term Loan B13                                                            | CUSIP: F6628DAM6<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |    179696 | PA      | $172957.34    | 0.01%             | 2026-08-14      | Variable      | 8.65%                 | No            | 3                  | On Loan: No      |
| EQM Midstream Partners LP                                        | EQM Midstream Partners LP                                                                  | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62024.13     | 0.01%             | 2025-07-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO XI Ltd.                                              | Elmwood CLO XI Ltd., Series 2021-4A, Class D                                               | CUSIP: 29002LAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1423403.85   | 0.12%             | 2034-10-20      | Floating      | 7.76%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa                                         | Republic of South Africa                                                                   | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    602000 | PA      | $437955.00    | 0.04%             | 2046-10-12      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| SPX Flow, Inc.                                                   | SPX Flow, Inc., Term Loan                                                                  | CUSIP: 78470DAT5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    216110 | PA      | $207928.49    | 0.02%             | 2029-04-05      | Variable      | 9.16%                 | No            | 2                  | On Loan: No      |
| Post Holdings, Inc.                                              | Post Holdings, Inc.                                                                        | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     34000 | PA      | $31530.70     | 0.00%             | 2029-12-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Industrial & Commercial Bank of China Ltd.                       | Industrial & Commercial Bank of China Ltd., Class H                                        | CUSIP: N/A<br>LEI: 5493002ERZU2K9PZDL40       | Long             | EC               | CORP              | CN        |   1426000 | NS      | $762794.36    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| CIFI Holdings Group Co. Ltd.                                     | CIFI Holdings Group Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 549300WGKSV867C0JF48       | Long             | DBT              | CORP              | KY        |    411000 | PA      | $127410.00    | 0.01%             | 2024-11-07      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XXXIII Ltd.                                 | Madison Park Funding XXXIII Ltd., Series 2019-33A, Class DR                                | CUSIP: 55819JAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $936894.10    | 0.08%             | 2032-10-15      | Floating      | 7.76%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                        | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |     10324 | NS      | $1172366.39   | 0.10%             | 2023-02-01      | Fixed         | 8.94%                 | No            | 2                  | On Loan: No      |
| N/A                                                              | U.S. Treasury 10 Year Note                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -13 | NC      | $-28864.81    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| WEX, Inc.                                                        | WEX, Inc., Term Loan B                                                                     | CUSIP: 96208UAT8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    109058 | PA      | $108689.98    | 0.01%             | 2028-03-31      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                     | BX Commercial Mortgage Trust, Series 2021-NWM, Class A                                     | CUSIP: 12434AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    972734 | PA      | $924097.62    | 0.08%             | 2033-02-15      | Floating      | 5.37%                 | No            | 3                  | On Loan: No      |
| Ascent Resources Utica Holdings LLC                              | Ascent Resources Utica Holdings LLC                                                        | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1074000 | PA      | $945388.50    | 0.08%             | 2029-06-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Hamburger Hafen und Logistik AG                                  | Hamburger Hafen und Logistik AG                                                            | CUSIP: N/A<br>LEI: 52990003RXKZ9J9ERW70       | Long             | EC               | CORP              | DE        |      3392 | NS      | $47906.51     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Metinvest BV                                                     | Metinvest BV                                                                               | CUSIP: N/A<br>LEI: 635400TMCKVEU87EJ582       | Long             | DBT              | CORP              | NL        |    246000 | PA      | $129765.00    | 0.01%             | 2026-04-23      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Baxter International, Inc.                                       | Baxter International, Inc.                                                                 | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     28360 | NS      | $1295768.40   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| USI, Inc.                                                        | USI, Inc., Term Loan                                                                       | CUSIP: 90351NAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    444669 | PA      | $444557.65    | 0.04%             | 2029-11-22      | Variable      | 8.33%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc                                                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       100 | NS      | $118783.21    | 0.01%             | 2023-02-09      | Fixed         | 14.48%                | 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        |     49038 | NS      | $1136195.98   | 0.09%             | 2023-02-01      | Fixed         | 16.25%                | No            | 2                  | On Loan: No      |
| PG&E Corp.                                                       | PG&E Corp.                                                                                 | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     51507 | NS      | $818961.30    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| UKG, Inc.                                                        | UKG, Inc., 2nd Lien Term Loan                                                              | CUSIP: 90385KAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    188806 | PA      | $180005.75    | 0.01%             | 2027-05-03      | Variable      | 10.03%                | No            | 2                  | On Loan: No      |
| Regatta VI Funding Ltd.                                          | Regatta VI Funding Ltd., Series 2016-1A, Class CR2                                         | CUSIP: 75887NBA6<br>LEI: 2549001NU08X5ZRD6A39 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $239967.80    | 0.02%             | 2034-04-20      | Floating      | 6.96%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      1100 | NS      | $118813.65    | 0.01%             | 2023-02-23      | Fixed         | 12.43%                | No            | 2                  | On Loan: No      |
| Viad Corp.                                                       | Viad Corp., Term Loan                                                                      | CUSIP: 92553BAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    153653 | PA      | $145298.83    | 0.01%             | 2028-07-30      | Variable      | 9.57%                 | No            | 2                  | On Loan: No      |
| Nomad Foods Ltd.                                                 | Nomad Foods Ltd., Term Loan                                                                | CUSIP: G6562AAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    120755 | PA      | $120973.38    | 0.01%             | 2029-11-12      | Variable      | 8.23%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       806 | NS      | $3262905.73   | 0.27%             | 2023-03-13      | Fixed         | 8.99%                 | No            | 2                  | On Loan: No      |
| Liquid Telecommunications Financing plc                          | Liquid Telecommunications Financing plc                                                    | CUSIP: 536333AB3<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $302700.00    | 0.02%             | 2026-09-04      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Novatek PJSC                                                     | Novatek PJSC                                                                               | CUSIP: N/A<br>LEI: 2138008R6GCRVBDFA581       | Long             | EC               | CORP              | RU        |        80 | NS      | $0.01         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| United Mexican States                                            | United Mexican States                                                                      | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $212300.00    | 0.02%             | 2035-02-09      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                           | Ardagh Metal Packaging Finance USA LLC                                                     | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    616000 | PA      | $614275.20    | 0.05%             | 2027-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Consensus Cloud Solutions, Inc.                                  | Consensus Cloud Solutions, Inc.                                                            | CUSIP: 20848VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $56382.94     | 0.00%             | 2026-10-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      9700 | NS      | $553911.19    | 0.05%             | 2023-02-27      | Fixed         | 21.78%                | No            | 2                  | On Loan: No      |
| EPR Properties                                                   | EPR Properties                                                                             | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     45528 | NS      | $1934029.44   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Credit Agricole SA                                               | Credit Agricole SA                                                                         | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    675000 | PA      | $695783.25    | 0.06%             | 2025-12-23      | Variable      | 8.12%                 | No            | 2                  | On Loan: No      |
| Azul Investments LLP                                             | Azul Investments LLP                                                                       | CUSIP: 05502FAC2<br>LEI: 549300C6XNC8IDH04C74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $120537.50    | 0.01%             | 2026-06-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| First Franklin Mortgage Loan Trust                               | First Franklin Mortgage Loan Trust, Series 2006-FF13, Class A1                             | CUSIP: 30247DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     51081 | PA      | $34358.37     | 0.00%             | 2036-10-25      | Floating      | 4.75%                 | 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        |    135543 | PA      | $135436.92    | 0.01%             | 2025-07-21      | Variable      | 8.07%                 | No            | 2                  | On Loan: No      |
| Athenahealth Group, Inc.                                         | Athenahealth Group, Inc., Delayed Draw Term Loan                                           | CUSIP: 04686RAC7<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |     43363 | PA      | $41013.56     | 0.00%             | 2029-02-15      | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| Astra International Tbk. PT                                      | Astra International Tbk. PT                                                                | CUSIP: N/A<br>LEI: 529900L49TRJOMG4DK47       | Long             | EC               | CORP              | ID        |   1386200 | NS      | $556908.84    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                                 | CSC Holdings LLC                                                                           | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    290000 | PA      | $250902.20    | 0.02%             | 2029-02-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Dominican Republic                                               | Dominican Republic Government Bond                                                         | CUSIP: 25714PEF1<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |    683000 | PA      | $580678.06    | 0.05%             | 2032-09-23      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2005-16, Class A1                                           | CUSIP: 12667GMC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42402 | PA      | $36910.47     | 0.00%             | 2035-06-25      | Floating      | 4.07%                 | No            | 2                  | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                | Venture Global Calcasieu Pass LLC                                                          | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    630000 | PA      | $535153.50    | 0.04%             | 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        |   1257000 | PA      | $1225575.00   | 0.10%             | 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        |      5000 | PA      | $4251.50      | 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        |    311000 | PA      | $328064.57    | 0.03%             | 2029-01-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                              | Petroleos Mexicanos                                                                        | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    474000 | PA      | $392235.00    | 0.03%             | 2032-02-16      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                         | BX Trust, Series 2021-ARIA, Class G                                                        | CUSIP: 05608RAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    679000 | PA      | $622137.55    | 0.05%             | 2036-10-15      | Floating      | 7.60%                 | No            | 2                  | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                   | K. Hovnanian Enterprises, Inc.                                                             | CUSIP: 48251UAF5<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126104.59    | 0.01%             | 2026-02-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc                                                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     22019 | NS      | $979159.79    | 0.08%             | 2023-02-22      | Fixed         | 24.27%                | No            | 2                  | On Loan: No      |
| Apache Corp.                                                     | Apache Corp.                                                                               | CUSIP: 037411BG9<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     36000 | PA      | $29782.79     | 0.00%             | 2049-07-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Sotheby's                                                        | Sotheby's                                                                                  | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |   1492000 | PA      | $1433025.34   | 0.12%             | 2027-10-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2006-4, Class 3A1 | CUSIP: 939344AK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    331680 | PA      | $293035.19    | 0.02%             | 2036-05-25      | Variable      | 7.00%                 | 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        |     77220 | PA      | $76668.65     | 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        |    123000 | PA      | $122512.92    | 0.01%             | 2028-07-31      | Variable      | 12.32%                | No            | 2                  | On Loan: No      |
| Kingdom of Saudi Arabia                                          | Kingdom of Saudi Arabia                                                                    | CUSIP: 80413TBC2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    371000 | PA      | $375266.50    | 0.03%             | 2028-01-18      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Asbury Automotive Group, Inc.                                    | Asbury Automotive Group, Inc.                                                              | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8747.54      | 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        |   1313000 | PA      | $1242754.50   | 0.10%             | 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        |    211232 | PA      | $210727.09    | 0.02%             | 2025-04-11      | Variable      | 6.32%                 | No            | 2                  | On Loan: No      |
| Pembina Pipeline Corp.                                           | Pembina Pipeline Corp.                                                                     | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |     10341 | NS      | $366914.89    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| OWL Rock Core Income Corp.                                       | OWL Rock Core Income Corp.                                                                 | CUSIP: 69120VAN1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    179000 | PA      | $180353.79    | 0.01%             | 2027-09-16      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp.                                           | Tenet Healthcare Corp.                                                                     | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    812000 | PA      | $781550.00    | 0.06%             | 2027-11-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4502.83      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                       | Democratic Socialist Republic of Sri Lanka                                                 | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |    707000 | PA      | $240070.69    | 0.02%             | 2024-03-14      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| Northern Oil and Gas, Inc.                                       | Northern Oil and Gas, Inc.                                                                 | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    826000 | PA      | $822762.08    | 0.07%             | 2028-03-01      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Bank Leumi Le-Israel BM                                          | Bank Leumi Le-Israel BM                                                                    | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | DBT              | CORP              | IL        |    231000 | PA      | $237352.50    | 0.02%             | 2033-07-18      | Variable      | 7.13%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                                       | Occidental Petroleum Corp.                                                                 | CUSIP: 674599DB8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17308.21     | 0.00%             | 2024-07-01      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Boyd Gaming Corp.                                                | Boyd Gaming Corp.                                                                          | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    117000 | PA      | $111228.10    | 0.01%             | 2027-12-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $22.77        | 0.00%             |  |  |  | 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        |    176522 | PA      | $176356.30    | 0.01%             | 2026-10-22      | Variable      | 7.52%                 | No            | 2                  | On Loan: No      |
| ITT Holdings LLC                                                 | ITT Holdings LLC                                                                           | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    282000 | PA      | $244987.50    | 0.02%             | 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        |    714000 | PA      | $464100.00    | 0.04%             | 2029-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Republic of Guatemala                                            | Republic of Guatemala                                                                      | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    408000 | PA      | $342669.00    | 0.03%             | 2033-10-07      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Millicom International Cellular SA                               | Millicom International Cellular SA                                                         | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | DBT              | CORP              | LU        |    474300 | PA      | $423549.90    | 0.03%             | 2028-01-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc                                                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     12600 | NS      | $366264.45    | 0.03%             | 2023-02-09      | Fixed         | 30.57%                | No            | 2                  | On Loan: No      |
| Bayview Commercial Asset Trust                                   | Bayview Commercial Asset Trust, Series 2007-2A, Class A1                                   | CUSIP: 07325XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    137887 | PA      | $122780.06    | 0.01%             | 2037-07-25      | Floating      | 4.78%                 | No            | 2                  | On Loan: No      |
| Peraton Corp.                                                    | Peraton Corp., 1st Lien Term Loan B                                                        | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    221247 | PA      | $219863.90    | 0.02%             | 2028-02-01      | Variable      | 8.32%                 | No            | 2                  | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2.25         | 0.00%             |  |  |  | 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        |    219137 | PA      | $219069.22    | 0.02%             | 2027-12-14      | Variable      | 9.06%                 | No            | 2                  | On Loan: No      |
| LCPR Senior Secured Financing DAC                                | LCPR Senior Secured Financing DAC                                                          | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |   1078000 | PA      | $1050295.40   | 0.09%             | 2027-10-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-8697.31     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BX Trust                                                         | BX Trust, Series 2021-LBA, Class GV                                                        | CUSIP: 05609BBM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $552309.54    | 0.05%             | 2036-02-15      | Floating      | 7.46%                 | No            | 2                  | On Loan: No      |
| Summit Materials LLC                                             | Summit Materials LLC                                                                       | CUSIP: 86614RAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    128000 | PA      | $120190.72    | 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        |   1702000 | PA      | $1669303.58   | 0.14%             | 2029-01-31      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                         | BX Trust, Series 2021-LBA, Class AV                                                        | CUSIP: 05609BAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    262000 | PA      | $253568.29    | 0.02%             | 2036-02-15      | Floating      | 5.26%                 | No            | 2                  | On Loan: No      |
| NCL Finance Ltd.                                                 | NCL Finance Ltd.                                                                           | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    219000 | PA      | $177937.50    | 0.01%             | 2028-03-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Tallman Park CLO Ltd.                                            | Tallman Park CLO Ltd., Series 2021-1A, Class C                                             | CUSIP: 874777AE5<br>LEI: 549300F1X3PF0EWH0F90 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $468749.40    | 0.04%             | 2034-04-20      | Floating      | 6.76%                 | No            | 2                  | On Loan: No      |
| Travelport Finance SARL                                          | Travelport Finance SARL, Term Loan                                                         | CUSIP: L9308UAU4<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |         1 | PA      | $0.52         | 0.00%             | 2025-02-28      | Variable      | 6.23%                 | 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        |      2668 | NS      | $780024.63    | 0.06%             | 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        |    130343 | PA      | $111101.95    | 0.01%             | 2028-12-15      | Variable      | 8.82%                 | No            | 2                  | On Loan: No      |
| Alibaba Group Holding Ltd.                                       | Alibaba Group Holding Ltd.                                                                 | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |     89000 | NS      | $1223631.54   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Canyon CLO Ltd.                                                  | Canyon CLO Ltd., Series 2018-1A, Class B                                                   | CUSIP: 13877BAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $486961.15    | 0.04%             | 2031-07-15      | Floating      | 6.49%                 | No            | 2                  | On Loan: No      |
| Melco Resorts Finance Ltd.                                       | Melco Resorts Finance Ltd.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |    383000 | PA      | $328422.50    | 0.03%             | 2029-12-04      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| HUB International Ltd.                                           | HUB International Ltd.                                                                     | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     39000 | PA      | $34900.00     | 0.00%             | 2029-12-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                  | Eli Lilly & Co.                                                                            | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      1000 | NS      | $344150.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Filtration Group Corp.                                           | Filtration Group Corp., Term Loan                                                          | CUSIP: 31732FAR7<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |    172812 | PA      | $171805.00    | 0.01%             | 2028-10-21      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| MHP                                                              | MHP, Series 2021-STOR, Class J                                                             | CUSIP: 55293BAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    138000 | PA      | $131303.99    | 0.01%             | 2038-07-15      | Floating      | 8.41%                 | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp.                                           | Tenet Healthcare Corp.                                                                     | CUSIP: 88033GCZ1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    502000 | PA      | $488932.94    | 0.04%             | 2026-01-01      | Fixed         | 4.88%                 | 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        |     54862 | PA      | $54080.71     | 0.00%             | 2029-08-03      | Variable      | 7.06%                 | No            | 2                  | On Loan: No      |
| Cornerstone OnDemand, Inc.                                       | Cornerstone OnDemand, Inc., 1st Lien Term Loan                                             | CUSIP: 86803YAB9<br>LEI: 549300Z402F16H5EGH48 | Long             | LON              | CORP              | US        |     81136 | PA      | $74543.94     | 0.01%             | 2028-10-16      | Variable      | 8.32%                 | No            | 2                  | On Loan: No      |
| Upland CLO Ltd.                                                  | Upland CLO Ltd., Series 2016-1A, Class CR                                                  | CUSIP: 915328BA5<br>LEI: 54930052JF7HYEE5CO91 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $450193.50    | 0.04%             | 2031-04-20      | Floating      | 7.71%                 | No            | 2                  | On Loan: No      |
| Kestrel Bidco, Inc.                                              | Kestrel Bidco, Inc., Term Loan                                                             | CUSIP: C4927UAB8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     61999 | PA      | $59406.89     | 0.00%             | 2026-12-11      | Variable      | 7.51%                 | 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        |    290325 | PA      | $285813.39    | 0.02%             | 2026-08-27      | Variable      | 8.83%                 | No            | 2                  | On Loan: No      |
| APX Group, Inc.                                                  | APX Group, Inc.                                                                            | CUSIP: 00213MAV6<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |    630000 | PA      | $617406.30    | 0.05%             | 2027-02-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ELP Commercial Mortgage Trust                                    | ELP Commercial Mortgage Trust, Series 2021-ELP, Class G                                    | CUSIP: 26863LAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    860000 | PA      | $806191.52    | 0.07%             | 2038-11-15      | Floating      | 7.58%                 | No            | 2                  | On Loan: No      |
| Whetstone Park CLO Ltd.                                          | Whetstone Park CLO Ltd., Series 2021-1A, Class D                                           | CUSIP: 96329YAJ6<br>LEI: 549300M54M5QSBMB3780 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $935024.30    | 0.08%             | 2035-01-20      | Floating      | 7.71%                 | 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        |    340615 | PA      | $339337.72    | 0.03%             | 2028-10-05      | Variable      | 7.92%                 | No            | 2                  | On Loan: No      |
| Suzano Austria GmbH                                              | Suzano Austria GmbH, Series DM3N                                                           | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    344000 | PA      | $273480.00    | 0.02%             | 2032-01-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Meituan                                                          | Meituan, Class B                                                                           | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | EC               | CORP              | KY        |       450 | NS      | $10060.15     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Crocs, Inc.                                                      | Crocs, Inc.                                                                                | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12197.50     | 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        |    135420 | PA      | $108335.84    | 0.01%             | 2028-09-01      | Variable      | 8.90%                 | 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        |   2677000 | PA      | $2349306.02   | 0.19%             | 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        |    150243 | NS      | $2143003.95   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Regatta XV Funding Ltd.                                          | Regatta XV Funding Ltd., Series 2018-4A, Class C                                           | CUSIP: 75888RAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $235223.73    | 0.02%             | 2031-10-25      | Floating      | 8.12%                 | No            | 2                  | On Loan: No      |
| Aramark Services, Inc.                                           | Aramark Services, Inc.                                                                     | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |   1056000 | PA      | $995280.00    | 0.08%             | 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        |    225679 | PA      | $210928.76    | 0.02%             | 2027-02-04      | Variable      | 9.07%                 | No            | 2                  | On Loan: No      |
| PetroChina Co. Ltd.                                              | PetroChina Co. Ltd., Class H                                                               | CUSIP: N/A<br>LEI: 529900RPY4YG47TRSV05       | Long             | EC               | CORP              | CN        |   1722000 | NS      | $921184.32    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                        | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |     16546 | NS      | $1416098.25   | 0.12%             | 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        |     27000 | PA      | $27757.01     | 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        |    126000 | PA      | $113557.50    | 0.01%             | 2030-02-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Vistra Operations Co. LLC                                        | Vistra Operations Co. LLC                                                                  | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    217000 | PA      | $211345.58    | 0.02%             | 2026-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Amneal Pharmaceuticals LLC                                       | Amneal Pharmaceuticals LLC, Term Loan                                                      | CUSIP: 03167DAH7<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |    157283 | PA      | $147912.31    | 0.01%             | 2025-05-04      | Variable      | 8.19%                 | No            | 2                  | On Loan: No      |
| Champion Path Holdings Ltd.                                      | Champion Path Holdings Ltd.                                                                | CUSIP: N/A<br>LEI: 549300QWJFPV5413KI88       | Long             | DBT              | CORP              | VG        |    410000 | PA      | $355367.50    | 0.03%             | 2028-01-27      | Fixed         | 4.85%                 | 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        |    115745 | PA      | $115384.08    | 0.01%             | 2028-04-06      | Variable      | 7.07%                 | 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        |    130049 | PA      | $129839.54    | 0.01%             | 2028-04-30      | Variable      | 8.58%                 | No            | 2                  | On Loan: No      |
| Federal Republic of Nigeria                                      | Federal Republic of Nigeria                                                                | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    280000 | PA      | $233100.00    | 0.02%             | 2029-03-24      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                    | Nomura Bank International plc                                                              | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |     30381 | NS      | $1099150.45   | 0.09%             | 2023-03-08      | Fixed         | 22.82%                | No            | 2                  | On Loan: No      |
| BX Trust                                                         | BX Trust, Series 2022-VAMF, Class A                                                        | CUSIP: 05609TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    740000 | PA      | $719615.07    | 0.06%             | 2039-01-15      | Floating      | 5.33%                 | No            | 2                  | On Loan: No      |
| OneMain Finance Corp.                                            | OneMain Finance Corp.                                                                      | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    290000 | PA      | $282538.30    | 0.02%             | 2028-01-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2018-K80, Class B             | CUSIP: 30307RAE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    125000 | PA      | $119392.70    | 0.01%             | 2050-08-25      | Variable      | 4.23%                 | No            | 2                  | On Loan: No      |
| DISH DBS Corp.                                                   | DISH DBS Corp.                                                                             | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1361762.50   | 0.11%             | 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        |    224051 | PA      | $221861.82    | 0.02%             | 2028-03-13      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                    | Smyrna Ready Mix Concrete LLC                                                              | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    836000 | PA      | $763284.72    | 0.06%             | 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        |    334410 | PA      | $328093.22    | 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        |    202000 | PA      | $184788.46    | 0.02%             | 2029-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Diamond BC BV                                                    | Diamond BC BV                                                                              | CUSIP: 25257DAA6<br>LEI: 549300SWLHWJF3D4N658 | Long             | DBT              | CORP              | NL        |    568000 | PA      | $477795.92    | 0.04%             | 2029-10-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| First Franklin Mortgage Loan Trust                               | First Franklin Mortgage Loan Trust, Series 2006-FF9, Class 2A4                             | CUSIP: 320276AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1543256.23   | 0.13%             | 2036-06-25      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| Buckeye Partners LP                                              | Buckeye Partners LP                                                                        | CUSIP: 118230AT8<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6650.00      | 0.00%             | 2025-03-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Trans Union LLC                                                  | Trans Union LLC, Term Loan B6                                                              | CUSIP: 89334GAZ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    204950 | PA      | $204390.48    | 0.02%             | 2028-12-01      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| Boyne USA, Inc.                                                  | Boyne USA, Inc.                                                                            | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    242000 | PA      | $219272.37    | 0.02%             | 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        |    295008 | PA      | $274832.49    | 0.02%             | 2024-06-21      | Variable      | 9.06%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                                      | Goldman Sachs International                                                                | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |     12100 | NS      | $659729.94    | 0.05%             | 2023-03-02      | Fixed         | 14.42%                | No            | 2                  | On Loan: No      |
| Intuit, Inc.                                                     | Intuit, Inc.                                                                               | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      4435 | NS      | $1874541.45   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Matador Resources Co.                                            | Matador Resources Co.                                                                      | CUSIP: 576485AE6<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    133000 | PA      | $130821.79    | 0.01%             | 2026-09-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| China Evergrande Group                                           | China Evergrande Group                                                                     | CUSIP: N/A<br>LEI: 549300CUF7B1LAB15T90       | Long             | DBT              | CORP              | KY        |    250000 | PA      | $25593.75     | 0.00%             | 2024-04-11      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| Jay Park CLO Ltd.                                                | Jay Park CLO Ltd., Series 2016-1A, Class CR                                                | CUSIP: 47206VAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $239911.73    | 0.02%             | 2027-10-20      | Floating      | 7.46%                 | No            | 2                  | On Loan: No      |
| Univision Communications, Inc.                                   | Univision Communications, Inc.                                                             | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    575000 | PA      | $563500.00    | 0.05%             | 2027-06-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                           | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $214078.55    | 0.02%             | 2030-03-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Regatta Funding LP                                               | Regatta Funding LP, Series 2013-2A, Class CR2                                              | CUSIP: 75885WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $484999.40    | 0.04%             | 2029-01-15      | Floating      | 8.49%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                        | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      5000 | NS      | $761133.57    | 0.06%             | 2023-02-23      | Fixed         | 15.10%                | No            | 2                  | On Loan: No      |
| Asurion LLC                                                      | Asurion LLC, 2nd Lien Term Loan B3                                                         | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    175000 | PA      | $145337.50    | 0.01%             | 2028-01-31      | Variable      | 9.82%                 | 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        |      5407 | NS      | $478430.01    | 0.04%             | 2023-02-09      | Fixed         | 12.94%                | No            | 2                  | On Loan: No      |
| Zurn LLC                                                         | Zurn LLC, 1st Lien Term Loan B                                                             | CUSIP: 76168JAS5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     22770 | PA      | $22735.85     | 0.00%             | 2028-10-04      | Variable      | 6.57%                 | No            | 2                  | On Loan: No      |
| Cyrela Brazil Realty SA Empreendimentos e Participacoes          | Cyrela Brazil Realty SA Empreendimentos e Participacoes                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    242487 | NS      | $726080.49    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Ukraine                                                          | Ukraine Government Bond                                                                    | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    235000 | PA      | $50128.44     | 0.00%             | 2027-09-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Taylor Morrison Communities, Inc.                                | Taylor Morrison Communities, Inc.                                                          | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6401.50      | 0.00%             | 2030-08-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Wuliangye Yibin Co. Ltd.                                         | Wuliangye Yibin Co. Ltd., Class A                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     29649 | NS      | $922838.23    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                        | Ford Motor Credit Co. LLC                                                                  | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189541.50    | 0.02%             | 2029-05-03      | Fixed         | 5.11%                 | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                          | Citigroup Global Markets Holdings, Inc., Series GMUJ                                       | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      9500 | NS      | $781754.62    | 0.06%             | 2023-03-06      | Fixed         | 11.68%                | No            | 2                  | On Loan: No      |
| Hertz Corp. (The)                                                | Hertz Corp. (The)                                                                          | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    116000 | PA      | $94830.00     | 0.01%             | 2029-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ABJA Investment Co. Pte. Ltd.                                    | ABJA Investment Co. Pte. Ltd.                                                              | CUSIP: N/A<br>LEI: 254900E6OE5YJ9WCCU19       | Long             | DBT              | CORP              | SG        |    405000 | PA      | $401962.50    | 0.03%             | 2024-07-31      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Messer Industries GmbH                                           | Messer Industries GmbH, Term Loan B1                                                       | CUSIP: D6000EAB8<br>LEI: 529900HNC1EZT3TC1260 | Long             | LON              | CORP              | US        |    183908 | PA      | $183352.70    | 0.02%             | 2026-03-02      | Variable      | 7.23%                 | No            | 2                  | On Loan: No      |
| Hapvida Participacoes e Investimentos SA                         | Hapvida Participacoes e Investimentos SA                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    723749 | NS      | $739959.68    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Fidelity National Financial, Inc.                                | Fidelity National Financial, Inc.                                                          | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |     32979 | NS      | $1452065.37   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Phoenix Newco, Inc.                                              | Phoenix Newco, Inc., 1st Lien Term Loan                                                    | CUSIP: 71911KAC8<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |    372842 | PA      | $369493.77    | 0.03%             | 2028-11-15      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| Telecom Italia Capital SA                                        | Telecom Italia Capital SA                                                                  | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    991000 | PA      | $795163.54    | 0.07%             | 2034-09-30      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Danone SA                                                        | Danone SA                                                                                  | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |     11110 | NS      | $609264.48    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Sanofi                                                           | Sanofi                                                                                     | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |     40860 | NS      | $4001194.03   | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| Telecom Italia Capital SA                                        | Telecom Italia Capital SA                                                                  | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     21000 | PA      | $17840.34     | 0.00%             | 2036-07-18      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| Sunoco LP                                                        | Sunoco LP                                                                                  | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $3997.72      | 0.00%             | 2027-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SBA Communications Corp.                                         | SBA Communications Corp.                                                                   | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      2680 | NS      | $797380.40    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Columbus McKinnon Corp.                                          | Columbus McKinnon Corp., Term Loan                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46714 | PA      | $46558.28     | 0.00%             | 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        |    301000 | PA      | $293836.20    | 0.02%             | 2028-08-28      | Fixed         | 6.40%                 | 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        |   1991000 | PA      | $1805767.24   | 0.15%             | 2027-08-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                    | Nomura Bank International plc                                                              | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      9552 | NS      | $2161119.43   | 0.18%             | 2023-03-08      | Fixed         | 13.94%                | No            | 2                  | On Loan: No      |
| Zayo Group Holdings, Inc.                                        | Zayo Group Holdings, Inc., Term Loan                                                       | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    517858 | PA      | $433384.61    | 0.04%             | 2027-03-09      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| Global Prime Capital Pte. Ltd.                                   | Global Prime Capital Pte. Ltd.                                                             | CUSIP: N/A<br>LEI: 254900BOZNNFPDZAEZ24       | Long             | DBT              | CORP              | SG        |    204000 | PA      | $197217.00    | 0.02%             | 2025-01-23      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Operadora de Servicios Mega SA de CV Sofom ER                    | Operadora de Servicios Mega SA de CV Sofom ER                                              | CUSIP: 68373NAA3<br>LEI: 4469000001BP4DCM0P31 | Long             | DBT              | CORP              | MX        |    345000 | PA      | $179095.37    | 0.01%             | 2025-02-11      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Live Nation Entertainment, Inc.                                  | Live Nation Entertainment, Inc.                                                            | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    918000 | PA      | $923083.88    | 0.08%             | 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        |    179100 | PA      | $178652.25    | 0.01%             | 2029-05-11      | Variable      | 8.78%                 | No            | 3                  | On Loan: No      |
| Bank Tabungan Negara Persero Tbk. PT                             | Bank Tabungan Negara Persero Tbk. PT                                                       | CUSIP: N/A<br>LEI: 2549009BLYOGL9ZLAW17       | Long             | DBT              | NUSS              | ID        |    250000 | PA      | $232527.50    | 0.02%             | 2025-01-23      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Cloudera, Inc.                                                   | Cloudera, Inc., 1st Lien Term Loan                                                         | CUSIP: 74339VAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     77057 | PA      | $73869.52     | 0.01%             | 2028-10-08      | Variable      | 8.32%                 | 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        |    163089 | PA      | $161737.10    | 0.01%             | 2026-07-31      | Variable      | 9.07%                 | No            | 2                  | On Loan: No      |
| Dycom Industries, Inc.                                           | Dycom Industries, Inc.                                                                     | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |     79000 | PA      | $70724.75     | 0.01%             | 2029-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Modernland Overseas Pte. Ltd.                                    | Modernland Overseas Pte. Ltd.                                                              | CUSIP: N/A<br>LEI: 254900HQ9F9WCPKERQ02       | Long             | DBT              | CORP              | SG        |    447468 | PA      | $89493.60     | 0.01%             | 2027-04-30      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Encompass Health Corp.                                           | Encompass Health Corp.                                                                     | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21469.35     | 0.00%             | 2028-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      7500 | NS      | $287739.52    | 0.02%             | 2023-02-09      | Fixed         | 22.52%                | No            | 2                  | On Loan: No      |
| TK Elevator US Newco, Inc.                                       | TK Elevator US Newco, Inc.                                                                 | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |   1688000 | PA      | $1562362.16   | 0.13%             | 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        |    108000 | PA      | $91765.44     | 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        |    818000 | PA      | $756650.00    | 0.06%             | 2027-10-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Rockford Tower CLO Ltd.                                          | Rockford Tower CLO Ltd., Series 2019-1A, Class DR                                          | CUSIP: 77342MAW6<br>LEI: 549300GGUAM1ZV2SKK63 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $919792.40    | 0.08%             | 2034-04-20      | Floating      | 7.91%                 | No            | 2                  | On Loan: No      |
| Ukraine                                                          | Ukraine Government Bond                                                                    | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     45000 | PA      | $9669.38      | 0.00%             | 2026-09-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Koninklijke Philips NV                                           | Koninklijke Philips NV                                                                     | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | EC               | CORP              | NL        |     48580 | NS      | $838755.53    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Liberty Costa Rica Senior Secured Finance                        | Liberty Costa Rica Senior Secured Finance                                                  | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |    207000 | PA      | $201618.00    | 0.02%             | 2031-01-15      | Fixed         | 10.88%                | No            | 2                  | On Loan: No      |
| UBS AG                                                           | UBS AG                                                                                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     16000 | NS      | $649210.91    | 0.05%             | 2023-02-06      | Fixed         | 12.10%                | No            | 2                  | On Loan: No      |
| Fortress Transportation & Infrastructure Investors LLC           | Fortress Transportation & Infrastructure Investors LLC                                     | CUSIP: 34960PAB7<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     57000 | PA      | $55176.00     | 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        |   1100000 | PA      | $981532.64    | 0.08%             | 2028-07-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| British American Tobacco plc                                     | British American Tobacco plc                                                               | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |     12610 | NS      | $483389.51    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Earthstone Energy Holdings LLC                                   | Earthstone Energy Holdings LLC                                                             | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |    328000 | PA      | $319800.00    | 0.03%             | 2027-04-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| MTN Commercial Mortgage Trust                                    | MTN Commercial Mortgage Trust, Series 2022-LPFL, Class F                                   | CUSIP: 62475WAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    924000 | PA      | $866399.41    | 0.07%             | 2039-03-15      | Floating      | 9.76%                 | No            | 2                  | On Loan: No      |
| Spirit Realty Capital, Inc.                                      | Spirit Realty Capital, Inc.                                                                | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |     48785 | NS      | $2140685.80   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Jeld-Wen, Inc.                                                   | Jeld-Wen, Inc., Term Loan                                                                  | CUSIP: 47579SAU4<br>LEI: 549300XWE6NM0N1HFW16 | Long             | LON              | CORP              | US        |    117156 | PA      | $112225.84    | 0.01%             | 2028-07-28      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| Altice France SA                                                 | Altice France SA                                                                           | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    226000 | PA      | $211861.44    | 0.02%             | 2027-02-01      | Fixed         | 8.12%                 | 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        |    162000 | PA      | $162426.06    | 0.01%             | 2029-11-09      | Variable      | 7.81%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                | CIFC Funding Ltd., Series 2013-4A, Class DRR                                               | CUSIP: 12549FBR9<br>LEI: 549300QSQ98IRWUWDV20 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $461387.85    | 0.04%             | 2031-04-27      | Floating      | 7.61%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                           | Palmer Square CLO Ltd., Series 2022-1A, Class C                                            | CUSIP: 69689QAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1427910.75   | 0.12%             | 2035-04-20      | Floating      | 6.69%                 | 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        |    254430 | PA      | $253539.50    | 0.02%             | 2028-09-21      | Variable      | 6.80%                 | 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        |    850000 | PA      | $739160.00    | 0.06%             | 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        |    161000 | PA      | $157919.59    | 0.01%             | 2025-09-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Hub International Ltd.                                           | Hub International Ltd., Term Loan                                                          | CUSIP: 44332EAP1<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    343731 | PA      | $343133.29    | 0.03%             | 2025-04-25      | Variable      | 7.82%                 | No            | 2                  | On Loan: No      |
| Minerals Technologies, Inc.                                      | Minerals Technologies, Inc.                                                                | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59442.50     | 0.00%             | 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        |    389728 | PA      | $369875.52    | 0.03%             | 2028-06-02      | Variable      | 8.73%                 | No            | 2                  | On Loan: No      |
| Sabre GLBL, Inc.                                                 | Sabre GLBL, Inc.                                                                           | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    143000 | PA      | $151580.00    | 0.01%             | 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        |     77106 | NS      | $1534409.40   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| NextEra Energy, Inc.                                             | NextEra Energy, Inc.                                                                       | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23049 | NS      | $1720146.87   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic of Paraguay                                             | Republic of Paraguay                                                                       | CUSIP: 699149AJ9<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $193725.00    | 0.02%             | 2031-04-28      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Ahead DB Holdings LLC                                            | Ahead DB Holdings LLC                                                                      | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |    131000 | PA      | $110695.00    | 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        |    400000 | PA      | $307000.00    | 0.03%             | 2028-09-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                 | Goodyear Tire & Rubber Co. (The)                                                           | CUSIP: 382550BH3<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    121000 | PA      | $124893.21    | 0.01%             | 2025-05-31      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Komatsu Ltd.                                                     | Komatsu Ltd.                                                                               | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |     73300 | NS      | $1801307.93   | 0.15%             |  |  |  | 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        |    281000 | PA      | $213647.11    | 0.02%             | 2026-11-01      | Variable      | 9.25%                 | No            | 2                  | On Loan: No      |
| Greenko Solar Mauritius Ltd.                                     | Greenko Solar Mauritius Ltd.                                                               | CUSIP: N/A<br>LEI: 2138007S1PL541B3KP92       | Long             | DBT              | CORP              | MU        |    200000 | PA      | $190000.00    | 0.02%             | 2025-01-29      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                           | UBS AG                                                                                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      1994 | NS      | $1580432.18   | 0.13%             | 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        |    198802 | PA      | $174574.31    | 0.01%             | 2026-03-05      | Variable      | 9.23%                 | No            | 2                  | On Loan: No      |
| Sophia LP                                                        | Sophia LP, 1st Lien Term Loan B                                                            | CUSIP: 83578BAN3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |    295651 | PA      | $291186.34    | 0.02%             | 2027-10-07      | Variable      | 8.23%                 | No            | 2                  | On Loan: No      |
| Klabin Austria GmbH                                              | Klabin Austria GmbH                                                                        | CUSIP: 49836AAC8<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |    260000 | PA      | $211900.00    | 0.02%             | 2031-01-12      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| BFLD Trust                                                       | BFLD Trust, Series 2020-EYP, Class E                                                       | CUSIP: 05493AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    946000 | PA      | $778113.19    | 0.06%             | 2035-10-15      | Floating      | 8.16%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                          | BNP Paribas Issuance BV                                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     24146 | NS      | $1166431.36   | 0.10%             | 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        |     89000 | PA      | $71422.50     | 0.01%             | 2031-10-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Service Corp. International                                      | Service Corp. International                                                                | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     42000 | PA      | $35294.28     | 0.00%             | 2030-08-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Williams Scotsman International, Inc.                            | Williams Scotsman International, Inc.                                                      | CUSIP: 71953LAA9<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170836.40    | 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        |    684000 | PA      | $610470.00    | 0.05%             | 2029-10-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                          | Citigroup Global Markets Holdings, Inc., Series GMUG                                       | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |     12200 | NS      | $465784.46    | 0.04%             | 2023-03-06      | Fixed         | 18.67%                | No            | 2                  | On Loan: No      |
| OneMain Finance Corp.                                            | OneMain Finance Corp.                                                                      | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    362000 | PA      | $360863.32    | 0.03%             | 2025-03-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Sun Communities, Inc.                                            | Sun Communities, Inc.                                                                      | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |     15858 | NS      | $2487485.88   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| ILFC E-Capital Trust II                                          | ILFC E-Capital Trust II                                                                    | CUSIP: 44965UAA2<br>LEI: N/A                  | Long             | SN               | CORP              | US        |    397000 | PA      | $263644.93    | 0.02%             | 2065-12-21      | Floating      | 6.54%                 | No            | 2                  | On Loan: No      |
| Equate Petrochemical BV                                          | Equate Petrochemical BV                                                                    | CUSIP: N/A<br>LEI: 635400Y3Z5R4NJSMQ630       | Long             | DBT              | CORP              | NL        |    230000 | PA      | $224503.00    | 0.02%             | 2026-11-03      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Allianz SE                                                       | Allianz SE                                                                                 | CUSIP: 018820AB6<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $805100.00    | 0.07%             | 2027-10-30      | Variable      | 3.20%                 | No            | 2                  | On Loan: No      |
| Fox Corp.                                                        | Fox Corp., Class A                                                                         | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     10840 | NS      | $367909.60    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                        | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      9460 | NS      | $945894.80    | 0.08%             | 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        |     27162 | PA      | $27093.61     | 0.00%             | 2025-04-16      | Variable      | 6.32%                 | No            | 2                  | On Loan: No      |
| Sunac China Holdings Ltd.                                        | Sunac China Holdings Ltd.                                                                  | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $57000.00     | 0.00%             | 2024-08-03      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| DISH Network Corp.                                               | DISH Network Corp.                                                                         | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    492000 | PA      | $511286.40    | 0.04%             | 2027-11-15      | Fixed         | 11.75%                | No            | 2                  | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                               | Nationstar Mortgage Holdings, Inc.                                                         | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    218000 | PA      | $202195.00    | 0.02%             | 2027-01-15      | Fixed         | 6.00%                 | 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        |    139000 | PA      | $137740.66    | 0.01%             | 2028-04-30      | Variable      | 6.96%                 | 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        |    700000 | PA      | $694597.82    | 0.06%             | 2033-01-15      | Floating      | 6.14%                 | No            | 2                  | On Loan: No      |
| GSAA Home Equity Trust                                           | GSAA Home Equity Trust, Series 2005-14, Class 1A2                                          | CUSIP: 362341B32<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30055 | PA      | $13252.46     | 0.00%             | 2035-12-25      | Floating      | 5.21%                 | No            | 2                  | On Loan: No      |
| Merrill Lynch International & Co. CV                             | Merrill Lynch International & Co. CV                                                       | CUSIP: N/A<br>LEI: AHYI0DDQ2LCHPGHJC422       | Long             | SN               | CORP              | CW        |      4185 | NS      | $1584844.91   | 0.13%             | 2023-02-01      | Fixed         | 12.71%                | No            | 2                  | On Loan: No      |
| Tempo Acquisition LLC                                            | Tempo Acquisition LLC                                                                      | CUSIP: 88023JAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $57541.50     | 0.00%             | 2025-06-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Republic of Guatemala                                            | Republic of Guatemala                                                                      | CUSIP: 401494AU3<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    521000 | PA      | $433016.13    | 0.04%             | 2041-10-07      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Kweichow Moutai Co. Ltd.                                         | Kweichow Moutai Co. Ltd., Class A                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      3156 | NS      | $865524.31    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Vodafone Group plc                                               | Vodafone Group plc                                                                         | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |    636910 | NS      | $734875.85    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $0.87         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Howard Hughes Corp. (The)                                        | Howard Hughes Corp. (The)                                                                  | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    204000 | PA      | $188983.56    | 0.02%             | 2028-08-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Sasol Financing USA LLC                                          | Sasol Financing USA LLC                                                                    | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184020.00    | 0.02%             | 2026-09-18      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| CCM Merger, Inc.                                                 | CCM Merger, Inc.                                                                           | CUSIP: 14985VAE1<br>LEI: 549300P77RSBKKFME089 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101587.50    | 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        |    512000 | PA      | $471040.00    | 0.04%             | 2026-10-31      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                 | Goodyear Tire & Rubber Co. (The)                                                           | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     77000 | PA      | $67831.61     | 0.01%             | 2029-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $0.06         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Entegris Escrow Corp.                                            | Entegris Escrow Corp.                                                                      | CUSIP: 29365BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $80602.52     | 0.01%             | 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        |    657000 | PA      | $622198.71    | 0.05%             | 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        |    132000 | PA      | $134475.00    | 0.01%             | 2025-07-01      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| Grupo Bimbo SAB de CV                                            | Grupo Bimbo SAB de CV                                                                      | CUSIP: 40052VAF1<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $198965.00    | 0.02%             | 2023-04-17      | Variable      | 5.95%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy, Inc.                                            | Cheniere Energy, Inc.                                                                      | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      4183 | NS      | $639120.57    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc                                                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     30283 | NS      | $4367034.42   | 0.36%             | 2023-02-15      | Fixed         | 13.10%                | 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        |     17965 | NS      | $4443187.05   | 0.37%             | 2023-03-09      | Fixed         | 16.47%                | No            | 2                  | On Loan: No      |
| MetLife, Inc.                                                    | MetLife, Inc., Series G                                                                    | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1855836.90   | 0.15%             | 2025-09-15      | Variable      | 3.85%                 | No            | 2                  | On Loan: No      |
| Carnival Corp.                                                   | Carnival Corp.                                                                             | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    506000 | PA      | $437173.88    | 0.04%             | 2028-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Coherent Corp.                                                   | Coherent Corp., Term Loan B                                                                | CUSIP: 45173JAQ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    144008 | PA      | $143332.10    | 0.01%             | 2029-07-02      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| Ross Stores, Inc.                                                | Ross Stores, Inc.                                                                          | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      3703 | NS      | $437657.57    | 0.04%             |  |  |  | No            | 1                  | 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        |    115451 | PA      | $111369.11    | 0.01%             | 2028-11-01      | Variable      | 8.07%                 | No            | 2                  | On Loan: No      |
| NCR Corp.                                                        | NCR Corp.                                                                                  | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    224000 | PA      | $195116.15    | 0.02%             | 2029-04-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| CommScope, Inc.                                                  | CommScope, Inc.                                                                            | CUSIP: 20338QAD5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    485000 | PA      | $464314.75    | 0.04%             | 2026-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| McAfee Corp.                                                     | McAfee Corp.                                                                               | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |   1219000 | PA      | $1012498.11   | 0.08%             | 2030-02-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Carpenter Technology Corp.                                       | Carpenter Technology Corp.                                                                 | CUSIP: 144285AM5<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    183000 | PA      | $187831.20    | 0.02%             | 2030-03-15      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Buckeye Partners LP                                              | Buckeye Partners LP                                                                        | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     93000 | PA      | $71145.00     | 0.01%             | 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        |    550000 | PA      | $477125.00    | 0.04%             | 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        |    145000 | PA      | $127299.85    | 0.01%             | 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        |    560000 | PA      | $568400.00    | 0.05%             | 2024-06-01      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                              | Service King Midas International                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       602 | NS      | $0.01         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| EssilorLuxottica SA                                              | EssilorLuxottica SA                                                                        | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |      5480 | NS      | $1005466.76   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Pearl Holding III Ltd.                                           | Pearl Holding III Ltd.                                                                     | CUSIP: N/A<br>LEI: 5493006KBFRFAYN8S550       | Long             | DBT              | CORP              | KY        |     76000 | PA      | $26381.04     | 0.00%             | 2025-10-22      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Venga Finance SARL                                               | Venga Finance SARL, Term Loan                                                              | CUSIP: L9635LAB0<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     91884 | PA      | $86715.53     | 0.01%             | 2029-06-28      | Variable      | 9.48%                 | No            | 2                  | On Loan: No      |
| Ziggo BV                                                         | Ziggo BV                                                                                   | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $174208.00    | 0.01%             | 2030-01-15      | Fixed         | 4.88%                 | 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        |    147571 | PA      | $122761.14    | 0.01%             | 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        |    539000 | PA      | $572228.00    | 0.05%             | 2030-09-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Nordea Bank Abp                                                  | Nordea Bank Abp                                                                            | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   1075000 | PA      | $1060218.75   | 0.09%             | 2026-03-26      | Variable      | 6.62%                 | 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        |    448474 | PA      | $446231.96    | 0.04%             | 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        |     13791 | NS      | $1580724.42   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Edison International                                             | Edison International                                                                       | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      8001 | NS      | $551268.90    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Zayo Group Holdings, Inc.                                        | Zayo Group Holdings, Inc.                                                                  | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   2291000 | PA      | $1575062.50   | 0.13%             | 2028-03-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Bangkok Bank PCL                                                 | Bangkok Bank PCL                                                                           | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | DBT              | CORP              | TH        |    612000 | PA      | $538560.00    | 0.04%             | 2034-09-25      | Variable      | 3.73%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                          | BNP Paribas Issuance BV                                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     19384 | NS      | $1609802.61   | 0.13%             | 2023-03-13      | Fixed         | 10.02%                | No            | 2                  | On Loan: No      |
| Kunlun Energy Co. Ltd.                                           | Kunlun Energy Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: 5299007GRIKP15GM4927       | Long             | EC               | CORP              | BM        |    928000 | NS      | $731871.89    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| HUB International Ltd.                                           | HUB International Ltd.                                                                     | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   1226000 | PA      | $1213776.78   | 0.10%             | 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        |    107214 | PA      | $105628.07    | 0.01%             | 2025-10-10      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| Carnival Corp.                                                   | Carnival Corp.                                                                             | CUSIP: 143658BG6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    230000 | PA      | $240559.30    | 0.02%             | 2026-02-01      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                               | CUSIP: 90352JAF0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    351000 | PA      | $348795.72    | 0.03%             | 2024-01-31      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Nabors Industries Ltd.                                           | Nabors Industries Ltd.                                                                     | CUSIP: 629571AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    350000 | PA      | $333623.50    | 0.03%             | 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        |     40739 | PA      | $38809.34     | 0.00%             | 2025-12-13      | Variable      | 8.32%                 | No            | 2                  | On Loan: No      |
| Petroleo Brasileiro SA                                           | Petroleo Brasileiro SA                                                                     | CUSIP: 71654V408<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |     27651 | NS      | $320751.60    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                        | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      7997 | NS      | $1355959.29   | 0.11%             | 2023-02-16      | Fixed         | 17.42%                | No            | 2                  | On Loan: No      |
| Tokyo Gas Co. Ltd.                                               | Tokyo Gas Co. Ltd.                                                                         | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |     13900 | NS      | $291061.90    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                        | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |     11000 | NS      | $362234.00    | 0.03%             | 2023-02-21      | Fixed         | 38.43%                | No            | 2                  | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                | Venture Global Calcasieu Pass LLC                                                          | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    658000 | PA      | $585620.00    | 0.05%             | 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        |     82000 | PA      | $79243.16     | 0.01%             | 2028-02-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Transocean, Inc.                                                 | Transocean, Inc.                                                                           | CUSIP: 893830BF5<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $188000.00    | 0.02%             | 2026-01-15      | Fixed         | 7.50%                 | 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        |    106460 | PA      | $106261.29    | 0.01%             | 2024-05-11      | Variable      | 6.57%                 | 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        |    273790 | PA      | $161535.98    | 0.01%             | 2026-04-22      | Variable      | 7.43%                 | No            | 2                  | On Loan: No      |
| Yuzhou Group Holdings Co. Ltd.                                   | Yuzhou Group Holdings Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 213800MP59KHGJSPHE82       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $90000.00     | 0.01%             | 2027-01-13      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Cloudera, Inc.                                                   | Cloudera, Inc., 2nd Lien Term Loan                                                         | CUSIP: 74339VAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    152000 | PA      | $133380.00    | 0.01%             | 2029-10-08      | Variable      | 10.57%                | No            | 3                  | On Loan: No      |
| DTE Energy Co.                                                   | DTE Energy Co.                                                                             | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      4254 | NS      | $495037.98    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| AT&T, Inc.                                                       | AT&T, Inc.                                                                                 | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     26967 | NS      | $549317.79    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Community Health Systems, Inc.                                   | Community Health Systems, Inc.                                                             | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     54000 | PA      | $47800.80     | 0.00%             | 2027-03-15      | Fixed         | 5.62%                 | 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        |     35000 | PA      | $34300.00     | 0.00%             | 2029-09-21      | Variable      | 10.32%                | No            | 3                  | On Loan: No      |
| Asplundh Tree Expert LLC                                         | Asplundh Tree Expert LLC, Term Loan                                                        | CUSIP: 04538FAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    259612 | PA      | $259207.18    | 0.02%             | 2027-09-07      | Variable      | 6.32%                 | No            | 2                  | On Loan: No      |
| Epicor Software Corp.                                            | Epicor Software Corp., Term Loan C                                                         | CUSIP: 29426NAN4<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |     77705 | PA      | $76233.26     | 0.01%             | 2027-07-30      | Variable      | 7.82%                 | No            | 2                  | On Loan: No      |
| EnLink Midstream Partners LP                                     | EnLink Midstream Partners LP                                                               | CUSIP: 29336UAD9<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     32000 | PA      | $25156.71     | 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        |    238881 | PA      | $238548.56    | 0.02%             | 2029-05-03      | Variable      | 7.41%                 | No            | 2                  | On Loan: No      |
| Equitable Holdings, Inc.                                         | Equitable Holdings, Inc.                                                                   | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     24306 | NS      | $779493.42    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| NFP Corp.                                                        | NFP Corp.                                                                                  | CUSIP: 65342RAE0<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $904148.28    | 0.07%             | 2028-08-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Leviathan Bond Ltd.                                              | Leviathan Bond Ltd.                                                                        | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |    191084 | PA      | $190224.12    | 0.02%             | 2023-06-30      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| NESCO Holdings II, Inc.                                          | NESCO Holdings II, Inc.                                                                    | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |    214000 | PA      | $192195.54    | 0.02%             | 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        |    372195 | PA      | $311713.45    | 0.03%             | 2027-02-12      | Variable      | 8.07%                 | No            | 2                  | On Loan: No      |
| Calpine Corp.                                                    | Calpine Corp.                                                                              | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    955000 | PA      | $864667.09    | 0.07%             | 2028-03-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 26 Ltd.                       | Neuberger Berman Loan Advisers CLO 26 Ltd., Series 2017-26A, Class D                       | CUSIP: 64131QAG5<br>LEI: 549300P0MOXZPIM3AS61 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $952932.50    | 0.08%             | 2030-10-18      | Floating      | 7.44%                 | No            | 2                  | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                             | Fomento Economico Mexicano SAB de CV                                                       | CUSIP: N/A<br>LEI: 549300A8MDWDJNMLV153       | Long             | EC               | CORP              | MX        |     55861 | NS      | $489089.67    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Dominican Republic                                               | Dominican Republic Government Bond                                                         | CUSIP: 25714PED6<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |    383000 | PA      | $332922.75    | 0.03%             | 2030-01-30      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| RLJ Lodging Trust LP                                             | RLJ Lodging Trust LP                                                                       | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |     80000 | PA      | $67096.00     | 0.01%             | 2029-09-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Dominican Republic                                               | Dominican Republic Government Bond                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |    200000 | PA      | $173850.00    | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Mattamy Group Corp.                                              | Mattamy Group Corp.                                                                        | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    174000 | PA      | $146749.86    | 0.01%             | 2030-03-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Encompass Health Corp.                                           | Encompass Health Corp.                                                                     | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     31000 | PA      | $28416.46     | 0.00%             | 2030-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Network i2i Ltd.                                                 | Network i2i Ltd.                                                                           | CUSIP: N/A<br>LEI: 2549003L8M1FGHLHOX45       | Long             | DBT              | CORP              | MU        |    464000 | PA      | $446397.00    | 0.04%             | 2025-01-15      | Variable      | 5.65%                 | 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        |    139288 | PA      | $93322.90     | 0.01%             | 2023-12-01      | Variable      | 7.82%                 | 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        |    381000 | NS      | $6723429.73   | 0.55%             |  |  |  | No            | 2                  | On Loan: No      |
| Paramount Global                                                 | Paramount Global                                                                           | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    431000 | PA      | $376034.57    | 0.03%             | 2062-03-30      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                          | BNP Paribas Issuance BV                                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     28365 | NS      | $1677130.88   | 0.14%             | 2023-03-13      | Fixed         | 16.81%                | 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        |    421000 | PA      | $518882.50    | 0.04%             | 2027-11-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Viavi Solutions, Inc.                                            | Viavi Solutions, Inc.                                                                      | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    138000 | PA      | $120405.00    | 0.01%             | 2029-10-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Braskem Netherlands Finance BV                                   | Braskem Netherlands Finance BV                                                             | CUSIP: 10554TAF2<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $204225.00    | 0.02%             | 2081-01-23      | Variable      | 8.50%                 | No            | 2                  | On Loan: No      |
| Sasol Financing USA LLC                                          | Sasol Financing USA LLC                                                                    | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    270000 | PA      | $234873.00    | 0.02%             | 2031-03-18      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Wynn Macau Ltd.                                                  | Wynn Macau Ltd.                                                                            | CUSIP: N/A<br>LEI: 254900NMDQ8ENTHU1I31       | Long             | DBT              | CORP              | KY        |    531000 | PA      | $496485.00    | 0.04%             | 2026-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Advanced Drainage Systems, Inc.                                  | Advanced Drainage Systems, Inc.                                                            | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     93000 | PA      | $88523.77     | 0.01%             | 2027-09-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Sendas Distribuidora SA                                          | Sendas Distribuidora SA                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    205695 | NS      | $793394.42    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| BX Commercial Mortgage Trust                                     | BX Commercial Mortgage Trust, Series 2022-CSMO, Class C                                    | CUSIP: 05610MAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    480000 | PA      | $477896.74    | 0.04%             | 2027-06-15      | Floating      | 8.37%                 | No            | 2                  | On Loan: No      |
| Bank of China Ltd.                                               | Bank of China Ltd., Class H                                                                | CUSIP: N/A<br>LEI: 54930053HGCFWVHYZX42       | Long             | EC               | CORP              | CN        |   3066000 | NS      | $1167118.25   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| ICON plc                                                         | ICON plc, Term Loan                                                                        | CUSIP: L5000DAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     73770 | PA      | $73742.73     | 0.01%             | 2028-07-03      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Vivo Energy Investments BV                                       | Vivo Energy Investments BV                                                                 | CUSIP: 92856HAB0<br>LEI: 724500P3OXMB2IERLM56 | Long             | DBT              | CORP              | NL        |    386000 | PA      | $359655.50    | 0.03%             | 2027-09-24      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| NWD Finance BVI Ltd.                                             | NWD Finance BVI Ltd.                                                                       | CUSIP: N/A<br>LEI: 25490076V8K09HMNCT88       | Long             | DBT              | CORP              | VG        |    589000 | PA      | $470758.25    | 0.04%             | 2028-03-10      | Variable      | 4.12%                 | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp.                                           | Tenet Healthcare Corp.                                                                     | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    399000 | PA      | $373096.92    | 0.03%             | 2028-10-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| UPC Broadband Finco BV                                           | UPC Broadband Finco BV                                                                     | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    579000 | PA      | $509386.83    | 0.04%             | 2031-07-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Gulfport Energy Corp.                                            | Gulfport Energy Corp.                                                                      | CUSIP: 402635AR7<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |     35500 | PA      | $35173.76     | 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        |     61486 | NS      | $1919643.21   | 0.16%             |  |  |  | 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        |      1909 | NS      | $668123.87    | 0.06%             | 2023-03-03      | Fixed         | 16.17%                | No            | 2                  | On Loan: No      |
| Vertiv Group Corp.                                               | Vertiv Group Corp.                                                                         | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    808000 | PA      | $700649.10    | 0.06%             | 2028-11-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                    | Nomura Bank International plc                                                              | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      4351 | NS      | $1616586.95   | 0.13%             | 2023-03-13      | Fixed         | 7.84%                 | No            | 2                  | On Loan: No      |
| Freeport Indonesia PT                                            | Freeport Indonesia PT                                                                      | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |    464000 | PA      | $450131.04    | 0.04%             | 2027-04-14      | Fixed         | 4.76%                 | No            | 2                  | On Loan: No      |
| InterGlobe Aviation Ltd.                                         | InterGlobe Aviation Ltd.                                                                   | CUSIP: N/A<br>LEI: 33580079R8SLLO23XD19       | Long             | EC               | CORP              | IN        |     31314 | NS      | $814356.77    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                     | BX Commercial Mortgage Trust, Series 2021-NWM, Class C                                     | CUSIP: 12434AAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    459823 | PA      | $436831.70    | 0.04%             | 2033-02-15      | Floating      | 8.71%                 | No            | 3                  | On Loan: No      |
| PKHL Commercial Mortgage Trust                                   | PKHL Commercial Mortgage Trust, Series 2021-MF, Class G                                    | CUSIP: 69356GAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $90977.24     | 0.01%             | 2038-07-15      | Floating      | 8.81%                 | No            | 2                  | On Loan: No      |
| Lumen Technologies, Inc.                                         | Lumen Technologies, Inc.                                                                   | CUSIP: 156700BC9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   1003000 | PA      | $845782.26    | 0.07%             | 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        |    125055 | PA      | $106570.62    | 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        |     32000 | PA      | $32080.00     | 0.00%             | 2026-02-02      | Variable      | 7.42%                 | No            | 2                  | On Loan: No      |
| DP World Salaam                                                  | DP World Salaam                                                                            | CUSIP: N/A<br>LEI: 549300SUYBT9X88E9435       | Long             | DBT              | CORP              | KY        |    348000 | PA      | $348217.50    | 0.03%             | 2025-10-01      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| CD&R Smokey Buyer, Inc.                                          | CD&R Smokey Buyer, Inc.                                                                    | CUSIP: 12510CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $154275.00    | 0.01%             | 2025-07-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Community Health Systems, Inc.                                   | Community Health Systems, Inc.                                                             | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    902000 | PA      | $727841.84    | 0.06%             | 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        |    456937 | PA      | $452061.19    | 0.04%             | 2027-01-29      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| Hub International Ltd.                                           | Hub International Ltd., Term Loan B3                                                       | CUSIP: 44332EAU0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    332841 | PA      | $332394.56    | 0.03%             | 2025-04-25      | Variable      | 8.06%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      8600 | NS      | $405296.30    | 0.03%             | 2023-02-23      | Fixed         | 19.30%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc                                                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       400 | NS      | $308724.38    | 0.03%             | 2023-02-21      | Fixed         | 14.28%                | No            | 2                  | On Loan: No      |
| Merrill Lynch International & Co. CV                             | Merrill Lynch International & Co. CV                                                       | CUSIP: N/A<br>LEI: AHYI0DDQ2LCHPGHJC422       | Long             | SN               | CORP              | CW        |      1900 | NS      | $242429.23    | 0.02%             | 2023-03-09      | Fixed         | 26.05%                | No            | 2                  | On Loan: No      |
| Ecopetrol SA                                                     | Ecopetrol SA                                                                               | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    380000 | PA      | $299269.00    | 0.02%             | 2031-11-02      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Kering SA                                                        | Kering SA                                                                                  | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | EC               | CORP              | FR        |      3074 | NS      | $1918043.47   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3300.65     | -0.00%            |  |  |  | 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        |    205930 | PA      | $157939.89    | 0.01%             | 2027-02-01      | Variable      | 9.83%                 | No            | 2                  | On Loan: No      |
| CQP Holdco LP                                                    | CQP Holdco LP                                                                              | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1256648.70   | 0.10%             | 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        |    159000 | PA      | $155234.40    | 0.01%             | 2025-03-21      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Western Midstream Operating LP                                   | Western Midstream Operating LP                                                             | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     51000 | PA      | $44310.84     | 0.00%             | 2048-08-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Auckland International Airport Ltd.                              | Auckland International Airport Ltd.                                                        | CUSIP: N/A<br>LEI: 549300HFZIZDJWB7AK60       | Long             | EC               | CORP              | NZ        |     74031 | NS      | $407432.69    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Spirit AeroSystems, Inc.                                         | Spirit AeroSystems, Inc.                                                                   | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    414000 | PA      | $449922.78    | 0.04%             | 2029-11-30      | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                 | Terna - Rete Elettrica Nazionale                                                           | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | EC               | CORP              | IT        |     38927 | NS      | $307985.03    | 0.03%             |  |  |  | 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        |    219363 | PA      | $212782.38    | 0.02%             | 2024-10-14      | Variable      | 7.69%                 | No            | 2                  | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                   | 280 Park Avenue Mortgage Trust, Series 2017-280P, Class E                                  | CUSIP: 90205FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530000 | PA      | $482636.76    | 0.04%             | 2034-09-15      | Floating      | 6.36%                 | 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        |     56000 | PA      | $55569.92     | 0.00%             | 2029-01-05      | Variable      | 8.73%                 | No            | 2                  | On Loan: No      |
| China Mengniu Dairy Co. Ltd.                                     | China Mengniu Dairy Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 2549005Q343BSJ8RSS21       | Long             | EC               | CORP              | KY        |    202000 | NS      | $974422.23    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercorp Peru Ltd.                                              | Intercorp Peru Ltd.                                                                        | CUSIP: 458652AB0<br>LEI: 549300L0OFVSOE4NSY75 | Long             | DBT              | CORP              | BS        |    317000 | PA      | $266478.13    | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Sunac China Holdings Ltd.                                        | Sunac China Holdings Ltd.                                                                  | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |    300000 | PA      | $85500.00     | 0.01%             | 2024-02-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Snap One Holdings Corp.                                          | Snap One Holdings Corp., Term Loan                                                         | CUSIP: 83304CAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     78697 | PA      | $74761.70     | 0.01%             | 2028-12-08      | Variable      | 9.07%                 | No            | 3                  | On Loan: No      |
| Republic of South Africa                                         | Republic of South Africa                                                                   | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    360000 | PA      | $333450.00    | 0.03%             | 2032-04-20      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Melco Resorts Finance Ltd.                                       | Melco Resorts Finance Ltd.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |    200000 | PA      | $181412.50    | 0.01%             | 2027-07-17      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Republic of Peru                                                 | Republic of Peru                                                                           | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    626000 | PA      | $467074.25    | 0.04%             | 2032-12-01      | Fixed         | 1.86%                 | No            | 2                  | On Loan: No      |
| Med Trust                                                        | Med Trust, Series 2021-MDLN, Class G                                                       | CUSIP: 58403YBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1495557 | PA      | $1381565.71   | 0.11%             | 2038-11-15      | Floating      | 9.71%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                           | UBS AG                                                                                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      5639 | NS      | $879500.21    | 0.07%             | 2023-03-01      | Fixed         | 7.60%                 | No            | 2                  | On Loan: No      |
| CIFI Holdings Group Co. Ltd.                                     | CIFI Holdings Group Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 549300WGKSV867C0JF48       | Long             | DBT              | CORP              | KY        |    234000 | PA      | $71955.00     | 0.01%             | 2025-07-16      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| US Foods, Inc.                                                   | US Foods, Inc.                                                                             | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    483000 | PA      | $432384.68    | 0.04%             | 2030-06-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                       | Democratic Socialist Republic of Sri Lanka                                                 | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |    370000 | PA      | $125985.00    | 0.01%             | 2023-04-18      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Greywolf CLO V Ltd.                                              | Greywolf CLO V Ltd., Series 2015-1A, Class BR                                              | CUSIP: 39808PAQ9<br>LEI: 549300RJBZLY8V18YD77 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $472339.55    | 0.04%             | 2031-01-27      | Floating      | 6.82%                 | No            | 2                  | On Loan: No      |
| Prudential Financial, Inc.                                       | Prudential Financial, Inc.                                                                 | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      1540 | NS      | $161607.60    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Covanta Holding Corp.                                            | Covanta Holding Corp.                                                                      | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    123000 | PA      | $107471.25    | 0.01%             | 2029-12-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Medline Borrower LP                                              | Medline Borrower LP                                                                        | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     27000 | PA      | $23085.41     | 0.00%             | 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        |   3000000 | PA      | $2967771.00   | 0.24%             | 2034-10-15      | Floating      | 5.96%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                           | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    321000 | PA      | $267409.05    | 0.02%             | 2031-02-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| LABL, Inc.                                                       | LABL, Inc.                                                                                 | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    219000 | PA      | $197921.25    | 0.02%             | 2028-11-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Iliad Holding SASU                                               | Iliad Holding SASU                                                                         | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    841000 | PA      | $789850.38    | 0.07%             | 2028-10-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Altice France Holding SA                                         | Altice France Holding SA                                                                   | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   1320000 | PA      | $1133550.00   | 0.09%             | 2027-05-15      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| Atlas Arteria Ltd.                                               | Atlas Arteria Ltd.                                                                         | CUSIP: N/A<br>LEI: 254900SGF4ZQDBH2YC59       | Long             | EC               | CORP              | AU        |    102342 | NS      | $497732.97    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| NCL Corp. Ltd.                                                   | NCL Corp. Ltd.                                                                             | CUSIP: 62886HBL4<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    119000 | PA      | $120907.57    | 0.01%             | 2028-02-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group plc                                         | Lloyds Banking Group plc                                                                   | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    485000 | PA      | $473535.80    | 0.04%             | 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        |    218000 | PA      | $213305.92    | 0.02%             | 2028-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa                                         | Republic of South Africa                                                                   | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    370000 | PA      | $336700.00    | 0.03%             | 2029-09-30      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Fix Price Group plc                                              | Fix Price Group plc                                                                        | CUSIP: 33835G205<br>LEI: 549300EXJV1RPGZNH608 | Long             | EC               | CORP              | CY        |    149893 | NS      | $20.99        | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| HONO Mortgage Trust                                              | HONO Mortgage Trust, Series 2021-LULU, Class E                                             | CUSIP: 40390MAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    274000 | PA      | $251660.45    | 0.02%             | 2036-10-15      | Floating      | 7.81%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                        | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       700 | NS      | $358306.66    | 0.03%             | 2023-02-02      | Fixed         | 19.75%                | No            | 2                  | On Loan: No      |
| Howard Hughes Corp. (The)                                        | Howard Hughes Corp. (The)                                                                  | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     78000 | PA      | $64812.82     | 0.01%             | 2031-02-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Titan Acquisition Ltd.                                           | Titan Acquisition Ltd.                                                                     | CUSIP: 88827AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1348000 | PA      | $1275073.20   | 0.11%             | 2026-04-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| United Parcel Service, Inc.                                      | United Parcel Service, Inc., Class B                                                       | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      8047 | NS      | $1490545.81   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Powerlong Real Estate Holdings Ltd.                              | Powerlong Real Estate Holdings Ltd.                                                        | CUSIP: N/A<br>LEI: 549300R3K12EPXCGDP22       | Long             | DBT              | CORP              | KY        |    189816 | PA      | $60741.09     | 0.01%             | 2024-01-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Albertsons Cos., Inc.                                            | Albertsons Cos., Inc.                                                                      | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9198.36      | 0.00%             | 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        |     41000 | PA      | $39184.11     | 0.00%             | 2027-05-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Wynn Las Vegas LLC                                               | Wynn Las Vegas LLC                                                                         | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $146425.40    | 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        |     25000 | PA      | $25031.25     | 0.00%             | 2025-03-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Yanlord Land HK Co. Ltd.                                         | Yanlord Land HK Co. Ltd.                                                                   | CUSIP: N/A<br>LEI: 549300O56H3950RDWG19       | Long             | DBT              | CORP              | HK        |    330000 | PA      | $320925.00    | 0.03%             | 2024-02-27      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| TransAlta Corp.                                                  | TransAlta Corp.                                                                            | CUSIP: 89346DAH0<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | DBT              | CORP              | CA        |     78000 | PA      | $80207.66     | 0.01%             | 2029-11-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                    | Nomura Bank International plc                                                              | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      6363 | NS      | $1297256.65   | 0.11%             | 2023-03-09      | Fixed         | 14.11%                | No            | 2                  | On Loan: No      |
| Rad CLO 14 Ltd.                                                  | Rad CLO 14 Ltd., Series 2021-14A, Class D                                                  | CUSIP: 75009RAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $932074.50    | 0.08%             | 2035-01-15      | Floating      | 7.79%                 | No            | 2                  | On Loan: No      |
| ZoomInfo Technologies LLC                                        | ZoomInfo Technologies LLC                                                                  | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    282000 | PA      | $243225.00    | 0.02%             | 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        |     65092 | NS      | $1916308.48   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Severn Trent plc                                                 | Severn Trent plc                                                                           | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Long             | EC               | CORP              | GB        |     12561 | NS      | $437134.34    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Precision Drilling Corp.                                         | Precision Drilling Corp.                                                                   | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |      8000 | PA      | $7705.92      | 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        |    190245 | PA      | $181119.40    | 0.01%             | 2028-12-11      | Variable      | 8.07%                 | 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        |   1776871 | PA      | $1801948.21   | 0.15%             | 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        |     90812 | PA      | $90585.47     | 0.01%             | 2028-03-03      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                                  | TransDigm, Inc.                                                                            | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2993000 | PA      | $2991945.69   | 0.25%             | 2026-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Emaar Properties PJSC                                            | Emaar Properties PJSC                                                                      | CUSIP: N/A<br>LEI: 254900YWYEXYXK1BMP81       | Long             | EC               | CORP              | AE        |    385901 | NS      | $586382.98    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| United Mexican States                                            | United Mexican States                                                                      | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    418000 | PA      | $400653.00    | 0.03%             | 2028-01-11      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group plc                                         | Lloyds Banking Group plc                                                                   | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    380000 | PA      | $376295.00    | 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        |    104000 | PA      | $88636.90     | 0.01%             | 2028-12-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Assurant, Inc.                                                   | Assurant, Inc.                                                                             | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      8198 | NS      | $1086972.82   | 0.09%             |  |  |  | No            | 1                  | 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        |       947 | NS      | $826707.75    | 0.07%             |  |  |  | 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        |      6761 | NS      | $738621.89    | 0.06%             | 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        |     35000 | PA      | $33862.50     | 0.00%             | 2026-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Block Communications, Inc.                                       | Block Communications, Inc.                                                                 | CUSIP: 093645AJ8<br>LEI: M5G68A9OHJWIL4SFC742 | Long             | DBT              | CORP              | US        |     39000 | PA      | $34320.00     | 0.00%             | 2028-03-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BBCMS Mortgage Trust                                             | BBCMS Mortgage Trust, Series 2017-DELC, Class F                                            | CUSIP: 05552EAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $128171.94    | 0.01%             | 2036-08-15      | Floating      | 8.08%                 | No            | 2                  | On Loan: No      |
| NEXTDC Ltd.                                                      | NEXTDC Ltd.                                                                                | CUSIP: N/A<br>LEI: 529900RTERU3X7G3D672       | Long             | EC               | CORP              | AU        |    300265 | NS      | $2121999.66   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                           | UBS AG                                                                                     | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    430000 | PA      | $352557.00    | 0.03%             | 2031-02-10      | Variable      | 4.38%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                                           | CUSIP: 06369P486<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      8700 | NS      | $630927.72    | 0.05%             | 2023-02-27      | Fixed         | 29.07%                | No            | 2                  | On Loan: No      |
| Prudential plc                                                   | Prudential plc                                                                             | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |    188308 | NS      | $3128750.93   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Madison IAQ LLC                                                  | Madison IAQ LLC, Term Loan                                                                 | CUSIP: 55759VAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    266605 | PA      | $254663.35    | 0.02%             | 2028-06-21      | Variable      | 7.99%                 | 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        |    184460 | PA      | $181078.93    | 0.01%             | 2025-03-24      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| Rad CLO 12 Ltd.                                                  | Rad CLO 12 Ltd., Series 2021-12A, Class D                                                  | CUSIP: 75009PAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1396019.25   | 0.12%             | 2034-10-30      | Floating      | 7.85%                 | 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        |     77346 | PA      | $75702.38     | 0.01%             | 2027-03-16      | Variable      | 8.41%                 | No            | 2                  | On Loan: No      |
| Spirit Loyalty Cayman Ltd.                                       | Spirit Loyalty Cayman Ltd.                                                                 | CUSIP: 84859BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     21237 | PA      | $21661.74     | 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        |    600000 | PA      | $488359.12    | 0.04%             | 2028-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Element Solutions, Inc.                                          | Element Solutions, Inc.                                                                    | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |   1586000 | PA      | $1403610.00   | 0.12%             | 2028-09-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                                   | Abu Dhabi Commercial Bank PJSC                                                             | CUSIP: N/A<br>LEI: 213800RWVKKIRX1AUH58       | Long             | EC               | CORP              | AE        |    202480 | NS      | $464379.12    | 0.04%             |  |  |  | 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        |    635927 | PA      | $622413.60    | 0.05%             | 2026-10-01      | Variable      | 8.48%                 | No            | 2                  | On Loan: No      |
| Ecopetrol SA                                                     | Ecopetrol SA                                                                               | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    458000 | PA      | $468900.40    | 0.04%             | 2033-01-13      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust              | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2022-NXSS, Class A             | CUSIP: 465979AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    680000 | PA      | $679782.88    | 0.06%             | 2039-08-15      | Floating      | 6.66%                 | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                          | Citigroup Global Markets Holdings, Inc., Series GMUF                                       | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |       400 | NS      | $232848.43    | 0.02%             | 2023-03-06      | Fixed         | 14.84%                | 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        |    366495 | PA      | $364577.89    | 0.03%             | 2067-04-25      | Variable      | 4.55%                 | No            | 2                  | On Loan: No      |
| Generate CLO 3 Ltd.                                              | Generate CLO 3 Ltd., Series 3A, Class DR                                                   | CUSIP: 98625UBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $467548.10    | 0.04%             | 2029-10-20      | Floating      | 8.41%                 | No            | 2                  | On Loan: No      |
| Koninklijke KPN NV                                               | Koninklijke KPN NV                                                                         | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |    346912 | NS      | $1186038.61   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Bayer AG                                                         | Bayer AG (Registered)                                                                      | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |     19680 | NS      | $1224980.32   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                     | Royal Caribbean Cruises Ltd.                                                               | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    111000 | PA      | $96556.90     | 0.01%             | 2027-07-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Shimao Group Holdings Ltd.                                       | Shimao Group Holdings Ltd.                                                                 | CUSIP: N/A<br>LEI: 254900WTJ6B5CU69ZD26       | Long             | DBT              | CORP              | KY        |    500000 | PA      | $106250.00    | 0.01%             | 2031-01-11      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Ryan Specialty Group LLC                                         | Ryan Specialty Group LLC, Term Loan                                                        | CUSIP: 78350UAE5<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |    225751 | PA      | $225047.06    | 0.02%             | 2027-09-01      | Variable      | 7.42%                 | No            | 2                  | On Loan: No      |
| Aeropuertos Dominicanos Siglo XXI SA                             | Aeropuertos Dominicanos Siglo XXI SA                                                       | CUSIP: 007866AC0<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |    205000 | PA      | $202309.38    | 0.02%             | 2029-03-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Filtration Group Corp.                                           | Filtration Group Corp., Term Loan                                                          | CUSIP: 31732FAM8<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |    214890 | PA      | $214382.81    | 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        |    409479 | PA      | $407558.81    | 0.03%             | 2028-07-27      | Variable      | 7.15%                 | No            | 2                  | On Loan: No      |
| Voya Financial, Inc.                                             | Voya Financial, Inc., Series A                                                             | CUSIP: 929089AG5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1460458.50   | 0.12%             | 2023-09-15      | Variable      | 6.12%                 | No            | 2                  | On Loan: No      |
| Crocs, Inc.                                                      | Crocs, Inc.                                                                                | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    128000 | PA      | $106448.58    | 0.01%             | 2031-08-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Airbus SE                                                        | Airbus SE                                                                                  | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |      4381 | NS      | $549227.91    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Creative Artists Agency LLC                                      | Creative Artists Agency LLC, Term Loan                                                     | CUSIP: 22526WAM0<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |     33773 | PA      | $33730.78     | 0.00%             | 2026-11-27      | Variable      | 8.32%                 | No            | 2                  | On Loan: No      |
| Kasikornbank PCL                                                 | Kasikornbank PCL                                                                           | CUSIP: N/A<br>LEI: 5493004COSQ54937AW41       | Long             | DBT              | CORP              | TH        |    424000 | PA      | $409160.00    | 0.03%             | 2025-10-14      | Variable      | 5.28%                 | No            | 2                  | On Loan: No      |
| NuStar Logistics LP                                              | NuStar Logistics LP                                                                        | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16375.25     | 0.00%             | 2030-10-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Boxer Parent Co., Inc.                                           | Boxer Parent Co., Inc.                                                                     | CUSIP: 103186AB8<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |    260000 | PA      | $257406.82    | 0.02%             | 2025-10-02      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Element Solutions, Inc.                                          | Element Solutions, Inc., Term Loan B1                                                      | CUSIP: 72766TAD1<br>LEI: 549300FLGN6P5CU20J91 | Long             | LON              | CORP              | US        |    295420 | PA      | $295156.92    | 0.02%             | 2026-01-31      | Variable      | 6.55%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman Loan Advisers CLO Ltd.                          | Neuberger Berman Loan Advisers CLO Ltd., Series 2018-27A, Class D                          | CUSIP: 64131WAJ6<br>LEI: 549300IWMW28G8CR9G28 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $459423.50    | 0.04%             | 2030-01-15      | Floating      | 7.39%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                                      | Asurion LLC, Term Loan B7                                                                  | CUSIP: 04649VAW0<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    113349 | PA      | $112055.32    | 0.01%             | 2024-11-03      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| Albion Financing 1 SARL                                          | Albion Financing 1 SARL                                                                    | CUSIP: 013304AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $179445.27    | 0.01%             | 2026-10-15      | Fixed         | 6.12%                 | 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        |    376399 | PA      | $373711.42    | 0.03%             | 2025-05-18      | Variable      | 7.26%                 | No            | 2                  | On Loan: No      |
| Comerica, Inc.                                                   | Comerica, Inc.                                                                             | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      3970 | NS      | $291040.70    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Insulet Corp.                                                    | Insulet Corp., Term Loan B                                                                 | CUSIP: 45784QAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    111059 | PA      | $110851.04    | 0.01%             | 2028-05-04      | Variable      | 7.69%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2018-W5FX, Class CFX          | CUSIP: 30307MAN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    334000 | PA      | $282750.10    | 0.02%             | 2028-04-25      | Variable      | 3.79%                 | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                         | Mizuho Markets Cayman LP                                                                   | CUSIP: 6068FW104<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |      8900 | NS      | $557988.73    | 0.05%             | 2023-03-09      | Fixed         | 1.94%                 | 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        |    287313 | PA      | $284439.51    | 0.02%             | 2024-04-03      | Variable      | 7.62%                 | No            | 2                  | On Loan: No      |
| Chariot Buyer LLC                                                | Chariot Buyer LLC, 1st Lien Term Loan                                                      | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    304882 | PA      | $293957.89    | 0.02%             | 2028-11-03      | Variable      | 7.82%                 | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                                 | CSC Holdings LLC                                                                           | CUSIP: 126307AH0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29365.35     | 0.00%             | 2024-06-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Prime Security Services Borrower LLC                             | Prime Security Services Borrower LLC                                                       | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    208000 | PA      | $203848.22    | 0.02%             | 2026-04-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Commercial Metals Co.                                            | Commercial Metals Co.                                                                      | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     44000 | PA      | $38598.53     | 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        |    450000 | PA      | $369000.00    | 0.03%             | 2029-10-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                    | Nomura Bank International plc                                                              | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      4383 | NS      | $2175214.89   | 0.18%             | 2023-03-08      | Fixed         | 9.95%                 | No            | 2                  | On Loan: No      |
| Schneider Electric SE                                            | Schneider Electric SE                                                                      | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |      9975 | NS      | $1618100.57   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Acadia Healthcare Co., Inc.                                      | Acadia Healthcare Co., Inc.                                                                | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     74000 | PA      | $71290.12     | 0.01%             | 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        |     13498 | NS      | $1389833.14   | 0.11%             | 2023-02-03      | Floating      | 19.38%                | 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        |    239238 | PA      | $218324.72    | 0.02%             | 2024-09-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Ukraine                                                          | Ukraine Government Bond                                                                    | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    658000 | PA      | $148173.38    | 0.01%             | 2026-02-01      | Fixed         | 8.99%                 | No            | 2                  | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                   | Teva Pharmaceutical Finance Netherlands III BV                                             | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $184625.00    | 0.02%             | 2027-05-09      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                     | BX Commercial Mortgage Trust, Series 2022-LP2, Class F                                     | CUSIP: 05610HAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    695364 | PA      | $643169.57    | 0.05%             | 2039-02-15      | Floating      | 7.74%                 | No            | 2                  | On Loan: No      |
| Promigas SA ESP                                                  | Promigas SA ESP                                                                            | CUSIP: 74348DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $331660.00    | 0.03%             | 2029-10-16      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                             | Fomento Economico Mexicano SAB de CV                                                       | CUSIP: 344419106<br>LEI: 549300A8MDWDJNMLV153 | Long             | EC               | CORP              | MX        |      4372 | NS      | $383861.60    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Flutter Entertainment plc                                        | Flutter Entertainment plc, Term Loan                                                       | CUSIP: N8233BAC6<br>LEI: 549300RNFXC8F8RT6R13 | Long             | LON              | CORP              | NL        |    181298 | PA      | $180886.33    | 0.01%             | 2026-07-21      | Variable      | 6.98%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman CLO XVIII Ltd.                                  | Neuberger Berman CLO XVIII Ltd., Series 2014-18A, Class CR2                                | CUSIP: 64128QAY1<br>LEI: 549300FCSYYS3J0RKL34 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $247624.10    | 0.02%             | 2030-10-21      | Floating      | 7.82%                 | No            | 2                  | On Loan: No      |
| UDR, Inc.                                                        | UDR, Inc.                                                                                  | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |     73866 | NS      | $3145952.94   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Antero Midstream Partners LP                                     | Antero Midstream Partners LP                                                               | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    132000 | PA      | $128040.00    | 0.01%             | 2027-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| OQ SAOC                                                          | OQ SAOC                                                                                    | CUSIP: 67624L2A5<br>LEI: 549300YK417GKI6EQ392 | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $192350.00    | 0.02%             | 2028-05-06      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Legacy LifePoint Health LLC                                      | Legacy LifePoint Health LLC                                                                | CUSIP: 53219LAS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94000 | PA      | $82250.00     | 0.01%             | 2027-02-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                       | Democratic Socialist Republic of Sri Lanka                                                 | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |    615000 | PA      | $208638.75    | 0.02%             | 2024-06-28      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                         | Mizuho Markets Cayman LP                                                                   | CUSIP: 6068FT812<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |     13370 | NS      | $1064667.27   | 0.09%             | 2023-02-01      | Fixed         | 22.06%                | No            | 2                  | On Loan: No      |
| United Airlines, Inc.                                            | United Airlines, Inc.                                                                      | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    992000 | PA      | $904813.34    | 0.07%             | 2029-04-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                          | BNP Paribas Issuance BV                                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     13200 | NS      | $637108.70    | 0.05%             | 2023-02-23      | Fixed         | 17.73%                | No            | 2                  | On Loan: No      |
| Restoration Hardware, Inc.                                       | Restoration Hardware, Inc., Term Loan                                                      | CUSIP: 76133MAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     76620 | PA      | $74417.18     | 0.01%             | 2028-10-20      | Variable      | 7.91%                 | No            | 2                  | On Loan: No      |
| Boralex, Inc.                                                    | Boralex, Inc., Class A                                                                     | CUSIP: 09950M300<br>LEI: 5493004UT7HNQU2SVR90 | Long             | EC               | CORP              | CA        |      4980 | NS      | $139344.93    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Trust Fibra Uno                                                  | Trust Fibra Uno                                                                            | CUSIP: 898324AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $194625.00    | 0.02%             | 2026-01-30      | Fixed         | 5.25%                 | 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        |     16113 | PA      | $14647.43     | 0.00%             | 2028-10-02      | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| Republic of Colombia                                             | Republic of Colombia                                                                       | CUSIP: 195325DL6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    205000 | PA      | $185563.44    | 0.02%             | 2027-04-25      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                        | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      7925 | NS      | $1332005.26   | 0.11%             | 2023-03-02      | Fixed         | 20.20%                | No            | 2                  | On Loan: No      |
| Williams Cos., Inc. (The)                                        | Williams Cos., Inc. (The)                                                                  | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     42966 | NS      | $1385223.84   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| CIFC Funding Ltd.                                                | CIFC Funding Ltd., Series 2015-3A, Class CR                                                | CUSIP: 12550MAN0<br>LEI: 549300UDPJ30BQP2HX62 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $240216.08    | 0.02%             | 2029-04-19      | Floating      | 6.45%                 | No            | 2                  | On Loan: No      |
| Altice France SA                                                 | Altice France SA                                                                           | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    505000 | PA      | $396384.60    | 0.03%             | 2029-07-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| American Water Works Co., Inc.                                   | American Water Works Co., Inc.                                                             | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |       382 | NS      | $59779.18     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Yango Justice International Ltd.                                 | Yango Justice International Ltd.                                                           | CUSIP: N/A<br>LEI: 3003007ELD2HAYCXPT77       | Long             | DBT              | CORP              | HK        |    290000 | PA      | $5800.00      | 0.00%             | 2024-09-04      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Novelis Corp.                                                    | Novelis Corp.                                                                              | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    903000 | PA      | $817215.00    | 0.07%             | 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        |     82040 | PA      | $77990.01     | 0.01%             | 2026-07-24      | Variable      | 8.32%                 | No            | 2                  | On Loan: No      |
| Whatabrands LLC                                                  | Whatabrands LLC, Term Loan B                                                               | CUSIP: 96244UAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    291876 | PA      | $288460.93    | 0.02%             | 2028-08-03      | Variable      | 7.82%                 | 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        |    301245 | PA      | $273756.39    | 0.02%             | 2029-04-29      | Variable      | 9.31%                 | 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        |    947630 | PA      | $909688.13    | 0.08%             | 2067-02-25      | Variable      | 4.13%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                        | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       300 | NS      | $103925.09    | 0.01%             | 2023-02-21      | Fixed         | 19.77%                | No            | 2                  | On Loan: No      |
| Kingdom of Saudi Arabia                                          | Kingdom of Saudi Arabia                                                                    | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    515000 | PA      | $515418.44    | 0.04%             | 2030-04-17      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Getlink SE                                                       | Getlink SE                                                                                 | CUSIP: N/A<br>LEI: 9695007ZEQ7M0OE74G82       | Long             | EC               | CORP              | FR        |     13411 | NS      | $226830.55    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| LXI REIT plc                                                     | LXI REIT plc                                                                               | CUSIP: N/A<br>LEI: 2138008YZGXOKAXQVI45       | Long             | EC               | CORP              | GB        |    664823 | NS      | $925392.51    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| NFP Corp.                                                        | NFP Corp.                                                                                  | CUSIP: 65342RAF7<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |     99000 | PA      | $94354.92     | 0.01%             | 2030-10-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Acrisure LLC                                                     | Acrisure LLC                                                                               | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    189000 | PA      | $155925.00    | 0.01%             | 2029-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BDS LLC                                                          | BDS LLC, Series 2022-FL12, Class A                                                         | CUSIP: 07336CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    970000 | PA      | $965140.01    | 0.08%             | 2038-08-19      | Floating      | 6.62%                 | No            | 2                  | On Loan: No      |
| Jazz Securities DAC                                              | Jazz Securities DAC                                                                        | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |    403000 | PA      | $367673.02    | 0.03%             | 2029-01-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Fertitta Entertainment LLC                                       | Fertitta Entertainment LLC                                                                 | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    328000 | PA      | $289482.96    | 0.02%             | 2029-01-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| MAF Sukuk Ltd.                                                   | MAF Sukuk Ltd.                                                                             | CUSIP: N/A<br>LEI: 549300IS9H0W5N2N4K34       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $198787.50    | 0.02%             | 2029-05-14      | Fixed         | 4.64%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                           | Palmer Square CLO Ltd., Series 2021-4A, Class D                                            | CUSIP: 69702EAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2811956.10   | 0.23%             | 2034-10-15      | Floating      | 7.74%                 | No            | 2                  | On Loan: No      |
| LondonMetric Property plc                                        | LondonMetric Property plc                                                                  | CUSIP: N/A<br>LEI: 213800OCERWWPQDURL87       | Long             | EC               | CORP              | GB        |    425051 | NS      | $990397.14    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Yuzhou Group Holdings Co. Ltd.                                   | Yuzhou Group Holdings Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 213800MP59KHGJSPHE82       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $30000.00     | 0.00%             | 2025-05-27      | Fixed         | 8.30%                 | 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        |    180459 | PA      | $180215.12    | 0.01%             | 2026-09-23      | Variable      | 7.52%                 | No            | 2                  | On Loan: No      |
| Alliant Holdings Intermediate LLC                                | Alliant Holdings Intermediate LLC, Term Loan                                               | CUSIP: 01881UAE5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    187434 | PA      | $187160.84    | 0.02%             | 2025-05-09      | Variable      | 7.82%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                                           | CUSIP: 06369P502<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      2300 | NS      | $164389.48    | 0.01%             | 2023-03-02      | Fixed         | 19.63%                | No            | 2                  | On Loan: No      |
| HDFC Bank Ltd.                                                   | HDFC Bank Ltd.                                                                             | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | EC               | CORP              | IN        |     54563 | NS      | $1073725.90   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| EnLink Midstream LLC                                             | EnLink Midstream LLC                                                                       | CUSIP: 29336TAC4<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |    910000 | PA      | $889525.00    | 0.07%             | 2028-01-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| FEL Energy VI SARL                                               | FEL Energy VI SARL                                                                         | CUSIP: N/A<br>LEI: 254900H2U8PBIY32VI94       | Long             | DBT              | CORP              | LU        |    434256 | PA      | $376527.46    | 0.03%             | 2040-12-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Huarong Finance 2017 Co. Ltd.                                    | Huarong Finance 2017 Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 5493006V07LYI3HE6G83       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $180725.00    | 0.01%             | 2027-04-27      | Fixed         | 4.75%                 | 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        |    786000 | PA      | $727050.00    | 0.06%             | 2030-09-30      | Variable      | 5.70%                 | No            | 2                  | On Loan: No      |
| Impac CMB Trust                                                  | Impac CMB Trust, Series 2005-6, Class 1A1                                                  | CUSIP: 45254NQG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    166589 | PA      | $142693.98    | 0.01%             | 2035-10-25      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| PetSmart, Inc.                                                   | PetSmart, Inc.                                                                             | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    992000 | PA      | $974878.80    | 0.08%             | 2029-02-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-0.04        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Shui On Development Holding Ltd.                                 | Shui On Development Holding Ltd.                                                           | CUSIP: N/A<br>LEI: 3003005J4J3G9CZFDK52       | Long             | DBT              | CORP              | KY        |     15000 | PA      | $13849.69     | 0.00%             | 2024-08-24      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                               | Nationstar Mortgage Holdings, Inc.                                                         | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $65610.00     | 0.01%             | 2030-12-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                           | UBS AG                                                                                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      4146 | NS      | $955049.65    | 0.08%             | 2023-02-16      | Fixed         | 13.90%                | 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        |    268819 | PA      | $261576.86    | 0.02%             | 2026-02-05      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| BPR Trust                                                        | BPR Trust, Series 2021-TY, Class E                                                         | CUSIP: 05592AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $305425.45    | 0.03%             | 2038-09-15      | Floating      | 8.06%                 | No            | 2                  | On Loan: No      |
| GFL Environmental, Inc.                                          | GFL Environmental, Inc.                                                                    | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    151000 | PA      | $133909.82    | 0.01%             | 2029-08-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Air Liquide SA                                                   | Air Liquide SA                                                                             | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |      6962 | NS      | $1108532.23   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| AHP Health Partners, Inc.                                        | AHP Health Partners, Inc.                                                                  | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |    365000 | PA      | $300280.39    | 0.02%             | 2029-07-15      | 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        |    112664 | PA      | $107030.93    | 0.01%             | 2027-12-21      | Variable      | 8.26%                 | No            | 3                  | On Loan: No      |
| N/A                                                              | U.S. Treasury 10 Year Note                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       180 | NC      | $376244.28    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Hess Corp.                                                       | Hess Corp.                                                                                 | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      1699 | NS      | $255121.84    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Altria Group, Inc.                                               | Altria Group, Inc.                                                                         | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     14115 | NS      | $635739.60    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Ukraine                                                          | Ukraine Government Bond                                                                    | CUSIP: 903724BY7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    526000 | PA      | $102504.25    | 0.01%             | 2035-03-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Terex Corp.                                                      | Terex Corp.                                                                                | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    356000 | PA      | $332415.00    | 0.03%             | 2029-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Synaptics, Inc.                                                  | Synaptics, Inc.                                                                            | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |    567000 | PA      | $490973.32    | 0.04%             | 2029-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Vedanta Resources Finance II plc                                 | Vedanta Resources Finance II plc                                                           | CUSIP: 92243XAE1<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    282000 | PA      | $220665.00    | 0.02%             | 2025-03-11      | Fixed         | 8.95%                 | No            | 2                  | On Loan: No      |
| iShares Trust                                                    | iShares Core S&P 500 ETF                                                                   | CUSIP: 464287200<br>LEI: 5493007M4YMN8XL48C14 | Long             |  | RF                | US        |     14938 | NS      | $6099334.78   | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| Uber Technologies, Inc.                                          | Uber Technologies, Inc.                                                                    | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    513000 | PA      | $525127.32    | 0.04%             | 2026-11-01      | Fixed         | 8.00%                 | 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        |    177013 | PA      | $175317.57    | 0.01%             | 2029-06-22      | Variable      | 8.93%                 | No            | 2                  | On Loan: No      |
| POSCO                                                            | POSCO                                                                                      | CUSIP: 73730EAC7<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $202370.00    | 0.02%             | 2026-01-17      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                         | BX Trust, Series 2021-MFM1, Class F                                                        | CUSIP: 05608VAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530000 | PA      | $502485.69    | 0.04%             | 2034-01-15      | Floating      | 7.46%                 | No            | 2                  | On Loan: No      |
| EnPro Industries, Inc.                                           | EnPro Industries, Inc.                                                                     | CUSIP: 29355XAG2<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63618.75     | 0.01%             | 2026-10-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Samsung Electronics Co. Ltd.                                     | Samsung Electronics Co. Ltd.                                                               | CUSIP: 796050888<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |      1278 | NS      | $1583906.61   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Sprint Capital Corp.                                             | Sprint Capital Corp.                                                                       | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    137000 | PA      | $146567.66    | 0.01%             | 2028-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| MF1 Ltd.                                                         | MF1 Ltd., Series 2021-FL7, Class A                                                         | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    523000 | PA      | $506016.47    | 0.04%             | 2036-10-16      | Floating      | 5.55%                 | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                          | Citigroup Global Markets Holdings, Inc.                                                    | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      4900 | NS      | $615063.65    | 0.05%             | 2023-03-06      | Fixed         | 12.26%                | No            | 2                  | On Loan: No      |
| Extended Stay America Trust                                      | Extended Stay America Trust, Series 2021-ESH, Class F                                      | CUSIP: 30227FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    416834 | PA      | $399094.04    | 0.03%             | 2038-07-15      | Floating      | 8.16%                 | 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        |    371341 | PA      | $361533.99    | 0.03%             | 2025-03-28      | Variable      | 8.15%                 | No            | 2                  | On Loan: No      |
| Atrium XIV LLC                                                   | Atrium XIV LLC, Series 14A, Class C                                                        | CUSIP: 04965LAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $240053.58    | 0.02%             | 2030-08-23      | Floating      | 6.74%                 | No            | 2                  | On Loan: No      |
| Wynn Resorts Finance LLC                                         | Wynn Resorts Finance LLC                                                                   | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    106000 | PA      | $106436.72    | 0.01%             | 2025-04-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Capital Certificates                      | Credit Suisse Mortgage Capital Certificates, Series 2021-980M, Class E                     | CUSIP: 12659RAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $93086.88     | 0.01%             | 2031-07-15      | Variable      | 3.54%                 | No            | 2                  | On Loan: No      |
| Curia Global, Inc.                                               | Curia Global, Inc., 1st Lien Term Loan                                                     | CUSIP: 01242HAM0<br>LEI: CHZJRCSC4ACUSUD2MV11 | Long             | LON              | CORP              | US        |     25000 | PA      | $21513.50     | 0.00%             | 2026-08-30      | Variable      | 8.16%                 | No            | 2                  | On Loan: No      |
| Symphony CLO XIX Ltd.                                            | Symphony CLO XIX Ltd., Series 2018-19A, Class C                                            | CUSIP: 87165YAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $479073.10    | 0.04%             | 2031-04-16      | Floating      | 6.54%                 | No            | 2                  | On Loan: No      |
| Gold Fields Ltd.                                                 | Gold Fields Ltd.                                                                           | CUSIP: 38059T106<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |     13017 | NS      | $148914.48    | 0.01%             |  |  |  | No            | 1                  | 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        |    305679 | PA      | $299183.35    | 0.02%             | 2028-05-04      | Variable      | 8.62%                 | No            | 2                  | On Loan: No      |
| Garda World Security Corp.                                       | Garda World Security Corp.                                                                 | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    177000 | PA      | $179433.75    | 0.01%             | 2028-02-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Corp. Trust                               | GS Mortgage Securities Corp. Trust, Series 2022-AGSS, Class A                              | CUSIP: 36270DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    720000 | PA      | $728038.87    | 0.06%             | 2027-11-15      | Floating      | 7.17%                 | No            | 2                  | On Loan: No      |
| Salik Co. PJSC                                                   | Salik Co. PJSC                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AE        |    238907 | NS      | $163906.68    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Air Canada                                                       | Air Canada                                                                                 | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    451000 | PA      | $417173.72    | 0.03%             | 2026-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                           | Perusahaan Penerbit SBSN Indonesia III                                                     | CUSIP: 71567PAU4<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    240000 | PA      | $239126.40    | 0.02%             | 2027-06-06      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| India Green Energy Holdings                                      | India Green Energy Holdings                                                                | CUSIP: N/A<br>LEI: 2549005BFUXXT5HWAG36       | Long             | DBT              | CORP              | MU        |    250000 | PA      | $241875.00    | 0.02%             | 2024-04-29      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Dryden 75 CLO Ltd.                                               | Dryden 75 CLO Ltd., Series 2019-75A, Class ER2                                             | CUSIP: 26252KAJ4<br>LEI: 254900JFO9XUH2EREJ70 | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $316127.67    | 0.03%             | 2034-04-15      | Floating      | 11.39%                | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                           | Palmer Square CLO Ltd., Series 2019-1A, Class BR                                           | CUSIP: 69700GAN2<br>LEI: 549300Y43K78UTRMTN21 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $473715.25    | 0.04%             | 2034-11-14      | Floating      | 6.65%                 | No            | 2                  | On Loan: No      |
| Veritas US, Inc.                                                 | Veritas US, Inc., Term Loan B                                                              | CUSIP: G9341JAN0<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |    428215 | PA      | $289580.16    | 0.02%             | 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        |    551000 | PA      | $479370.00    | 0.04%             | 2029-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Dollar General Corp.                                             | Dollar General Corp.                                                                       | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      2600 | NS      | $607360.00    | 0.05%             |  |  |  | No            | 1                  | 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        |   1575000 | PA      | $1455837.17   | 0.12%             | 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        |     91000 | PA      | $85312.50     | 0.01%             | 2028-04-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Hansol Chemical Co. Ltd.                                         | Hansol Chemical Co. Ltd.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      3747 | NS      | $646078.63    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO 4-R Ltd.                                   | Anchorage Capital CLO 4-R Ltd., Series 2014-4RA, Class D                                   | CUSIP: 03328LAG7<br>LEI: 549300MP4QPQUMB6AD63 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $215668.63    | 0.02%             | 2031-01-28      | Floating      | 7.40%                 | No            | 2                  | On Loan: No      |
| LSF11 A5 HoldCo LLC                                              | LSF11 A5 HoldCo LLC                                                                        | CUSIP: 50221DAA7<br>LEI: 254900FPK7P5WNA66Y10 | Long             | DBT              | CORP              | US        |    107000 | PA      | $87803.69     | 0.01%             | 2029-10-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                     | BX Commercial Mortgage Trust, Series 2019-XL, Class J                                      | CUSIP: 056054AL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1649000 | PA      | $1595548.68   | 0.13%             | 2036-10-15      | Floating      | 7.24%                 | No            | 2                  | On Loan: No      |
| Ralph Lauren Corp.                                               | Ralph Lauren Corp.                                                                         | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      6235 | NS      | $772204.75    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Sultanate of Oman                                                | Oman Government Bond                                                                       | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |    754000 | PA      | $739862.50    | 0.06%             | 2048-01-17      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Federal Republic of Nigeria                                      | Federal Republic of Nigeria                                                                | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    213000 | PA      | $139248.75    | 0.01%             | 2047-11-28      | Fixed         | 7.62%                 | 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        |    347071 | NS      | $1355623.70   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS AG                                                           | UBS AG                                                                                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     15272 | NS      | $985262.20    | 0.08%             | 2023-02-24      | Fixed         | 17.90%                | No            | 2                  | On Loan: No      |
| DT Midstream, Inc.                                               | DT Midstream, Inc.                                                                         | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    513000 | PA      | $448732.39    | 0.04%             | 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        |     89873 | PA      | $85079.85     | 0.01%             | 2026-12-17      | Variable      | 8.23%                 | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-OA8, Class 1A1                                         | CUSIP: 02147CAA1<br>LEI: 549300EBNJLBIQBKE071 | Long             | ABS-MBS          | CORP              | US        |    141286 | PA      | $119320.63    | 0.01%             | 2046-07-25      | Floating      | 4.89%                 | 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        |    195000 | PA      | $183543.75    | 0.02%             | 2028-04-07      | Variable      | 11.32%                | No            | 2                  | On Loan: No      |
| Pike Corp.                                                       | Pike Corp., Term Loan                                                                      | CUSIP: 72108PAR5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | LON              | CORP              | US        |    107827 | PA      | $107369.12    | 0.01%             | 2028-01-21      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| GFL Environmental Inc.                                           | GFL Environmental Inc., Term Loan                                                          | CUSIP: C7052BAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    144983 | PA      | $145225.12    | 0.01%             | 2027-05-31      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Commercial International Bank Egypt SAE                          | Commercial International Bank Egypt SAE                                                    | CUSIP: N/A<br>LEI: 213800FIIXJAMEVRIH48       | Long             | EC               | CORP              | EG        |    150722 | NS      | $247911.99    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                                      | Allied Universal Holdco LLC, Term Loan                                                     | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    317762 | PA      | $305967.10    | 0.03%             | 2028-05-12      | Variable      | 8.41%                 | No            | 2                  | On Loan: No      |
| Mileage Plus Holdings LLC                                        | Mileage Plus Holdings LLC                                                                  | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585900 | PA      | $591940.63    | 0.05%             | 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        |     10000 | PA      | $9202.08      | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Ronshine China Holdings Ltd.                                     | Ronshine China Holdings Ltd.                                                               | CUSIP: N/A<br>LEI: 549300GNBBT32SFSEC47       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $24500.00     | 0.00%             | 2023-06-09      | Fixed         | 8.10%                 | No            | 2                  | On Loan: No      |
| X5 Retail Group NV                                               | X5 Retail Group NV                                                                         | CUSIP: 98387E205<br>LEI: 213800J17UJJJDGUVF56 | Long             | EC               | CORP              | NL        |     21432 | NS      | $214.32       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| PDC Energy, Inc.                                                 | PDC Energy, Inc.                                                                           | CUSIP: 69327RAG6<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24859.50     | 0.00%             | 2024-09-15      | Fixed         | 6.12%                 | 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        |    259453 | PA      | $266222.13    | 0.02%             | 2028-04-20      | Variable      | 9.56%                 | No            | 2                  | On Loan: No      |
| Ares XLVII CLO Ltd.                                              | Ares XLVII CLO Ltd., Series 2018-47A, Class SUB                                            | CUSIP: 04016WAC7<br>LEI: 5493001J0ZSE1Y09WE50 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $229000.00    | 0.02%             | 2030-04-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Asbury Automotive Group, Inc.                                    | Asbury Automotive Group, Inc.                                                              | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     41000 | PA      | $37067.97     | 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        |    283000 | PA      | $186049.86    | 0.02%             | 2029-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BOC Aviation Ltd.                                                | BOC Aviation Ltd.                                                                          | CUSIP: N/A<br>LEI: 254900H06V5RMEB3KE72       | Long             | EC               | CORP              | SG        |     98300 | NS      | $818637.46    | 0.07%             |  |  |  | No            | 2                  | On Loan: —       |
| Citigroup Global Markets Holdings, Inc.                          | Citigroup Global Markets Holdings, Inc.                                                    | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      6200 | NS      | $384954.54    | 0.03%             | 2023-03-06      | Fixed         | 9.98%                 | No            | 2                  | On Loan: No      |
| Consensus Cloud Solutions, Inc.                                  | Consensus Cloud Solutions, Inc.                                                            | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77000 | PA      | $72088.17     | 0.01%             | 2028-10-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                          | BNP Paribas Issuance BV                                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      4794 | NS      | $2175457.82   | 0.18%             | 2023-03-13      | Fixed         | 14.05%                | No            | 2                  | On Loan: No      |
| Bombardier, Inc.                                                 | Bombardier, Inc.                                                                           | CUSIP: 097751AL5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    372000 | PA      | $376698.05    | 0.03%             | 2034-05-01      | Fixed         | 7.45%                 | No            | 2                  | On Loan: No      |
| Arab Republic of Egypt                                           | Arab Republic of Egypt                                                                     | CUSIP: 03846JX47<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $188000.00    | 0.02%             | 2024-05-29      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Renaissance Holding Corp.                                        | Renaissance Holding Corp., 1st Lien Term Loan                                              | CUSIP: 75972JAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34463 | PA      | $33761.21     | 0.00%             | 2025-05-30      | Variable      | 7.82%                 | No            | 2                  | On Loan: No      |
| CSMC Trust                                                       | CSMC Trust, Series 2022-ATH2, Class A1                                                     | CUSIP: 12665WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    133376 | PA      | $130537.15    | 0.01%             | 2067-05-25      | Variable      | 4.55%                 | No            | 2                  | On Loan: No      |
| TAMKO Building Products LLC                                      | TAMKO Building Products LLC, Term Loan                                                     | CUSIP: 87510EAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     90137 | PA      | $88784.67     | 0.01%             | 2026-05-29      | Variable      | 7.78%                 | No            | 2                  | On Loan: No      |
| Vedanta Resources Finance II plc                                 | Vedanta Resources Finance II plc                                                           | CUSIP: N/A<br>LEI: 8945002DGA3BBXO3N634       | Long             | DBT              | CORP              | GB        |    484000 | PA      | $428128.25    | 0.04%             | 2024-01-21      | Fixed         | 13.88%                | No            | 2                  | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                | Venture Global Calcasieu Pass LLC                                                          | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    484000 | PA      | $429095.04    | 0.04%             | 2031-08-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Sirius XM Radio, Inc.                                            | Sirius XM Radio, Inc.                                                                      | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    264000 | PA      | $234986.40    | 0.02%             | 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        |    157933 | PA      | $157291.33    | 0.01%             | 2025-01-23      | Variable      | 7.21%                 | No            | 2                  | On Loan: No      |
| Weatherford International Ltd.                                   | Weatherford International Ltd.                                                             | CUSIP: 947075AT4<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    262000 | PA      | $260690.00    | 0.02%             | 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        |    146000 | PA      | $135780.00    | 0.01%             | 2026-11-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| MAD Mortgage Trust                                               | MAD Mortgage Trust, Series 2017-330M, Class E                                              | CUSIP: 55282MAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    151000 | PA      | $134356.83    | 0.01%             | 2034-08-15      | Variable      | 4.17%                 | No            | 2                  | On Loan: No      |
| Genesis Energy LP                                                | Genesis Energy LP                                                                          | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $142275.00    | 0.01%             | 2030-04-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| US Bancorp                                                       | US Bancorp                                                                                 | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1052868.75   | 0.09%             | 2027-01-15      | Variable      | 3.70%                 | No            | 2                  | On Loan: No      |
| Acadia Healthcare Co., Inc.                                      | Acadia Healthcare Co., Inc.                                                                | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25247.70     | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Post Holdings, Inc.                                              | Post Holdings, Inc.                                                                        | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     83000 | PA      | $71587.50     | 0.01%             | 2031-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Bethpage Park CLO Ltd.                                           | Bethpage Park CLO Ltd., Series 2021-1A, Class A                                            | CUSIP: 087598AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2953500.00   | 0.24%             | 2035-01-15      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| Coherent Corp.                                                   | Coherent Corp.                                                                             | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    808000 | PA      | $733788.23    | 0.06%             | 2029-12-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Caesars Entertainment, Inc.                                      | Caesars Entertainment, Inc.                                                                | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1028000 | PA      | $878940.00    | 0.07%             | 2029-10-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Mexico City Airport Trust                                        | Mexico City Airport Trust                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |    270000 | PA      | $217566.00    | 0.02%             | 2047-07-31      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc                                                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     11026 | NS      | $1842733.63   | 0.15%             | 2023-03-13      | Fixed         | 18.70%                | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc., Series U                                                                  | CUSIP: 172967MG3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2268125.00   | 0.19%             | 2024-09-12      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| Newell Brands, Inc.                                              | Newell Brands, Inc.                                                                        | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |     32930 | NS      | $525562.80    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| MC Brazil Downstream Trading SARL                                | MC Brazil Downstream Trading SARL                                                          | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |    251225 | PA      | $219118.80    | 0.02%             | 2031-06-30      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Southern Co. (The)                                               | Southern Co. (The)                                                                         | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     10441 | NS      | $706646.88    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Electron Bidco, Inc.                                             | Electron Bidco, Inc., 1st Lien Term Loan                                                   | CUSIP: 28542CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    264977 | PA      | $263177.80    | 0.02%             | 2028-11-01      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| WR Grace Holdings LLC                                            | WR Grace Holdings LLC                                                                      | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |   1646000 | PA      | $1371941.00   | 0.11%             | 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        |    353868 | PA      | $334699.36    | 0.03%             | 2029-02-15      | Variable      | 8.01%                 | No            | 2                  | On Loan: No      |
| Tallgrass Energy Partners LP                                     | Tallgrass Energy Partners LP                                                               | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $19126.38     | 0.00%             | 2030-12-31      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Han's Laser Technology Industry Group Co. Ltd.                   | Han's Laser Technology Industry Group Co. Ltd., Class A                                    | CUSIP: N/A<br>LEI: 300300MZXZR87BGKOZ23       | Long             | EC               | CORP              | CN        |    138400 | NS      | $575421.15    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Severin Acquisition LLC                                          | Severin Acquisition LLC, 1st Lien Term Loan                                                | CUSIP: 81812HAB6<br>LEI: 549300L10R4RABI1ER67 | Long             | LON              | CORP              | US        |    150044 | PA      | $149856.33    | 0.01%             | 2025-08-01      | Variable      | 7.09%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                           | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    347000 | PA      | $294950.00    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | 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        |    349017 | PA      | $276306.29    | 0.02%             | 2029-07-27      | Variable      | 13.08%                | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                            | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     35260 | NS      | $1841277.20   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                 | Fantasia Holdings Group Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $103500.00    | 0.01%             | 2023-07-28      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Vail Resorts, Inc.                                               | Vail Resorts, Inc.                                                                         | CUSIP: 91879QAL3<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79377.82     | 0.01%             | 2025-05-15      | Fixed         | 6.25%                 | 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        |    124333 | PA      | $122603.05    | 0.01%             | 2027-11-08      | Variable      | 8.13%                 | No            | 2                  | On Loan: No      |
| SCC Power plc                                                    | SCC Power plc                                                                              | CUSIP: 78397YAC6<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |    287544 | PA      | $11789.30     | 0.00%             | 2032-05-17      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BP plc                                                           | BP plc                                                                                     | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |    381613 | NS      | $2305039.71   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Studio City Finance Ltd.                                         | Studio City Finance Ltd.                                                                   | CUSIP: N/A<br>LEI: 254900D6R731QAUIG324       | Long             | DBT              | CORP              | VG        |    709000 | PA      | $657597.50    | 0.05%             | 2025-07-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      7058 | NS      | $1248950.13   | 0.10%             | 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        |    236000 | PA      | $204612.36    | 0.02%             | 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        |   1000000 | PA      | $954833.80    | 0.08%             | 2035-01-21      | Floating      | 6.75%                 | No            | 2                  | On Loan: No      |
| Signal Peak CLO 4 Ltd.                                           | Signal Peak CLO 4 Ltd., Series 2017-4A, Class DR                                           | CUSIP: 82667EAJ0<br>LEI: 635400L44OLNOBHFTO08 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $879659.00    | 0.07%             | 2034-10-26      | Floating      | 8.02%                 | No            | 2                  | On Loan: No      |
| Vistra Corp.                                                     | Vistra Corp.                                                                               | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    223000 | PA      | $208505.00    | 0.02%             | 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        |    643000 | PA      | $652882.91    | 0.05%             | 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        |    440870 | PA      | $440684.61    | 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        |    790000 | PA      | $707050.00    | 0.06%             | 2027-01-15      | Variable      | 4.35%                 | No            | 2                  | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $291.93       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc                                                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     26242 | NS      | $2737747.28   | 0.23%             | 2023-02-10      | Fixed         | 13.36%                | No            | 2                  | On Loan: No      |
| HDFC Bank Ltd.                                                   | HDFC Bank Ltd.                                                                             | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | DBT              | CORP              | IN        |    300000 | PA      | $261750.00    | 0.02%             | 2026-08-25      | Variable      | 3.70%                 | No            | 2                  | On Loan: No      |
| ARD Finance SA                                                   | ARD Finance SA                                                                             | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |    732310 | PA      | $574453.26    | 0.05%             | 2027-06-30      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                        | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |     17300 | NS      | $666235.45    | 0.05%             | 2023-02-21      | Fixed         | 21.46%                | No            | 2                  | On Loan: No      |
| Banc of America Mortgage Trust                                   | Banc of America Mortgage Trust, Series 2007-4, Class 1A1                                   | CUSIP: 059513CA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28746 | PA      | $23384.27     | 0.00%             | 2037-12-28      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Carnival Corp.                                                   | Carnival Corp.                                                                             | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     67000 | PA      | $60970.00     | 0.01%             | 2026-03-01      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      4800 | NS      | $329649.44    | 0.03%             | 2023-02-27      | Fixed         | 13.76%                | No            | 2                  | On Loan: No      |
| US Foods, Inc.                                                   | US Foods, Inc.                                                                             | CUSIP: 90290MAC5<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64115.84     | 0.01%             | 2025-04-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Aethon United BR LP                                              | Aethon United BR LP                                                                        | CUSIP: 00810GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    626000 | PA      | $622870.00    | 0.05%             | 2026-02-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Tosca Services LLC                                               | Tosca Services LLC, Term Loan                                                              | CUSIP: 89148PAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    138110 | PA      | $110948.07    | 0.01%             | 2027-08-18      | Variable      | 8.18%                 | 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        |    230022 | PA      | $229511.15    | 0.02%             | 2027-08-10      | Variable      | 6.57%                 | No            | 2                  | On Loan: No      |
| Aena SME SA                                                      | Aena SME SA                                                                                | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |      8595 | NS      | $1291389.53   | 0.11%             |  |  |  | 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        |    255984 | NS      | $1271794.68   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Stevens Holding Co., Inc.                                        | Stevens Holding Co., Inc.                                                                  | CUSIP: 86024TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     89000 | PA      | $90322.54     | 0.01%             | 2026-10-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Mattamy Group Corp.                                              | Mattamy Group Corp.                                                                        | CUSIP: 57701RAJ1<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     74000 | PA      | $67710.00     | 0.01%             | 2027-12-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| China Evergrande Group                                           | China Evergrande Group                                                                     | CUSIP: N/A<br>LEI: 549300CUF7B1LAB15T90       | Long             | DBT              | CORP              | KY        |    390000 | PA      | $40048.13     | 0.00%             | 2023-01-22      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| VS Buyer LLC                                                     | VS Buyer LLC, Term Loan                                                                    | CUSIP: 91834WAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    372084 | PA      | $368597.19    | 0.03%             | 2027-02-28      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co., Series BB                                                               | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2120312.50   | 0.17%             | 2026-03-15      | Variable      | 3.90%                 | No            | 2                  | On Loan: No      |
| Bank of East Asia Ltd. (The)                                     | Bank of East Asia Ltd. (The)                                                               | CUSIP: N/A<br>LEI: CO6GC26LCGGRTUESIP55       | Long             | DBT              | CORP              | HK        |    500000 | PA      | $475000.00    | 0.04%             | 2025-10-21      | Variable      | 5.83%                 | 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        |    223823 | PA      | $222947.63    | 0.02%             | 2028-04-28      | Variable      | 6.32%                 | 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        |    354386 | PA      | $336500.16    | 0.03%             | 2026-08-21      | Variable      | 8.32%                 | No            | 2                  | On Loan: No      |
| Government of Mongolia                                           | State of Mongolia                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MN        |    200000 | PA      | $187022.00    | 0.02%             | 2026-04-07      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Rolls-Royce plc                                                  | Rolls-Royce plc                                                                            | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |   1058000 | PA      | $1028905.00   | 0.08%             | 2027-10-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                         | Mizuho Markets Cayman LP                                                                   | CUSIP: 6068FW765<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |     14100 | NS      | $597407.66    | 0.05%             | 2023-03-09      | Fixed         | 2.26%                 | No            | 2                  | On Loan: No      |
| Altice France SA                                                 | Altice France SA                                                                           | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    447000 | PA      | $350340.72    | 0.03%             | 2029-01-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| CommScope, Inc.                                                  | CommScope, Inc.                                                                            | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    229000 | PA      | $194775.95    | 0.02%             | 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        |     50677 | NS      | $1507838.35   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                           | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1089000 | PA      | $848929.95    | 0.07%             | 2034-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Iridium Satellite LLC                                            | Iridium Satellite LLC, Term Loan B2                                                        | CUSIP: 46269KAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    237408 | PA      | $237232.36    | 0.02%             | 2026-11-04      | Variable      | 7.16%                 | No            | 2                  | On Loan: No      |
| Air Canada                                                       | Air Canada, Term Loan                                                                      | CUSIP: C0102MAP0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    261486 | PA      | $261065.01    | 0.02%             | 2028-08-11      | Variable      | 8.13%                 | No            | 2                  | On Loan: No      |
| Cablevision Lightpath LLC                                        | Cablevision Lightpath LLC, Term Loan                                                       | CUSIP: 12687HAB3<br>LEI: 5493002ZVBLRLGES1R71 | Long             | LON              | CORP              | US        |     22463 | PA      | $22266.00     | 0.00%             | 2027-11-30      | Variable      | 7.71%                 | No            | 2                  | On Loan: No      |
| DBGS Mortgage Trust                                              | DBGS Mortgage Trust, Series 2018-BIOD, Class F                                             | CUSIP: 23306GAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    402056 | PA      | $387074.43    | 0.03%             | 2035-05-15      | Floating      | 6.46%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      7900 | NS      | $766085.65    | 0.06%             | 2023-02-09      | Fixed         | 23.21%                | No            | 2                  | On Loan: No      |
| Kaspi.KZ JSC                                                     | Kaspi.KZ JSC                                                                               | CUSIP: 48581R205<br>LEI: 2549003YU6FARG8OAZ13 | Long             | EC               | CORP              | KZ        |      9580 | NS      | $704237.71    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                          | BNP Paribas Issuance BV                                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      5064 | NS      | $1174010.91   | 0.10%             | 2023-02-03      | Fixed         | 12.17%                | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                    | Nomura Bank International plc                                                              | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      4449 | NS      | $221485.50    | 0.02%             | 2023-03-03      | Fixed         | 13.85%                | 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        |   3974294 | NS      | $1218788.55   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Hertz Corp. (The)                                                | Hertz Corp. (The)                                                                          | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    103000 | PA      | $91670.00     | 0.01%             | 2026-12-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | N/A       |    164173 | NS      | $-5649.05     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ligado Networks LLC                                              | Ligado Networks LLC                                                                        | CUSIP: 53225HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    219225 | PA      | $75638.37     | 0.01%             | 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        |    214731 | PA      | $192482.58    | 0.02%             | 2027-11-23      | Variable      | 8.07%                 | No            | 2                  | On Loan: No      |
| Univision Communications, Inc.                                   | Univision Communications, Inc.                                                             | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    185000 | PA      | $181420.83    | 0.01%             | 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: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |     41151 | PA      | $36007.11     | 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        |    108000 | PA      | $100278.00    | 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        |    142586 | PA      | $130465.83    | 0.01%             | 2027-10-28      | Variable      | 8.16%                 | 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        |    321055 | PA      | $274502.26    | 0.02%             | 2027-06-30      | Variable      | 11.33%                | No            | 2                  | On Loan: No      |
| Eversource Energy                                                | Eversource Energy                                                                          | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      9365 | NS      | $771020.45    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Modernland Overseas Pte. Ltd.                                    | Modernland Overseas Pte. Ltd., Series 2                                                    | CUSIP: N/A<br>LEI: 254900HQ9F9WCPKERQ02       | Long             | DBT              | CORP              | SG        |     11745 | PA      | $2909.01      | 0.00%             | 2027-04-30      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                           | UBS AG                                                                                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     11200 | NS      | $571600.32    | 0.05%             | 2023-03-09      | Fixed         | 17.60%                | No            | 2                  | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $0.05         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Central Garden & Pet Co.                                         | Central Garden & Pet Co.                                                                   | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    160000 | PA      | $134216.80    | 0.01%             | 2031-04-30      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Merrill Lynch International & Co. CV                             | Merrill Lynch International & Co. CV                                                       | CUSIP: N/A<br>LEI: AHYI0DDQ2LCHPGHJC422       | Long             | SN               | CORP              | CW        |     19600 | NS      | $266569.11    | 0.02%             | 2023-02-16      | Fixed         | 29.02%                | 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        |     86130 | PA      | $85753.61     | 0.01%             | 2028-09-22      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-211.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WMRK Commercial Mortgage Trust                                   | WMRK Commercial Mortgage Trust, Series 2022-WMRK, Class A                                  | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2113000 | PA      | $2111668.18   | 0.17%             | 2027-11-15      | Floating      | 7.27%                 | No            | 2                  | On Loan: No      |
| Catskill Park CLO Ltd.                                           | Catskill Park CLO Ltd., Series 2017-1A, Class C                                            | CUSIP: 149420AJ0<br>LEI: 549300QY7L9WFVGWC115 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $231094.58    | 0.02%             | 2029-04-20      | Floating      | 8.51%                 | No            | 2                  | On Loan: No      |
| Belron Finance LLC                                               | Belron Finance LLC, Term Loan                                                              | CUSIP: 08078UAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    173630 | PA      | $173340.04    | 0.01%             | 2026-10-30      | Variable      | 7.06%                 | No            | 2                  | On Loan: No      |
| China Aoyuan Group Ltd.                                          | China Aoyuan Group Ltd.                                                                    | CUSIP: N/A<br>LEI: 549300YSOKQO5QD6MP25       | Long             | DBT              | CORP              | KY        |    265000 | PA      | $27162.50     | 0.00%             | 2025-08-18      | Fixed         | 5.98%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                               | J.P. Morgan Structured Products BV, Series E0OO                                            | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |    163500 | NS      | $973658.98    | 0.08%             | 2023-03-27      | Fixed         | 19.97%                | No            | 2                  | On Loan: No      |
| Avient Corp.                                                     | Avient Corp.                                                                               | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    154000 | PA      | $155147.08    | 0.01%             | 2030-08-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Generate CLO 7 Ltd.                                              | Generate CLO 7 Ltd., Series 2019-2A, Class A1                                              | CUSIP: 98625DAA8<br>LEI: 25490036G9JNQQPHIX69 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $991002.60    | 0.08%             | 2033-01-22      | Floating      | 6.19%                 | No            | 2                  | On Loan: No      |
| CNX Midstream Partners LP                                        | CNX Midstream Partners LP                                                                  | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $71921.05     | 0.01%             | 2030-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BRF SA                                                           | BRF SA                                                                                     | CUSIP: N/A<br>LEI: 254900MTXR9LUVQFU480       | Long             | DBT              | CORP              | BR        |    296000 | PA      | $249435.50    | 0.02%             | 2030-01-24      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Alliant Holdings Intermediate LLC                                | Alliant Holdings Intermediate LLC                                                          | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    982000 | PA      | $855538.04    | 0.07%             | 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        |    126000 | PA      | $94500.00     | 0.01%             | 2030-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Bombardier, Inc.                                                 | Bombardier, Inc.                                                                           | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1021000 | PA      | $1020129.87   | 0.08%             | 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        |    267000 | PA      | $226454.88    | 0.02%             | 2028-08-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1831.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Avantor Funding, Inc.                                            | Avantor Funding, Inc.                                                                      | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    454000 | PA      | $427935.86    | 0.04%             | 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        |    521391 | PA      | $510718.55    | 0.04%             | 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        |      8092 | NS      | $1163722.98   | 0.10%             | 2023-02-23      | Fixed         | 14.08%                | No            | 2                  | On Loan: No      |
| Otis Worldwide Corp.                                             | Otis Worldwide Corp.                                                                       | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     20467 | NS      | $1683001.41   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic of Paraguay                                             | Republic of Paraguay                                                                       | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    398000 | PA      | $359269.63    | 0.03%             | 2048-03-13      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Ziggo Bond Co. BV                                                | Ziggo Bond Co. BV                                                                          | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    513000 | PA      | $423994.50    | 0.03%             | 2030-02-28      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Williams Scotsman International, Inc.                            | Williams Scotsman International, Inc.                                                      | CUSIP: 96950GAE2<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |    256000 | PA      | $237198.08    | 0.02%             | 2028-08-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| AIG CLO LLC                                                      | AIG CLO LLC, Series 2021-1A, Class E                                                       | CUSIP: 00141YAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1855484.00   | 0.15%             | 2034-04-22      | Floating      | 11.42%                | No            | 2                  | On Loan: No      |
| Uniti Group LP                                                   | Uniti Group LP                                                                             | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    116000 | PA      | $94854.67     | 0.01%             | 2028-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                                  | TransDigm, Inc.                                                                            | CUSIP: 893647BH9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69537.17     | 0.01%             | 2027-03-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1262.06     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Tencent Holdings Ltd.                                            | Tencent Holdings Ltd.                                                                      | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |      4500 | NS      | $219280.14    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Invesco Ltd.                                                     | Invesco Ltd.                                                                               | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |     14478 | NS      | $267987.78    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Packers Holdings LLC                                             | Packers Holdings LLC, Term Loan                                                            | CUSIP: 69519UAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    171259 | PA      | $158272.74    | 0.01%             | 2028-03-09      | Variable      | 7.71%                 | No            | 2                  | On Loan: No      |
| Gen Digital Inc.                                                 | Gen Digital Inc., Term Loan B                                                              | CUSIP: 66877AAD0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |    167805 | PA      | $167314.89    | 0.01%             | 2029-09-12      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| AmWINS Group, Inc.                                               | AmWINS Group, Inc.                                                                         | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    833000 | PA      | $730677.71    | 0.06%             | 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        |    275482 | PA      | $274448.70    | 0.02%             | 2027-10-19      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| AssuredPartners, Inc.                                            | AssuredPartners, Inc., Term Loan                                                           | CUSIP: 04621HAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    266464 | PA      | $263354.30    | 0.02%             | 2027-02-12      | Variable      | 8.07%                 | No            | 2                  | On Loan: No      |
| Pearl Holding II Ltd.                                            | Pearl Holding II Ltd.                                                                      | CUSIP: N/A<br>LEI: 549300BUY3KOHID1L691       | Long             | DBT              | CORP              | KY        |     95428 | PA      | $2285.94      | 0.00%             | 2049-12-29      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                          | BNP Paribas Issuance BV                                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      2000 | NS      | $508452.47    | 0.04%             | 2023-02-02      | Fixed         | 15.93%                | No            | 2                  | On Loan: No      |
| NGPL PipeCo LLC                                                  | NGPL PipeCo LLC                                                                            | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    174000 | PA      | $195258.02    | 0.02%             | 2037-12-15      | Fixed         | 7.77%                 | No            | 2                  | On Loan: No      |
| Viasat, Inc.                                                     | Viasat, Inc.                                                                               | CUSIP: 92552VAK6<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    225000 | PA      | $211500.00    | 0.02%             | 2025-09-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Asahi Mutual Life Insurance Co.                                  | Asahi Mutual Life Insurance Co.                                                            | CUSIP: N/A<br>LEI: 549300ZTKF2W3KCEJ782       | Long             | DBT              | CORP              | JP        |    200000 | PA      | $199940.00    | 0.02%             | 2023-09-05      | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| F-Brasile SpA                                                    | F-Brasile SpA, Series XR                                                                   | CUSIP: 30191BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    600000 | PA      | $491628.00    | 0.04%             | 2026-08-15      | Fixed         | 7.38%                 | 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        |    135000 | PA      | $139288.95    | 0.01%             | 2027-09-30      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| Chesapeake Energy Corp.                                          | Chesapeake Energy Corp.                                                                    | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20110.02     | 0.00%             | 2029-02-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| TRI Pointe Homes, Inc.                                           | TRI Pointe Homes, Inc.                                                                     | CUSIP: 87265HAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $34712.66     | 0.00%             | 2028-06-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Station Casinos LLC                                              | Station Casinos LLC                                                                        | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    154000 | PA      | $138638.50    | 0.01%             | 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        |      8000 | PA      | $6470.00      | 0.00%             | 2029-01-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Canadian Pacific Railway Ltd.                                    | Canadian Pacific Railway Ltd.                                                              | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1891 | NS      | $149199.90    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Capital One Financial Corp.                                      | Capital One Financial Corp., Series M                                                      | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1084923.33   | 0.09%             | 2026-09-01      | Variable      | 3.95%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                     | BX Commercial Mortgage Trust, Series 2021-NWM, Class B                                     | CUSIP: 12434AAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570598 | PA      | $542068.42    | 0.04%             | 2033-02-15      | Floating      | 6.61%                 | No            | 3                  | On Loan: No      |
| Sasol Financing USA LLC                                          | Sasol Financing USA LLC                                                                    | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    255000 | PA      | $244800.00    | 0.02%             | 2028-09-27      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Nabors Industries, Inc.                                          | Nabors Industries, Inc.                                                                    | CUSIP: 62957HAF2<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    568000 | PA      | $550707.24    | 0.05%             | 2025-02-01      | Fixed         | 5.75%                 | 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        |    499052 | PA      | $497618.52    | 0.04%             | 2062-08-25      | Variable      | 5.11%                 | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp.                                           | Tenet Healthcare Corp.                                                                     | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     53000 | PA      | $47191.47     | 0.00%             | 2029-06-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BAE Systems plc                                                  | BAE Systems plc                                                                            | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |     60031 | NS      | $635491.32    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| NuStar Logistics LP                                              | NuStar Logistics LP                                                                        | CUSIP: 67059TAG0<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     69000 | PA      | $68276.19     | 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        |      2985 | NS      | $1269552.72   | 0.10%             | 2023-02-17      | Fixed         | 18.63%                | No            | 2                  | On Loan: No      |
| Vizient, Inc.                                                    | Vizient, Inc., Term Loan B7                                                                | CUSIP: 92855LAQ9<br>LEI: 5493007V6T3HZ7777P70 | Long             | LON              | CORP              | US        |     52735 | PA      | $52748.18     | 0.00%             | 2029-05-16      | Variable      | 6.86%                 | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank (The)                                      | Toronto-Dominion Bank (The)                                                                | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1162000 | PA      | $1233172.50   | 0.10%             | 2082-10-31      | Variable      | 8.12%                 | No            | 2                  | On Loan: No      |
| Equate Petrochemical BV                                          | Equate Petrochemical BV                                                                    | CUSIP: 29441WAD7<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $177725.00    | 0.01%             | 2028-04-28      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Absa Group Ltd.                                                  | Absa Group Ltd.                                                                            | CUSIP: N/A<br>LEI: 2138006IPPRD4N6XLT30       | Long             | EC               | CORP              | ZA        |     65828 | NS      | $756515.97    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-14834.82    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust              | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2022-OPO, Class D              | CUSIP: 46655AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $185443.63    | 0.02%             | 2039-01-05      | Variable      | 3.45%                 | 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        |    427373 | PA      | $414017.74    | 0.03%             | 2028-12-21      | Variable      | 8.31%                 | No            | 2                  | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-0.05        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SLM Corp.                                                        | SLM Corp., Series B                                                                        | CUSIP: 78442P502<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     11500 | NS      | $744280.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Meta Platforms, Inc.                                             | Meta Platforms, Inc., Class A                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      5100 | NS      | $759747.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Medtronic plc                                                    | Medtronic plc                                                                              | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |     38605 | NS      | $3230852.45   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Caesars Entertainment, Inc.                                      | Caesars Entertainment, Inc.                                                                | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1561000 | PA      | $1584415.00   | 0.13%             | 2027-07-01      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Dominican Republic                                               | Dominican Republic Government Bond                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |    300000 | PA      | $308306.25    | 0.03%             | 2026-01-29      | Fixed         | 6.88%                 | 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        |     84000 | PA      | $75363.12     | 0.01%             | 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        |    184000 | PA      | $183482.96    | 0.02%             | 2029-07-06      | Variable      | 9.08%                 | No            | 2                  | On Loan: No      |
| Match Group Holdings II LLC                                      | Match Group Holdings II LLC                                                                | CUSIP: 57665RAJ5<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     83000 | PA      | $78028.87     | 0.01%             | 2029-02-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.                                      | Capital One Financial Corp.                                                                | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      4530 | NS      | $539070.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $9358.65      | 0.00%             |  |  |  | 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        |    334482 | PA      | $305844.08    | 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        |    988000 | PA      | $829826.67    | 0.07%             | 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        |    819000 | PA      | $827566.49    | 0.07%             | 2040-03-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Vertiv Group Corp.                                               | Vertiv Group Corp., Term Loan B                                                            | CUSIP: 92537EAC2<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |    301465 | PA      | $299957.88    | 0.02%             | 2027-03-02      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| Community Health Systems, Inc.                                   | Community Health Systems, Inc.                                                             | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    500000 | PA      | $438875.00    | 0.04%             | 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        |      1944 | NS      | $631570.20    | 0.05%             | 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        |    149625 | PA      | $148923.26    | 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        |     44000 | PA      | $36630.00     | 0.00%             | 2028-12-01      | Variable      | 11.65%                | 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        |    184394 | PA      | $151038.86    | 0.01%             | 2066-06-25      | Variable      | 0.93%                 | No            | 2                  | On Loan: No      |
| PFP Ltd.                                                         | PFP Ltd., Series 2022-9, Class A                                                           | CUSIP: 69291QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   2750000 | PA      | $2708776.95   | 0.22%             | 2035-08-19      | Floating      | 6.75%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                                      | Allied Universal Holdco LLC                                                                | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    728000 | PA      | $625228.24    | 0.05%             | 2028-06-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Republic of Cote d'Ivoire                                        | Republic of Cote d'Ivoire                                                                  | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |    806000 | PA      | $779805.00    | 0.06%             | 2028-03-03      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Transocean, Inc.                                                 | Transocean, Inc.                                                                           | CUSIP: 893830BQ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    177000 | PA      | $184690.65    | 0.02%             | 2027-01-30      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     65009 | NS      | $2251880.33   | 0.19%             | 2023-03-01      | Fixed         | 14.19%                | No            | 2                  | On Loan: No      |
| Archrock Partners LP                                             | Archrock Partners LP                                                                       | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    498000 | PA      | $488040.00    | 0.04%             | 2027-04-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Ready Capital Mortgage Financing LLC                             | Ready Capital Mortgage Financing LLC, Series 2022-FL10, Class A                            | CUSIP: 755931AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2496451 | PA      | $2491469.85   | 0.21%             | 2039-10-25      | Floating      | 7.09%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing, Inc.                                          | Level 3 Financing, Inc.                                                                    | CUSIP: 527298BQ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    221000 | PA      | $179213.32    | 0.01%             | 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        |   1750000 | PA      | $1491875.00   | 0.12%             | 2026-09-15      | Variable      | 3.40%                 | No            | 2                  | On Loan: No      |
| Romania                                                          | Romania Government Bond                                                                    | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    428000 | PA      | $421045.00    | 0.03%             | 2027-11-25      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| DIRECTV Holdings LLC                                             | DIRECTV Holdings LLC                                                                       | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    626000 | PA      | $567033.93    | 0.05%             | 2027-08-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc                                                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |    382100 | NS      | $431201.46    | 0.04%             | 2023-02-09      | Fixed         | 28.97%                | No            | 2                  | On Loan: No      |
| Allegiant Travel Co.                                             | Allegiant Travel Co.                                                                       | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |    106000 | PA      | $103626.91    | 0.01%             | 2027-08-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                               | J.P. Morgan Structured Products BV, Series E0OQ                                            | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      1000 | NS      | $155050.26    | 0.01%             | 2023-03-27      | Fixed         | 26.72%                | 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        |    563000 | PA      | $518663.75    | 0.04%             | 2029-03-30      | Variable      | 9.18%                 | 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        |     30909 | PA      | $30832.21     | 0.00%             | 2025-04-16      | Variable      | 6.32%                 | No            | 2                  | On Loan: No      |
| Easy Tactic Ltd.                                                 | Easy Tactic Ltd.                                                                           | CUSIP: N/A<br>LEI: 549300WYFMC41MKE6E16       | Long             | DBT              | CORP              | VG        |    483631 | PA      | $145089.30    | 0.01%             | 2028-07-11      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Yum China Holdings, Inc.                                         | Yum China Holdings, Inc.                                                                   | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |     18718 | NS      | $1153215.98   | 0.10%             |  |  |  | No            | 1                  | 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        |     92773 | PA      | $85196.04     | 0.01%             | 2026-02-02      | Variable      | 8.32%                 | No            | 2                  | On Loan: No      |
| EG Group Ltd.                                                    | EG Group Ltd., Facility Term Loan                                                          | CUSIP: N2820EAD0<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    255012 | PA      | $245448.62    | 0.02%             | 2026-03-31      | Variable      | 8.98%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                         | BX Trust, Series 2022-GPA, Class D                                                         | CUSIP: 05608UAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1195493.16   | 0.10%             | 2039-10-15      | Floating      | 8.54%                 | No            | 2                  | On Loan: No      |
| White Cap Buyer LLC                                              | White Cap Buyer LLC                                                                        | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1624748.66   | 0.13%             | 2028-10-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| China Oilfield Services Ltd.                                     | China Oilfield Services Ltd., Class H                                                      | CUSIP: N/A<br>LEI: 529900J4X53VL8QQW675       | Long             | EC               | CORP              | CN        |    548000 | NS      | $664194.69    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Samsung SDI Co. Ltd.                                             | Samsung SDI Co. Ltd.                                                                       | CUSIP: N/A<br>LEI: 9884002AESDO4YW87G32       | Long             | EC               | CORP              | KR        |      1040 | NS      | $582818.27    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Resideo Funding, Inc.                                            | Resideo Funding, Inc.                                                                      | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37319.85     | 0.00%             | 2029-09-01      | Fixed         | 4.00%                 | 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        |    498582 | PA      | $497335.82    | 0.04%             | 2024-07-03      | Variable      | 8.07%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                          | CUSIP: 404280BL2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    487000 | PA      | $467714.80    | 0.04%             | 2027-05-22      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| Surgery Center Holdings, Inc.                                    | Surgery Center Holdings, Inc.                                                              | CUSIP: 84611WAB0<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    973000 | PA      | $966189.00    | 0.08%             | 2025-07-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Station Casinos LLC                                              | Station Casinos LLC, Facility Term Loan B1                                                 | CUSIP: 85769EAZ4<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |    219386 | PA      | $217571.41    | 0.02%             | 2027-02-08      | Variable      | 6.82%                 | 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        |    314000 | PA      | $301637.82    | 0.02%             | 2026-12-11      | Variable      | 7.58%                 | 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        |     53159 | PA      | $49551.53     | 0.00%             | 2028-04-12      | Variable      | 7.71%                 | No            | 2                  | On Loan: No      |
| Philip Morris International, Inc.                                | Philip Morris International, Inc.                                                          | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     18894 | NS      | $1969510.56   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Willis Towers Watson plc                                         | Willis Towers Watson plc                                                                   | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |      3413 | NS      | $867550.47    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Aristocrat Technologies, Inc.                                    | Aristocrat Technologies, Inc., Term Loan B                                                 | CUSIP: Q0519EAD7<br>LEI: 549300I5142EOXMKHL78 | Long             | LON              | CORP              | US        |     19000 | PA      | $18979.67     | 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        |    171972 | PA      | $171264.93    | 0.01%             | 2027-03-01      | Variable      | 6.41%                 | No            | 2                  | On Loan: No      |
| SCIL IV LLC                                                      | SCIL IV LLC                                                                                | CUSIP: 78397UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $183312.00    | 0.02%             | 2026-11-01      | Fixed         | 5.38%                 | 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        |    335329 | PA      | $334550.71    | 0.03%             | 2028-01-20      | Variable      | 7.67%                 | No            | 2                  | On Loan: No      |
| Fraport AG Frankfurt Airport Services Worldwide                  | Fraport AG Frankfurt Airport Services Worldwide                                            | CUSIP: N/A<br>LEI: 5299001ERX0K10IZUL40       | Long             | EC               | CORP              | DE        |     10373 | NS      | $590340.16    | 0.05%             |  |  |  | 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        |    160614 | PA      | $154017.36    | 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        |    137845 | PA      | $136491.50    | 0.01%             | 2027-10-19      | Variable      | 8.31%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing, Inc.                                          | Level 3 Financing, Inc.                                                                    | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    274000 | PA      | $200304.96    | 0.02%             | 2029-07-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Republic of Panama                                               | Republic of Panama                                                                         | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    794000 | PA      | $757426.38    | 0.06%             | 2028-03-17      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Robert Half International, Inc.                                  | Robert Half International, Inc.                                                            | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      5860 | NS      | $492005.60    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Islamic Republic of Pakistan                                     | Islamic Republic of Pakistan                                                               | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |    240000 | PA      | $98426.40     | 0.01%             | 2031-04-08      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| American Airlines, Inc.                                          | American Airlines, Inc.                                                                    | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    142597 | PA      | $139791.39    | 0.01%             | 2026-04-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| DBS Group Holdings Ltd.                                          | DBS Group Holdings Ltd.                                                                    | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |     40300 | NS      | $1103263.75   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Ion Trading Finance Ltd.                                         | Ion Trading Finance Ltd., Term Loan                                                        | CUSIP: L5582BAV9<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |     75845 | PA      | $73304.19     | 0.01%             | 2028-04-01      | Variable      | 9.48%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                     | BX Commercial Mortgage Trust, Series 2021-XL2, Class F                                     | CUSIP: 05609KAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    945249 | PA      | $900296.13    | 0.07%             | 2038-10-15      | Floating      | 6.70%                 | No            | 2                  | On Loan: No      |
| AdaptHealth LLC                                                  | AdaptHealth LLC                                                                            | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $44462.19     | 0.00%             | 2028-08-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| SM Energy Co.                                                    | SM Energy Co.                                                                              | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15549.55     | 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        |    210663 | PA      | $184330.16    | 0.02%             | 2028-05-25      | Variable      | 8.98%                 | No            | 2                  | On Loan: No      |
| Reckitt Benckiser Group plc                                      | Reckitt Benckiser Group plc                                                                | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |     30015 | NS      | $2138897.18   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| OHA Credit Partners VII Ltd.                                     | OHA Credit Partners VII Ltd., Series 2012-7A, Class D1R3                                   | CUSIP: 67102QBF4<br>LEI: 549300LXLBAFTIMXZT54 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $958155.80    | 0.08%             | 2034-02-20      | Floating      | 7.58%                 | No            | 2                  | On Loan: No      |
| Allianz SE                                                       | Allianz SE                                                                                 | CUSIP: 018820AA8<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   2000000 | PA      | $1744200.00   | 0.14%             | 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        |     80000 | PA      | $69197.60     | 0.01%             | 2029-11-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| MAF Global Securities Ltd.                                       | MAF Global Securities Ltd.                                                                 | CUSIP: N/A<br>LEI: 54930037VUDNYTS17017       | Long             | DBT              | CORP              | KY        |    338000 | PA      | $333310.25    | 0.03%             | 2026-03-20      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| Ambev SA                                                         | Ambev SA                                                                                   | CUSIP: N/A<br>LEI: 549300TH5Q6VRP8OT012       | Long             | EC               | CORP              | BR        |    275667 | NS      | $742888.43    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Dryden 70 CLO Ltd.                                               | Dryden 70 CLO Ltd., Series 2018-70A, Class D                                               | CUSIP: 26252EAJ8<br>LEI: 549300S32UW0TE4JM250 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $237616.88    | 0.02%             | 2032-01-16      | Floating      | 8.58%                 | No            | 2                  | On Loan: No      |
| iShares Trust                                                    | iShares iBoxx $ High Yield Corporate Bond ETF                                              | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Long             |  | RF                | US        |    288430 | NS      | $22015861.90  | 1.82%             |  |  |  | No            | 1                  | On Loan: No      |
| Uber Technologies, Inc.                                          | Uber Technologies, Inc.                                                                    | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1594000 | PA      | $1419158.13   | 0.12%             | 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        |     75129 | PA      | $74524.71     | 0.01%             | 2025-07-11      | Variable      | 8.33%                 | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2007-OA3, Class 1A1                                         | CUSIP: 02150TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    171491 | PA      | $149883.72    | 0.01%             | 2047-04-25      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| Boyd Gaming Corp.                                                | Boyd Gaming Corp.                                                                          | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    405000 | PA      | $364423.05    | 0.03%             | 2031-06-15      | Fixed         | 4.75%                 | 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        |    151000 | PA      | $151345.79    | 0.01%             | 2030-01-15      | Variable      | 7.81%                 | No            | 2                  | On Loan: No      |
| Charles Schwab Corp. (The)                                       | Charles Schwab Corp. (The), Series H                                                       | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1488232.50   | 0.12%             | 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        |    359000 | PA      | $342796.24    | 0.03%             | 2026-04-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| GFL Environmental, Inc.                                          | GFL Environmental, Inc.                                                                    | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    771000 | PA      | $684455.25    | 0.06%             | 2028-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $211.53       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                    | Comcast Corp., Class A                                                                     | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     29848 | NS      | $1174518.80   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-64.18       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Eagle Broadband Investments LLC                                  | Eagle Broadband Investments LLC, Term Loan                                                 | CUSIP: 26943PAB5<br>LEI: 254900W09ZHD1OM4I757 | Long             | LON              | CORP              | US        |    167165 | PA      | $165335.93    | 0.01%             | 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        |    123582 | PA      | $106898.03    | 0.01%             | 2028-12-01      | Variable      | 8.58%                 | No            | 3                  | On Loan: No      |
| Post Holdings, Inc.                                              | Post Holdings, Inc.                                                                        | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10560.00     | 0.00%             | 2030-04-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Clarivate Science Holdings Corp.                                 | Clarivate Science Holdings Corp.                                                           | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    799000 | PA      | $703060.08    | 0.06%             | 2029-07-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Gol Finance SA                                                   | Gol Finance SA                                                                             | CUSIP: 36254VAA6<br>LEI: 5299007RH8MA67ZC6J07 | Long             | DBT              | CORP              | LU        |    260000 | PA      | $133948.75    | 0.01%             | 2025-01-31      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                        | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      2900 | NS      | $686601.87    | 0.06%             | 2023-02-06      | Fixed         | 18.56%                | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                          | BNP Paribas Issuance BV                                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      9434 | NS      | $1643739.26   | 0.14%             | 2023-03-13      | Fixed         | 8.05%                 | No            | 2                  | On Loan: No      |
| Embecta Corp.                                                    | Embecta Corp.                                                                              | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     74000 | PA      | $66584.46     | 0.01%             | 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        |    487000 | PA      | $441986.89    | 0.04%             | 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        |     72705 | PA      | $59254.58     | 0.00%             | 2027-12-29      | Variable      | 8.48%                 | No            | 3                  | On Loan: No      |
| Canyon CLO Ltd.                                                  | Canyon CLO Ltd., Series 2020-3A, Class C                                                   | CUSIP: 13876RAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $476996.35    | 0.04%             | 2034-01-15      | Floating      | 7.29%                 | No            | 2                  | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                     | Royal Caribbean Cruises Ltd.                                                               | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    164000 | PA      | $174035.98    | 0.01%             | 2027-08-15      | Fixed         | 11.62%                | 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        |    164322 | PA      | $141111.74    | 0.01%             | 2029-03-08      | Variable      | 10.56%                | No            | 2                  | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $266.13       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                         | Mizuho Markets Cayman LP                                                                   | CUSIP: 6068FW823<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |      5828 | NS      | $1984426.41   | 0.16%             | 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        |    275000 | PA      | $241741.44    | 0.02%             | 2029-11-01      | 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        |     16873 | NS      | $1711775.63   | 0.14%             | 2023-03-08      | Fixed         | 12.29%                | No            | 2                  | On Loan: No      |
| MediaTek, Inc.                                                   | MediaTek, Inc.                                                                             | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |     54000 | NS      | $1304692.46   | 0.11%             |  |  |  | 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        |     67609 | PA      | $67423.10     | 0.01%             | 2026-08-31      | Variable      | 8.21%                 | No            | 2                  | On Loan: No      |
| N/A                                                              | Foreign Exchange JPY/USD                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -45 | NC      | $-142979.40   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| BX Trust                                                         | BX Trust, Series 2022-GPA, Class XCP                                                       | CUSIP: 05608UAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  61975000 | PA      | $337800.94    | 0.03%             | 2039-10-15      | Variable      | 1.03%                 | No            | 2                  | On Loan: No      |
| Icahn Enterprises LP                                             | Icahn Enterprises LP                                                                       | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    277000 | PA      | $273261.89    | 0.02%             | 2026-05-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Ares LIII CLO Ltd.                                               | Ares LIII CLO Ltd., Series 2019-53A, Class C                                               | CUSIP: 04009GAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $488148.60    | 0.04%             | 2031-04-24      | Floating      | 7.47%                 | 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        |   1455913 | PA      | $1453036.56   | 0.12%             | 2062-08-25      | Variable      | 5.35%                 | No            | 2                  | On Loan: No      |
| EG Group Ltd.                                                    | EG Group Ltd., Facility Term Loan                                                          | CUSIP: N2820EAC2<br>LEI: 549300BY1CRYVPEG9R57 | Long             | LON              | CORP              | US        |     61000 | PA      | $58646.01     | 0.00%             | 2025-02-07      | Variable      | 8.73%                 | No            | 2                  | On Loan: No      |
| Gates Global LLC                                                 | Gates Global LLC, Term Loan B3                                                             | CUSIP: 36740UAT9<br>LEI: 549300XI79MQJV13DW27 | Long             | LON              | CORP              | US        |    303650 | PA      | $302247.32    | 0.02%             | 2027-03-31      | Variable      | 7.07%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                                       | Occidental Petroleum Corp.                                                                 | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14722.82     | 0.00%             | 2036-09-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| Nokia OYJ                                                        | Nokia OYJ                                                                                  | CUSIP: 654902204<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |     88820 | NS      | $422783.20    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ViaSat, Inc.                                                     | ViaSat, Inc.                                                                               | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    190000 | PA      | $152478.80    | 0.01%             | 2028-07-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Home Point Capital, Inc.                                         | Home Point Capital, Inc.                                                                   | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |    139000 | PA      | $100133.45    | 0.01%             | 2026-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CMG Media Corp.                                                  | CMG Media Corp.                                                                            | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    563000 | PA      | $439140.00    | 0.04%             | 2027-12-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Cardinal Health, Inc.                                            | Cardinal Health, Inc.                                                                      | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     15609 | NS      | $1205795.25   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| SS&C Technologies, Inc.                                          | SS&C Technologies, Inc.                                                                    | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7693.95      | 0.00%             | 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        |     85000 | PA      | $68370.60     | 0.01%             | 2029-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Public Service Enterprise Group, Inc.                            | Public Service Enterprise Group, Inc.                                                      | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     24408 | NS      | $1511587.44   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Veritas US, Inc.                                                 | Veritas US, Inc.                                                                           | CUSIP: 92346LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    614000 | PA      | $405058.43    | 0.03%             | 2025-09-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Churchill Downs, Inc.                                            | Churchill Downs, Inc.                                                                      | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    680000 | PA      | $636248.80    | 0.05%             | 2028-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| SM Energy Co.                                                    | SM Energy Co.                                                                              | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37097.56     | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3.48         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Laboratory Corp. of America Holdings                             | Laboratory Corp. of America Holdings                                                       | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |      7183 | NS      | $1810977.96   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Sirius XM Radio, Inc.                                            | Sirius XM Radio, Inc.                                                                      | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    399000 | PA      | $328927.62    | 0.03%             | 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        |     42242 | NS      | $2594111.88   | 0.21%             | 2023-02-10      | Fixed         | 6.60%                 | 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        |     59000 | PA      | $50445.00     | 0.00%             | 2029-02-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| CoreLogic, Inc.                                                  | CoreLogic, Inc.                                                                            | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |    545000 | PA      | $433275.00    | 0.04%             | 2028-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| TransDigm Inc.                                                   | TransDigm Inc., Term Loan                                                                  | CUSIP: 89364MBU7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    219559 | PA      | $219833.83    | 0.02%             | 2027-02-22      | Variable      | 7.83%                 | No            | 2                  | On Loan: No      |
| Diageo plc                                                       | Diageo plc                                                                                 | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |     32447 | NS      | $1418781.10   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Cedar Funding IX CLO Ltd.                                        | Cedar Funding IX CLO Ltd., Series 2018-9A, Class SUB                                       | CUSIP: 15033FAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $453535.00    | 0.04%             | 2031-04-20      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                              | Hilton Domestic Operating Co., Inc.                                                        | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21314.64     | 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        |    438000 | PA      | $361582.14    | 0.03%             | 2028-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| AIG CLO LLC                                                      | AIG CLO LLC, Series 2021-2A, Class D                                                       | CUSIP: 00142DAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $459469.85    | 0.04%             | 2034-07-20      | Floating      | 7.86%                 | No            | 2                  | On Loan: No      |
| Staples, Inc.                                                    | Staples, Inc.                                                                              | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    388000 | PA      | $344757.40    | 0.03%             | 2026-04-15      | Fixed         | 7.50%                 | 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        |      4639 | NS      | $1678434.25   | 0.14%             | 2023-03-01      | Fixed         | 6.67%                 | No            | 2                  | On Loan: No      |
| FS Rialto Issuer LLC                                             | FS Rialto Issuer LLC, Series 2022-FL7, Class A                                             | CUSIP: 30329XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1499862.45   | 0.12%             | 2039-10-19      | Floating      | 6.81%                 | No            | 2                  | On Loan: No      |
| Clarios Global LP                                                | Clarios Global LP                                                                          | CUSIP: 18060TAA3<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |    288000 | PA      | $289748.16    | 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        |    108000 | PA      | $93490.20     | 0.01%             | 2029-07-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Corp. Trust                               | GS Mortgage Securities Corp. Trust, Series 2021-DM, Class F                                | CUSIP: 36265AAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    183000 | PA      | $171275.41    | 0.01%             | 2036-11-15      | Floating      | 7.90%                 | No            | 2                  | On Loan: No      |
| GSAA Home Equity Trust                                           | GSAA Home Equity Trust, Series 2006-5, Class 1A1                                           | CUSIP: 362334GQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     56854 | PA      | $18168.64     | 0.00%             | 2036-03-25      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| China Evergrande Group                                           | China Evergrande Group                                                                     | CUSIP: N/A<br>LEI: 549300CUF7B1LAB15T90       | Long             | DBT              | CORP              | KY        |    822000 | PA      | $84255.00     | 0.01%             | 2024-01-22      | Fixed         | 12.00%                | No            | 2                  | On Loan: No      |
| Puma International Financing SA                                  | Puma International Financing SA                                                            | CUSIP: N/A<br>LEI: 222100YFBPO7IDRUBR17       | Long             | DBT              | CORP              | LU        |    350000 | PA      | $321090.00    | 0.03%             | 2026-01-24      | Fixed         | 5.00%                 | 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        |    611128 | PA      | $560819.83    | 0.05%             | 2029-01-24      | Variable      | 7.93%                 | 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        |      6707 | NS      | $3314866.77   | 0.27%             | 2023-03-01      | Fixed         | 10.31%                | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      5500 | NS      | $549269.76    | 0.05%             | 2023-02-27      | Fixed         | 18.50%                | No            | 2                  | On Loan: No      |
| BBCMS Mortgage Trust                                             | BBCMS Mortgage Trust, Series 2018-CHRS, Class E                                            | CUSIP: 05491VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $132766.84    | 0.01%             | 2038-08-05      | Variable      | 4.27%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                     | BX Commercial Mortgage Trust, Series 2021-CIP, Class E                                     | CUSIP: 12434FAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    829000 | PA      | $781283.09    | 0.06%             | 2038-12-15      | Floating      | 7.28%                 | No            | 2                  | On Loan: No      |
| Sanlam Ltd.                                                      | Sanlam Ltd.                                                                                | CUSIP: N/A<br>LEI: 37890014418406D9FC23       | Long             | EC               | CORP              | ZA        |    164586 | NS      | $532539.76    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| New Metro Global Ltd.                                            | New Metro Global Ltd.                                                                      | CUSIP: N/A<br>LEI: 549300HJRNTCANEH0D47       | Long             | DBT              | CORP              | VG        |    208000 | PA      | $199680.00    | 0.02%             | 2023-08-05      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| Signal Peak CLO 7 Ltd.                                           | Signal Peak CLO 7 Ltd., Series 2019-1A, Class B                                            | CUSIP: 56844AAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $483195.45    | 0.04%             | 2032-04-30      | Floating      | 6.80%                 | No            | 2                  | On Loan: No      |
| Axalta Coating Systems LLC                                       | Axalta Coating Systems LLC                                                                 | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    464000 | PA      | $438480.00    | 0.04%             | 2027-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                          | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     51488 | NS      | $2413242.56   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Sotheby's                                                        | Sotheby's                                                                                  | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $513138.00    | 0.04%             | 2029-06-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                           | Mauser Packaging Solutions Holding Co.                                                     | CUSIP: 12429TAD6<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    583000 | PA      | $582591.90    | 0.05%             | 2024-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman Loan Advisers CLO Ltd.                          | Neuberger Berman Loan Advisers CLO Ltd., Series 2021-44A, Class E                          | CUSIP: 64134EAA2<br>LEI: 549300HMTDFWN3B2DI35 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1826925.00   | 0.15%             | 2034-10-16      | Floating      | 10.79%                | No            | 2                  | On Loan: No      |
| Modern Land China Co. Ltd.                                       | Modern Land China Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: 549300PDOU6AR9Z9IN08       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $11250.00     | 0.00%             | 2023-04-11      | Fixed         | 9.80%                 | No            | 2                  | On Loan: No      |
| Reperforming Loan REMIC Trust                                    | Reperforming Loan REMIC Trust, Series 2005-R2, Class 1AF1                                  | CUSIP: 12669GN64<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37153 | PA      | $35080.02     | 0.00%             | 2035-06-25      | Floating      | 4.85%                 | No            | 2                  | On Loan: No      |
| Extended Stay America Trust                                      | Extended Stay America Trust, Series 2021-ESH, Class E                                      | CUSIP: 30227FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    507620 | PA      | $492369.57    | 0.04%             | 2038-07-15      | Floating      | 7.31%                 | No            | 2                  | On Loan: No      |
| UPL Corp. Ltd.                                                   | UPL Corp. Ltd.                                                                             | CUSIP: N/A<br>LEI: 213800AQLATW4WEEH674       | Long             | DBT              | CORP              | MU        |    210000 | PA      | $153536.25    | 0.01%             | 2025-02-27      | Variable      | 5.25%                 | 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        |     55000 | PA      | $45695.65     | 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        |      1277 | NS      | $1013889.26   | 0.08%             | 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        |     69475 | PA      | $69453.46     | 0.01%             | 2029-04-20      | Variable      | 7.18%                 | No            | 2                  | On Loan: No      |
| N/A                                                              | California Resources Corp.                                                                 | CUSIP: 13057Q123<br>LEI: N/A                  | N/A              | DE               |  | US        |       119 | NS      | $1303.05      | 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        |    148759 | PA      | $145989.00    | 0.01%             | 2025-10-02      | Variable      | 8.32%                 | No            | 2                  | On Loan: No      |
| Cable One, Inc.                                                  | Cable One, Inc.                                                                            | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     78000 | PA      | $62673.00     | 0.01%             | 2026-03-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Frigorifico Concepcion SA                                        | Frigorifico Concepcion SA                                                                  | CUSIP: 358648AA1<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | DBT              | CORP              | PY        |    200000 | PA      | $160350.00    | 0.01%             | 2028-07-21      | Fixed         | 7.70%                 | No            | 2                  | On Loan: No      |
| ACProducts Holdings, Inc.                                        | ACProducts Holdings, Inc., Term Loan                                                       | CUSIP: 00488YAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    184121 | PA      | $148007.75    | 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        |   1825000 | PA      | $1509019.50   | 0.12%             | 2029-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ASG Finance Designated Activity Co.                              | ASG Finance Designated Activity Co.                                                        | CUSIP: 00217AAA4<br>LEI: 5493005UOB0OMEJ4WK10 | Long             | DBT              | CORP              | IE        |    262000 | PA      | $254140.00    | 0.02%             | 2024-12-03      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                           | UBS AG                                                                                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     14441 | NS      | $1662878.40   | 0.14%             | 2023-03-08      | Fixed         | 15.70%                | No            | 2                  | On Loan: No      |
| Covanta Holding Corp.                                            | Covanta Holding Corp., Term Loan C                                                         | CUSIP: 22282GAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     15370 | PA      | $15375.94     | 0.00%             | 2028-11-30      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| ADT Security Corp. (The)                                         | ADT Security Corp. (The)                                                                   | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    378000 | PA      | $337312.18    | 0.03%             | 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        |    329000 | PA      | $320034.75    | 0.03%             | 2026-12-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                            | Alexandria Real Estate Equities, Inc.                                                      | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |     13719 | NS      | $2205192.06   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                        | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |     23981 | NS      | $2324523.17   | 0.19%             | 2023-02-01      | Fixed         | 13.81%                | No            | 2                  | On Loan: No      |
| TCS Group Holding plc                                            | TCS Group Holding plc                                                                      | CUSIP: 87238U203<br>LEI: 549300XQRN9MR54V1W18 | Long             | EC               | CORP              | CY        |      8849 | NS      | $88.49        | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Octagon Investment Partners 33 Ltd.                              | Octagon Investment Partners 33 Ltd., Series 2017-1A, Class C                               | CUSIP: 675711AG0<br>LEI: 549300IDWDG12HO3TO90 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $448679.70    | 0.04%             | 2031-01-20      | Floating      | 7.56%                 | No            | 2                  | On Loan: No      |
| Godrej Consumer Products Ltd.                                    | Godrej Consumer Products Ltd.                                                              | CUSIP: N/A<br>LEI: 335800P4GUWLGZFK2D63       | Long             | EC               | CORP              | IN        |     67931 | NS      | $759384.40    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Wabash National Corp.                                            | Wabash National Corp.                                                                      | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |    180000 | PA      | $157942.65    | 0.01%             | 2028-10-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Cisco Systems, Inc.                                              | Cisco Systems, Inc.                                                                        | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     22130 | NS      | $1077067.10   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Greenhill & Co., Inc.                                            | Greenhill & Co., Inc., Term Loan                                                           | CUSIP: 39525YAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    112502 | PA      | $110252.36    | 0.01%             | 2024-04-12      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| OTP Bank Nyrt.                                                   | OTP Bank Nyrt.                                                                             | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | EC               | CORP              | HU        |     20214 | NS      | $609077.97    | 0.05%             |  |  |  | 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        |    145568 | PA      | $91416.97     | 0.01%             | 2026-05-29      | Variable      | 9.73%                 | No            | 2                  | On Loan: No      |
| Boxer Parent Co., Inc.                                           | Boxer Parent Co., Inc.                                                                     | CUSIP: 103186AC6<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |    896000 | PA      | $851307.12    | 0.07%             | 2026-03-01      | Fixed         | 9.12%                 | No            | 2                  | On Loan: No      |
| Charles Schwab Corp. (The)                                       | Charles Schwab Corp. (The), Series I                                                       | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1451205.00   | 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        |    265250 | PA      | $264876.04    | 0.02%             | 2028-05-05      | Variable      | 8.07%                 | No            | 2                  | On Loan: No      |
| Romania                                                          | Romania Government Bond                                                                    | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    590000 | PA      | $469839.05    | 0.04%             | 2031-07-16      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO XII Ltd.                                             | Elmwood CLO XII Ltd., Series 2021-5A, Class B                                              | CUSIP: 29002YAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1963088.20   | 0.16%             | 2035-01-20      | Floating      | 6.51%                 | No            | 2                  | On Loan: No      |
| Oscar AcquisitionCo LLC                                          | Oscar AcquisitionCo LLC, Term Loan B                                                       | CUSIP: 68778DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    164268 | PA      | $158867.16    | 0.01%             | 2029-04-29      | Variable      | 9.18%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                         | BX Trust, Series 2021-LBA, Class AJV                                                       | CUSIP: 05609BCD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    580000 | PA      | $561334.38    | 0.05%             | 2036-02-15      | Floating      | 5.26%                 | No            | 2                  | On Loan: No      |
| RHP Hotel Properties LP                                          | RHP Hotel Properties LP                                                                    | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    367000 | PA      | $326190.59    | 0.03%             | 2029-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     11477 | NS      | $1645328.56   | 0.14%             | 2023-03-08      | Fixed         | 11.58%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc                                                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      1100 | NS      | $143027.38    | 0.01%             | 2023-02-02      | Fixed         | 15.13%                | 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        |     47204 | PA      | $46555.43     | 0.00%             | 2028-07-20      | Variable      | 8.40%                 | No            | 2                  | On Loan: No      |
| EnLink Midstream LLC                                             | EnLink Midstream LLC                                                                       | CUSIP: 29336TAA8<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29877.96     | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Kaiser Aluminum Corp.                                            | Kaiser Aluminum Corp.                                                                      | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $121429.00    | 0.01%             | 2028-03-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Jiangsu Expressway Co. Ltd.                                      | Jiangsu Expressway Co. Ltd., Class H                                                       | CUSIP: N/A<br>LEI: 529900UWWTWZ6AKLYD43       | Long             | EC               | CORP              | CN        |    856000 | NS      | $843057.84    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| BBCMS Mortgage Trust                                             | BBCMS Mortgage Trust, Series 2017-DELC, Class E                                            | CUSIP: 05552EAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $197355.86    | 0.02%             | 2036-08-15      | Floating      | 7.08%                 | No            | 2                  | On Loan: No      |
| Spectrum Brands, Inc.                                            | Spectrum Brands, Inc.                                                                      | CUSIP: 84762LAW5<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     63000 | PA      | $57224.79     | 0.00%             | 2030-07-15      | Fixed         | 5.50%                 | 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        |    152835 | PA      | $152510.78    | 0.01%             | 2025-04-30      | Variable      | 6.32%                 | No            | 2                  | On Loan: No      |
| CNX Resources Corp.                                              | CNX Resources Corp.                                                                        | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     59000 | PA      | $54160.64     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Petronet LNG Ltd.                                                | Petronet LNG Ltd.                                                                          | CUSIP: N/A<br>LEI: 335800KIIKNA7GRD9351       | Long             | EC               | CORP              | IN        |    283808 | NS      | $755484.66    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Navient Corp.                                                    | Navient Corp.                                                                              | CUSIP: 78442FET1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     66000 | PA      | $65844.90     | 0.01%             | 2024-03-25      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Option Care Health, Inc.                                         | Option Care Health, Inc.                                                                   | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |    220000 | PA      | $190040.79    | 0.02%             | 2029-10-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Long Beach Mortgage Loan Trust                                   | Long Beach Mortgage Loan Trust, Series 2006-4, Class 1A                                    | CUSIP: 54251MAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    357328 | PA      | $206258.01    | 0.02%             | 2036-05-25      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc                                                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     14500 | NS      | $430897.12    | 0.04%             | 2023-02-16      | Fixed         | 23.03%                | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                                 | CSC Holdings LLC, Term Loan                                                                | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    171169 | PA      | $158545.69    | 0.01%             | 2027-04-15      | Variable      | 6.96%                 | 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        |     59296 | PA      | $55062.04     | 0.00%             | 2027-12-17      | Variable      | 8.73%                 | No            | 2                  | On Loan: No      |
| Cognizant Technology Solutions Corp.                             | Cognizant Technology Solutions Corp., Class A                                              | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     24680 | NS      | $1647390.00   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     20632 | NS      | $1641207.72   | 0.14%             | 2023-03-08      | Fixed         | 9.02%                 | No            | 2                  | On Loan: No      |
| Altice Financing SA                                              | Altice Financing SA                                                                        | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    429000 | PA      | $364774.41    | 0.03%             | 2028-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO II Ltd.                                              | Elmwood CLO II Ltd., Series 2019-2A, Class AR                                              | CUSIP: 29001LAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2959504.50   | 0.24%             | 2034-04-20      | Floating      | 5.96%                 | No            | 2                  | On Loan: No      |
| TK Elevator Holdco GmbH                                          | TK Elevator Holdco GmbH                                                                    | CUSIP: 92537VAA8<br>LEI: 2549008GCHWX9EEMIS56 | Long             | DBT              | CORP              | DE        |    806000 | PA      | $716732.03    | 0.06%             | 2028-07-15      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| NMG, Inc.                                                        | NMG, Inc.                                                                                  | CUSIP: 62929P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       602 | NS      | $87290.00     | 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        |     76164 | PA      | $75806.54     | 0.01%             | 2028-01-07      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                                       | Occidental Petroleum Corp.                                                                 | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     16000 | PA      | $17037.92     | 0.00%             | 2046-03-15      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                    | Nomura Bank International plc                                                              | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |     17726 | NS      | $1687368.85   | 0.14%             | 2023-03-13      | Fixed         | 15.07%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc                                                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      2900 | NS      | $105494.88    | 0.01%             | 2023-02-16      | Fixed         | 32.48%                | 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        |    276687 | PA      | $272190.99    | 0.02%             | 2027-08-01      | Variable      | 6.12%                 | 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        |    213724 | PA      | $205174.92    | 0.02%             | 2028-07-21      | Variable      | 7.51%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                               | VICI Properties LP                                                                         | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $15484.78     | 0.00%             | 2025-06-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                                  | TransDigm, Inc.                                                                            | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    385000 | PA      | $347331.60    | 0.03%             | 2029-01-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| HB Fuller Co.                                                    | HB Fuller Co.                                                                              | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |    361000 | PA      | $319485.00    | 0.03%             | 2028-10-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Vermilion Energy, Inc.                                           | Vermilion Energy, Inc.                                                                     | CUSIP: 923725AD7<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | DBT              | CORP              | CA        |    148000 | PA      | $136530.00    | 0.01%             | 2030-05-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Shift4 Payments LLC                                              | Shift4 Payments LLC                                                                        | CUSIP: 82453AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    745000 | PA      | $705544.80    | 0.06%             | 2026-11-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| NiSource, Inc.                                                   | NiSource, Inc.                                                                             | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     23043 | NS      | $639443.25    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Weatherford International Ltd.                                   | Weatherford International Ltd.                                                             | CUSIP: 947075AP2<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |      6000 | PA      | $6165.00      | 0.00%             | 2024-12-01      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| VGP NV                                                           | VGP NV                                                                                     | CUSIP: N/A<br>LEI: 315700NENYPIXFR94T49       | Long             | EC               | CORP              | BE        |      8010 | NS      | $800368.68    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Radiate Holdco LLC                                               | Radiate Holdco LLC, Term Loan                                                              | CUSIP: 75025KAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    307604 | PA      | $256003.41    | 0.02%             | 2026-09-25      | Variable      | 7.82%                 | No            | 2                  | On Loan: No      |
| RHP Hotel Properties LP                                          | RHP Hotel Properties LP                                                                    | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    829000 | PA      | $776461.28    | 0.06%             | 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        |    219000 | PA      | $201659.75    | 0.02%             | 2028-02-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Ashton Woods USA LLC                                             | Ashton Woods USA LLC                                                                       | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    366000 | PA      | $305610.00    | 0.03%             | 2029-08-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Republic of Chile                                                | Republic of Chile                                                                          | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    468000 | PA      | $414852.75    | 0.03%             | 2042-03-07      | Fixed         | 4.34%                 | No            | 2                  | On Loan: No      |
| PPG Industries, Inc.                                             | PPG Industries, Inc.                                                                       | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      4519 | NS      | $589006.46    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Tallgrass Energy Partners LP                                     | Tallgrass Energy Partners LP                                                               | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102000 | PA      | $91800.00     | 0.01%             | 2031-09-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Cable One, Inc.                                                  | Cable One, Inc., Term Loan B4                                                              | CUSIP: 12685LAG5<br>LEI: 549300648QS85T0XSH18 | Long             | LON              | CORP              | US        |    123125 | PA      | $121611.79    | 0.01%             | 2028-05-03      | Variable      | 6.57%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     36000 | NS      | $381252.96    | 0.03%             | 2023-03-13      | Fixed         | 13.52%                | No            | 2                  | On Loan: No      |
| Genesis Energy LP                                                | Genesis Energy LP                                                                          | CUSIP: 37185LAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $52072.50     | 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        |     39492 | PA      | $38690.31     | 0.00%             | 2027-02-15      | Variable      | 7.82%                 | No            | 2                  | On Loan: No      |
| Verscend Escrow Corp.                                            | Verscend Escrow Corp.                                                                      | CUSIP: 92535WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2491000 | PA      | $2499662.45   | 0.21%             | 2026-08-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| Hub International Ltd.                                           | Hub International Ltd., Term Loan                                                          | CUSIP: 44332EAV8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     89000 | PA      | $88894.09     | 0.01%             | 2029-11-10      | Variable      | 8.22%                 | No            | 2                  | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-0.05        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Wanda Properties International Co. Ltd.                          | Wanda Properties International Co. Ltd.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | VG        |    250000 | PA      | $239812.50    | 0.02%             | 2024-01-29      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Vonovia SE                                                       | Vonovia SE                                                                                 | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |     51980 | NS      | $1468325.82   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $108.83       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Archrock Partners LP                                             | Archrock Partners LP                                                                       | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    536000 | PA      | $509200.00    | 0.04%             | 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        |    135000 | PA      | $114369.64    | 0.01%             | 2029-02-01      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Apollo Global Management, Inc.                                   | Apollo Global Management, Inc.                                                             | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3483 | NS      | $246526.74    | 0.02%             |  |  |  | No            | 1                  | 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        |   1223800 | PA      | $1193061.60   | 0.10%             | 2063-01-25      | Variable      | 4.75%                 | No            | 2                  | On Loan: No      |
| Nordea Bank Abp                                                  | Nordea Bank Abp                                                                            | CUSIP: 65559CAD3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    560000 | PA      | $442963.75    | 0.04%             | 2029-03-01      | Variable      | 3.75%                 | 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        |     10662 | NS      | $1475512.87   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| LCM Investments Holdings II LLC                                  | LCM Investments Holdings II LLC                                                            | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    240000 | PA      | $198060.00    | 0.02%             | 2029-05-01      | Fixed         | 4.88%                 | 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        |    179391 | PA      | $160016.47    | 0.01%             | 2028-09-30      | Variable      | 8.32%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                           | UBS AG                                                                                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     19490 | NS      | $2068530.14   | 0.17%             | 2023-02-01      | Fixed         | 14.90%                | No            | 2                  | On Loan: No      |
| AIG CLO LLC                                                      | AIG CLO LLC, Series 2018-1A, Class CR                                                      | CUSIP: 00141UAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $475134.25    | 0.04%             | 2032-04-20      | Floating      | 6.86%                 | No            | 2                  | On Loan: No      |
| Dryden 72 CLO Ltd.                                               | Dryden 72 CLO Ltd., Series 2019-72A, Class DR                                              | CUSIP: 26252NAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $731608.40    | 0.06%             | 2032-05-15      | Floating      | 7.61%                 | No            | 2                  | On Loan: No      |
| Clarios Global LP                                                | Clarios Global LP                                                                          | CUSIP: 69867DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1418000 | PA      | $1408641.20   | 0.12%             | 2026-05-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                               | J.P. Morgan Structured Products BV, Series E0JQ                                            | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      4221 | NS      | $2046637.84   | 0.17%             | 2023-02-01      | Fixed         | 16.35%                | 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        |    274954 | PA      | $269559.02    | 0.02%             | 2026-04-06      | Variable      | 8.16%                 | No            | 2                  | On Loan: No      |
| Callon Petroleum Co.                                             | Callon Petroleum Co.                                                                       | CUSIP: 13123XAZ5<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    318000 | PA      | $306282.18    | 0.03%             | 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        |    324000 | PA      | $327048.84    | 0.03%             | 2030-04-30      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| Hang Lung Properties Ltd.                                        | Hang Lung Properties Ltd.                                                                  | CUSIP: N/A<br>LEI: 529900CIVTNMXQT59E61       | Long             | EC               | CORP              | HK        |    274000 | NS      | $516639.48    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                           | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $302037.50    | 0.02%             | 2032-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                          | CUSIP: 404280AT6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    718000 | PA      | $708666.00    | 0.06%             | 2025-03-30      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| Ashford Hospitality Trust                                        | Ashford Hospitality Trust, Series 2018-ASHF, Class D                                       | CUSIP: 04410RAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540000 | PA      | $501210.56    | 0.04%             | 2035-04-15      | Floating      | 6.56%                 | No            | 2                  | On Loan: No      |
| Trivium Packaging Finance BV                                     | Trivium Packaging Finance BV                                                               | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |   2117000 | PA      | $2036003.58   | 0.17%             | 2027-08-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      3100 | NS      | $306699.60    | 0.03%             | 2023-02-27      | Fixed         | 15.12%                | No            | 2                  | On Loan: No      |
| Constellium SE                                                   | Constellium SE                                                                             | CUSIP: 210383AG0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |   1102000 | PA      | $1089966.16   | 0.09%             | 2026-02-15      | Fixed         | 5.88%                 | 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        |    285000 | PA      | $278794.18    | 0.02%             | 2031-10-25      | Floating      | 6.67%                 | 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        |     61609 | PA      | $49768.37     | 0.00%             | 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        |    182188 | PA      | $181761.32    | 0.01%             | 2025-02-05      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                         | Mizuho Markets Cayman LP                                                                   | CUSIP: 6068FW773<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |      8400 | NS      | $381704.13    | 0.03%             | 2023-02-16      | Fixed         | 21.90%                | No            | 2                  | On Loan: No      |
| Accton Technology Corp.                                          | Accton Technology Corp.                                                                    | CUSIP: N/A<br>LEI: 529900M1YRZ0GWMDF920       | Long             | EC               | CORP              | TW        |     63000 | NS      | $514853.54    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $0.12         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DT Midstream, Inc.                                               | DT Midstream, Inc.                                                                         | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    313000 | PA      | $274657.50    | 0.02%             | 2029-06-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                                     | Barclays plc                                                                               | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1265000 | PA      | $1270249.75   | 0.10%             | 2029-03-15      | Variable      | 8.00%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                                           | CUSIP: 06369P494<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      3400 | NS      | $401823.99    | 0.03%             | 2023-03-02      | Fixed         | 16.33%                | No            | 2                  | On Loan: No      |
| Wesco Aircraft Holdings, Inc.                                    | Wesco Aircraft Holdings, Inc.                                                              | CUSIP: 97789LAB2<br>LEI: 529900P5VTXZS191P208 | Long             | DBT              | CORP              | US        |     84000 | PA      | $56700.00     | 0.00%             | 2026-11-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| SCC Power plc                                                    | SCC Power plc                                                                              | CUSIP: 78397YAB8<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |    530853 | PA      | $162918.79    | 0.01%             | 2028-12-31      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Arcosa, Inc.                                                     | Arcosa, Inc.                                                                               | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    308000 | PA      | $275440.10    | 0.02%             | 2029-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Antero Resources Corp.                                           | Antero Resources Corp.                                                                     | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51130.01     | 0.00%             | 2029-02-01      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| National Grid plc                                                | National Grid plc                                                                          | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |     69369 | NS      | $881881.72    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-0.08        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Outfront Media Capital LLC                                       | Outfront Media Capital LLC                                                                 | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $40368.77     | 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        |    687851 | PA      | $682121.51    | 0.06%             | 2026-12-11      | Variable      | 7.89%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                               | J.P. Morgan Structured Products BV, Series E11V                                            | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      6688 | NS      | $2117086.87   | 0.17%             | 2023-02-03      | Fixed         | 14.25%                | 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        |    272883 | PA      | $259410.79    | 0.02%             | 2028-03-31      | Variable      | 8.23%                 | No            | 2                  | On Loan: No      |
| Crestwood Midstream Partners LP                                  | Crestwood Midstream Partners LP                                                            | CUSIP: 226373AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $76842.07     | 0.01%             | 2029-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Republic of Colombia                                             | Republic of Colombia                                                                       | CUSIP: 195325CX1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    757000 | PA      | $722840.38    | 0.06%             | 2026-01-28      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Alibaba Group Holding Ltd.                                       | Alibaba Group Holding Ltd.                                                                 | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |      9503 | NS      | $1047230.60   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Legacy LifePoint Health LLC                                      | Legacy LifePoint Health LLC                                                                | CUSIP: 53219LAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    207000 | PA      | $201825.00    | 0.02%             | 2025-04-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| DirectV Financing LLC                                            | DirectV Financing LLC, Term Loan                                                           | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    273964 | PA      | $269026.86    | 0.02%             | 2027-08-02      | Variable      | 9.57%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                           | Palmer Square CLO Ltd., Series 2022-1A, Class D                                            | CUSIP: 69689QAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $962300.30    | 0.08%             | 2035-04-20      | Floating      | 7.69%                 | 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        |    133752 | NS      | $2727881.24   | 0.22%             | 2023-03-08      | Fixed         | 7.57%                 | No            | 2                  | On Loan: No      |
| AssuredPartners, Inc.                                            | AssuredPartners, Inc., Term Loan                                                           | CUSIP: 04621HAS2<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |     64357 | PA      | $63536.87     | 0.01%             | 2027-02-12      | Variable      | 8.07%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                                      | Goldman Sachs International                                                                | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |      1800 | NS      | $436290.18    | 0.04%             | 2023-02-21      | Fixed         | 20.39%                | No            | 2                  | On Loan: No      |
| Ciena Corp.                                                      | Ciena Corp., Term Loan                                                                     | CUSIP: 17178HAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     27000 | PA      | $26966.25     | 0.00%             | 2030-01-18      | Variable      | 6.98%                 | No            | 3                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                          | Citigroup Global Markets Holdings, Inc.                                                    | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |     43113 | NS      | $1682909.51   | 0.14%             | 2023-03-01      | Fixed         | 10.90%                | No            | 2                  | On Loan: No      |
| Brookfield Residential Properties, Inc.                          | Brookfield Residential Properties, Inc.                                                    | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    171000 | PA      | $135799.65    | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Sprint Capital Corp.                                             | Sprint Capital Corp.                                                                       | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    484000 | PA      | $597740.00    | 0.05%             | 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        |     32087 | NS      | $2036561.89   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     22015 | NS      | $898929.31    | 0.07%             | 2023-03-09      | Fixed         | 17.90%                | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                | CIFC Funding Ltd., Series 2014-5A, Class DR2                                               | CUSIP: 12550ABB1<br>LEI: 549300Y56VCWZJQV2Z14 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $462731.90    | 0.04%             | 2031-10-17      | Floating      | 8.19%                 | No            | 2                  | On Loan: No      |
| Globe Telecom, Inc.                                              | Globe Telecom, Inc.                                                                        | CUSIP: N/A<br>LEI: 254900GPWI1816YIM923       | Long             | DBT              | CORP              | PH        |    340000 | PA      | $312332.50    | 0.03%             | 2026-08-02      | Variable      | 4.20%                 | No            | 2                  | On Loan: No      |
| ViaSat, Inc.                                                     | ViaSat, Inc., Term Loan                                                                    | CUSIP: 92555WAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    239709 | PA      | $239184.47    | 0.02%             | 2029-03-02      | Variable      | 9.18%                 | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                    | Nomura Bank International plc                                                              | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      9060 | NS      | $442125.53    | 0.04%             | 2023-03-03      | Fixed         | 17.74%                | No            | 2                  | On Loan: No      |
| USA Compression Partners LP                                      | USA Compression Partners LP                                                                | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1166000 | PA      | $1131020.00   | 0.09%             | 2027-09-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                           | Palmer Square CLO Ltd., Series 2013-2A, Class BR3                                          | CUSIP: 69688AAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $766198.72    | 0.06%             | 2031-10-17      | Floating      | 6.65%                 | No            | 2                  | On Loan: No      |
| AMC Networks, Inc.                                               | AMC Networks, Inc.                                                                         | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     95000 | PA      | $58543.75     | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Epiroc AB                                                        | Epiroc AB, Class A                                                                         | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |     69795 | NS      | $1357985.43   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-21659.27    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EQT Corp.                                                        | EQT Corp.                                                                                  | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     18520 | NS      | $605048.40    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Tuspark Forward Ltd.                                             | Tuspark Forward Ltd.                                                                       | CUSIP: N/A<br>LEI: 254900VWWKC9HU6TON78       | Long             | DBT              | CORP              | VG        |    120000 | PA      | $24960.00     | 0.00%             | 2024-05-13      | Fixed         | 7.95%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Partners LP                                      | Cheniere Energy Partners LP                                                                | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    487000 | PA      | $456864.44    | 0.04%             | 2029-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Exelon Corp.                                                     | Exelon Corp.                                                                               | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     27799 | NS      | $1172839.81   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Madison Park Funding XIII Ltd.                                   | Madison Park Funding XIII Ltd., Series 2014-13A, Class CR2                                 | CUSIP: 55818MBE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $487636.45    | 0.04%             | 2030-04-19      | Floating      | 6.70%                 | No            | 2                  | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                   | Structured Asset Mortgage Investments II Trust, Series 2006-AR6, Class 2A1                 | CUSIP: 86360UAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     71190 | PA      | $49711.60     | 0.00%             | 2046-07-25      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| Sands China Ltd.                                                 | Sands China Ltd.                                                                           | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $218437.50    | 0.02%             | 2027-03-08      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                                     | Barclays plc                                                                               | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1650000 | PA      | $1575733.50   | 0.13%             | 2025-12-15      | Variable      | 6.12%                 | No            | 2                  | On Loan: No      |
| Kingdom of Morocco                                               | Kingdom of Morocco                                                                         | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |    256000 | PA      | $224640.00    | 0.02%             | 2027-12-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| DISH DBS Corp.                                                   | DISH DBS Corp.                                                                             | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    583000 | PA      | $477000.54    | 0.04%             | 2028-12-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| ION Trading Technologies SARL                                    | ION Trading Technologies SARL                                                              | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $171250.00    | 0.01%             | 2028-05-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Callon Petroleum Co.                                             | Callon Petroleum Co.                                                                       | CUSIP: 13123XBF8<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    507000 | PA      | $490522.50    | 0.04%             | 2030-06-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                                  | TransDigm, Inc.                                                                            | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    246000 | PA      | $221967.09    | 0.02%             | 2029-05-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Aeropuerto Internacional de Tocumen SA                           | Aeropuerto Internacional de Tocumen SA                                                     | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $162225.00    | 0.01%             | 2061-08-11      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| KDDI Corp.                                                       | KDDI Corp.                                                                                 | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |     31300 | NS      | $977920.12    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Yum! Brands, Inc.                                                | Yum! Brands, Inc.                                                                          | CUSIP: 988498AK7<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    115000 | PA      | $98428.05     | 0.01%             | 2043-11-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| International Flavors & Fragrances, Inc.                         | International Flavors & Fragrances, Inc.                                                   | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      9384 | NS      | $1055324.64   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                 | Fantasia Holdings Group Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $103500.00    | 0.01%             | 2022-04-17      | Fixed         | 11.75%                | No            | 2                  | On Loan: No      |
| Covanta Holding Corp.                                            | Covanta Holding Corp.                                                                      | CUSIP: 22282EAJ1<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     49000 | PA      | $41689.67     | 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        |     55000 | PA      | $52979.85     | 0.00%             | 2028-04-30      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                     | BX Commercial Mortgage Trust, Series 2021-SOAR, Class G                                    | CUSIP: 05608WAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    893234 | PA      | $851110.45    | 0.07%             | 2038-06-15      | Floating      | 7.26%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing, Inc.                                          | Level 3 Financing, Inc.                                                                    | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    274000 | PA      | $203856.00    | 0.02%             | 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        |      3749 | NS      | $652400.98    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Bayview Commercial Asset Trust                                   | Bayview Commercial Asset Trust, Series 2007-4A, Class A1                                   | CUSIP: 07326BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275939 | PA      | $252783.64    | 0.02%             | 2037-09-25      | Floating      | 4.96%                 | 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        |     79771 | PA      | $71876.57     | 0.01%             | 2027-12-17      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                        | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      1500 | NS      | $475890.99    | 0.04%             | 2023-02-06      | Fixed         | 15.10%                | No            | 2                  | On Loan: No      |
| BX Trust                                                         | BX Trust, Series 2021-MFM1, Class E                                                        | CUSIP: 05608VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340000 | PA      | $323837.66    | 0.03%             | 2034-01-15      | Floating      | 6.71%                 | No            | 2                  | On Loan: No      |
| Cigna Corp.                                                      | Cigna Corp.                                                                                | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      2608 | NS      | $825875.36    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Physicians Realty Trust                                          | Physicians Realty Trust                                                                    | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |    130607 | NS      | $2071427.02   | 0.17%             |  |  |  | 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        |    112369 | PA      | $110332.47    | 0.01%             | 2027-03-01      | Variable      | 6.32%                 | No            | 2                  | On Loan: No      |
| Antero Midstream Partners LP                                     | Antero Midstream Partners LP                                                               | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    169000 | PA      | $156958.75    | 0.01%             | 2029-06-15      | Fixed         | 5.38%                 | 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        |    157517 | PA      | $155622.07    | 0.01%             | 2024-09-13      | Variable      | 8.32%                 | No            | 2                  | On Loan: No      |
| EQM Midstream Partners LP                                        | EQM Midstream Partners LP                                                                  | CUSIP: 26885BAN0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     74000 | PA      | $73907.50     | 0.01%             | 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        |    143000 | PA      | $143536.25    | 0.01%             | 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        |    258837 | PA      | $257773.39    | 0.02%             | 2027-03-01      | Variable      | 6.41%                 | No            | 2                  | On Loan: No      |
| Medical Solutions Holdings, Inc.                                 | Medical Solutions Holdings, Inc., 2nd Lien Term Loan                                       | CUSIP: 58462QAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     87000 | PA      | $79605.00     | 0.01%             | 2029-11-01      | Variable      | 11.57%                | No            | 2                  | On Loan: No      |
| Banco Mercantil del Norte SA                                     | Banco Mercantil del Norte SA                                                               | CUSIP: 05973KAA5<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    217000 | PA      | $200087.56    | 0.02%             | 2027-01-24      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                        | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      1800 | NS      | $256465.76    | 0.02%             | 2023-02-02      | Fixed         | 33.84%                | 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        |     76615 | PA      | $75121.01     | 0.01%             | 2029-04-21      | Variable      | 8.41%                 | No            | 2                  | On Loan: No      |
| Canyon CLO Ltd.                                                  | Canyon CLO Ltd., Series 2020-1A, Class DR                                                  | CUSIP: 13876LAQ0<br>LEI: 549300IVUME0ILZ1W208 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $471829.70    | 0.04%             | 2034-07-15      | Floating      | 7.94%                 | No            | 2                  | On Loan: No      |
| Caesars Resort Collection LLC                                    | Caesars Resort Collection LLC                                                              | CUSIP: 12770RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    502000 | PA      | $502085.34    | 0.04%             | 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        |    105506 | PA      | $105274.49    | 0.01%             | 2026-02-05      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                     | BX Commercial Mortgage Trust, Series 2021-VINO, Class F                                    | CUSIP: 05608KAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1114000 | PA      | $1049845.19   | 0.09%             | 2038-05-15      | Floating      | 7.26%                 | 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      | $945947.40    | 0.08%             | 2032-10-17      | Floating      | 6.89%                 | No            | 2                  | On Loan: No      |
| Chong Hing Bank Ltd.                                             | Chong Hing Bank Ltd.                                                                       | CUSIP: N/A<br>LEI: 549300UE27D3HDTZET39       | Long             | DBT              | CORP              | HK        |    250000 | PA      | $244500.00    | 0.02%             | 2024-07-15      | Variable      | 5.70%                 | No            | 2                  | On Loan: No      |
| Republic of Indonesia                                            | Republic of Indonesia                                                                      | CUSIP: 455780CF1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    887000 | PA      | $871643.81    | 0.07%             | 2028-04-24      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Crown Cork & Seal Co., Inc.                                      | Crown Cork & Seal Co., Inc.                                                                | CUSIP: 228255AH8<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16713.36     | 0.00%             | 2026-12-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Powszechna Kasa Oszczednosci Bank Polski SA                      | Powszechna Kasa Oszczednosci Bank Polski SA                                                | CUSIP: N/A<br>LEI: P4GTT6GF1W40CVIMFR43       | Long             | EC               | CORP              | PL        |    121736 | NS      | $907968.58    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Suburban Propane Partners LP                                     | Suburban Propane Partners LP                                                               | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     79000 | PA      | $68728.12     | 0.01%             | 2031-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Navient Corp.                                                    | Navient Corp.                                                                              | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    169000 | PA      | $149565.00    | 0.01%             | 2029-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Live Nation Entertainment, Inc.                                  | Live Nation Entertainment, Inc.                                                            | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     79000 | PA      | $70285.31     | 0.01%             | 2028-01-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                     | Zimmer Biomet Holdings, Inc.                                                               | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      8421 | NS      | $1072330.14   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Octagon Investment Partners XVI Ltd.                             | Octagon Investment Partners XVI Ltd., Series 2013-1A, Class CR                             | CUSIP: 67590BAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $239472.68    | 0.02%             | 2030-07-17      | Floating      | 6.64%                 | No            | 2                  | On Loan: No      |
| United Airlines, Inc.                                            | United Airlines, Inc.                                                                      | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    357000 | PA      | $338912.56    | 0.03%             | 2026-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Genneia SA                                                       | Genneia SA                                                                                 | CUSIP: 372319AB9<br>LEI: 529900YZ70LX0XWS9P67 | Long             | DBT              | CORP              | AR        |    261490 | PA      | $252550.31    | 0.02%             | 2027-09-02      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| NGL Energy Operating LLC                                         | NGL Energy Operating LLC                                                                   | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    132000 | PA      | $125355.04    | 0.01%             | 2026-02-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     13126 | NS      | $1667891.65   | 0.14%             | 2023-03-01      | Fixed         | 10.57%                | No            | 2                  | On Loan: No      |
| Republic of Colombia                                             | Republic of Colombia                                                                       | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1053000 | PA      | $795870.56    | 0.07%             | 2031-04-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-0.09        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                           | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    384000 | PA      | $328112.64    | 0.03%             | 2030-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ConocoPhillips                                                   | ConocoPhillips                                                                             | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      2996 | NS      | $365122.52    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co., Series W                                                             | CUSIP: 48123UAB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1492000 | PA      | $1178680.00   | 0.10%             | 2047-05-15      | Floating      | 5.61%                 | No            | 2                  | On Loan: No      |
| Sabre GLBL, Inc.                                                 | Sabre GLBL, Inc.                                                                           | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    353000 | PA      | $362162.12    | 0.03%             | 2025-04-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| First Citizens BancShares, Inc.                                  | First Citizens BancShares, Inc., Class A                                                   | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |      1059 | NS      | $823563.12    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic of Panama                                               | Republic of Panama                                                                         | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1200000 | PA      | $1053225.00   | 0.09%             | 2030-01-23      | Fixed         | 3.16%                 | No            | 2                  | On Loan: No      |
| Sberbank of Russia PJSC                                          | Sberbank of Russia PJSC                                                                    | CUSIP: N/A<br>LEI: 549300WE6TAF5EEWQS81       | Long             | EC               | CORP              | RU        |     98136 | NS      | $13.98        | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Extended Stay America Trust                                      | Extended Stay America Trust, Series 2021-ESH, Class D                                      | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    693096 | PA      | $675310.02    | 0.06%             | 2038-07-15      | Floating      | 6.71%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                              | Petroleos Mexicanos                                                                        | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    519000 | PA      | $414369.60    | 0.03%             | 2031-01-28      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| AIMCO CLO                                                        | AIMCO CLO, Series 2015-AA, Class DR2                                                       | CUSIP: 00900LAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $948708.90    | 0.08%             | 2034-10-17      | Floating      | 7.84%                 | 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        |    268047 | PA      | $259000.82    | 0.02%             | 2028-08-02      | Variable      | 8.25%                 | No            | 2                  | On Loan: No      |
| American Electric Power Co., Inc.                                | American Electric Power Co., Inc.                                                          | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      8215 | NS      | $771881.40    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Prime Security Services Borrower LLC                             | Prime Security Services Borrower LLC                                                       | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1087000 | PA      | $1030910.80   | 0.09%             | 2028-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO XI Ltd.                                              | Elmwood CLO XI Ltd., Series 2021-4A, Class E                                               | CUSIP: 29002MAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1148131.63   | 0.09%             | 2034-10-20      | Floating      | 10.81%                | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                               | Crown Castle, Inc.                                                                         | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     12299 | NS      | $1821604.89   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Bombardier, Inc.                                                 | Bombardier, Inc.                                                                           | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1225000 | PA      | $1222072.25   | 0.10%             | 2026-06-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Canyon CLO Ltd.                                                  | Canyon CLO Ltd., Series 2021-4A, Class A                                                   | CUSIP: 13877PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2939896.80   | 0.24%             | 2034-10-15      | Floating      | 5.96%                 | No            | 2                  | On Loan: No      |
| LCPR Senior Secured Financing DAC                                | LCPR Senior Secured Financing DAC                                                          | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    212000 | PA      | $186560.00    | 0.02%             | 2029-07-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| SL Green Realty Corp.                                            | SL Green Realty Corp.                                                                      | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |     41180 | NS      | $1694557.00   | 0.14%             |  |  |  | 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        |    434799 | NS      | $1449884.70   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Antero Midstream Partners LP                                     | Antero Midstream Partners LP                                                               | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $31556.25     | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Starwood Property Trust, Inc.                                    | Starwood Property Trust, Inc.                                                              | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     72000 | PA      | $64620.00     | 0.01%             | 2027-01-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Ambac Assurance Corp.                                            | Ambac Assurance Corp.                                                                      | CUSIP: 023138AA8<br>LEI: 549300RYYRVPPB8NC636 | Long             | DBT              | CORP              | US        |      3564 | PA      | $5185.82      | 0.00%             | 2171-06-07      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Co.                                            | Kraft Heinz Foods Co.                                                                      | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13094.27     | 0.00%             | 2049-10-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| SURA Asset Management SA                                         | SURA Asset Management SA                                                                   | CUSIP: N/A<br>LEI: 549300013ETMS1C0EA22       | Long             | DBT              | CORP              | CO        |    451000 | PA      | $445728.94    | 0.04%             | 2024-04-17      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                          | BNP Paribas Issuance BV                                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      7281 | NS      | $1653792.69   | 0.14%             | 2023-03-13      | Fixed         | 16.14%                | No            | 2                  | On Loan: No      |
| RealPage, Inc.                                                   | RealPage, Inc., 1st Lien Term Loan                                                         | CUSIP: 75605VAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    609442 | PA      | $593523.80    | 0.05%             | 2028-04-24      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| Sinclair Television Group, Inc.                                  | Sinclair Television Group, Inc.                                                            | CUSIP: 829259BA7<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    958000 | PA      | $761610.00    | 0.06%             | 2030-12-01      | 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        |       200 | NS      | $93237.32     | 0.01%             | 2023-02-23      | Fixed         | 11.11%                | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust, Series 2016-NXS5, Class B                           | CUSIP: 95000CBG7<br>LEI: 549300SGFUCMB43V8P22 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $232828.33    | 0.02%             | 2059-01-15      | Variable      | 4.95%                 | No            | 2                  | On Loan: No      |
| Shell plc                                                        | Shell plc                                                                                  | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |     21158 | NS      | $621152.13    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Callon Petroleum Co.                                             | Callon Petroleum Co.                                                                       | CUSIP: 13123XBD3<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    967000 | PA      | $966477.82    | 0.08%             | 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        |    204911 | PA      | $204591.02    | 0.02%             | 2024-05-15      | Variable      | 7.82%                 | No            | 2                  | On Loan: No      |
| SRS Distribution, Inc.                                           | SRS Distribution, Inc.                                                                     | CUSIP: 78471RAC0<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |    954000 | PA      | $820354.14    | 0.07%             | 2029-07-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Apache Corp.                                                     | Apache Corp.                                                                               | CUSIP: 037411BF1<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    168000 | PA      | $153693.12    | 0.01%             | 2030-01-15      | Fixed         | 4.25%                 | 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        |    186145 | PA      | $184214.77    | 0.02%             | 2028-09-01      | Variable      | 7.07%                 | No            | 2                  | On Loan: No      |
| Dominican Republic                                               | Dominican Republic Government Bond                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |    587000 | PA      | $584908.81    | 0.05%             | 2027-01-25      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Lumen Technologies, Inc.                                         | Lumen Technologies, Inc.                                                                   | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    468000 | PA      | $314730.00    | 0.03%             | 2029-01-15      | Fixed         | 4.50%                 | 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        |    480350 | PA      | $371070.21    | 0.03%             | 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        |     91192 | PA      | $91123.77     | 0.01%             | 2028-10-27      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| Permian Resources Operating LLC                                  | Permian Resources Operating LLC                                                            | CUSIP: 19416MAA7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139916.00    | 0.01%             | 2026-02-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| MSC Industrial Direct Co., Inc.                                  | MSC Industrial Direct Co., Inc., Class A                                                   | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |      3960 | NS      | $327492.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4143.92      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                                   | Wyndham Hotels & Resorts, Inc.                                                             | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |     59000 | PA      | $54416.03     | 0.00%             | 2028-08-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Petroleo Brasileiro SA                                           | Petroleo Brasileiro SA (Preference)                                                        | CUSIP: N/A<br>LEI: 5493000J801JZRCMFE49       | Long             | EP               | CORP              | BR        |     80374 | NS      | $414512.80    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| eG Global Finance plc                                            | eG Global Finance plc                                                                      | CUSIP: 28228PAA9<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $371500.00    | 0.03%             | 2025-02-07      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Tata Consultancy Services Ltd.                                   | Tata Consultancy Services Ltd.                                                             | CUSIP: N/A<br>LEI: 335800ZJKU9GPQRE2U66       | Long             | EC               | CORP              | IN        |     22198 | NS      | $916193.02    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| BX Trust                                                         | BX Trust, Series 2021-LBA, Class GJV                                                       | CUSIP: 05609BAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    469000 | PA      | $431721.96    | 0.04%             | 2036-02-15      | Floating      | 7.46%                 | No            | 2                  | On Loan: No      |
| Ukraine                                                          | Ukraine Government Bond                                                                    | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    340000 | PA      | $77626.25     | 0.01%             | 2025-09-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| BlackRock Funds V                                                | BlackRock Floating Rate Income Portfolio, Class K Shares                                   | CUSIP: 09260B739<br>LEI: NKCTR56VMOQV9WKO8Q71 | Long             |  | RF                | US        |   1089361 | NS      | $10425184.64  | 0.86%             |  |  |  | No            | 1                  | On Loan: No      |
| Mileage Plus Holdings LLC                                        | Mileage Plus Holdings LLC, Term Loan                                                       | CUSIP: 59921PAB2<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    339118 | PA      | $353191.36    | 0.03%             | 2027-06-21      | Variable      | 10.00%                | No            | 2                  | On Loan: No      |
| N/A                                                              | U.S. Treasury Ultra Bond                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        55 | NC      | $479031.46    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Arab Republic of Egypt                                           | Arab Republic of Egypt                                                                     | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $129500.00    | 0.01%             | 2061-02-16      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Connect Finco SARL                                               | Connect Finco SARL                                                                         | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1883812.50   | 0.16%             | 2026-10-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                | CIFC Funding Ltd., Series 2017-1A, Class D                                                 | CUSIP: 12551AAJ4<br>LEI: 549300X1SKS4LNS5LQ62 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $484030.20    | 0.04%             | 2029-04-23      | Floating      | 8.32%                 | No            | 2                  | On Loan: No      |
| CarVal CLO I Ltd.                                                | CarVal CLO I Ltd., Series 2018-1A, Class D                                                 | CUSIP: 146865AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $940697.20    | 0.08%             | 2031-07-16      | Floating      | 7.68%                 | No            | 2                  | On Loan: No      |
| Genesee & Wyoming, Inc.                                          | Genesee & Wyoming, Inc., Term Loan                                                         | CUSIP: 55316HAB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |    174298 | PA      | $173916.05    | 0.01%             | 2026-12-30      | Variable      | 6.73%                 | No            | 2                  | On Loan: No      |
| Constellium SE                                                   | Constellium SE                                                                             | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    436000 | PA      | $370796.20    | 0.03%             | 2029-04-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp.                                           | Tenet Healthcare Corp.                                                                     | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    122000 | PA      | $117425.00    | 0.01%             | 2027-02-01      | Fixed         | 6.25%                 | 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        |      9435 | NS      | $537692.52    | 0.04%             | 2023-03-03      | Fixed         | 15.04%                | No            | 2                  | On Loan: No      |
| BP Capital Markets plc                                           | BP Capital Markets plc                                                                     | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    675000 | PA      | $630281.25    | 0.05%             | 2030-03-22      | Variable      | 4.88%                 | No            | 2                  | On Loan: No      |
| Country Garden Holdings Co. Ltd.                                 | Country Garden Holdings Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | DBT              | CORP              | KY        |    300000 | PA      | $172500.00    | 0.01%             | 2031-01-12      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| TruGreen Ltd. Partnership                                        | TruGreen Ltd. Partnership, 1st Lien Term Loan                                              | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |    169547 | PA      | $156916.12    | 0.01%             | 2027-11-02      | Variable      | 8.57%                 | No            | 2                  | On Loan: No      |
| Perrigo Co. PLC                                                  | Perrigo Co. PLC, Term Loan B                                                               | CUSIP: 71429TAC4<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |    110000 | PA      | $110137.50    | 0.01%             | 2029-04-20      | Variable      | 7.16%                 | No            | 3                  | On Loan: No      |
| Anchorage Capital CLO Ltd.                                       | Anchorage Capital CLO Ltd., Series 2018-1RA, Class E                                       | CUSIP: 03329BAA1<br>LEI: 549300L8BI45FDIJHO17 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $868832.40    | 0.07%             | 2031-04-13      | Floating      | 10.32%                | 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        |    303525 | PA      | $303145.27    | 0.03%             | 2028-10-18      | Variable      | 8.59%                 | No            | 2                  | On Loan: No      |
| Flutter Entertainment plc                                        | Flutter Entertainment plc, Term Loan B                                                     | CUSIP: N8233BAE2<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    206482 | PA      | $206767.45    | 0.02%             | 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        |    128000 | PA      | $110393.60    | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Continuum Energy Levanter Pte. Ltd.                              | Continuum Energy Levanter Pte. Ltd.                                                        | CUSIP: N/A<br>LEI: 254900MFSMO37F3WJ232       | Long             | DBT              | CORP              | SG        |    212850 | PA      | $190500.75    | 0.02%             | 2027-02-09      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Calpine Corp.                                                    | Calpine Corp.                                                                              | CUSIP: 131347CK0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     41000 | PA      | $39654.34     | 0.00%             | 2026-06-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $0.02         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ATI, Inc.                                                        | ATI, Inc.                                                                                  | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     83000 | PA      | $75955.79     | 0.01%             | 2029-10-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Empresa Nacional del Petroleo                                    | Empresa Nacional del Petroleo                                                              | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | NUSS              | CL        |    243000 | PA      | $228465.56    | 0.02%             | 2026-08-05      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Seaworld Parks & Entertainment, Inc.                             | Seaworld Parks & Entertainment, Inc., Term Loan                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     75000 | PA      | $74718.75     | 0.01%             | 2028-08-25      | Variable      | 7.62%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     13500 | NS      | $206847.16    | 0.02%             | 2023-02-09      | Fixed         | 27.66%                | No            | 2                  | On Loan: No      |
| Calpine Corp.                                                    | Calpine Corp., Term Loan                                                                   | CUSIP: 13134MBS1<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |     72296 | PA      | $72045.24     | 0.01%             | 2026-08-12      | Variable      | 6.57%                 | No            | 2                  | On Loan: No      |
| WR Grace Holdings LLC                                            | WR Grace Holdings LLC                                                                      | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    480000 | PA      | $445344.00    | 0.04%             | 2027-06-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| TML Holdings Pte. Ltd.                                           | TML Holdings Pte. Ltd.                                                                     | CUSIP: N/A<br>LEI: 254900EBGMM47QH02V57       | Long             | DBT              | CORP              | SG        |    300000 | PA      | $275025.00    | 0.02%             | 2026-06-09      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Installed Building Products, Inc.                                | Installed Building Products, Inc.                                                          | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |     53000 | PA      | $48751.79     | 0.00%             | 2028-02-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Ameren Corp.                                                     | Ameren Corp.                                                                               | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      5242 | NS      | $455372.54    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas Issuance BV                                          | BNP Paribas Issuance BV, Series YCD7                                                       | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     11479 | NS      | $1214238.56   | 0.10%             | 2023-02-08      | Floating      | 11.57%                | No            | 2                  | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3.01         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hilcorp Energy I LP                                              | Hilcorp Energy I LP                                                                        | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $11096.40     | 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        |     71000 | PA      | $64698.75     | 0.01%             | 2028-11-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| United Airlines Pass-Through Trust                               | United Airlines Pass-Through Trust, Series 2020-1, Class A                                 | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320677 | PA      | $324487.87    | 0.03%             | 2027-10-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                                      | Allied Universal Holdco LLC                                                                | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    451000 | PA      | $389005.54    | 0.03%             | 2028-06-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Hungary                                                          | Hungary Government Bond                                                                    | CUSIP: 445545AT3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $211250.00    | 0.02%             | 2052-09-25      | Fixed         | 6.75%                 | 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        |     93006 | NS      | $2218305.79   | 0.18%             | 2023-02-22      | Fixed         | 22.64%                | No            | 2                  | On Loan: No      |
| USIC Holdings, Inc.                                              | USIC Holdings, Inc., 1st Lien Term Loan                                                    | CUSIP: 90290HAP7<br>LEI: 5493009ZYUWB7X699U62 | Long             | LON              | CORP              | US        |    150528 | PA      | $146044.08    | 0.01%             | 2028-05-12      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| CMS Energy Corp.                                                 | CMS Energy Corp.                                                                           | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     10006 | NS      | $632279.14    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Islamic Republic of Pakistan                                     | Islamic Republic of Pakistan                                                               | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |    600000 | PA      | $258066.00    | 0.02%             | 2026-04-08      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SS&C Technologies Holdings, Inc.                                 | SS&C Technologies Holdings, Inc.                                                           | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |     27460 | NS      | $1657211.00   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Yango Justice International Ltd.                                 | Yango Justice International Ltd.                                                           | CUSIP: N/A<br>LEI: 3003007ELD2HAYCXPT77       | Long             | DBT              | CORP              | HK        |    250000 | PA      | $5000.00      | 0.00%             | 2022-09-15      | Fixed         | 10.25%                | No            | 2                  | On Loan: No      |
| L3Harris Technologies, Inc.                                      | L3Harris Technologies, Inc.                                                                | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      6410 | NS      | $1376996.20   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Discovery Purchaser Corp.                                        | Discovery Purchaser Corp., 1st Lien Term Loan                                              | CUSIP: 25471NAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    199000 | PA      | $190086.79    | 0.02%             | 2029-10-04      | Variable      | 8.96%                 | No            | 2                  | On Loan: No      |
| SRS Distribution, Inc.                                           | SRS Distribution, Inc., Term Loan                                                          | CUSIP: 78466YAQ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74475 | PA      | $71729.44     | 0.01%             | 2028-06-02      | Variable      | 8.16%                 | 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        |     12425 | NS      | $1707354.56   | 0.14%             | 2023-03-01      | Fixed         | 14.99%                | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                                           | CUSIP: 06369P528<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      9600 | NS      | $413925.38    | 0.03%             | 2023-03-02      | Fixed         | 22.18%                | No            | 2                  | On Loan: No      |
| PetSmart LLC                                                     | PetSmart LLC, Term Loan                                                                    | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    301350 | PA      | $298902.90    | 0.02%             | 2028-02-11      | Variable      | 8.41%                 | No            | 2                  | On Loan: No      |
| Caesars Entertainment, Inc.                                      | Caesars Entertainment, Inc., Term Loan                                                     | CUSIP: 12768EAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    142000 | PA      | $141802.62    | 0.01%             | 2030-01-20      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Neptune Bidco US, Inc.                                           | Neptune Bidco US, Inc.                                                                     | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    154000 | PA      | $149692.62    | 0.01%             | 2029-04-15      | Fixed         | 9.29%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                          | BNP Paribas Issuance BV                                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      1700 | NS      | $204746.31    | 0.02%             | 2023-02-23      | Fixed         | 23.25%                | 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        |     68000 | PA      | $62657.92     | 0.01%             | 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        |    248738 | PA      | $243556.93    | 0.02%             | 2025-06-27      | Variable      | 6.27%                 | No            | 2                  | On Loan: No      |
| TICP CLO VII Ltd.                                                | TICP CLO VII Ltd., Series 2017-7A, Class CR                                                | CUSIP: 87248TAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $481623.05    | 0.04%             | 2033-04-15      | Floating      | 6.94%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                           | Palmer Square CLO Ltd., Series 2021-4A, Class E                                            | CUSIP: 69702GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2747920.50   | 0.23%             | 2034-10-15      | Floating      | 10.84%                | 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        |     27000 | PA      | $24138.00     | 0.00%             | 2029-03-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Oakwood Mortgage Investors, Inc.                                 | Oakwood Mortgage Investors, Inc., Series 1998-D, Class M1                                  | CUSIP: 674135EB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    166045 | PA      | $158756.09    | 0.01%             | 2029-01-15      | Fixed         | 7.42%                 | No            | 2                  | On Loan: No      |
| Carnival Corp.                                                   | Carnival Corp.                                                                             | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    896000 | PA      | $743680.00    | 0.06%             | 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        |    400804 | PA      | $398154.86    | 0.03%             | 2027-12-01      | Variable      | 8.32%                 | 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        |    208000 | PA      | $220480.00    | 0.02%             | 2025-11-01      | Variable      | 13.81%                | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                                 | CSC Holdings LLC                                                                           | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    585000 | PA      | $430840.80    | 0.04%             | 2031-11-15      | Fixed         | 4.50%                 | 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        |    161513 | PA      | $161108.87    | 0.01%             | 2026-10-30      | Variable      | 7.52%                 | No            | 2                  | On Loan: No      |
| US Foods, Inc.                                                   | US Foods, Inc., Term Loan B                                                                | CUSIP: 90351HAD0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |    191130 | PA      | $190544.84    | 0.02%             | 2026-09-13      | Variable      | 6.57%                 | 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        |    157533 | PA      | $132984.67    | 0.01%             | 2024-05-27      | Variable      | 7.80%                 | 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        |    176967 | PA      | $176660.85    | 0.01%             | 2026-06-22      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| Zayo Group Holdings, Inc.                                        | Zayo Group Holdings, Inc.                                                                  | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $1629955.00   | 0.13%             | 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        |   2094000 | NS      | $1214300.53   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                           | UBS AG                                                                                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |    120913 | NS      | $1635111.34   | 0.13%             | 2023-02-03      | Fixed         | 23.30%                | No            | 2                  | On Loan: No      |
| Greenwood Park CLO Ltd.                                          | Greenwood Park CLO Ltd., Series 2018-1A, Class D                                           | CUSIP: 39729RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    650000 | PA      | $586625.00    | 0.05%             | 2031-04-15      | Floating      | 7.29%                 | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-OA14, Class 1A1                                        | CUSIP: 02146SAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66654 | PA      | $51425.01     | 0.00%             | 2046-11-25      | Floating      | 4.16%                 | No            | 2                  | On Loan: No      |
| Shui On Development Holding Ltd.                                 | Shui On Development Holding Ltd.                                                           | CUSIP: N/A<br>LEI: 3003005J4J3G9CZFDK52       | Long             | DBT              | CORP              | KY        |    420000 | PA      | $387791.25    | 0.03%             | 2024-08-24      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| Republic of Colombia                                             | Republic of Colombia                                                                       | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    518000 | PA      | $531694.63    | 0.04%             | 2033-04-20      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Outfront Media Capital LLC                                       | Outfront Media Capital LLC                                                                 | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $29227.85     | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Murphy Oil Corp.                                                 | Murphy Oil Corp.                                                                           | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9000.78      | 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        |     87120 | NS      | $2977761.60   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| HealthEquity, Inc.                                               | HealthEquity, Inc.                                                                         | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    562000 | PA      | $503158.60    | 0.04%             | 2029-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| AZZ, Inc.                                                        | AZZ, Inc., Term Loan                                                                       | CUSIP: 00247NAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     46110 | PA      | $46101.70     | 0.00%             | 2029-05-13      | Variable      | 8.80%                 | 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        |   1381057 | PA      | $1371425.41   | 0.11%             | 2057-08-25      | Variable      | 5.33%                 | No            | 2                  | On Loan: No      |
| ENN Energy Holdings Ltd.                                         | ENN Energy Holdings Ltd.                                                                   | CUSIP: N/A<br>LEI: 549300V7BXPWT6WIPR03       | Long             | EC               | CORP              | KY        |     73000 | NS      | $1099871.08   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Constellation Renewables LLC                                     | Constellation Renewables LLC, Term Loan                                                    | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |    202357 | PA      | $201883.59    | 0.02%             | 2027-12-15      | Variable      | 7.24%                 | No            | 2                  | On Loan: No      |
| Sirius XM Radio, Inc.                                            | Sirius XM Radio, Inc.                                                                      | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    433000 | PA      | $409726.25    | 0.03%             | 2027-08-01      | Fixed         | 5.00%                 | 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        |     74049 | PA      | $73845.37     | 0.01%             | 2029-01-31      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| OLA Netherlands BV                                               | OLA Netherlands BV, Term Loan                                                              | CUSIP: 67935LAB8<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    122267 | PA      | $117376.26    | 0.01%             | 2026-12-15      | Variable      | 10.83%                | No            | 3                  | On Loan: No      |
| Chobani LLC                                                      | Chobani LLC, Term Loan                                                                     | CUSIP: 17026YAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    404860 | PA      | $402203.91    | 0.03%             | 2027-10-25      | Variable      | 8.07%                 | No            | 2                  | On Loan: No      |
| Empresas Publicas de Medellin ESP                                | Empresas Publicas de Medellin ESP                                                          | CUSIP: 29246BAE8<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | NUSS              | CO        |    345000 | PA      | $282749.06    | 0.02%             | 2029-07-18      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Warehouses De Pauw CVA                                           | Warehouses De Pauw CVA                                                                     | CUSIP: N/A<br>LEI: 549300HWDYC5JXC85138       | Long             | EC               | CORP              | BE        |     45408 | NS      | $1439974.00   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Republic of Nigeria                                      | Federal Republic of Nigeria                                                                | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    356000 | PA      | $268780.00    | 0.02%             | 2032-02-16      | Fixed         | 7.88%                 | 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        |    107745 | PA      | $107105.35    | 0.01%             | 2026-04-29      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| Spirit Loyalty Cayman Ltd.                                       | Spirit Loyalty Cayman Ltd.                                                                 | CUSIP: 84859BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    125000 | PA      | $128122.50    | 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        |    475000 | PA      | $438187.50    | 0.04%             | 2029-03-01      | Fixed         | 6.75%                 | 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        |    151515 | PA      | $148248.15    | 0.01%             | 2028-05-01      | Variable      | 8.50%                 | No            | 2                  | On Loan: No      |
| Lear Corp.                                                       | Lear Corp.                                                                                 | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      7410 | NS      | $1080229.80   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Booz Allen Hamilton, Inc.                                        | Booz Allen Hamilton, Inc.                                                                  | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    378000 | PA      | $338782.50    | 0.03%             | 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        |    420000 | PA      | $385350.00    | 0.03%             | 2028-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                            | United Mexican States                                                                      | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $192000.00    | 0.02%             | 2033-05-19      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Zurich Insurance Group AG                                        | Zurich Insurance Group AG                                                                  | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |      3233 | NS      | $1598812.04   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Carnival Corp.                                                   | Carnival Corp., Term Loan                                                                  | CUSIP: P2121YAN8<br>LEI: N/A                  | Long             | LON              | CORP              | PA        |    267690 | PA      | $263101.83    | 0.02%             | 2025-06-30      | Variable      | 7.57%                 | 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        |      5347 | NS      | $563392.69    | 0.05%             | 2023-02-08      | Fixed         | 12.34%                | No            | 2                  | On Loan: No      |
| Med Trust                                                        | Med Trust, Series 2021-MDLN, Class F                                                       | CUSIP: 58403YAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    997038 | PA      | $937151.85    | 0.08%             | 2038-11-15      | Floating      | 8.46%                 | No            | 2                  | On Loan: No      |
| Ascend Learning LLC                                              | Ascend Learning LLC, 2nd Lien Term Loan                                                    | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    125000 | PA      | $108080.00    | 0.01%             | 2029-12-10      | Variable      | 10.32%                | No            | 2                  | On Loan: No      |
| United States of America                                         | U.S. Treasury Notes                                                                        | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12543900 | PA      | $12515480.29  | 1.03%             | 2024-09-30      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Churchill Downs, Inc.                                            | Churchill Downs, Inc., Term Loan B                                                         | CUSIP: 17148PAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     86460 | PA      | $85811.55     | 0.01%             | 2028-03-17      | Variable      | 6.57%                 | No            | 2                  | On Loan: No      |
| Scientific Games International, Inc.                             | Scientific Games International, Inc.                                                       | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33087.45     | 0.00%             | 2029-11-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| BlackRock Liquidity Funds                                        | T-Fund, Institutional Class                                                                | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        | 124575789 | NS      | $124575789.10 | 10.27%            |  |  |  | No            | 1                  | On Loan: No      |
| Gates Global LLC                                                 | Gates Global LLC                                                                           | CUSIP: 36740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    226000 | PA      | $222573.28    | 0.02%             | 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        |    191000 | PA      | $182403.09    | 0.02%             | 2026-01-20      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| SRS Distribution, Inc.                                           | SRS Distribution, Inc.                                                                     | CUSIP: 78471RAD8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |    742000 | PA      | $633860.92    | 0.05%             | 2029-12-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                   | Morgan Stanley Capital I Trust, Series 2018-SUN, Class F                                   | CUSIP: 61691MAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340000 | PA      | $329766.99    | 0.03%             | 2035-07-15      | Floating      | 7.01%                 | No            | 2                  | On Loan: No      |
| Chart Industries, Inc.                                           | Chart Industries, Inc.                                                                     | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     83000 | PA      | $86609.67     | 0.01%             | 2031-01-01      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank (The)                                      | Toronto-Dominion Bank (The)                                                                | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |       800 | NS      | $393238.46    | 0.03%             | 2023-03-06      | Fixed         | 12.82%                | 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        |    186260 | PA      | $185922.93    | 0.02%             | 2027-01-15      | Variable      | 6.57%                 | No            | 2                  | On Loan: No      |
| Arches Buyer, Inc.                                               | Arches Buyer, Inc.                                                                         | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     83000 | PA      | $69720.00     | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BlackRock Allocation Target Shares                               | Series A Portfolio                                                                         | CUSIP: 092480706<br>LEI: 5493001N6IPQ853IL862 | Long             |  | RF                | US        |   3000118 | NS      | $27751089.96  | 2.29%             |  |  |  | No            | N/A                | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                               | Nationstar Mortgage Holdings, Inc.                                                         | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     98000 | PA      | $78890.00     | 0.01%             | 2031-11-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Modern Land China Co. Ltd.                                       | Modern Land China Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: 549300PDOU6AR9Z9IN08       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $11250.00     | 0.00%             | 2021-10-25      | Fixed         | 12.85%                | No            | 2                  | On Loan: No      |
| Envision Healthcare Corp.                                        | Envision Healthcare Corp., Term Loan                                                       | CUSIP: 29373UAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     40885 | PA      | $35672.07     | 0.00%             | 2027-03-31      | Variable      | 12.61%                | No            | 2                  | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $399.52       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| West Japan Railway Co.                                           | West Japan Railway Co.                                                                     | CUSIP: N/A<br>LEI: 353800QGUXHZ7EBCR121       | Long             | EC               | CORP              | JP        |      3700 | NS      | $154950.48    | 0.01%             |  |  |  | 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        |   1250000 | PA      | $1094343.89   | 0.09%             | 2026-05-10      | Variable      | 3.80%                 | No            | 2                  | On Loan: No      |
| Radiate Holdco LLC                                               | Radiate Holdco LLC                                                                         | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1347000 | PA      | $701773.53    | 0.06%             | 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        |    193000 | PA      | $162732.80    | 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        |    994000 | PA      | $924420.00    | 0.08%             | 2026-02-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Buckhorn Park CLO Ltd.                                           | Buckhorn Park CLO Ltd., Series 2019-1A, Class AR                                           | CUSIP: 118382AQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2115000 | PA      | $2073911.05   | 0.17%             | 2034-07-18      | Floating      | 5.91%                 | No            | 2                  | On Loan: No      |
| Kaiser Aluminum Corp.                                            | Kaiser Aluminum Corp.                                                                      | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    399000 | PA      | $337398.39    | 0.03%             | 2031-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Novelis Corp.                                                    | Novelis Corp.                                                                              | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    723000 | PA      | $654546.36    | 0.05%             | 2026-11-15      | Fixed         | 3.25%                 | 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        |    112000 | PA      | $100752.96    | 0.01%             | 2026-09-30      | Fixed         | 6.38%                 | 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        |   1468561 | PA      | $1497432.24   | 0.12%             | 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        |    470000 | PA      | $419963.80    | 0.03%             | 2028-07-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                              | MSCI Emerging Markets E-Mini Index                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       483 | NC      | $121614.90    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Iliad Holding SASU                                               | Iliad Holding SASU                                                                         | CUSIP: 449691AA2<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |   1523000 | PA      | $1442212.47   | 0.12%             | 2026-10-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                        | CUSIP: 83368JFA3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1050000 | PA      | $1063125.00   | 0.09%             | 2025-09-29      | Variable      | 8.00%                 | 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        |    295133 | PA      | $294743.83    | 0.02%             | 2024-12-23      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| Ken Garff Automotive LLC                                         | Ken Garff Automotive LLC                                                                   | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $69761.25     | 0.01%             | 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        |     36304 | NS      | $685306.01    | 0.06%             | 2023-02-16      | Floating      | 13.51%                | No            | 2                  | On Loan: No      |
| BX Trust                                                         | BX Trust, Series 2022-GPA, Class A                                                         | CUSIP: 05608UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1999373.40   | 0.16%             | 2039-10-15      | Floating      | 6.64%                 | No            | 2                  | On Loan: No      |
| Life Time, Inc.                                                  | Life Time, Inc.                                                                            | CUSIP: 53190FAC9<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    205000 | PA      | $199234.38    | 0.02%             | 2026-04-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                 | Fantasia Holdings Group Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $69000.00     | 0.01%             | 2022-10-18      | Fixed         | 12.25%                | No            | 2                  | On Loan: No      |
| EnQuest plc                                                      | EnQuest plc                                                                                | CUSIP: 29357JAC0<br>LEI: 2138008LJU6WFQWOXJ73 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $196540.00    | 0.02%             | 2027-11-01      | Fixed         | 11.62%                | No            | 2                  | On Loan: No      |
| Ecopetrol SA                                                     | Ecopetrol SA                                                                               | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    290000 | PA      | $207676.25    | 0.02%             | 2045-05-28      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Consolidated Communications, Inc.                                | Consolidated Communications, Inc., Term Loan B1                                            | CUSIP: 20903EBB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    111385 | PA      | $100086.98    | 0.01%             | 2027-10-02      | Variable      | 8.06%                 | No            | 2                  | On Loan: No      |
| Liberty Mutual Group, Inc.                                       | Liberty Mutual Group, Inc.                                                                 | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    850000 | PA      | $726750.00    | 0.06%             | 2051-12-15      | Variable      | 4.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | N/A       |     63907 | NS      | $53180.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Alliant Holdings Intermediate LLC                                | Alliant Holdings Intermediate LLC                                                          | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    841000 | PA      | $770738.66    | 0.06%             | 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        |    187123 | PA      | $183668.61    | 0.02%             | 2028-06-08      | Variable      | 8.33%                 | No            | 2                  | On Loan: No      |
| Crescent Energy Finance LLC                                      | Crescent Energy Finance LLC                                                                | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    159000 | PA      | $158753.55    | 0.01%             | 2028-02-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Assura plc                                                       | Assura plc                                                                                 | CUSIP: N/A<br>LEI: 21380026T19N2Y52XF72       | Long             | EC               | CORP              | GB        |   3450426 | NS      | $2371525.67   | 0.20%             |  |  |  | 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        |     92825 | PA      | $88299.78     | 0.01%             | 2028-04-06      | Variable      | 9.13%                 | No            | 2                  | On Loan: No      |
| Frontier Communications Holdings LLC                             | Frontier Communications Holdings LLC                                                       | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    217000 | PA      | $207217.64    | 0.02%             | 2027-10-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Burgan Bank SAK                                                  | Burgan Bank SAK                                                                            | CUSIP: N/A<br>LEI: 558600NC81HKXMFSTY52       | Long             | DBT              | CORP              | KW        |    200000 | PA      | $184412.50    | 0.02%             | 2024-07-09      | Variable      | 5.75%                 | 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        |      2776 | NS      | $769174.08    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Realogy Group LLC                                                | Realogy Group LLC                                                                          | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    287000 | PA      | $223153.98    | 0.02%             | 2029-01-15      | Fixed         | 5.75%                 | 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        |    206470 | PA      | $169563.49    | 0.01%             | 2030-01-24      | Variable      | 10.68%                | No            | 2                  | On Loan: No      |
| Fortune Star BVI Ltd.                                            | Fortune Star BVI Ltd.                                                                      | CUSIP: N/A<br>LEI: 2549008CU8NYQQRSNU62       | Long             | DBT              | CORP              | VG        |    250000 | PA      | $194531.25    | 0.02%             | 2027-01-27      | Fixed         | 5.05%                 | 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        |    218635 | PA      | $216136.32    | 0.02%             | 2024-09-13      | Variable      | 8.32%                 | No            | 2                  | On Loan: No      |
| Informatica LLC                                                  | Informatica LLC, Term Loan                                                                 | CUSIP: 45673YAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    348850 | PA      | $347650.02    | 0.03%             | 2028-10-27      | Variable      | 7.38%                 | 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        |    228464 | PA      | $222181.67    | 0.02%             | 2027-11-18      | Variable      | 7.73%                 | No            | 3                  | On Loan: No      |
| Compass Group Diversified Holdings LLC                           | Compass Group Diversified Holdings LLC                                                     | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    165000 | PA      | $148463.70    | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Standard Industries, Inc.                                        | Standard Industries, Inc.                                                                  | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     13000 | PA      | $10324.83     | 0.00%             | 2031-01-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Yuzhou Group Holdings Co. Ltd.                                   | Yuzhou Group Holdings Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 213800MP59KHGJSPHE82       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $30000.00     | 0.00%             | 2026-08-12      | Fixed         | 7.85%                 | No            | 2                  | On Loan: No      |
| Invesco CLO Ltd.                                                 | Invesco CLO Ltd., Series 2022-1A, Class D                                                  | CUSIP: 460988AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $711455.33    | 0.06%             | 2035-04-20      | Floating      | 7.69%                 | No            | 2                  | On Loan: No      |
| MOL Hungarian Oil & Gas plc                                      | MOL Hungarian Oil & Gas plc                                                                | CUSIP: N/A<br>LEI: 213800R83KX5FQFGXS67       | Long             | EC               | CORP              | HU        |     68829 | NS      | $514368.56    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Siemens AG                                                       | Siemens AG (Registered)                                                                    | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |      1871 | NS      | $292260.07    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Endeavour Mining plc                                             | Endeavour Mining plc                                                                       | CUSIP: N/A<br>LEI: 529900NI5MXQ91GHXR07       | Long             | EC               | CORP              | GB        |      8004 | NS      | $188857.25    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| American Airlines, Inc.                                          | American Airlines, Inc.                                                                    | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    997000 | PA      | $1109715.84   | 0.09%             | 2025-07-15      | Fixed         | 11.75%                | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                     | Verizon Communications, Inc.                                                               | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     33826 | NS      | $1406146.82   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Hilcorp Energy I LP                                              | Hilcorp Energy I LP                                                                        | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $49946.52     | 0.00%             | 2028-11-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Crestwood Midstream Partners LP                                  | Crestwood Midstream Partners LP                                                            | CUSIP: 67421QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $32478.89     | 0.00%             | 2029-04-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                               | J.P. Morgan Structured Products BV, Series WMVE                                            | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      2500 | NS      | $316693.84    | 0.03%             | 2023-03-13      | Fixed         | 16.14%                | No            | 2                  | On Loan: No      |
| Enact Holdings, Inc.                                             | Enact Holdings, Inc.                                                                       | CUSIP: 37255LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    488000 | PA      | $480680.00    | 0.04%             | 2025-08-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| SM Energy Co.                                                    | SM Energy Co.                                                                              | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113200.83    | 0.01%             | 2026-09-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Weber                                                            | Weber-Stephen Products LLC, Term Loan B                                                    | CUSIP: 94767KAN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    292931 | PA      | $255728.74    | 0.02%             | 2027-10-30      | Variable      | 7.82%                 | No            | 2                  | On Loan: No      |
| Li Ning Co. Ltd.                                                 | Li Ning Co. Ltd.                                                                           | CUSIP: N/A<br>LEI: 529900T77L2FV3FZ3U81       | Long             | EC               | CORP              | KY        |     96500 | NS      | $953966.60    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Hilcorp Energy I LP                                              | Hilcorp Energy I LP                                                                        | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6507.57      | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                               | J.P. Morgan Structured Products BV, Series WMVF                                            | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     24900 | NS      | $408067.94    | 0.03%             | 2023-03-13      | Fixed         | 16.98%                | No            | 2                  | On Loan: No      |
| Fortune Star BVI Ltd.                                            | Fortune Star BVI Ltd.                                                                      | CUSIP: N/A<br>LEI: 2549008CU8NYQQRSNU62       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $194500.00    | 0.02%             | 2023-07-02      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| White Cap Parent LLC                                             | White Cap Parent LLC                                                                       | CUSIP: 96351CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    174000 | PA      | $158775.00    | 0.01%             | 2026-03-15      | Fixed         | 8.25%                 | 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        |    178900 | PA      | $178377.61    | 0.01%             | 2028-11-24      | Variable      | 7.80%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                                      | Allied Universal Holdco LLC                                                                | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2199000 | PA      | $2117087.25   | 0.17%             | 2026-07-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Periama Holdings LLC                                             | Periama Holdings LLC                                                                       | CUSIP: N/A<br>LEI: 254900NINXO00BLT2Z47       | Long             | DBT              | CORP              | US        |    365000 | PA      | $350354.38    | 0.03%             | 2026-04-19      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                            | NextEra Energy Capital Holdings, Inc.                                                      | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1898000 | PA      | $1658109.29   | 0.14%             | 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        |     22794 | NS      | $2986299.97   | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| Oriental Republic of Uruguay                                     | Oriental Republic of Uruguay                                                               | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    474050 | PA      | $525484.43    | 0.04%             | 2034-10-28      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Trans Union LLC                                                  | Trans Union LLC, Term Loan B5                                                              | CUSIP: 89334GAX2<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    213801 | PA      | $212464.63    | 0.02%             | 2026-11-16      | Variable      | 6.32%                 | No            | 2                  | On Loan: No      |
| Sixth Street CLO XVI Ltd.                                        | Sixth Street CLO XVI Ltd., Series 2020-16A, Class A1A                                      | CUSIP: 83012DAA1<br>LEI: 549300YD05LZSDNMVF16 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $989835.00    | 0.08%             | 2032-10-20      | Floating      | 6.13%                 | No            | 2                  | On Loan: No      |
| Humana, Inc.                                                     | Humana, Inc.                                                                               | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      1167 | NS      | $597153.90    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| AES Panama Generation Holdings SRL                               | AES Panama Generation Holdings SRL                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | PA        |    270000 | PA      | $240350.63    | 0.02%             | 2030-05-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| EnLink Midstream Partners LP                                     | EnLink Midstream Partners LP                                                               | CUSIP: 29336UAG2<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     46000 | PA      | $38264.67     | 0.00%             | 2047-06-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Dominican Republic                                               | Dominican Republic Government Bond                                                         | CUSIP: 25714PEP9<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |    261000 | PA      | $244981.13    | 0.02%             | 2029-02-22      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Sotheby's                                                        | Sotheby's, Term Loan                                                                       | CUSIP: 08883CAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    305710 | PA      | $304181.81    | 0.03%             | 2027-01-15      | Variable      | 9.33%                 | No            | 2                  | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust                       | BAMLL Commercial Mortgage Securities Trust, Series 2018-DSNY, Class D                      | CUSIP: 054967AL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1058444 | PA      | $1029189.67   | 0.08%             | 2034-09-15      | Floating      | 6.16%                 | No            | 2                  | On Loan: No      |
| OT Merger Corp.                                                  | OT Merger Corp.                                                                            | CUSIP: 688777AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94000 | PA      | $60357.40     | 0.00%             | 2029-10-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Sands China Ltd.                                                 | Sands China Ltd.                                                                           | CUSIP: N/A<br>LEI: 549300EVO6UZDGY05787       | Long             | EC               | CORP              | KY        |    317200 | NS      | $1189527.44   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Dun & Bradstreet Corp. (The)                                     | Dun & Bradstreet Corp. (The), Term Loan                                                    | CUSIP: 26483NAN0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |    655781 | PA      | $654023.02    | 0.05%             | 2026-02-06      | Variable      | 7.77%                 | No            | 2                  | On Loan: No      |
| Graftech International Ltd.                                      | Graftech International Ltd., Term Loan                                                     | CUSIP: 38431EAB4<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | LON              | CORP              | US        |     48586 | PA      | $48150.23     | 0.00%             | 2025-02-12      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| ERO Copper Corp.                                                 | ERO Copper Corp.                                                                           | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |    149000 | PA      | $126743.13    | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Paychex, Inc.                                                    | Paychex, Inc.                                                                              | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |     11638 | NS      | $1348378.68   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Arko Corp.                                                       | Arko Corp.                                                                                 | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    149000 | PA      | $118112.30    | 0.01%             | 2029-11-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp.                                                  | Microsoft Corp.                                                                            | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     14455 | NS      | $3582093.55   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                             | Clear Channel Outdoor Holdings, Inc.                                                       | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1050000 | PA      | $855750.00    | 0.07%             | 2029-06-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Avianca Midco 2 plc                                              | Avianca Midco 2 plc                                                                        | CUSIP: 05368PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    254156 | PA      | $190617.00    | 0.02%             | 2028-12-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Hungary                                                          | Hungary Government Bond                                                                    | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    555000 | PA      | $548756.25    | 0.05%             | 2029-06-16      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Merrill Lynch International & Co. CV                             | Merrill Lynch International & Co. CV                                                       | CUSIP: N/A<br>LEI: AHYI0DDQ2LCHPGHJC422       | Long             | SN               | CORP              | CW        |     15100 | NS      | $720762.42    | 0.06%             | 2023-02-23      | Fixed         | 22.02%                | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                         | Mizuho Markets Cayman LP                                                                   | CUSIP: 6068FT804<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |     12280 | NS      | $896684.41    | 0.07%             | 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        |      4457 | NS      | $491668.59    | 0.04%             | 2023-02-10      | Fixed         | 16.31%                | No            | 2                  | On Loan: No      |
| Medco Oak Tree Pte. Ltd.                                         | Medco Oak Tree Pte. Ltd.                                                                   | CUSIP: N/A<br>LEI: 254900AU06KP3JTGZL51       | Long             | DBT              | CORP              | SG        |    400000 | PA      | $397400.00    | 0.03%             | 2026-05-14      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Six Flags Theme Parks, Inc.                                      | Six Flags Theme Parks, Inc.                                                                | CUSIP: 83001WAC8<br>LEI: 5493003MX0ZXTM8EVY68 | Long             | DBT              | CORP              | US        |    217000 | PA      | $219368.05    | 0.02%             | 2025-07-01      | Fixed         | 7.00%                 | 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        |     48019 | PA      | $39879.99     | 0.00%             | 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        |   1189000 | PA      | $1107071.88   | 0.09%             | 2027-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Redsun Properties Group Ltd.                                     | Redsun Properties Group Ltd.                                                               | CUSIP: N/A<br>LEI: 549300TYWIIKAOK07L47       | Long             | DBT              | CORP              | KY        |    712000 | PA      | $137060.00    | 0.01%             | 2022-10-03      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| Industrial & Commercial Bank of China Ltd.                       | Industrial & Commercial Bank of China Ltd.                                                 | CUSIP: N/A<br>LEI: 5493002ERZU2K9PZDL40       | Long             | DBT              | NUSS              | CN        |    390000 | PA      | $369885.75    | 0.03%             | 2026-09-24      | Variable      | 3.20%                 | No            | 2                  | On Loan: No      |
| HAT Holdings I LLC                                               | HAT Holdings I LLC                                                                         | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    128000 | PA      | $113600.00    | 0.01%             | 2026-06-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| LABL, Inc.                                                       | LABL, Inc., Term Loan                                                                      | CUSIP: 50168EAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    153152 | PA      | $149158.84    | 0.01%             | 2028-10-29      | Variable      | 9.57%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                               | J.P. Morgan Structured Products BV, Series MTN6                                            | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      1600 | NS      | $253353.15    | 0.02%             | 2023-03-09      | Fixed         | 11.46%                | No            | 2                  | On Loan: No      |
| Sands China Ltd.                                                 | Sands China Ltd.                                                                           | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $181000.00    | 0.01%             | 2030-06-18      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Vodafone Group plc                                               | Vodafone Group plc                                                                         | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    955000 | PA      | $983564.05    | 0.08%             | 2079-04-04      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                        | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      7900 | NS      | $535868.09    | 0.04%             | 2023-02-06      | Fixed         | 27.26%                | No            | 2                  | On Loan: No      |
| Rogers Communications, Inc.                                      | Rogers Communications, Inc., Class B                                                       | CUSIP: 775109200<br>LEI: 54930030NVF3Y2OL0A78 | Long             | EC               | CORP              | CA        |     11256 | NS      | $547255.38    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Vmed O2 UK Financing I plc                                       | Vmed O2 UK Financing I plc                                                                 | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   1106000 | PA      | $940129.05    | 0.08%             | 2031-07-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Transocean, Inc.                                                 | Transocean, Inc.                                                                           | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    801000 | PA      | $825831.00    | 0.07%             | 2030-02-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Virgin Media Vendor Financing Notes IV DAC                       | Virgin Media Vendor Financing Notes IV DAC                                                 | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |    957000 | PA      | $868573.20    | 0.07%             | 2028-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Churchill Downs, Inc.                                            | Churchill Downs, Inc., Facility Term Loan B                                                | CUSIP: 17148PAD3<br>LEI: 529900FODTBQC8MIS994 | Long             | LON              | CORP              | US        |    266142 | PA      | $265558.67    | 0.02%             | 2024-12-27      | Variable      | 6.57%                 | No            | 2                  | On Loan: No      |
| Midwest Gaming Borrower LLC                                      | Midwest Gaming Borrower LLC                                                                | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    192000 | PA      | $168008.03    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Prologis, Inc.                                                   | Prologis, Inc.                                                                             | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     24619 | NS      | $3182744.32   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Gold Fields Ltd.                                                 | Gold Fields Ltd.                                                                           | CUSIP: N/A<br>LEI: 5299003KXIBJQYCBBD72       | Long             | EC               | CORP              | ZA        |     45226 | NS      | $515481.23    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Danske Bank A/S                                                  | Danske Bank A/S                                                                            | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |   1805000 | PA      | $1750958.30   | 0.14%             | 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        |     39812 | PA      | $38061.90     | 0.00%             | 2026-10-10      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| Kimberly-Clark Corp.                                             | Kimberly-Clark Corp.                                                                       | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      1960 | NS      | $254819.60    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Hostess Brands LLC                                               | Hostess Brands LLC, 1st Lien Term Loan B                                                   | CUSIP: 44108HAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     95319 | PA      | $95283.13     | 0.01%             | 2025-08-03      | Variable      | 7.08%                 | 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        |    162938 | PA      | $161733.39    | 0.01%             | 2028-09-29      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| Range Resources Corp.                                            | Range Resources Corp.                                                                      | CUSIP: 75281AAS8<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |     49000 | PA      | $47273.12     | 0.00%             | 2025-05-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Regatta XXIII Funding Ltd.                                       | Regatta XXIII Funding Ltd., Series 2021-4A, Class D                                        | CUSIP: 75889FAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $953260.20    | 0.08%             | 2035-01-20      | Floating      | 7.86%                 | 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        |     84000 | PA      | $83352.36     | 0.01%             | 2025-03-11      | Variable      | 6.32%                 | 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        |    103894 | PA      | $92465.83     | 0.01%             | 2029-08-02      | Variable      | 11.31%                | No            | 2                  | On Loan: No      |
| OCP CLO Ltd.                                                     | OCP CLO Ltd., Series 2015-10A, Class ER2                                                   | CUSIP: 67092EAJ6<br>LEI: 254900FZYL5HDKV64882 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $908478.00    | 0.07%             | 2034-01-26      | Floating      | 11.32%                | No            | 2                  | On Loan: No      |
| OCP SA                                                           | OCP SA                                                                                     | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |    217000 | PA      | $168175.00    | 0.01%             | 2051-06-23      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Arconic Corp.                                                    | Arconic Corp.                                                                              | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |    657000 | PA      | $631241.36    | 0.05%             | 2028-02-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-23137.37    | -0.00%            |  |  |  | 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        |    261517 | PA      | $234957.33    | 0.02%             | 2029-02-23      | Variable      | 10.65%                | No            | 2                  | On Loan: No      |
| AIG CLO LLC                                                      | AIG CLO LLC, Series 2018-1A, Class DR                                                      | CUSIP: 00141UAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $467872.45    | 0.04%             | 2032-04-20      | Floating      | 7.91%                 | 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        |    208426 | PA      | $109423.83    | 0.01%             | 2024-08-28      | Variable      | 8.26%                 | No            | 3                  | On Loan: No      |
| Pertamina Persero PT                                             | Pertamina Persero PT                                                                       | CUSIP: 69370RAD9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |    392000 | PA      | $361663.12    | 0.03%             | 2029-07-30      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp., Series RR                                                           | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1225260.00   | 0.10%             | 2027-01-27      | Variable      | 4.38%                 | No            | 2                  | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                 | Fantasia Holdings Group Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |    218000 | PA      | $37605.00     | 0.00%             | 2023-01-09      | Fixed         | 10.88%                | No            | 2                  | On Loan: No      |
| Central Parent, Inc.                                             | Central Parent, Inc.                                                                       | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1207000 | PA      | $1203853.47   | 0.10%             | 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        |     12480 | NS      | $1586832.00   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| CSMC Trust                                                       | CSMC Trust, Series 2022-NWPT, Class A                                                      | CUSIP: 12663MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2477816.50   | 0.20%             | 2024-09-09      | Floating      | 7.62%                 | No            | 2                  | On Loan: No      |
| Metis Merger Sub LLC                                             | Metis Merger Sub LLC                                                                       | CUSIP: 59155LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    113000 | PA      | $96332.50     | 0.01%             | 2029-05-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Spectrum Brands, Inc.                                            | Spectrum Brands, Inc.                                                                      | CUSIP: 84762LAV7<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     73000 | PA      | $64324.74     | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Octagon Investment Partners 41 Ltd.                              | Octagon Investment Partners 41 Ltd., Series 2019-2A, Class DR                              | CUSIP: 67592FAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $941540.20    | 0.08%             | 2033-10-15      | Floating      | 7.99%                 | No            | 2                  | On Loan: No      |
| DISH DBS Corp.                                                   | DISH DBS Corp.                                                                             | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    297000 | PA      | $188859.33    | 0.02%             | 2029-06-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Permian Resources Operating LLC                                  | Permian Resources Operating LLC                                                            | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    399000 | PA      | $373983.70    | 0.03%             | 2029-07-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ILPT Commercial Mortgage Trust                                   | ILPT Commercial Mortgage Trust, Series 2022-LPF2, Class A                                  | CUSIP: 449652AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1340000 | PA      | $1339161.70   | 0.11%             | 2039-10-15      | Floating      | 6.72%                 | No            | 2                  | On Loan: No      |
| Parkland Corp.                                                   | Parkland Corp.                                                                             | CUSIP: 70137TAP0<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |    118000 | PA      | $113197.40    | 0.01%             | 2027-07-15      | Fixed         | 5.88%                 | 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        |    208767 | PA      | $182036.36    | 0.02%             | 2028-07-27      | Variable      | 9.58%                 | No            | 2                  | On Loan: No      |
| Southwestern Energy Co.                                          | Southwestern Energy Co.                                                                    | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132228.00    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| American Express Co.                                             | American Express Co.                                                                       | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $1871351.51   | 0.15%             | 2026-09-15      | Variable      | 3.55%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                           | UBS AG                                                                                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     16100 | NS      | $322415.02    | 0.03%             | 2023-02-06      | Fixed         | 22.60%                | No            | 2                  | On Loan: No      |
| Surgery Center Holdings, Inc.                                    | Surgery Center Holdings, Inc.                                                              | CUSIP: 86881WAD4<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122398.02    | 0.01%             | 2027-04-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Restoration Hardware, Inc.                                       | Restoration Hardware, Inc., Term Loan                                                      | CUSIP: 76133MAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     53316 | PA      | $51194.35     | 0.00%             | 2028-10-20      | Variable      | 7.07%                 | No            | 2                  | On Loan: No      |
| Republic of Paraguay                                             | Republic of Paraguay                                                                       | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    455000 | PA      | $405035.31    | 0.03%             | 2050-03-30      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $308.37       | 0.00%             |  |  |  | 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        |     90396 | PA      | $89491.79     | 0.01%             | 2027-11-24      | Variable      | 8.30%                 | No            | 2                  | On Loan: No      |
| Peloton Interactive, Inc.                                        | Peloton Interactive, Inc., Term Loan                                                       | CUSIP: 70614EAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     68655 | PA      | $67997.29     | 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        |    825000 | PA      | $674857.14    | 0.06%             | 2031-02-25      | Variable      | 4.62%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                               | Energy Transfer LP, Series G                                                               | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3425000 | PA      | $3128737.50   | 0.26%             | 2030-05-15      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| Standard Industries, Inc.                                        | Standard Industries, Inc., Term Loan                                                       | CUSIP: 85350EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    144800 | PA      | $144619.24    | 0.01%             | 2028-09-22      | Variable      | 6.43%                 | No            | 2                  | On Loan: No      |
| N/A                                                              | U.S. Treasury 5 Year Note                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       555 | NC      | $703620.60    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Pilot Travel Centers LLC                                         | Pilot Travel Centers LLC, Term Loan B                                                      | CUSIP: 72165NBH1<br>LEI: 549300115UILLXNE1Z49 | Long             | LON              | CORP              | US        |    178206 | PA      | $177711.97    | 0.01%             | 2028-08-04      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| Wilsonart LLC                                                    | Wilsonart LLC, Term Loan E                                                                 | CUSIP: 97246FAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    231022 | PA      | $224162.77    | 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        |     21585 | NS      | $1608945.90   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Simmons Foods, Inc.                                              | Simmons Foods, Inc.                                                                        | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $80544.33     | 0.01%             | 2029-03-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Rockford Tower CLO Ltd.                                          | Rockford Tower CLO Ltd., Series 2018-2A, Class C                                           | CUSIP: 77342KAE0<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $284117.04    | 0.02%             | 2031-10-20      | Floating      | 7.01%                 | No            | 2                  | On Loan: No      |
| Lonza Group AG                                                   | Lonza Group AG (Registered)                                                                | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |      2570 | NS      | $1466034.83   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $0.01         | 0.00%             |  |  |  | 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        |    189915 | PA      | $180893.83    | 0.01%             | 2028-06-23      | Variable      | 9.48%                 | No            | 2                  | On Loan: No      |
| Murphy Oil USA, Inc.                                             | Murphy Oil USA, Inc., Term Loan B                                                          | CUSIP: 62675KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     62880 | PA      | $63115.80     | 0.01%             | 2028-01-31      | Variable      | 6.12%                 | No            | 2                  | On Loan: No      |
| Peraton Corp.                                                    | Peraton Corp., 2nd Lien Term Loan B1                                                       | CUSIP: 71360HAG2<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    189614 | PA      | $183261.90    | 0.02%             | 2029-02-01      | Variable      | 12.22%                | No            | 2                  | On Loan: No      |
| Outfront Media Capital LLC                                       | Outfront Media Capital LLC                                                                 | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    802000 | PA      | $737730.05    | 0.06%             | 2027-08-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| OneMain Finance Corp.                                            | OneMain Finance Corp.                                                                      | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     83000 | PA      | $66187.52     | 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        |    108182 | PA      | $107844.97    | 0.01%             | 2028-10-30      | Variable      | 7.85%                 | No            | 2                  | On Loan: No      |
| JGC Ventures Pte. Ltd.                                           | JGC Ventures Pte. Ltd.                                                                     | CUSIP: N/A<br>LEI: 2549008PR2UO2K6SYH32       | Long             | DBT              | CORP              | SG        |      7484 | PA      | $1581.00      | 0.00%             | 2025-06-30      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Rockcliff Energy II LLC                                          | Rockcliff Energy II LLC                                                                    | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    295000 | PA      | $280615.84    | 0.02%             | 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        |     80223 | PA      | $71118.00     | 0.01%             | 2025-08-04      | Variable      | 9.94%                 | No            | 2                  | On Loan: No      |
| Transurban Group                                                 | Transurban Group                                                                           | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |    223591 | NS      | $2192118.66   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| ACI Worldwide, Inc.                                              | ACI Worldwide, Inc.                                                                        | CUSIP: 004498AB7<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | DBT              | CORP              | US        |    176000 | PA      | $173800.00    | 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        |    281030 | PA      | $280400.03    | 0.02%             | 2028-04-21      | Variable      | 8.57%                 | No            | 2                  | On Loan: No      |
| Stagwell Global LLC                                              | Stagwell Global LLC                                                                        | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     83000 | PA      | $72728.75     | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| WCG Purchaser Corp.                                              | WCG Purchaser Corp., 1st Lien Term Loan                                                    | CUSIP: 23343FAB0<br>LEI: 254900CEZYHAWVXDTS47 | Long             | LON              | CORP              | US        |    159822 | PA      | $153929.45    | 0.01%             | 2027-01-08      | Variable      | 8.57%                 | No            | 2                  | On Loan: No      |
| Silver Creek CLO Ltd.                                            | Silver Creek CLO Ltd., Series 2014-1A, Class DR                                            | CUSIP: 827551AS1<br>LEI: 549300LSJSAR2PPV4U78 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $476979.90    | 0.04%             | 2030-07-20      | Floating      | 8.16%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                   | Morgan Stanley Capital I Trust, Series 2018-MP, Class E                                    | CUSIP: 61691DAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    238000 | PA      | $173382.98    | 0.01%             | 2040-07-11      | Variable      | 4.28%                 | No            | 2                  | On Loan: No      |
| Shenzhen Mindray Bio-Medical Electronics Co. Ltd.                | Shenzhen Mindray Bio-Medical Electronics Co. Ltd., Class A                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     13700 | NS      | $677521.46    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Agile Group Holdings Ltd.                                        | Agile Group Holdings Ltd.                                                                  | CUSIP: N/A<br>LEI: 549300ZRISRT38EEYY07       | Long             | DBT              | CORP              | KY        |    518000 | PA      | $326340.00    | 0.03%             | 2025-01-02      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| LMIRT Capital Pte. Ltd.                                          | LMIRT Capital Pte. Ltd.                                                                    | CUSIP: N/A<br>LEI: 5493009IDXHZSVD2BI70       | Long             | DBT              | CORP              | SG        |    450000 | PA      | $337500.00    | 0.03%             | 2024-06-19      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Graham Packaging Co., Inc.                                       | Graham Packaging Co., Inc.                                                                 | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13109.85     | 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        |    225000 | PA      | $189656.10    | 0.02%             | 2031-12-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Sultanate of Oman                                                | Oman Government Bond                                                                       | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |    427000 | PA      | $407251.25    | 0.03%             | 2047-03-08      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Dun & Bradstreet Corp. (The)                                     | Dun & Bradstreet Corp. (The)                                                               | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |    436000 | PA      | $386078.35    | 0.03%             | 2029-12-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Republic of Guatemala                                            | Republic of Guatemala                                                                      | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    400000 | PA      | $386700.00    | 0.03%             | 2026-05-03      | Fixed         | 4.50%                 | 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        |    341699 | PA      | $337550.76    | 0.03%             | 2026-11-19      | Variable      | 6.32%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                           | Palmer Square CLO Ltd., Series 2015-1A, Class CR4                                          | CUSIP: 69689ABQ2<br>LEI: 5493006ZPBFJJGSXB826 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $466824.25    | 0.04%             | 2034-05-21      | Floating      | 7.53%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                                       | Occidental Petroleum Corp.                                                                 | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     44000 | PA      | $48950.00     | 0.00%             | 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        |   1045000 | PA      | $1040974.66   | 0.09%             | 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        |   1394000 | PA      | $1273475.72   | 0.11%             | 2028-07-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Fortress Transportation & Infrastructure Investors LLC           | Fortress Transportation & Infrastructure Investors LLC                                     | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    331000 | PA      | $291292.83    | 0.02%             | 2028-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| GSAMP Trust                                                      | GSAMP Trust, Series 2006-FM3, Class A1                                                     | CUSIP: 36245TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105145 | PA      | $49557.46     | 0.00%             | 2036-11-25      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                          | BNP Paribas Issuance BV                                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       900 | NS      | $129496.88    | 0.01%             | 2023-02-02      | Fixed         | 14.05%                | No            | 2                  | On Loan: No      |
| Bear Stearns Asset-Backed Securities Trust                       | Bear Stearns Asset-Backed Securities Trust, Series 2004-HE3, Class M2                      | CUSIP: 07384YRY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     51160 | PA      | $49710.28     | 0.00%             | 2034-04-25      | Floating      | 5.44%                 | No            | 2                  | On Loan: No      |
| Raytheon Technologies Corp.                                      | Raytheon Technologies Corp.                                                                | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      9290 | NS      | $927606.50    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                              | Cushman & Wakefield US Borrower LLC                                                        | CUSIP: 23166MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    449000 | PA      | $433433.17    | 0.04%             | 2028-05-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Community Healthcare Trust, Inc.                                 | Community Healthcare Trust, Inc.                                                           | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |     18557 | NS      | $795724.16    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                        | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      2410 | NS      | $1374672.92   | 0.11%             | 2023-02-02      | Fixed         | 15.02%                | No            | 2                  | On Loan: No      |
| Life Mortgage Trust                                              | Life Mortgage Trust, Series 2021-BMR, Class F                                              | CUSIP: 53218CAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    604527 | PA      | $578788.80    | 0.05%             | 2038-03-15      | Floating      | 6.81%                 | 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        |     35910 | PA      | $35850.03     | 0.00%             | 2029-09-19      | Variable      | 9.16%                 | No            | 2                  | On Loan: No      |
| Alliant Energy Corp.                                             | Alliant Energy Corp.                                                                       | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     10329 | NS      | $558075.87    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Elevance Health, Inc.                                            | Elevance Health, Inc.                                                                      | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      1360 | NS      | $679986.40    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Roller Bearing Co. of America, Inc.                              | Roller Bearing Co. of America, Inc.                                                        | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90107.00     | 0.01%             | 2029-10-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Lumen Technologies, Inc.                                         | Lumen Technologies, Inc.                                                                   | CUSIP: 550241AA1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     78000 | PA      | $54032.44     | 0.00%             | 2029-06-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                                      | Goldman Sachs International                                                                | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |       800 | NS      | $81962.73     | 0.01%             | 2023-03-02      | Fixed         | 22.88%                | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                          | BNP Paribas Issuance BV                                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     21804 | NS      | $1140705.70   | 0.09%             | 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        |     21000 | PA      | $18468.66     | 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        |     28940 | PA      | $28200.31     | 0.00%             | 2026-01-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Sino-Ocean Land Treasure IV Ltd.                                 | Sino-Ocean Land Treasure IV Ltd.                                                           | CUSIP: N/A<br>LEI: 213800EAGXDYG9QWS896       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $163375.00    | 0.01%             | 2025-01-13      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                               | J.P. Morgan Structured Products BV, Series MTN5                                            | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      1500 | NS      | $343707.26    | 0.03%             | 2023-03-09      | Fixed         | 13.86%                | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     11800 | NS      | $685947.40    | 0.06%             | 2023-02-09      | Fixed         | 24.39%                | 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        |     67643 | PA      | $50022.04     | 0.00%             | 2026-07-23      | Variable      | 9.57%                 | No            | 2                  | On Loan: No      |
| Fluidra SA                                                       | Fluidra SA, Term Loan                                                                      | CUSIP: 98975VAM8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     52470 | PA      | $51748.54     | 0.00%             | 2029-01-29      | Variable      | 6.66%                 | 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        |    156444 | PA      | $146300.42    | 0.01%             | 2025-03-03      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                                      | Asurion LLC, Term Loan B8                                                                  | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     89567 | PA      | $85509.12     | 0.01%             | 2026-12-23      | Variable      | 7.82%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                     | AbbVie, Inc.                                                                               | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     12112 | NS      | $1789548.00   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $42.65        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Enbridge, Inc.                                                   | Enbridge, Inc.                                                                             | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     27895 | NS      | $1142173.99   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Ecopetrol SA                                                     | Ecopetrol SA                                                                               | CUSIP: 279158AK5<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    475000 | PA      | $458968.75    | 0.04%             | 2025-01-16      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Muthoot Finance Ltd.                                             | Muthoot Finance Ltd.                                                                       | CUSIP: 62828M2B6<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |    212000 | PA      | $208025.00    | 0.02%             | 2023-09-02      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                           | UBS AG                                                                                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     24121 | NS      | $3342026.19   | 0.28%             | 2023-03-01      | Fixed         | 10.10%                | No            | 2                  | On Loan: No      |
| VistaJet Malta Finance plc                                       | VistaJet Malta Finance plc                                                                 | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    122000 | PA      | $107591.80    | 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        |   1610000 | PA      | $1641539.90   | 0.14%             | 2025-12-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| MED ParentCo. LP                                                 | MED ParentCo. LP, 1st Lien Term Loan                                                       | CUSIP: 58401DAC8<br>LEI: 549300660CLPRNK19Z91 | Long             | LON              | CORP              | US        |    209870 | PA      | $187857.03    | 0.02%             | 2026-08-31      | Variable      | 8.82%                 | No            | 2                  | On Loan: No      |
| Romania                                                          | Romania Government Bond                                                                    | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    473000 | PA      | $412663.11    | 0.03%             | 2030-02-08      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Bally's Corp.                                                    | Bally's Corp., Facility Term Loan B                                                        | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |    124542 | PA      | $119638.30    | 0.01%             | 2028-10-02      | Variable      | 7.71%                 | No            | 2                  | On Loan: No      |
| Madison IAQ LLC                                                  | Madison IAQ LLC                                                                            | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    752000 | PA      | $596516.48    | 0.05%             | 2029-06-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Sealed Air Corp.                                                 | Sealed Air Corp.                                                                           | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     21731 | NS      | $1189989.56   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Union Pacific Corp.                                              | Union Pacific Corp.                                                                        | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      1868 | NS      | $381426.92    | 0.03%             |  |  |  | No            | 1                  | 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        |     90102 | PA      | $81908.48     | 0.01%             | 2028-10-02      | Variable      | 8.07%                 | No            | 2                  | On Loan: No      |
| Kingdom of Bahrain                                               | Kingdom of Bahrain                                                                         | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |    267000 | PA      | $241635.00    | 0.02%             | 2032-09-16      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                          | BNP Paribas Issuance BV                                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      4200 | NS      | $558942.91    | 0.05%             | 2023-02-23      | Fixed         | 23.16%                | No            | 2                  | On Loan: No      |
| CLP Holdings Ltd.                                                | CLP Holdings Ltd.                                                                          | CUSIP: N/A<br>LEI: 25490002BUTSMP94GO68       | Long             | EC               | CORP              | HK        |     64000 | NS      | $475515.66    | 0.04%             |  |  |  | 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        |     26453 | PA      | $23596.03     | 0.00%             | 2028-09-30      | Variable      | 1.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3828.47     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BX Trust                                                         | BX Trust, Series 2021-VIEW, Class E                                                        | CUSIP: 05606GAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    536000 | PA      | $493028.18    | 0.04%             | 2036-06-15      | Floating      | 8.06%                 | No            | 2                  | On Loan: No      |
| EQM Midstream Partners LP                                        | EQM Midstream Partners LP                                                                  | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    337000 | PA      | $330937.37    | 0.03%             | 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        |    304172 | PA      | $296543.73    | 0.02%             | 2027-10-01      | Variable      | 8.73%                 | No            | 2                  | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                     | Royal Caribbean Cruises Ltd.                                                               | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    126000 | PA      | $135296.28    | 0.01%             | 2025-06-01      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| Gol Finance SA                                                   | Gol Finance SA                                                                             | CUSIP: 36254VAC2<br>LEI: 5299007RH8MA67ZC6J07 | Long             | DBT              | CORP              | LU        |    218000 | PA      | $149166.50    | 0.01%             | 2026-06-30      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Fertitta Entertainment LLC                                       | Fertitta Entertainment LLC, Term Loan B                                                    | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    580195 | PA      | $572861.32    | 0.05%             | 2029-01-27      | Variable      | 8.56%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                               | Energy Transfer LP, Series H                                                               | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    536000 | PA      | $502703.68    | 0.04%             | 2026-11-15      | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| Grupo Aval Ltd.                                                  | Grupo Aval Ltd.                                                                            | CUSIP: 40053FAC2<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | CORP              | KY        |    648000 | PA      | $533757.60    | 0.04%             | 2030-02-04      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Baker Hughes Co.                                                 | Baker Hughes Co.                                                                           | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33232 | NS      | $1054783.68   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS AG                                                           | UBS AG                                                                                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      3262 | NS      | $1664123.10   | 0.14%             | 2023-03-08      | Fixed         | 8.30%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                                           | CUSIP: 06369P510<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |     19200 | NS      | $862968.60    | 0.07%             | 2023-02-28      | Fixed         | 20.70%                | No            | 2                  | On Loan: No      |
| APX Group, Inc.                                                  | APX Group, Inc.                                                                            | CUSIP: 00213MAW4<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |    334000 | PA      | $288931.87    | 0.02%             | 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        |    127781 | PA      | $125885.06    | 0.01%             | 2025-07-30      | Variable      | 8.73%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XXVII Ltd.                                  | Madison Park Funding XXVII Ltd., Series 2018-27A, Class C                                  | CUSIP: 55820YAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $460603.85    | 0.04%             | 2030-04-20      | Floating      | 7.41%                 | No            | 2                  | On Loan: No      |
| Braskem Idesa SAPI                                               | Braskem Idesa SAPI                                                                         | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    450000 | PA      | $331020.00    | 0.03%             | 2032-02-20      | Fixed         | 6.99%                 | No            | 2                  | On Loan: No      |
| Cellnex Telecom SA                                               | Cellnex Telecom SA                                                                         | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |     88891 | NS      | $3483461.25   | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-0.07        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Enbridge, Inc.                                                   | Enbridge, Inc., Series 16-A                                                                | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $712642.83    | 0.06%             | 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        |    896000 | PA      | $575680.00    | 0.05%             | 2065-12-21      | Floating      | 6.29%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                          | BNP Paribas Issuance BV                                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     54209 | NS      | $1664193.56   | 0.14%             | 2023-03-13      | Fixed         | 8.93%                 | No            | 2                  | On Loan: No      |
| WMG Acquisition Corp.                                            | WMG Acquisition Corp., Term Loan G                                                         | CUSIP: 92929LAV0<br>LEI: 549300NAS11NXI33CP80 | Long             | LON              | CORP              | US        |    379125 | PA      | $378294.72    | 0.03%             | 2028-01-20      | Variable      | 6.69%                 | No            | 2                  | On Loan: No      |
| NFP Corp.                                                        | NFP Corp.                                                                                  | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |   1874000 | PA      | $1620372.84   | 0.13%             | 2028-08-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Oi SA                                                            | Oi SA                                                                                      | CUSIP: N/A<br>LEI: 254900YEMWCRRAGD4978       | Long             | DBT              | CORP              | BR        |    262000 | PA      | $26331.00     | 0.00%             | 2025-07-27      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                         | Mizuho Markets Cayman LP                                                                   | CUSIP: 6068FW708<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |     14800 | NS      | $618198.86    | 0.05%             | 2023-03-02      | Fixed         | 13.90%                | No            | 2                  | On Loan: No      |
| Sempra Energy                                                    | Sempra Energy                                                                              | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      6568 | NS      | $1053047.44   | 0.09%             |  |  |  | No            | 1                  | 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        |   1000000 | PA      | $981150.00    | 0.08%             | 2034-10-15      | Floating      | 6.01%                 | No            | 2                  | On Loan: No      |
| Edison International                                             | Edison International, Series A                                                             | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2218679.19   | 0.18%             | 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        |    299607 | PA      | $298750.45    | 0.02%             | 2025-08-27      | Variable      | 8.57%                 | No            | 2                  | On Loan: No      |
| Cable One, Inc.                                                  | Cable One, Inc.                                                                            | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65962.19     | 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        |     38512 | PA      | $32350.50     | 0.00%             | 2027-02-12      | Variable      | 8.82%                 | No            | 3                  | On Loan: No      |
| Iron Mountain, Inc.                                              | Iron Mountain, Inc.                                                                        | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    226000 | PA      | $204516.44    | 0.02%             | 2030-07-15      | Fixed         | 5.25%                 | 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        |     22186 | NS      | $3207991.71   | 0.26%             | 2023-02-22      | Floating      | 9.23%                 | No            | 2                  | On Loan: No      |
| RVR Dealership Holdings LLC                                      | RVR Dealership Holdings LLC, Term Loan                                                     | CUSIP: 75001CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     23808 | PA      | $21447.36     | 0.00%             | 2028-02-08      | Variable      | 8.55%                 | No            | 2                  | On Loan: No      |
| Frontier Communications Holdings LLC                             | Frontier Communications Holdings LLC                                                       | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    301000 | PA      | $258107.50    | 0.02%             | 2029-05-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                     | Royal Caribbean Cruises Ltd.                                                               | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    220000 | PA      | $189200.00    | 0.02%             | 2028-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Comstock Resources, Inc.                                         | Comstock Resources, Inc.                                                                   | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    417000 | PA      | $357577.50    | 0.03%             | 2030-01-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Seaspan Corp.                                                    | Seaspan Corp.                                                                              | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    137000 | PA      | $102962.35    | 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        |     88187 | PA      | $87734.03     | 0.01%             | 2025-12-31      | Variable      | 7.82%                 | No            | 2                  | On Loan: No      |
| DBUBS Mortgage Trust                                             | DBUBS Mortgage Trust, Series 2017-BRBK, Class F                                            | CUSIP: 23305JAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $192659.61    | 0.02%             | 2034-10-10      | Variable      | 3.53%                 | 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        |    142560 | PA      | $142263.48    | 0.01%             | 2028-11-24      | Variable      | 6.93%                 | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                    | Nomura Bank International plc                                                              | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |     17375 | NS      | $560412.25    | 0.05%             | 2023-03-03      | Fixed         | 21.86%                | 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        |    155000 | PA      | $145738.75    | 0.01%             | 2028-08-01      | Fixed         | 8.75%                 | 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        |   1141739 | PA      | $1162602.88   | 0.10%             | 2067-12-25      | Variable      | 6.79%                 | No            | 2                  | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1817.71     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                           | UBS AG                                                                                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     33712 | NS      | $2984362.96   | 0.25%             | 2023-02-08      | Fixed         | 18.50%                | No            | 2                  | On Loan: No      |
| CNX Resources Corp.                                              | CNX Resources Corp.                                                                        | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    182000 | PA      | $176993.18    | 0.01%             | 2031-01-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| CommScope, Inc.                                                  | CommScope, Inc.                                                                            | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    429000 | PA      | $357082.44    | 0.03%             | 2029-09-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Adani Green Energy Ltd.                                          | Adani Green Energy Ltd.                                                                    | CUSIP: N/A<br>LEI: 335800ZBBU81OH211H17       | Long             | DBT              | CORP              | IN        |    272000 | PA      | $206720.00    | 0.02%             | 2024-09-08      | Fixed         | 4.38%                 | 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        |    106987 | PA      | $105462.22    | 0.01%             | 2027-08-06      | Variable      | 6.32%                 | No            | 2                  | On Loan: No      |
| Lindblad Expeditions LLC                                         | Lindblad Expeditions LLC                                                                   | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    294000 | PA      | $288384.60    | 0.02%             | 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        |    167000 | PA      | $145425.69    | 0.01%             | 2029-02-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| American International Group, Inc.                               | American International Group, Inc.                                                         | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     15003 | NS      | $948489.66    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| iShares Trust                                                    | iShares Core Dividend Growth ETF                                                           | CUSIP: 46434V621<br>LEI: 549300KH155G8BRZXD37 | Long             |  | RF                | US        |    476345 | NS      | $24446025.40  | 2.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-37.89       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CommScope, Inc.                                                  | CommScope, Inc.                                                                            | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    322000 | PA      | $252239.11    | 0.02%             | 2028-07-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                    | Nomura Bank International plc                                                              | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |     11105 | NS      | $1566616.53   | 0.13%             | 2023-03-13      | Fixed         | 14.97%                | No            | 2                  | On Loan: No      |
| CSMC Trust                                                       | CSMC Trust, Series 2021-BHAR, Class E                                                      | CUSIP: 12659VAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97000 | PA      | $90954.82     | 0.01%             | 2038-11-15      | Floating      | 7.96%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corp.                                                | Duke Energy Corp.                                                                          | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     12673 | NS      | $1298348.85   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                                   | Wyndham Hotels & Resorts, Inc., Term Loan B                                                | CUSIP: 98310CAC6<br>LEI: 549300FE3MQ4RVXXC673 | Long             | LON              | CORP              | US        |     28426 | PA      | $28385.92     | 0.00%             | 2025-05-30      | Variable      | 6.32%                 | 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        |    107450 | PA      | $105032.43    | 0.01%             | 2027-06-30      | Variable      | 8.07%                 | No            | 2                  | On Loan: No      |
| N/A                                                              | S&P 500 E-Mini Index                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       596 | NC      | $3286385.49   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Chobani LLC                                                      | Chobani LLC                                                                                | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    701000 | PA      | $639662.50    | 0.05%             | 2028-11-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Univision Communications, Inc.                                   | Univision Communications, Inc.                                                             | CUSIP: 914906AS1<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    349000 | PA      | $340013.25    | 0.03%             | 2025-02-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| LSF11 A5 Holdco LLC                                              | LSF11 A5 Holdco LLC, Term Loan                                                             | CUSIP: 50216YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    190000 | PA      | $183944.70    | 0.02%             | 2028-10-15      | Variable      | 8.18%                 | 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        |    931000 | PA      | $792029.63    | 0.07%             | 2028-04-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| PPM CLO 4 Ltd.                                                   | PPM CLO 4 Ltd., Series 2020-4A, Class AR                                                   | CUSIP: 69356AAL6<br>LEI: 5493006KUFG82AH4TB78 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $981932.70    | 0.08%             | 2034-10-18      | Floating      | 5.98%                 | No            | 2                  | On Loan: No      |
| NCL Corp. Ltd.                                                   | NCL Corp. Ltd.                                                                             | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    183000 | PA      | $158291.34    | 0.01%             | 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        |      2996 | NS      | $1495573.24   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| USA Compression Partners LP                                      | USA Compression Partners LP                                                                | CUSIP: 91740PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1201000 | PA      | $1178721.45   | 0.10%             | 2026-04-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| General Motors Co.                                               | General Motors Co.                                                                         | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     29500 | NS      | $1159940.00   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas Issuance BV                                          | BNP Paribas Issuance BV, Series 001H                                                       | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      2547 | NS      | $429833.24    | 0.04%             | 2023-02-17      | Floating      | 11.56%                | No            | 2                  | On Loan: No      |
| ICON plc                                                         | ICON plc, Term Loan                                                                        | CUSIP: L5000DAC1<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |    296084 | PA      | $295974.16    | 0.02%             | 2028-07-03      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Community Health Systems, Inc.                                   | Community Health Systems, Inc.                                                             | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    384000 | PA      | $293757.16    | 0.02%             | 2031-02-15      | Fixed         | 4.75%                 | 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        |     81698 | PA      | $80915.82     | 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        |     15594 | NS      | $1070440.10   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                     | Jones Deslauriers Insurance Management, Inc.                                               | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $243647.91    | 0.02%             | 2030-12-15      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| AdaptHealth LLC                                                  | AdaptHealth LLC                                                                            | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $19580.72     | 0.00%             | 2030-03-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust               | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C26, Class XD              | CUSIP: 61690VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4650000 | PA      | $145508.64    | 0.01%             | 2048-10-15      | Variable      | 1.31%                 | No            | 2                  | On Loan: No      |
| Axis Bank Ltd.                                                   | Axis Bank Ltd.                                                                             | CUSIP: N/A<br>LEI: 549300HVNWMJPOFVNI41       | Long             | EC               | CORP              | IN        |     90013 | NS      | $962034.46    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| CoreLogic, Inc.                                                  | CoreLogic, Inc., 1st Lien Term Loan                                                        | CUSIP: 21870FBA6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    448935 | PA      | $380005.30    | 0.03%             | 2028-06-02      | Variable      | 8.12%                 | No            | 2                  | On Loan: No      |
| LUXE Trust                                                       | LUXE Trust, Series 2021-TRIP, Class A                                                      | CUSIP: 55066WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    136363 | PA      | $132740.37    | 0.01%             | 2038-10-15      | Floating      | 5.51%                 | No            | 2                  | On Loan: No      |
| Elastic NV                                                       | Elastic NV                                                                                 | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |    304000 | PA      | $260153.32    | 0.02%             | 2029-07-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                          | BNP Paribas Issuance BV                                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      7400 | NS      | $238671.67    | 0.02%             | 2023-02-02      | Fixed         | 23.02%                | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       420 | NS      | $1667124.36   | 0.14%             | 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        |    309595 | PA      | $298152.43    | 0.02%             | 2028-06-02      | Variable      | 8.07%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                           | UBS AG                                                                                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      3600 | NS      | $397709.17    | 0.03%             | 2023-02-16      | Fixed         | 30.80%                | 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        |    127040 | PA      | $126182.48    | 0.01%             | 2029-01-18      | Variable      | 7.79%                 | No            | 2                  | On Loan: No      |
| Southwestern Energy Co.                                          | Southwestern Energy Co.                                                                    | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    473000 | PA      | $444452.09    | 0.04%             | 2029-02-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| OPAP SA                                                          | OPAP SA                                                                                    | CUSIP: N/A<br>LEI: 213800M4NRGFJCI34834       | Long             | EC               | CORP              | GR        |     43932 | NS      | $659667.13    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Prosus NV                                                        | Prosus NV                                                                                  | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |     17703 | NS      | $1429433.37   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| OneMain Finance Corp.                                            | OneMain Finance Corp.                                                                      | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     81000 | PA      | $70923.60     | 0.01%             | 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        |    147510 | PA      | $147657.51    | 0.01%             | 2028-10-08      | Variable      | 6.57%                 | No            | 2                  | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $128.47       | 0.00%             |  |  |  | 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        |     55868 | PA      | $55844.04     | 0.00%             | 2026-09-03      | Variable      | 8.82%                 | 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        |    478776 | PA      | $462359.20    | 0.04%             | 2027-04-09      | Variable      | 8.31%                 | No            | 2                  | On Loan: No      |
| Visa, Inc.                                                       | Visa, Inc., Class A                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      6371 | NS      | $1466667.91   | 0.12%             |  |  |  | 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        |    207000 | PA      | $206557.02    | 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        |     86807 | NS      | $1870472.13   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Cedar Fair LP                                                    | Cedar Fair LP                                                                              | CUSIP: 150190AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139000 | PA      | $134707.00    | 0.01%             | 2028-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                          | Citigroup Global Markets Holdings, Inc., Series GMUH                                       | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      8600 | NS      | $160918.32    | 0.01%             | 2023-03-06      | Fixed         | 28.01%                | No            | 2                  | On Loan: No      |
| TICP CLO XI Ltd.                                                 | TICP CLO XI Ltd., Series 2018-11A, Class D                                                 | CUSIP: 87249QAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $282924.30    | 0.02%             | 2031-10-20      | Floating      | 7.86%                 | 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        |    204997 | PA      | $205714.63    | 0.02%             | 2029-11-30      | Variable      | 7.91%                 | No            | 2                  | On Loan: No      |
| GFL Environmental, Inc.                                          | GFL Environmental, Inc.                                                                    | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    249000 | PA      | $224732.46    | 0.02%             | 2029-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Mong Duong Finance Holdings BV                                   | Mong Duong Finance Holdings BV                                                             | CUSIP: N/A<br>LEI: 549300995KGQFMWSV879       | Long             | DBT              | CORP              | NL        |    324000 | PA      | $288117.00    | 0.02%             | 2029-05-07      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Republic of Senegal                                              | Republic of Senegal                                                                        | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |    272000 | PA      | $235280.00    | 0.02%             | 2033-05-23      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Greenko Solar Mauritius Ltd.                                     | Greenko Solar Mauritius Ltd.                                                               | CUSIP: N/A<br>LEI: 2138007S1PL541B3KP92       | Long             | DBT              | CORP              | MU        |    200000 | PA      | $186000.00    | 0.02%             | 2026-07-29      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| SCC Power plc                                                    | SCC Power plc                                                                              | CUSIP: 78397YAC6<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |         1 | PA      | $0.04         | 0.00%             | 2032-05-17      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                         | BX Trust, Series 2022-IND, Class E                                                         | CUSIP: 05609WAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    469594 | PA      | $454309.64    | 0.04%             | 2037-04-15      | Floating      | 8.47%                 | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                    | Nomura Bank International plc                                                              | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      3282 | NS      | $1634905.98   | 0.13%             | 2023-03-13      | Fixed         | 10.07%                | No            | 2                  | On Loan: No      |
| Samsung Electronics Co. Ltd.                                     | Samsung Electronics Co. Ltd. (Preference)                                                  | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EP               | CORP              | KR        |     69223 | NS      | $3106319.33   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| WESCO Distribution, Inc.                                         | WESCO Distribution, Inc.                                                                   | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    256000 | PA      | $262317.14    | 0.02%             | 2028-06-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| NCL Corp. Ltd.                                                   | NCL Corp. Ltd.                                                                             | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     40000 | PA      | $34397.20     | 0.00%             | 2029-02-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Merrill Lynch International & Co. CV                             | Merrill Lynch International & Co. CV                                                       | CUSIP: N/A<br>LEI: AHYI0DDQ2LCHPGHJC422       | Long             | SN               | CORP              | CW        |      6300 | NS      | $488952.20    | 0.04%             | 2023-02-16      | Fixed         | 25.03%                | No            | 2                  | On Loan: No      |
| Helios Software Holdings, Inc.                                   | Helios Software Holdings, Inc.                                                             | CUSIP: 42329HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $160748.00    | 0.01%             | 2028-05-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Romania                                                          | Romania Government Bond                                                                    | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    450000 | PA      | $417455.41    | 0.03%             | 2029-03-11      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Fertitta Entertainment LLC                                       | Fertitta Entertainment LLC                                                                 | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     93000 | PA      | $77190.00     | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-93.17       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Vistra Operations Co. LLC                                        | Vistra Operations Co. LLC                                                                  | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    124000 | PA      | $109038.56    | 0.01%             | 2029-05-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Kenbourne Invest SA                                              | Kenbourne Invest SA                                                                        | CUSIP: 48855KAA8<br>LEI: 222100QGH6Y9KFYZ4B27 | Long             | DBT              | CORP              | LU        |    297000 | PA      | $275838.75    | 0.02%             | 2024-11-26      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| AlixPartners LLP                                                 | AlixPartners LLP, Term Loan                                                                | CUSIP: 01642PBB1<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |    185253 | PA      | $184816.00    | 0.02%             | 2028-02-04      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| Leidos Holdings, Inc.                                            | Leidos Holdings, Inc.                                                                      | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      5226 | NS      | $516537.84    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Bleriot US Bidco, Inc.                                           | Bleriot US Bidco, Inc., Term Loan                                                          | CUSIP: 09353TAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     82940 | PA      | $82732.86     | 0.01%             | 2026-10-30      | Variable      | 8.73%                 | No            | 2                  | On Loan: No      |
| Cedar Fair LP                                                    | Cedar Fair LP                                                                              | CUSIP: 150190AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    471000 | PA      | $467569.94    | 0.04%             | 2025-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MicroStrategy, Inc.                                              | MicroStrategy, Inc.                                                                        | CUSIP: 594972AF8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |    340000 | PA      | $286927.37    | 0.02%             | 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        |   3070000 | PA      | $3057756.53   | 0.25%             | 2027-05-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Aretec Escrow Issuer, Inc.                                       | Aretec Escrow Issuer, Inc.                                                                 | CUSIP: 040133AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73000 | PA      | $64787.50     | 0.01%             | 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        |     65268 | NS      | $1793564.64   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| KB Home                                                          | KB Home                                                                                    | CUSIP: 48666KBA6<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45928.02     | 0.00%             | 2030-07-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Endeavour Mining plc                                             | Endeavour Mining plc                                                                       | CUSIP: N/A<br>LEI: 529900NI5MXQ91GHXR07       | Long             | EC               | CORP              | GB        |     15761 | NS      | $371355.72    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| TMK Hawk Parent Corp.                                            | TMK Hawk Parent Corp., Term Loan A                                                         | CUSIP: 87258WAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     67777 | PA      | $64388.06     | 0.01%             | 2024-05-30      | Variable      | 12.26%                | No            | 3                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2018-K732, Class B            | CUSIP: 30307NAS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $193334.08    | 0.02%             | 2025-05-25      | Variable      | 4.05%                 | No            | 2                  | On Loan: No      |
| DT Midstream, Inc.                                               | DT Midstream, Inc.                                                                         | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6815 | NS      | $372507.90    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| POSCO                                                            | POSCO                                                                                      | CUSIP: 73730EAD5<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $205840.00    | 0.02%             | 2028-01-17      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Co.                                            | Kraft Heinz Foods Co.                                                                      | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     91000 | PA      | $92874.18     | 0.01%             | 2050-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Zijin Mining Group Co. Ltd.                                      | Zijin Mining Group Co. Ltd., Class H                                                       | CUSIP: N/A<br>LEI: 836800JRNL2393Z2I561       | Long             | EC               | CORP              | CN        |    596000 | NS      | $985815.03    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Accenture plc                                                    | Accenture plc, Class A                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      6601 | NS      | $1842009.05   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                                      | B3 SA - Brasil Bolsa Balcao                                                                | CUSIP: N/A<br>LEI: 4GTK5S46E6H318LMDS44       | Long             | EC               | CORP              | BR        |    453003 | NS      | $1157427.44   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Mizuho Markets Cayman LP                                         | Mizuho Markets Cayman LP                                                                   | CUSIP: 6068FT879<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |      5862 | NS      | $996210.16    | 0.08%             | 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        |      5152 | NS      | $895925.40    | 0.07%             | 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        |     60000 | PA      | $58800.00     | 0.00%             | 2025-06-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Targa Resources Corp.                                            | Targa Resources Corp.                                                                      | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      7631 | NS      | $572477.62    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Avantor Funding, Inc.                                            | Avantor Funding, Inc., Term Loan B5                                                        | CUSIP: 05350NAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    247219 | PA      | $246941.86    | 0.02%             | 2027-11-08      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| Novelis Corp.                                                    | Novelis Corp.                                                                              | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    990000 | PA      | $835560.00    | 0.07%             | 2031-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Merlin Entertainments Ltd.                                       | Merlin Entertainments Ltd.                                                                 | CUSIP: 59010QAB2<br>LEI: 549300ZTI0VEFO6WV007 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $190420.89    | 0.02%             | 2026-06-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Transocean Titan Financing Ltd.                                  | Transocean Titan Financing Ltd.                                                            | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    156000 | PA      | $161884.32    | 0.01%             | 2028-02-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| BXP Trust                                                        | BXP Trust, Series 2021-601L, Class D                                                       | CUSIP: 05607TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    281000 | PA      | $184457.20    | 0.02%             | 2044-01-15      | Variable      | 2.78%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc                                                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      2576 | NS      | $472150.02    | 0.04%             | 2023-02-16      | Fixed         | 13.09%                | No            | 2                  | On Loan: No      |
| CrownRock LP                                                     | CrownRock LP                                                                               | CUSIP: 228701AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $26562.53     | 0.00%             | 2029-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Lamb Weston Holdings, Inc.                                       | Lamb Weston Holdings, Inc.                                                                 | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    218000 | PA      | $195234.26    | 0.02%             | 2032-01-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Enerflex Ltd.                                                    | Enerflex Ltd.                                                                              | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |    184000 | PA      | $187407.68    | 0.02%             | 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        |     49399 | PA      | $48540.96     | 0.00%             | 2026-05-04      | Variable      | 8.03%                 | No            | 2                  | On Loan: No      |
| Dominion Energy, Inc.                                            | Dominion Energy, Inc.                                                                      | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     16105 | NS      | $1024922.20   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| MajorDrive Holdings IV LLC                                       | MajorDrive Holdings IV LLC                                                                 | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |    204000 | PA      | $161190.60    | 0.01%             | 2029-06-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| DCP Midstream Operating LP                                       | DCP Midstream Operating LP                                                                 | CUSIP: 23311RAH9<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148125.00    | 0.01%             | 2043-05-21      | Variable      | 5.85%                 | No            | 2                  | On Loan: No      |
| Nabors Industries, Inc.                                          | Nabors Industries, Inc.                                                                    | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    501000 | PA      | $501651.30    | 0.04%             | 2027-05-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                      | MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-W10, Class G                      | CUSIP: 55284DAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    287000 | PA      | $265475.00    | 0.02%             | 2034-12-15      | Floating      | 8.70%                 | No            | 3                  | On Loan: No      |
| Hulic Co. Ltd.                                                   | Hulic Co. Ltd.                                                                             | CUSIP: N/A<br>LEI: 3538002E12E7IHAKTB10       | Long             | EC               | CORP              | JP        |    148200 | NS      | $1218173.20   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Carlyle Group, Inc. (The)                                        | Carlyle Group, Inc. (The)                                                                  | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |     26580 | NS      | $956082.60    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Occidental Petroleum Corp.                                       | Occidental Petroleum Corp.                                                                 | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     63000 | PA      | $74182.50     | 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        |   1219678 | NS      | $1217980.82   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Standard Industries, Inc.                                        | Standard Industries, Inc.                                                                  | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    526000 | PA      | $492940.90    | 0.04%             | 2028-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                                 | CSC Holdings LLC, Term Loan                                                                | CUSIP: 64072UAE2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    117345 | PA      | $113041.65    | 0.01%             | 2025-07-17      | Variable      | 6.71%                 | 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        |    188080 | PA      | $187677.85    | 0.02%             | 2028-06-09      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| Fair Isaac Corp.                                                 | Fair Isaac Corp.                                                                           | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    183000 | PA      | $169916.42    | 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        |    105000 | PA      | $97314.00     | 0.01%             | 2025-02-15      | Fixed         | 13.00%                | No            | 2                  | On Loan: No      |
| Republic of Guatemala                                            | Republic of Guatemala                                                                      | CUSIP: 401494AV1<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    227000 | PA      | $220090.69    | 0.02%             | 2029-08-10      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       409 | NS      | $1635360.10   | 0.13%             | 2023-02-14      | Fixed         | 11.06%                | No            | 2                  | On Loan: No      |
| Radiate Holdco LLC                                               | Radiate Holdco LLC                                                                         | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    611000 | PA      | $467885.47    | 0.04%             | 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        |    129000 | PA      | $113547.09    | 0.01%             | 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        |     39000 | PA      | $33345.00     | 0.00%             | 2033-04-30      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp., Series JJ                                                           | CUSIP: 060505FP4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1847750.00   | 0.15%             | 2024-06-20      | Variable      | 5.12%                 | 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      | $941978.50    | 0.08%             | 2031-07-15      | Floating      | 6.69%                 | No            | 2                  | On Loan: No      |
| MSCI, Inc.                                                       | MSCI, Inc.                                                                                 | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     29000 | PA      | $25242.05     | 0.00%             | 2030-09-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                          | BNP Paribas Issuance BV                                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      1500 | NS      | $194400.42    | 0.02%             | 2023-02-02      | Fixed         | 19.73%                | No            | 2                  | On Loan: No      |
| AthenaHealth Group, Inc.                                         | AthenaHealth Group, Inc.                                                                   | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   2266000 | PA      | $1877408.65   | 0.15%             | 2030-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Entergy Corp.                                                    | Entergy Corp.                                                                              | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      6804 | NS      | $736737.12    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| CSMC Trust                                                       | CSMC Trust, Series 2020-FACT, Class E                                                      | CUSIP: 126395AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    339000 | PA      | $305439.00    | 0.03%             | 2037-10-15      | Floating      | 9.32%                 | No            | 3                  | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                               | Grupo Financiero Banorte SAB de CV, Class O                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |    174973 | NS      | $1449551.95   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| OneMain Finance Corp.                                            | OneMain Finance Corp.                                                                      | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109280.05    | 0.01%             | 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        |    207937 | PA      | $208012.32    | 0.02%             | 2028-11-30      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc                                                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      3500 | NS      | $327981.96    | 0.03%             | 2023-02-23      | Fixed         | 18.35%                | 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        |     66000 | PA      | $60756.30     | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Ecopetrol SA                                                     | Ecopetrol SA                                                                               | CUSIP: 279158109<br>LEI: 254900IDGKCJICKBPA66 | Long             | EC               | CORP              | CO        |     38016 | NS      | $433002.24    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Uber Technologies, Inc.                                          | Uber Technologies, Inc.                                                                    | CUSIP: 90353TAF7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    552000 | PA      | $559878.70    | 0.05%             | 2025-05-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| LUKOIL PJSC                                                      | LUKOIL PJSC                                                                                | CUSIP: N/A<br>LEI: 549300LCJ1UJXHYBWI24       | Long             | EC               | CORP              | RU        |     44196 | NS      | $6.29         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Level 3 Financing, Inc.                                          | Level 3 Financing, Inc.                                                                    | CUSIP: 527298BP7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    161000 | PA      | $139340.77    | 0.01%             | 2027-03-01      | Fixed         | 3.40%                 | 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        |   1606626 | PA      | $1548462.21   | 0.13%             | 2057-07-25      | Variable      | 4.10%                 | No            | 2                  | On Loan: No      |
| Mattel, Inc.                                                     | Mattel, Inc.                                                                               | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    249000 | PA      | $213107.88    | 0.02%             | 2041-11-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Yango Justice International Ltd.                                 | Yango Justice International Ltd.                                                           | CUSIP: N/A<br>LEI: 3003007ELD2HAYCXPT77       | Long             | DBT              | CORP              | HK        |    472000 | PA      | $9440.00      | 0.00%             | 2023-11-25      | Fixed         | 8.25%                 | 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        |      3453 | NS      | $431887.52    | 0.04%             | 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        |    235875 | PA      | $228918.11    | 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        |   3154000 | PA      | $2950030.82   | 0.24%             | 2027-10-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                     | Royal Caribbean Cruises Ltd.                                                               | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    172000 | PA      | $178020.00    | 0.01%             | 2029-01-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| China Aoyuan Group Ltd.                                          | China Aoyuan Group Ltd.                                                                    | CUSIP: N/A<br>LEI: 549300YSOKQO5QD6MP25       | Long             | DBT              | CORP              | KY        |    600000 | PA      | $63000.00     | 0.01%             | 2023-02-19      | Fixed         | 7.95%                 | No            | 2                  | On Loan: No      |
| New Fortress Energy, Inc.                                        | New Fortress Energy, Inc.                                                                  | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1307000 | PA      | $1202648.95   | 0.10%             | 2026-09-30      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| GTCR AP Finance, Inc.                                            | GTCR AP Finance, Inc.                                                                      | CUSIP: 40060QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $220929.75    | 0.02%             | 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        |     17000 | PA      | $16482.75     | 0.00%             | 2026-07-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| American Airlines, Inc.                                          | American Airlines, Inc., Term Loan                                                         | CUSIP: 02376CAX3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |     91578 | PA      | $88767.77     | 0.01%             | 2027-01-29      | Variable      | 6.30%                 | 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        |    147807 | PA      | $144907.47    | 0.01%             | 2026-04-06      | Variable      | 8.16%                 | No            | 2                  | On Loan: No      |
| Axalta Coating Systems LLC                                       | Axalta Coating Systems LLC                                                                 | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    364000 | PA      | $313040.00    | 0.03%             | 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        |    146265 | PA      | $145716.51    | 0.01%             | 2029-04-14      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| Greenko Wind Projects Mauritius Ltd.                             | Greenko Wind Projects Mauritius Ltd.                                                       | CUSIP: N/A<br>LEI: 254900MSUXE1FF83DP82       | Long             | DBT              | CORP              | MU        |    300000 | PA      | $282431.25    | 0.02%             | 2025-04-06      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Calpine Corp.                                                    | Calpine Corp.                                                                              | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     44000 | PA      | $38239.79     | 0.00%             | 2029-02-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                           | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    254000 | PA      | $206375.00    | 0.02%             | 2033-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Applied Systems, Inc.                                            | Applied Systems, Inc., 2nd Lien Term Loan                                                  | CUSIP: 03827FBA8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     37007 | PA      | $36914.52     | 0.00%             | 2027-09-17      | Variable      | 11.33%                | No            | 2                  | On Loan: No      |
| CARLYLE US CLO Ltd.                                              | CARLYLE US CLO Ltd., Series 2021-1A, Class A1                                              | CUSIP: 14316MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2952703.80   | 0.24%             | 2034-04-15      | Floating      | 5.93%                 | No            | 2                  | On Loan: No      |
| Chart Industries, Inc.                                           | Chart Industries, Inc.                                                                     | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    537000 | PA      | $549082.50    | 0.05%             | 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        |    292016 | PA      | $292537.61    | 0.02%             | 2062-09-25      | Variable      | 6.10%                 | No            | 2                  | On Loan: No      |
| Altice Financing SA                                              | Altice Financing SA, Term Loan                                                             | CUSIP: L0178UAK2<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    111441 | PA      | $108933.14    | 0.01%             | 2026-01-31      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| Kingdom of Saudi Arabia                                          | Kingdom of Saudi Arabia                                                                    | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    394000 | PA      | $321799.50    | 0.03%             | 2033-02-02      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                        | Ford Motor Credit Co. LLC                                                                  | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    319000 | PA      | $313535.40    | 0.03%             | 2025-06-16      | Fixed         | 5.12%                 | 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        |     52742 | PA      | $52829.95     | 0.00%             | 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        |     14685 | NS      | $3280482.15   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Diamond (BC) BV                                                  | Diamond (BC) BV, Term Loan                                                                 | CUSIP: N2611UAF2<br>LEI: 549300SWLHWJF3D4N658 | Long             | LON              | CORP              | NL        |    213219 | PA      | $210668.60    | 0.02%             | 2028-09-29      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| BCPE Empire Holdings, Inc.                                       | BCPE Empire Holdings, Inc.                                                                 | CUSIP: 05552VAA0<br>LEI: 549300O2G0VI2955B626 | Long             | DBT              | CORP              | US        |    170000 | PA      | $159252.60    | 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        |      9464 | NS      | $1476384.00   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Arabian Centres Sukuk II Ltd.                                    | Arabian Centres Sukuk II Ltd.                                                              | CUSIP: 03847QAA1<br>LEI: 549300X92PKHJD8UYG94 | Long             | DBT              | CORP              | KY        |    402000 | PA      | $381096.00    | 0.03%             | 2026-10-07      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Focus Financial Partners LLC                                     | Focus Financial Partners LLC, Term Loan B4                                                 | CUSIP: 34416DAU2<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    218446 | PA      | $218081.35    | 0.02%             | 2028-06-30      | Variable      | 7.06%                 | 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        |   1329841 | PA      | $1304651.35   | 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        |    460703 | NS      | $806373.76    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Vedanta Resources Finance II plc                                 | Vedanta Resources Finance II plc                                                           | CUSIP: N/A<br>LEI: 8945002DGA3BBXO3N634       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $156500.00    | 0.01%             | 2025-03-11      | Fixed         | 8.95%                 | No            | 2                  | On Loan: No      |
| Synaptics, Inc.                                                  | Synaptics, Inc., Term Loan                                                                 | CUSIP: 87159JAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     88875 | PA      | $87786.28     | 0.01%             | 2028-12-02      | Variable      | 7.40%                 | No            | 2                  | On Loan: No      |
| Northwest Fiber LLC                                              | Northwest Fiber LLC                                                                        | CUSIP: 667449AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58000 | PA      | $54230.33     | 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        |   1500000 | PA      | $1320000.00   | 0.11%             | 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        |    439533 | PA      | $437414.67    | 0.04%             | 2026-04-30      | Variable      | 7.82%                 | No            | 2                  | On Loan: No      |
| Ashton Woods USA LLC                                             | Ashton Woods USA LLC                                                                       | CUSIP: 045086AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $27366.00     | 0.00%             | 2028-01-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| TMBThanachart Bank PCL                                           | TMBThanachart Bank PCL                                                                     | CUSIP: N/A<br>LEI: 549300WKGLXEV3DB7I54       | Long             | DBT              | CORP              | TH        |    400000 | PA      | $377500.00    | 0.03%             | 2024-12-02      | Variable      | 4.90%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing, Inc.                                          | Level 3 Financing, Inc.                                                                    | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     76000 | PA      | $64380.17     | 0.01%             | 2027-09-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Novo Nordisk A/S                                                 | Novo Nordisk A/S                                                                           | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      3813 | NS      | $529168.14    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| CenterPoint Energy, Inc.                                         | CenterPoint Energy, Inc.                                                                   | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     13798 | NS      | $415595.76    | 0.03%             |  |  |  | No            | 1                  | 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      | $945816.50    | 0.08%             | 2032-01-29      | Floating      | 7.55%                 | No            | 2                  | On Loan: No      |
| Corp. Financiera de Desarrollo SA                                | Corp. Financiera de Desarrollo SA                                                          | CUSIP: N/A<br>LEI: 254900BOM7T4MG6T0J30       | Long             | DBT              | NUSS              | PE        |    461000 | PA      | $446824.25    | 0.04%             | 2025-07-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Citizens Financial Group, Inc.                                   | Citizens Financial Group, Inc.                                                             | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     66377 | NS      | $2875451.64   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Medline Borrower LP                                              | Medline Borrower LP                                                                        | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1488000 | PA      | $1245880.39   | 0.10%             | 2029-10-01      | Fixed         | 5.25%                 | 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        |    385930 | PA      | $378454.92    | 0.03%             | 2027-12-01      | Variable      | 8.44%                 | No            | 2                  | On Loan: No      |
| SL Liquidity Series, LLC                                         | Money Market Series                                                                        | CUSIP: N/A<br>LEI: 549300I0RQO84VDWQP47       | Long             | STIV             | RF                | US        |    613499 | NS      | $613621.94    | 0.05%             |  |  |  | No            | N/A                | On Loan: No      |
| New Fortress Energy, Inc.                                        | New Fortress Energy, Inc.                                                                  | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    785000 | PA      | $750959.11    | 0.06%             | 2025-09-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ATI, Inc.                                                        | ATI, Inc.                                                                                  | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    239000 | PA      | $217191.25    | 0.02%             | 2031-10-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Howard Hughes Corp. (The)                                        | Howard Hughes Corp. (The)                                                                  | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    118000 | PA      | $101895.36    | 0.01%             | 2029-02-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Brookfield Residential Properties, Inc.                          | Brookfield Residential Properties, Inc.                                                    | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    455000 | PA      | $352608.41    | 0.03%             | 2030-02-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Regatta XVI Funding Ltd.                                         | Regatta XVI Funding Ltd., Series 2019-2A, Class D                                          | CUSIP: 75888TAJ4<br>LEI: 254900XPJFGKL5R4O429 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $466312.00    | 0.04%             | 2033-01-15      | Floating      | 8.69%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                              | Petroleos Mexicanos                                                                        | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    464000 | PA      | $451820.00    | 0.04%             | 2029-06-02      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| MasTec, Inc.                                                     | MasTec, Inc.                                                                               | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |     72000 | PA      | $66739.59     | 0.01%             | 2028-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Prima Capital CRE Securitization Ltd.                            | Prima Capital CRE Securitization Ltd., Series 2016-6A, Class C                             | CUSIP: 74165WAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1775652.92   | 0.15%             | 2040-08-24      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Alpek SAB de CV                                                  | Alpek SAB de CV                                                                            | CUSIP: 020564AE0<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |    379000 | PA      | $315707.00    | 0.03%             | 2031-02-25      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| American Airlines, Inc.                                          | American Airlines, Inc.                                                                    | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1246300 | PA      | $1205448.99   | 0.10%             | 2029-04-20      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Frontier Communications Holdings LLC                             | Frontier Communications Holdings LLC                                                       | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1643000 | PA      | $1493733.45   | 0.12%             | 2028-05-01      | 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        |     11965 | NS      | $1706517.44   | 0.14%             | 2023-02-14      | Fixed         | 11.80%                | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                     | BX Commercial Mortgage Trust, Series 2019-XL, Class G                                      | CUSIP: 056054AK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1062500 | PA      | $1033863.42   | 0.09%             | 2036-10-15      | Floating      | 6.89%                 | No            | 2                  | On Loan: No      |
| Frontier Communications Holdings LLC                             | Frontier Communications Holdings LLC                                                       | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $213571.80    | 0.02%             | 2030-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Calpine Corp.                                                    | Calpine Corp.                                                                              | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    160000 | PA      | $137105.44    | 0.01%             | 2031-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Nexstar Media, Inc.                                              | Nexstar Media, Inc., Term Loan B4                                                          | CUSIP: 65336RAW8<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |     37975 | PA      | $37958.56     | 0.00%             | 2026-09-18      | Variable      | 7.07%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corp.                                                | Duke Energy Corp.                                                                          | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1164308.23   | 0.10%             | 2082-01-15      | Variable      | 3.25%                 | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                    | Nomura Bank International plc                                                              | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      9850 | NS      | $1079416.44   | 0.09%             | 2023-03-08      | Fixed         | 10.49%                | No            | 2                  | On Loan: No      |
| AGL CLO 11 Ltd.                                                  | AGL CLO 11 Ltd., Series 2021-11A, Class C                                                  | CUSIP: 00851TAJ5<br>LEI: 549300G9RL3BICT9HA62 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $471313.95    | 0.04%             | 2034-04-15      | Floating      | 6.84%                 | No            | 2                  | On Loan: No      |
| Adevinta ASA                                                     | Adevinta ASA, Facility Term Loan B2                                                        | CUSIP: R0000XAC2<br>LEI: N/A                  | Long             | LON              | CORP              | NO        |    175750 | PA      | $175456.82    | 0.01%             | 2028-06-26      | Variable      | 7.48%                 | No            | 2                  | On Loan: No      |
| Nokia OYJ                                                        | Nokia OYJ                                                                                  | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |     98000 | PA      | $99857.10     | 0.01%             | 2039-05-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Flughafen Zurich AG                                              | Flughafen Zurich AG (Registered)                                                           | CUSIP: N/A<br>LEI: 529900PFO97GCN5SYB55       | Long             | EC               | CORP              | CH        |      3893 | NS      | $709280.93    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Civitas Resources, Inc.                                          | Civitas Resources, Inc.                                                                    | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     72000 | PA      | $67140.00     | 0.01%             | 2026-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Comision Federal de Electricidad                                 | Comision Federal de Electricidad                                                           | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |    458000 | PA      | $454364.63    | 0.04%             | 2024-01-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Japan Airport Terminal Co. Ltd.                                  | Japan Airport Terminal Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 353800W9WEQSGUY2EO26       | Long             | EC               | CORP              | JP        |      3100 | NS      | $161585.77    | 0.01%             |  |  |  | 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        |    297757 | PA      | $297292.73    | 0.02%             | 2026-10-30      | Variable      | 7.52%                 | No            | 2                  | On Loan: No      |
| Live Nation Entertainment, Inc.                                  | Live Nation Entertainment, Inc.                                                            | CUSIP: 538034AK5<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18451.91     | 0.00%             | 2024-11-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Stillwater Mining Co.                                            | Stillwater Mining Co.                                                                      | CUSIP: N/A<br>LEI: 6354007DPCY4ZN2MRR73       | Long             | DBT              | CORP              | US        |    503000 | PA      | $465275.00    | 0.04%             | 2026-11-16      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Copa Holdings SA                                                 | Copa Holdings SA, Class A                                                                  | CUSIP: N/A<br>LEI: 529900BB9UQJV6QQHA59       | Long             | EC               | CORP              | PA        |     10033 | NS      | $923838.64    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| OHA Credit Funding 5 Ltd.                                        | OHA Credit Funding 5 Ltd., Series 2020-5A, Class A1                                        | CUSIP: 67113GAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $493213.25    | 0.04%             | 2033-04-18      | Floating      | 5.96%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust, Series 2018-C45, Class C                            | CUSIP: 95001NBD9<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $95789.55     | 0.01%             | 2051-06-15      | Fixed         | 4.73%                 | No            | 2                  | On Loan: No      |
| Carnival Corp.                                                   | Carnival Corp.                                                                             | CUSIP: 143658BJ0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    248000 | PA      | $254820.00    | 0.02%             | 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        |     56000 | PA      | $48576.08     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Acuris Finance US, Inc.                                          | Acuris Finance US, Inc.                                                                    | CUSIP: 00511BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    331000 | PA      | $270396.64    | 0.02%             | 2028-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Constellium SE                                                   | Constellium SE                                                                             | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $237000.00    | 0.02%             | 2028-06-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                              | Petroleos Mexicanos                                                                        | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    582000 | PA      | $548404.05    | 0.05%             | 2027-03-13      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                              | U.S. Treasury 10 Year Ultra Note                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        49 | NC      | $146507.25    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AmWINS Group, Inc.                                               | AmWINS Group, Inc., Term Loan                                                              | CUSIP: 03234TAW8<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |    335548 | PA      | $333206.08    | 0.03%             | 2028-02-19      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing, Inc.                                          | Level 3 Financing, Inc.                                                                    | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    135000 | PA      | $106986.15    | 0.01%             | 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        |    482919 | PA      | $481822.58    | 0.04%             | 2027-11-05      | Variable      | 8.01%                 | No            | 2                  | On Loan: No      |
| eG Global Finance plc                                            | eG Global Finance plc                                                                      | CUSIP: 28228PAB7<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $188500.00    | 0.02%             | 2025-10-30      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Cano Health LLC                                                  | Cano Health LLC                                                                            | CUSIP: 13782CAA8<br>LEI: 254900OGI2T8V1NXN639 | Long             | DBT              | CORP              | US        |     74000 | PA      | $47175.00     | 0.00%             | 2028-10-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Sedgwick Claims Management Services, Inc.                        | Sedgwick Claims Management Services, Inc., Term Loan                                       | CUSIP: 81527CAM9<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    124897 | PA      | $124688.58    | 0.01%             | 2026-09-03      | Variable      | 8.32%                 | 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        |    166510 | PA      | $160266.30    | 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        |     71000 | PA      | $68859.08     | 0.01%             | 2027-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MASTR Asset-Backed Securities Trust                              | MASTR Asset-Backed Securities Trust, Series 2007-HE1, Class A4                             | CUSIP: 576457AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    649703 | PA      | $504354.89    | 0.04%             | 2037-05-25      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| New Gold, Inc.                                                   | New Gold, Inc.                                                                             | CUSIP: 644535AH9<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    586000 | PA      | $543691.51    | 0.04%             | 2027-07-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Organon & Co.                                                    | Organon & Co.                                                                              | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1248000 | PA      | $1126681.92   | 0.09%             | 2031-04-30      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| US Foods, Inc.                                                   | US Foods, Inc., Term Loan B                                                                | CUSIP: 90351HAE8<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |    144450 | PA      | $144510.51    | 0.01%             | 2028-11-22      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| Fidelity National Information Services, Inc.                     | Fidelity National Information Services, Inc.                                               | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     21764 | NS      | $1633170.56   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| CDI Escrow Issuer, Inc.                                          | CDI Escrow Issuer, Inc.                                                                    | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    502000 | PA      | $475645.00    | 0.04%             | 2030-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Buckeye Partners LP                                              | Buckeye Partners LP                                                                        | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     62000 | PA      | $47280.58     | 0.00%             | 2044-10-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Lucali CLO Ltd.                                                  | Lucali CLO Ltd., Series 2020-1A, Class D                                                   | CUSIP: 54929JAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $476886.85    | 0.04%             | 2033-01-15      | Floating      | 8.39%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     12109 | NS      | $3220563.28   | 0.27%             | 2023-03-09      | Fixed         | 11.93%                | 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        |     71661 | PA      | $71545.25     | 0.01%             | 2025-01-15      | Variable      | 6.57%                 | No            | 2                  | On Loan: No      |
| United Natural Foods, Inc.                                       | United Natural Foods, Inc.                                                                 | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52110.00     | 0.00%             | 2028-10-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| NCR Corp.                                                        | NCR Corp.                                                                                  | CUSIP: 62886EAV0<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    235000 | PA      | $232650.00    | 0.02%             | 2029-09-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Ferguson plc                                                     | Ferguson plc                                                                               | CUSIP: N/A<br>LEI: 213800DU1LGY3R2S2X42       | Long             | EC               | CORP              | JE        |     10677 | NS      | $1504337.08   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Garden Spinco Corp.                                              | Garden Spinco Corp.                                                                        | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $192600.45    | 0.02%             | 2030-07-20      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| Invitation Homes Trust                                           | Invitation Homes Trust, Series 2018-SFR4, Class A                                          | CUSIP: 46187XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    251269 | PA      | $249473.97    | 0.02%             | 2038-01-17      | Floating      | 5.55%                 | 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      | $953393.70    | 0.08%             | 2034-10-17      | Floating      | 6.79%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                           | UBS AG                                                                                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      6400 | NS      | $270472.75    | 0.02%             | 2023-02-06      | Fixed         | 15.40%                | No            | 2                  | On Loan: No      |
| Hilcorp Energy I LP                                              | Hilcorp Energy I LP                                                                        | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $104160.00    | 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        |    184000 | PA      | $184046.00    | 0.02%             | 2025-05-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| EIG Pearl Holdings SARL                                          | EIG Pearl Holdings SARL                                                                    | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    511000 | PA      | $442015.00    | 0.04%             | 2036-08-31      | Fixed         | 3.54%                 | No            | 2                  | On Loan: No      |
| State Street Corp.                                               | State Street Corp.                                                                         | CUSIP: 857477AY9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $2707184.12   | 0.22%             | 2047-06-15      | Floating      | 5.77%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      5000 | NS      | $655782.11    | 0.05%             | 2023-03-27      | Fixed         | 20.92%                | No            | 2                  | On Loan: No      |
| Tempo Acquisition LLC                                            | Tempo Acquisition LLC, Term Loan B1                                                        | CUSIP: 88023HAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    586710 | PA      | $587079.93    | 0.05%             | 2028-08-31      | Variable      | 7.56%                 | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp.                                           | Tenet Healthcare Corp.                                                                     | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     48000 | PA      | $44515.20     | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2018-B7, Class C                                          | CUSIP: 08162TBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    323000 | PA      | $282738.18    | 0.02%             | 2053-05-15      | Variable      | 4.86%                 | No            | 2                  | On Loan: No      |
| CSX Corp.                                                        | CSX Corp.                                                                                  | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     27296 | NS      | $843992.32    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Premier Entertainment Sub LLC                                    | Premier Entertainment Sub LLC                                                              | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $66296.70     | 0.01%             | 2031-09-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Canadian Pacific Railway Ltd.                                    | Canadian Pacific Railway Ltd.                                                              | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      7659 | NS      | $604523.08    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Ally Financial, Inc.                                             | Ally Financial, Inc., Series B                                                             | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2303000.00   | 0.19%             | 2026-05-15      | Variable      | 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        |     14500 | NS      | $856711.96    | 0.07%             | 2023-02-23      | Fixed         | 19.84%                | No            | 2                  | On Loan: No      |
| Theta Capital Pte. Ltd.                                          | Theta Capital Pte. Ltd.                                                                    | CUSIP: N/A<br>LEI: 2549003I5QVCGQHCYJ52       | Long             | DBT              | CORP              | SG        |    200000 | PA      | $172912.50    | 0.01%             | 2025-01-22      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                                      | Allied Universal Holdco LLC                                                                | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    658000 | PA      | $529426.80    | 0.04%             | 2029-06-01      | Fixed         | 6.00%                 | 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        |      5878 | PA      | $5571.33      | 0.00%             | 2025-02-14      | Variable      | 8.07%                 | No            | 2                  | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                 | Fantasia Holdings Group Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |    400000 | PA      | $69000.00     | 0.01%             | 2021-12-18      | Fixed         | 15.00%                | No            | 2                  | On Loan: No      |
| Samsung Electronics Co. Ltd.                                     | Samsung Electronics Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |      5020 | NS      | $250047.47    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       806 | NS      | $3262520.87   | 0.27%             | 2023-03-20      | Fixed         | 9.41%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                   | Morgan Stanley Capital I Trust, Series 2018-H3, Class C                                    | CUSIP: 61767YBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $275928.03    | 0.02%             | 2051-07-15      | Variable      | 4.86%                 | No            | 2                  | On Loan: No      |
| Carnival Holdings Bermuda Ltd.                                   | Carnival Holdings Bermuda Ltd.                                                             | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1807000 | PA      | $1951560.00   | 0.16%             | 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        |   1031310 | NS      | $1496351.96   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Medline Borrower LP                                              | Medline Borrower LP, Term Loan                                                             | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    604194 | PA      | $585983.85    | 0.05%             | 2028-10-23      | Variable      | 7.82%                 | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                                 | CSC Holdings LLC                                                                           | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    974000 | PA      | $720048.98    | 0.06%             | 2030-12-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Life Time, Inc.                                                  | Life Time, Inc.                                                                            | CUSIP: 53190FAA3<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    173000 | PA      | $166256.46    | 0.01%             | 2026-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Invesco CLO Ltd.                                                 | Invesco CLO Ltd., Series 2022-1A, Class E                                                  | CUSIP: 46091GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $438900.75    | 0.04%             | 2035-04-20      | Floating      | 10.94%                | No            | 2                  | On Loan: No      |
| Hungary                                                          | Hungary Government Bond                                                                    | CUSIP: 445545AL0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     88000 | PA      | $88154.00     | 0.01%             | 2024-03-25      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                           | Palmer Square CLO Ltd., Series 2015-2A, Class BR2                                          | CUSIP: 69689CBA3<br>LEI: 549300PACXK2KP6J2T91 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $720825.00    | 0.06%             | 2030-07-20      | Floating      | 6.76%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                        | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      7170 | NS      | $523603.70    | 0.04%             | 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        |     73000 | PA      | $69224.81     | 0.01%             | 2028-07-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                   | Morgan Stanley Capital I Trust, Series 2017-HR2, Class D                                   | CUSIP: 61691NAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $175222.35    | 0.01%             | 2050-12-15      | Fixed         | 2.73%                 | No            | 2                  | On Loan: No      |
| IRB Holding Corp.                                                | IRB Holding Corp., Term Loan B                                                             | CUSIP: 44988LAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     78777 | PA      | $77890.76     | 0.01%             | 2027-12-15      | Variable      | 7.69%                 | No            | 2                  | On Loan: No      |
| HTA Group Ltd.                                                   | HTA Group Ltd.                                                                             | CUSIP: 40435WAB6<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |    405000 | PA      | $380522.81    | 0.03%             | 2025-12-18      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Carnival Corp.                                                   | Carnival Corp.                                                                             | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    494000 | PA      | $390260.00    | 0.03%             | 2029-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Altice Financing SA                                              | Altice Financing SA, Term Loan                                                             | CUSIP: L0178UAG1<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     53315 | PA      | $52514.86     | 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        |     95000 | PA      | $68281.35     | 0.01%             | 2029-09-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                                    | Equinix, Inc.                                                                              | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      1430 | NS      | $1055525.90   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                               | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |    677000 | PA      | $681942.10    | 0.06%             | 2025-02-19      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                           | UBS AG                                                                                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      2500 | NS      | $163882.45    | 0.01%             | 2023-02-16      | Fixed         | 12.90%                | No            | 2                  | On Loan: No      |
| Clear Channel International BV                                   | Clear Channel International BV                                                             | CUSIP: 18452MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    247000 | PA      | $240414.98    | 0.02%             | 2025-08-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Times China Holdings Ltd.                                        | Times China Holdings Ltd.                                                                  | CUSIP: N/A<br>LEI: 2549000KTINB9ZPZP710       | Long             | DBT              | CORP              | KY        |    552000 | PA      | $103500.00    | 0.01%             | 2025-07-08      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| AngloGold Ashanti Holdings plc                                   | AngloGold Ashanti Holdings plc                                                             | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    200000 | PA      | $177000.00    | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                 | Fantasia Holdings Group Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |    300000 | PA      | $51750.00     | 0.00%             | 2023-06-01      | Fixed         | 11.88%                | No            | 2                  | On Loan: No      |
| Albertsons Cos., Inc.                                            | Albertsons Cos., Inc.                                                                      | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    467000 | PA      | $456492.50    | 0.04%             | 2028-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Harvest Midstream I LP                                           | Harvest Midstream I LP                                                                     | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39350.00     | 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        |    545000 | PA      | $523200.00    | 0.04%             | 2026-05-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-23130.56    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Hess Midstream Operations LP                                     | Hess Midstream Operations LP                                                               | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    197000 | PA      | $172534.08    | 0.01%             | 2030-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| RKPF Overseas 2019 A Ltd.                                        | RKPF Overseas 2019 A Ltd.                                                                  | CUSIP: N/A<br>LEI: 254900P8BXRCW5458103       | Long             | DBT              | CORP              | VG        |    430000 | PA      | $374852.50    | 0.03%             | 2025-09-04      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                              | Foreign Exchange GBP/USD                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -393 | NC      | $165680.94    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bombardier, Inc.                                                 | Bombardier, Inc.                                                                           | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    410000 | PA      | $388837.19    | 0.03%             | 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        |    152160 | PA      | $151463.39    | 0.01%             | 2028-08-02      | Variable      | 7.37%                 | No            | 2                  | On Loan: No      |
| Match Group Holdings II LLC                                      | Match Group Holdings II LLC                                                                | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91977.00     | 0.01%             | 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        |    204478 | PA      | $176580.63    | 0.01%             | 2025-10-01      | Variable      | 8.32%                 | No            | 2                  | On Loan: No      |
| EnLink Midstream Partners LP                                     | EnLink Midstream Partners LP                                                               | CUSIP: 29336UAC1<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    121000 | PA      | $101348.39    | 0.01%             | 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        |    402000 | PA      | $351750.00    | 0.03%             | 2048-03-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       537 | NS      | $2150857.99   | 0.18%             | 2023-03-03      | Fixed         | 10.32%                | No            | 2                  | On Loan: No      |
| Spirit AeroSystems, Inc.                                         | Spirit AeroSystems, Inc.                                                                   | CUSIP: 85205TAL4<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48165.12     | 0.00%             | 2025-04-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2023-01-31

**Name of Applicant:** BlackRock Funds II

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer