# EDGAR Filing Document

**Accession Number:** 0000917469
**File Stem:** 0001752724-25-211962
**Filing Date:** 2025-8
**Character Count:** 299045
**Document Hash:** bf79f3dc1ec18d60fc0f609a490465f9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-211962.hdr.sgml**: 20250829

**ACCESSION NUMBER**: 0001752724-25-211962

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250829

**DATE AS OF CHANGE**: 20250829

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LOOMIS SAYLES FUNDS I
- **CENTRAL INDEX KEY:** 0000917469

**ORGANIZATION NAME:**
- **EIN:** 043219179
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08282
- **FILM NUMBER:** 251276019

**BUSINESS ADDRESS:**
- **STREET 1:** 888 BOYLSTON STREET
- **STREET 2:** 8TH FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199
- **BUSINESS PHONE:** 617-449-2810

**MAIL ADDRESS:**
- **STREET 1:** 888 BOYLSTON STREET
- **STREET 2:** 8TH FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LOOMIS SAYLES FUNDS II
- **DATE OF NAME CHANGE:** 20031119

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LOOMIS SAYLES INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 20031015

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LOOMIS SAYLES FUNDS I
- **DATE OF NAME CHANGE:** 20030718

## Series and Classes Contracts Data

### Loomis Sayles Bond Fund (Series ID: S000006638)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000018122 | Institutional Class | LSBDX           |
| C000018123 | Retail Class        | LSBRX           |
| C000018124 | Admin Class         | LBFAX           |
| C000125493 | Class N             | LSBNX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** LOOMIS SAYLES FUNDS I

- **b. Investment Company Act file number:** 811-08282

- **c. CIK number of Registrant:** 0000917469

- **d. LEI of Registrant:** 549300826G7KS737WZ11

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

  - **Street Address 1:** 888 BOYLSTON STREET

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02199-8197

  - **Telephone number:** 617-449-2139

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

- **a. Name of Series:** Loomis Sayles Bond Fund

- **b. EDGAR series identifier (if any):** S000006638

- **c. LEI of Series:** 838ITZYUJVZNC19KWD64

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4442706622.15

**Total Liabilities:** $40317356.94

**Net Assets:** $4402389265.21

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3017.16000000 | **1-Year:** -92799.63000000 | **5-Year:** -476308.93000000 | **10-Year:** -582122.21000000 | **30-Year:** -109406.63000000

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

- **3-Month:** -2293.03000000 | **1-Year:** -79522.16000000 | **5-Year:** -204343.19000000 | **10-Year:** -89615.60000000 | **30-Year:** -15032.06000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018123 | 0.40%                | 0.45%                | 1.78%                |
| Class ID C000018124 | 0.39%                | 0.52%                | 1.68%                |
| Class ID C000018122 | 0.42%                | 0.47%                | 1.79%                |
| Class ID C000125493 | 0.43%                | 0.48%                | 1.80%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-12369357.09            | $-11350148.29                              |
| Month 2  | $1809671.90              | $11100161.89                               |
| Month 3  | $-7824778.84             | $62109395.22                               |

**Designated Index Information**

- **Index Name:** Fund's Securities Portfolio

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| American Credit Acceptance Receivables Trust     | American Credit Acceptance Receivables Trust 2024-4                             | CUSIP: 024945AG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2030000 | PA      | $2039396.87   | 0.05%             | 2031-08-12      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                             | Matador Resources Co                                                            | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    320000 | PA      | $320166.64    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance Plc             | Trafigura Securitisation Finance PLC                                            | CUSIP: 892725AW2<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |  10240000 | PA      | $10203801.60  | 0.23%             | 2027-11-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                    | Boeing Co/The                                                                   | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  12190000 | PA      | $13344586.58  | 0.30%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                            | Time Warner Cable LLC                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    970000 | PA      | $1001834.64   | 0.02%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                              | LCM 30 Ltd                                                                      | CUSIP: 50200YAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4215000 | PA      | $4177697.25   | 0.09%             | 2031-04-20      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                             | Republic of Uzbekistan International Bond                                       | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  13400000 | PA      | $13769840.00  | 0.31%             | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                          | CarMax Auto Owner Trust 2022-1                                                  | CUSIP: 14317CAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1255000 | PA      | $1234744.30   | 0.03%             | 2028-07-17      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                  | Republic Finance Issuance Trust 2024-B                                          | CUSIP: 76042GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1115000 | PA      | $1133982.88   | 0.03%             | 2037-11-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                          | Energean Israel Finance Ltd                                                     | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |  12510000 | PA      | $11509200.00  | 0.26%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust               | Willis Engine Structured Trust IV                                               | CUSIP: 97064EAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375045 | PA      | $368276.61    | 0.01%             | 2043-09-15      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                         | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  11355000 | PA      | $11617838.05  | 0.26%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                               | Tricon Residential 2021-SFR1 Trust                                              | CUSIP: 89614YAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5360000 | PA      | $5201280.22   | 0.12%             | 2038-07-17      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| DILLARDS INC                                     | Dillard's Inc                                                                   | CUSIP: 254063AU4<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |   7182000 | PA      | $7323413.58   | 0.17%             | 2026-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                        | Nelnet Student Loan Trust 2021-B                                                | CUSIP: 64034QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2345000 | PA      | $2063827.23   | 0.05%             | 2062-04-20      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR FUTR OPTN AUG25C 109.2                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -2500 | NC      | $-859375.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                            | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  15080000 | PA      | $16184635.94  | 0.37%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Focus Brands Funding LLC                         | FOCUS Brands Funding                                                            | CUSIP: 34417RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2147300 | PA      | $2266211.68   | 0.05%             | 2053-10-30      | Fixed         | 8.24%                 | No            |                  2 | On Loan: No      |
| Volofin Finance Designated Activity Company      | Volofin Finance Designated Activity Co                                          | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4291538 | PA      | $4360777.43   | 0.10%             | 2037-06-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    975000 | PA      | $988146.39    | 0.02%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                             | Flutter Financing BV 2024 Term Loan B                                           | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |  14358440 | PA      | $14304595.37  | 0.32%             | 2030-11-30      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                     | Yuzhou Group Holdings Co Ltd                                                    | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |   4025000 | PA      | $291812.50    | 0.01%             | 2025-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                          | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        | 399200000 | PA      | $19393574.04  | 0.44%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                         | Foundation Finance Trust 2025-1                                                 | CUSIP: 35040WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3240000 | PA      | $3242948.40   | 0.07%             | 2050-04-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2021-SFR7 Trust                                            | CUSIP: 74333PAL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1445000 | PA      | $1321538.62   | 0.03%             | 2040-08-17      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |  20870000 | PA      | $28659840.84  | 0.65%             | 2035-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RUBRIK INC                                       | Rubrik Inc                                                                      | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |   1828000 | PA      | $1913687.50   | 0.04%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                          | SCF Equipment Leasing 2024-1 LLC                                                | CUSIP: 783896AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    705000 | PA      | $727649.54    | 0.02%             | 2032-09-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                            | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  28585000 | PA      | $29046307.87  | 0.66%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2014-USA OA LLC                                                            | CUSIP: 12649AAL3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    630000 | PA      | $522238.50    | 0.01%             | 2037-09-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                         | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  10885000 | PA      | $11144187.74  | 0.25%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DILLARDS INC                                     | Dillard's Inc                                                                   | CUSIP: 254063AW0<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2348302.50   | 0.05%             | 2027-05-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                         | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   6435000 | PA      | $6525880.86   | 0.15%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                | PRPM 2024-5 LLC                                                                 | CUSIP: 69381KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1023329 | PA      | $1027243.07   | 0.02%             | 2029-09-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                           | Northern Oil & Gas Inc                                                          | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   1648000 | PA      | $1718040.00   | 0.04%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds             | Chile Government International Bonds                                            | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   7405000 | PA      | $4478395.90   | 0.10%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC               | Compass Datacenters Issuer II LLC                                               | CUSIP: 20469CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4250000 | PA      | $4303167.50   | 0.10%             | 2050-05-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                             | Matador Resources Co                                                            | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2080234.63   | 0.05%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                    | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   8545000 | PA      | $9296703.65   | 0.21%             | 2033-08-12      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corporation              | Six Flags Entertainment Corporation 2024 Term Loan B                            | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |   2386962 | PA      | $2386962.50   | 0.05%             | 2031-05-01      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  14055000 | PA      | $13748206.20  | 0.31%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |  18780000 | PA      | $19013679.54  | 0.43%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                | Post Holdings Inc                                                               | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   3135000 | PA      | $2909936.16   | 0.07%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freed ABS Trust                                  | FREED ABS Trust 2022-1FP                                                        | CUSIP: 35633KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1174703 | PA      | $1166929.78   | 0.03%             | 2029-03-19      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              |  | US        |   5810000 | PA      | $5113465.25   | 0.12%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                 | WFRBS Commercial Mortgage Trust 2014-C20                                        | CUSIP: 92890FAY2<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |   2014432 | PA      | $1789822.48   | 0.04%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                  | Republic Finance Issuance Trust 2021-A                                          | CUSIP: 76042UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $777735.36    | 0.02%             | 2031-12-22      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                | PRPM 2024-7 LLC                                                                 | CUSIP: 74448LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2487578 | PA      | $2486844.76   | 0.06%             | 2029-11-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                          | Turkiye Government Bond                                                         | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        | 111720000 | PA      | $2741163.84   | 0.06%             | 2026-08-12      | Fixed         | 36.00%                | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds          | Colombia Government International Bonds                                         | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  11145000 | PA      | $11523149.85  | 0.26%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                    | AppLovin Corp                                                                   | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   2765000 | PA      | $2813592.52   | 0.06%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2105000 | PA      | $2210899.12   | 0.05%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                            | Molina Healthcare Inc                                                           | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   6470000 | PA      | $5889054.82   | 0.13%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLSEC Holdings 22T LLC                           | Clsec Holdings 22t LLC                                                          | CUSIP: 12567UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9611936 | PA      | $9177149.76   | 0.21%             | 2037-05-11      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                  | OHA Credit Funding 3 LTD                                                        | CUSIP: 67112RBE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12430000 | PA      | $12461845.66  | 0.28%             | 2038-01-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                            | Freedom Mortgage Holdings LLC                                                   | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1226630.93   | 0.03%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| SBA Senior Finance II LLC                        | SBA Senior Finance II LLC 2024 Term Loan B                                      | CUSIP: 78404XAJ4<br>LEI: 549300PVT2ADFWMYEW87 | Long             | LON              |  | US        |   4721416 | PA      | $4725570.72   | 0.11%             | 2031-01-25      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Thrust Engine Leasing                            | Thrust Engine Leasing 2021 DAC                                                  | CUSIP: 88603UAA7<br>LEI: 254900X0E0PUM0VQBP74 | Long             | ABS-O            | CORP              | US        |   1691714 | PA      | $1648607.04   | 0.04%             | 2040-07-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2865000 | PA      | $2434081.45   | 0.06%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KYRGYZ REP INTL BOND                             | Kyrgyz Republic International Bond                                              | CUSIP: 50158LAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |   6210000 | PA      | $6116601.60   | 0.14%             | 2030-06-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  40540000 | PA      | $26120585.23  | 0.59%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                     | AGL CLO 12 Ltd                                                                  | CUSIP: 00120BAJ9<br>LEI: 54930005OE1IFBESDA27 | Long             | ABS-CBDO         | CORP              | KY        |   7240000 | PA      | $7266483.92   | 0.17%             | 2034-07-20      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1155000 | PA      | $1164525.29   | 0.03%             | 2028-02-20      | Fixed         | 7.32%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd                         | Kaisa Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |  19485000 | PA      | $815057.55    | 0.02%             | 2024-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                           | Guidewire Software Inc                                                          | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |   1434000 | PA      | $1690686.00   | 0.04%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                         | Kaisa Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |   1845000 | PA      | $76032.45     | 0.00%             | 2025-07-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |  12510000 | PA      | $12506030.45  | 0.28%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fortiva Retail Credit Master Note Business Trust | Fortiva Retail Credit Master Note Business Trust                                | CUSIP: 34962AAW2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9695000 | PA      | $9842131.32   | 0.22%             | 2029-11-15      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  11215000 | PA      | $9459170.74   | 0.21%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                              | Axon Enterprise Inc                                                             | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    840000 | PA      | $864915.78    | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                          | SCF Equipment Leasing 2024-1 LLC                                                | CUSIP: 783896AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $735525.00    | 0.02%             | 2033-06-21      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Kapitus Asset Securitization LLC                 | Kapitus Asset Securitization IV LLC                                             | CUSIP: 48555MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3665000 | PA      | $3660847.56   | 0.08%             | 2031-09-10      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                   | Carvana Auto Receivables Trust 2021-P4                                          | CUSIP: 14687KAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3032000 | PA      | $2904569.89   | 0.07%             | 2028-02-10      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385BC4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |  22355000 | PA      | $22210011.73  | 0.50%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                         | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15738000 | PA      | $14080287.34  | 0.32%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DILLARDS INC                                     | Dillard's Inc                                                                   | CUSIP: 254067AN1<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |   4680000 | PA      | $4927150.80   | 0.11%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                              | SoftBank Group Corp                                                             | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |   3695000 | PA      | $3547421.70   | 0.08%             | 2028-07-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                             | Republic of Uzbekistan International Bond                                       | CUSIP: 91822Q2J5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   4680000 | PA      | $4823863.20   | 0.11%             | 2032-05-25      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal                                    | ArcelorMittal SA                                                                | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    470000 | PA      | $520478.92    | 0.01%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                            | Amrize Finance US LLC                                                           | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   3325000 | PA      | $3373748.66   | 0.08%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HIN Timeshare Trust 2020-A                       | HIN Timeshare Trust 2020-A                                                      | CUSIP: 40439HAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30304 | PA      | $29495.84     | 0.00%             | 2039-10-09      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING LLC                       | Vivint Solar Financing V LLC                                                    | CUSIP: 92854VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2750011 | PA      | $2603474.03   | 0.06%             | 2048-04-30      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| iHeartMedia Inc                                  | iHeartMedia Inc                                                                 | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    705779 | NS      | $1242171.04   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DCP MIDSTREAM OPERATING                          | DCP Midstream Operating LP                                                      | CUSIP: 26439XAH6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   9050000 | PA      | $9283219.86   | 0.21%             | 2036-11-03      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2021-RPL6 Trust                                                            | CUSIP: 12657GAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3716673 | PA      | $2874843.96   | 0.07%             | 2060-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust               | Willis Engine Structured Trust VII                                              | CUSIP: 97064YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1459126 | PA      | $1502770.01   | 0.03%             | 2048-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust    | JP Morgan Chase Commercial Mortgage Securities Trust 2025-BMS                   | CUSIP: 46596CAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2165000 | PA      | $2152087.94   | 0.05%             | 2042-01-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                 | Planet Fitness Master Issuer LLC                                                | CUSIP: 72703PAC7<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |   3420900 | PA      | $3256935.25   | 0.07%             | 2049-12-05      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| SANCHEZ ENERGY CORP                              | SANCHEZ ENERGY CORP                                                             | CUSIP: 799ESCAH1<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |  12420000 | PA      | $124200.00    | 0.00%             | 2021-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee            | VOLT XCIV LLC                                                                   | CUSIP: 92873AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    645440 | PA      | $645169.28    | 0.01%             | 2051-02-27      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| CLSEC Holdings 22T LLC                           | Clsec Holdings 22t LLC                                                          | CUSIP: 12567UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2542524 | PA      | $2351621.17   | 0.05%             | 2037-05-11      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                | PRPM 2025-2 LLC                                                                 | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1040714 | PA      | $1049227.18   | 0.02%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                             | Republic of Uzbekistan International Bond                                       | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   7355000 | PA      | $8883888.23   | 0.20%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2022-6                                      | CUSIP: 30168AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1672479 | PA      | $1680410.38   | 0.04%             | 2028-05-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  22875000 | PA      | $22162572.31  | 0.50%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                  | Fair Isaac Corp                                                                 | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   6840000 | PA      | $6902694.00   | 0.16%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   2555000 | PA      | $2556204.78   | 0.06%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                       | LAD Auto Receivables Trust 2024-1                                               | CUSIP: 501689AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $132243.42    | 0.00%             | 2029-06-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                 | OneMain Financial Issuance Trust 2021-1                                         | CUSIP: 68269MAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5485000 | PA      | $4978214.52   | 0.11%             | 2036-06-16      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Private Education Refi Loan Trust 2021-F                                | CUSIP: 63942GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5895000 | PA      | $4018536.02   | 0.09%             | 2070-02-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                            | Quikrete Holdings Inc                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |  13890000 | PA      | $14283363.69  | 0.32%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                 | Planet Fitness Master Issuer LLC                                                | CUSIP: 72703PAF0<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |   7880450 | PA      | $7991178.20   | 0.18%             | 2054-06-05      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                         | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |  12575000 | PA      | $12446569.26  | 0.28%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                         | Shimao Group Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |   1515000 | PA      | $75795.45     | 0.00%             | 2027-01-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                            | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |  10357000 | PA      | $11210644.65  | 0.25%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                    | Ballyrock CLO 2019-2 Ltd                                                        | CUSIP: 05875MAY8<br>LEI: 254900IF22Z7SA13VI60 | Long             | ABS-CBDO         | CORP              | KY        |   1310000 | PA      | $1311299.52   | 0.03%             | 2036-02-20      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Battalion Oil Corp                               | Battalion Oil Corp                                                              | CUSIP: 07134L107<br>LEI: 3XHTN2NNIMMPORDAMJ28 | Long             | EC               | CORP              | US        |     93585 | NS      | $120724.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BORGWARNER INC                                   | BorgWarner Inc                                                                  | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |   3635000 | PA      | $3675983.13   | 0.08%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LOGAN GROUP CO LTD                               | Logan Group Co Ltd                                                              | CUSIP: 000000000<br>LEI: 549300NJ0E6Q0S1VOG90 | Long             | DBT              | CORP              | KY        |   5965000 | PA      | $412002.55    | 0.01%             | 2025-07-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                          | Energean Israel Finance Ltd                                                     | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |   2190000 | PA      | $2083237.50   | 0.05%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                      | Ovintiv Inc                                                                     | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1209061.37   | 0.03%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NexPoint Diversified Real Estate Trust           | NexPoint Diversified Real Estate Trust                                          | CUSIP: 65340G205<br>LEI: 5493008KGR2NU3OXMR64 | Long             | EC               |  | US        |        73 | NS      | $305.87       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   6395000 | PA      | $6819797.85   | 0.15%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                         | Sunac China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |   3260033 | PA      | $391203.96    | 0.01%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                 | Planet Fitness Master Issuer LLC                                                | CUSIP: 72703PAE3<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    774000 | PA      | $714304.86    | 0.02%             | 2051-12-05      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                    | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3950000 | PA      | $3378569.81   | 0.08%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2014-USA OA LLC                                                            | CUSIP: 12649AAJ8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   6710000 | PA      | $5864204.50   | 0.13%             | 2037-09-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5595000 | PA      | $5859644.56   | 0.13%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                    | EchoStar Corp                                                                   | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |  41025000 | PA      | $42255750.00  | 0.96%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                         | Mill City Mortgage Loan Trust 2019-GS1                                          | CUSIP: 59981BAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1720000 | PA      | $1548317.17   | 0.04%             | 2059-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2024-A                                        | CUSIP: 00834BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3370000 | PA      | $3384976.28   | 0.08%             | 2029-02-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                         | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   1765000 | PA      | $1763813.92   | 0.04%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                    | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    510000 | PA      | $462959.18    | 0.01%             | 2032-05-14      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| MBIA INSURANCE CO                                | MBIA Insurance Corp                                                             | CUSIP: 55276GAA3<br>LEI: 5493004M1UUDNTDXS107 | Long             | DBT              | CORP              | US        |  13985000 | PA      | $559400.00    | 0.01%             | 2033-01-15      | Variable      | 15.78%                | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                               | Aqua Finance Trust 2019-A                                                       | CUSIP: 038370AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1012223 | PA      | $988771.07    | 0.02%             | 2040-07-16      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program 2021-A LLC            | ELFI Graduate Loan Program 2021-A LLC                                           | CUSIP: 28628BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    503145 | PA      | $413944.15    | 0.01%             | 2046-12-26      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| REMIC FUNDING TRUST 98-1                         | Redwood Funding Trust 2025-1                                                    | CUSIP: 757912AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6220232 | PA      | $6440900.49   | 0.15%             | 2055-05-27      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                    | ZF North America Capital Inc                                                    | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   5090000 | PA      | $4704386.38   | 0.11%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Crown City CLO I                                 | Crown City CLO I                                                                | CUSIP: 22823RAS8<br>LEI: 549300K60T4GC7BSX929 | Long             | ABS-CBDO         | CORP              | KY        |   6075000 | PA      | $6088923.90   | 0.14%             | 2034-07-20      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                         | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   3160000 | PA      | $3218969.90   | 0.07%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                      | Aker BP ASA                                                                     | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   4170000 | PA      | $4003731.97   | 0.09%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                              | Sprint Capital Corp                                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   9135000 | PA      | $11081578.70  | 0.25%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                   | Home Partners of America 2021-2 Trust                                           | CUSIP: 43732VAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12526902 | PA      | $12005480.81  | 0.27%             | 2026-12-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                              | NCL Corp Ltd                                                                    | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1585000 | PA      | $1586981.25   | 0.04%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                        | MSBAM Commercial Mortgage Securities Trust 2012-CKSV                            | CUSIP: 553514AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1158504 | PA      | $1099073.08   | 0.02%             | 2030-10-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                   | Carvana Auto Receivables Trust 2021-N4                                          | CUSIP: 14687HAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1277525 | PA      | $1243668.93   | 0.03%             | 2028-09-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                          | NYMT Loan Trust Series 2024-BPL3                                                | CUSIP: 67119RAA5<br>LEI: 254900Q6RDCV3HGA6340 | Long             | ABS-MBS          | CORP              | US        |   3025000 | PA      | $3014290.90   | 0.07%             | 2039-09-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                              | HINNT 2024-A LLC                                                                | CUSIP: 40472QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    540530 | PA      | $547860.49    | 0.01%             | 2043-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                      | Extended Stay America Trust 2021-ESH                                            | CUSIP: 30227FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3705384 | PA      | $3707699.74   | 0.08%             | 2038-07-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                    | Aircastle Ltd                                                                   | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   4205000 | PA      | $4344048.16   | 0.10%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                 | Duke Energy Corp                                                                | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   7160000 | PA      | $7353898.17   | 0.17%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                         | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co   | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9610000 | PA      | $9624126.70   | 0.22%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                | Brown & Brown Inc                                                               | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1815131.91   | 0.04%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds       | Philippines Government International Bonds                                      | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   6770000 | PA      | $4617140.00   | 0.10%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                   | Home Partners of America 2021-1 Trust                                           | CUSIP: 437300AJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1222062 | PA      | $1049313.86   | 0.02%             | 2041-09-17      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                              | Synchrony Financial                                                             | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   6436000 | PA      | $6612854.26   | 0.15%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                        | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  12095000 | PA      | $12315774.03  | 0.28%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential Trust                                                      | CUSIP: 74333HAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2300000 | PA      | $2239412.48   | 0.05%             | 2038-07-17      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                    | DISH DBS Corp                                                                   | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10570000 | PA      | $9149656.25   | 0.21%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                         | iHeartCommunications Inc                                                        | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   7124450 | PA      | $5516960.35   | 0.13%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LP                            | Citadel Securities LP 2024 First Lien Term Loan                                 | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |   3789586 | PA      | $3803342.67   | 0.09%             | 2031-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US LONG BOND(CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -763 | NC      | $-2648285.25  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS INC                                       | Leidos Inc                                                                      | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   2515000 | PA      | $2566941.41   | 0.06%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                   | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   3415000 | PA      | $3450659.43   | 0.08%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                       | Leidos Inc                                                                      | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   5090000 | PA      | $5167595.42   | 0.12%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   7430000 | PA      | $8817814.62   | 0.20%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                  | Cemex SAB de CV                                                                 | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |  23309000 | PA      | $21488007.68  | 0.49%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                | PRPM 2024-2 LLC                                                                 | CUSIP: 74448BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3913414 | PA      | $3962883.89   | 0.09%             | 2029-03-25      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| TYLER TECHNOLOGIES INC                           | Tyler Technologies Inc                                                          | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |    846000 | PA      | $1039734.00   | 0.02%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                            | Micron Technology Inc                                                           | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1909980.40   | 0.04%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                         | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAN2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   6165000 | PA      | $6254228.02   | 0.14%             | 2030-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust     | American Credit Acceptance Receivables Trust 2022-1                             | CUSIP: 02530WAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    569658 | PA      | $568849.53    | 0.01%             | 2028-03-13      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31283HQA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2993 | PA      | $2979.04      | 0.00%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                             | Republic of Uzbekistan International Bond                                       | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    770000 | PA      | $927952.90    | 0.02%             | 2029-02-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust            | Mission Lane Credit Card Master Trust                                           | CUSIP: 60510MBA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3940000 | PA      | $3970982.58   | 0.09%             | 2029-08-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                     | Ford Credit Auto Lease Trust 2023-B                                             | CUSIP: 34529NAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2155000 | PA      | $2184661.42   | 0.05%             | 2028-06-15      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                 | CSC Holdings LLC                                                                | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $687474.12    | 0.02%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                         | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   1390000 | PA      | $1471056.46   | 0.03%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                            | CUSIP: 378272BL1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  19611000 | PA      | $20275477.55  | 0.46%             | 2033-05-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                          | Jefferies Financial Group Inc                                                   | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   5731000 | PA      | $5938914.49   | 0.13%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CKE Restaurants Holdings Inc                     | Hardee's Funding LLC                                                            | CUSIP: 411707AK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3336000 | PA      | $3041431.87   | 0.07%             | 2051-06-20      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                          | Sensata Technologies BV                                                         | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   1035000 | PA      | $1036393.11   | 0.02%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING                            | PK Alift Loan Funding 3 LP                                                      | CUSIP: 69291VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1701779 | PA      | $1722780.84   | 0.04%             | 2039-09-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| ATLX Trust                                       | ATLX 2024-RPL2 Trust                                                            | CUSIP: 049919AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2683025 | PA      | $2573933.10   | 0.06%             | 2063-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                    | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  10988000 | PA      | $9815506.01   | 0.22%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                             | Country Garden Holdings Co Ltd                                                  | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |   7770000 | PA      | $579719.70    | 0.01%             | 2031-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                            | Directv Financing LLC / Directv Financing Co-Obligor Inc                        | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6285000 | PA      | $6101625.13   | 0.14%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LOGAN GROUP CO LTD                               | Logan Group Co Ltd                                                              | CUSIP: 000000000<br>LEI: 549300NJ0E6Q0S1VOG90 | Long             | DBT              | CORP              | KY        |   5148000 | PA      | $351917.28    | 0.01%             | 2026-12-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lex Commercial Loan Master Trust                 | LEX 2024-BBG Mortgage Trust                                                     | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1405000 | PA      | $1410246.27   | 0.03%             | 2033-10-13      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential Trust                                                      | CUSIP: 74333HAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4495000 | PA      | $4374423.87   | 0.10%             | 2038-07-17      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Tobacco Settlement Financing Corp/VA             | TOBACCO SETTLEMENT FING CORP VA                                                 | CUSIP: 88880NAT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  41590000 | PA      | $32727753.26  | 0.74%             | 2046-06-01      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                         | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2635000 | PA      | $2657804.11   | 0.06%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2023-B                                        | CUSIP: 00792FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4045000 | PA      | $4062886.99   | 0.09%             | 2028-09-15      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance Plc             | Trafigura Securitisation Finance PLC                                            | CUSIP: 892725AZ5<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |   1675000 | PA      | $1677417.03   | 0.04%             | 2027-11-15      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                     | Yuzhou Group Holdings Co Ltd                                                    | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |   3175000 | PA      | $224313.75    | 0.01%             | 2027-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LIMITED                        | HUB International Limited 2025 Term Loan B                                      | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   3043505 | PA      | $3051935.69   | 0.07%             | 2030-06-20      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Corp Trust 2013-PEMB                                     | CUSIP: 36197VAC2<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |   3760000 | PA      | $2688400.00   | 0.06%             | 2033-03-05      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| ITRON INC                                        | Itron Inc                                                                       | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |    912000 | PA      | $1084368.00   | 0.02%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                             | FirstKey Homes 2021-SFR2 Trust                                                  | CUSIP: 33767TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3120000 | PA      | $2994837.46   | 0.07%             | 2038-09-17      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                  | DR Horton Inc                                                                   | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   3265000 | PA      | $3324602.38   | 0.08%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                  | CLI Funding VIII LLC                                                            | CUSIP: 12572DAA2<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4444839.00   | 0.10%             | 2050-06-21      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| AGFC Capital Trust I                             | AGFC Capital Trust I                                                            | CUSIP: 00846NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2060000 | PA      | $1432585.80   | 0.03%             | 2067-01-15      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                             | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |  17905000 | PA      | $16119022.80  | 0.37%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                                     | DoorDash Inc                                                                    | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |   1227000 | PA      | $1329277.08   | 0.03%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                               | Bausch + Lomb Corp                                                              | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $140906.25    | 0.00%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                         | EQT Corp                                                                        | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |  11721000 | PA      | $10864080.85  | 0.25%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                        | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11                     | CUSIP: 61762TAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1705000 | PA      | $1129494.30   | 0.03%             | 2046-08-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                                    | Snowflake Inc                                                                   | CUSIP: 833445AC3<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |   1364000 | PA      | $2122384.00   | 0.05%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  19290000 | PA      | $17476543.43  | 0.40%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds       | Philippines Government International Bonds                                      | CUSIP: 718286DH7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   5815000 | PA      | $5931524.75   | 0.13%             | 2050-02-04      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                              | Travel + Leisure Co                                                             | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |  10440000 | PA      | $10089833.00  | 0.23%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                         | Shimao Group Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |   4675000 | PA      | $232861.75    | 0.01%             | 2026-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                             | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    995000 | PA      | $959302.88    | 0.02%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                   | TD SYNNEX Corp                                                                  | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   6549000 | PA      | $6892458.11   | 0.16%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   4560000 | PA      | $5111539.17   | 0.12%             | 2036-02-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |   2725000 | PA      | $2639845.71   | 0.06%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                         | Sunac China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |   1626071 | PA      | $195128.52    | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                            | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  15215000 | PA      | $15644283.92  | 0.36%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                             | Republic of Uzbekistan International Bond                                       | CUSIP: 91822QVX2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   3840000 | PA      | $4091861.57   | 0.09%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                       | Evergy Inc                                                                      | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   1812000 | PA      | $2119134.00   | 0.05%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                           | Aviation Capital Group LLC                                                      | CUSIP: 05369AAP6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |  13520000 | PA      | $14370120.02  | 0.33%             | 2028-10-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12400000 | PA      | $12365716.11  | 0.28%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |  10520000 | PA      | $10805927.92  | 0.25%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VIII Ltd                             | Elmwood CLO VIII Ltd                                                            | CUSIP: 29003EAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4080000 | PA      | $4108245.84   | 0.09%             | 2037-04-20      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                               | Steel Dynamics Inc                                                              | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   5290000 | PA      | $5295616.13   | 0.12%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                          | NYMT Loan Trust 2024-CP1                                                        | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2855285 | PA      | $2676287.61   | 0.06%             | 2068-02-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                            | Mineral Resources Ltd                                                           | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    210000 | PA      | $210978.60    | 0.00%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                          | Central China Real Estate Ltd                                                   | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |    945000 | PA      | $40162.50     | 0.00%             | 2025-08-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                         | Stewart Information Services Corp                                               | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |   7800000 | PA      | $6974512.12   | 0.16%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC              | Compass Datacenters Issuer III LLC                                              | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4325000 | PA      | $4360650.98   | 0.10%             | 2050-02-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                   | EPR Properties                                                                  | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   4125000 | PA      | $3746964.99   | 0.09%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                      | Hertz Vehicle Financing LLC                                                     | CUSIP: 42806MBG3<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |   3102500 | PA      | $3101715.09   | 0.07%             | 2026-09-25      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RET7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   3470000 | PA      | $3320534.26   | 0.08%             | 2028-02-20      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                  | Stream Innovations 2024-1 Issuer Trust                                          | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    430595 | PA      | $447054.14    | 0.01%             | 2044-07-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                 | SMB Private Education Loan Trust 2021-B                                         | CUSIP: 78449YAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5735000 | PA      | $5092259.62   | 0.12%             | 2051-07-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                           | Choice Hotels International Inc                                                 | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $2025679.81   | 0.05%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                                 | Sensata Technologies Inc                                                        | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    685000 | PA      | $653972.38    | 0.01%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                          | Central China Real Estate Ltd                                                   | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |   2565000 | PA      | $109012.50    | 0.00%             | 2025-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                             | Targa Resources Corp                                                            | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2759633.77   | 0.06%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                           | Motorola Solutions Inc                                                          | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |  17490000 | PA      | $17832730.19  | 0.41%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust            | Mission Lane Credit Card Master Trust                                           | CUSIP: 60510MBK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3905000 | PA      | $3929699.13   | 0.09%             | 2030-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Alta Wind Holdings LLC                           | Alta Wind Holdings LLC                                                          | CUSIP: 021345AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  26419242 | PA      | $25312956.03  | 0.57%             | 2035-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 2YR NOTE (CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      4030 | NC      | $3746035.66   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GITSIT Mortgage Loan Trust                       | GITSIT Mortgage Loan Trust 2025-NPL1                                            | CUSIP: 375926AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12083723 | PA      | $12166533.11  | 0.28%             | 2055-02-25      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                 | CSC Holdings LLC                                                                | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |  46092000 | PA      | $21435355.62  | 0.49%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                 | Paramount Global                                                                | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |    191294 | NS      | $2467692.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VCAT Asset Securitization, LLC                   | VCAT 2025-NPL3 LLC                                                              | CUSIP: 92243QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7715941 | PA      | $7720905.15   | 0.18%             | 2055-02-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER                       | Elara HGV Timeshare Issuer 2021-A LLC                                           | CUSIP: 28416LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    303555 | PA      | $287077.66    | 0.01%             | 2035-08-27      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                   | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1131000 | PA      | $2487634.50   | 0.06%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust            | Westlake Automobile Receivables Trust 2024-2                                    | CUSIP: 96042YAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1615000 | PA      | $1639294.45   | 0.04%             | 2030-04-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                | HERC HOLDINGS INC TERM LOAN B                                                   | CUSIP: 000000000<br>LEI: 549300TP80QLITMSBP82 | Long             | LON              | CORP              | US        |   1840000 | PA      | $1845372.80   | 0.04%             | 2032-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SANCHEZ ENERGY CORP                              | SANCHEZ ENERGY CORP                                                             | CUSIP: 799ESCAJ7<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |  27050000 | PA      | $270500.00    | 0.01%             | 2023-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                           | Jazz Investments I Ltd                                                          | CUSIP: 472145AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1512000 | PA      | $1602720.00   | 0.04%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                   | Sunnova Helios XIII Issuer LLC                                                  | CUSIP: 86745CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5591147 | PA      | $5171905.25   | 0.12%             | 2051-02-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                     | SM Energy Co                                                                    | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   4575000 | PA      | $4558180.93   | 0.10%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                            | HPEFS Equipment Trust                                                           | CUSIP: 40441RAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    870595 | PA      | $869421.95    | 0.02%             | 2029-11-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                          | Light & Wonder International Inc                                                | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    415000 | PA      | $427556.12    | 0.01%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                     | AGL CLO 12 Ltd                                                                  | CUSIP: 00120BAE0<br>LEI: 54930005OE1IFBESDA27 | Long             | ABS-CBDO         | CORP              | KY        |   7140000 | PA      | $7150702.86   | 0.16%             | 2034-07-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                 | RCO IX Mortgage LLC 2025-2                                                      | CUSIP: 754930AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9510560 | PA      | $9551479.33   | 0.22%             | 2030-04-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC                    | Truist Insurance Holdings LLC 2024 Term Loan B                                  | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2786874 | PA      | $2786288.93   | 0.06%             | 2031-05-06      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                              | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4785000 | PA      | $4873969.99   | 0.11%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                    | UniCredit SpA                                                                   | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |  22400000 | PA      | $22270480.96  | 0.51%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                     | Yuzhou Group Holdings Co Ltd                                                    | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |   6250000 | PA      | $441437.50    | 0.01%             | 2025-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AGL CLO 7 LTD                                    | AGL CLO 7 Ltd                                                                   | CUSIP: 008511AS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1805000 | PA      | $1811422.19   | 0.04%             | 2034-07-15      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                         | Brighthouse Financial Inc                                                       | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |   6099000 | PA      | $4671778.50   | 0.11%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                | Credit Acceptance Auto Loan Trust 2024-1                                        | CUSIP: 22537GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1650000 | PA      | $1713302.25   | 0.04%             | 2034-07-17      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                   | Air Lease Corp                                                                  | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  17166000 | PA      | $17067048.31  | 0.39%             | 2026-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                         | Sunac China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |   4913760 | PA      | $589651.20    | 0.01%             | 2029-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SLAM LLC                                         | SLAM 2025-1 Ltd                                                                 | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1615000 | PA      | $1669664.52   | 0.04%             | 2050-05-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                  | NGPL PipeCo LLC                                                                 | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    205000 | PA      | $234095.32    | 0.01%             | 2037-12-15      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                             | CUSIP: 912797NU7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  33720000 | PA      | $33034753.29  | 0.75%             | 2025-12-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                      | Legacy Mortgage Asset Trust 2021-GS4                                            | CUSIP: 52475WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1886020 | PA      | $1885679.77   | 0.04%             | 2060-11-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Kestrel Aircraft Funding Limited                 | Kestrel Aircraft Funding Ltd                                                    | CUSIP: 49255PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    434953 | PA      | $426292.80    | 0.01%             | 2038-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                         | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   3435000 | PA      | $3079258.55   | 0.07%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                              | Global Payments Inc                                                             | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   7515000 | PA      | $7670861.10   | 0.17%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                             | Blue Owl Finance LLC                                                            | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |   5915000 | PA      | $6086278.35   | 0.14%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC                            | Whistler Pipeline LLC                                                           | CUSIP: 96337RAB8<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |   2285000 | PA      | $2329412.11   | 0.05%             | 2031-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                        | BPR Trust 2022-STAR                                                             | CUSIP: 055980AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7790000 | PA      | $7791324.30   | 0.18%             | 2039-08-15      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                   | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |  13160000 | PA      | $13268658.57  | 0.30%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                    | DISH DBS Corp                                                                   | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14719000 | PA      | $13074731.68  | 0.30%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                | Credit Acceptance Auto Loan Trust 2024-2                                        | CUSIP: 22536VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2245000 | PA      | $2331189.14   | 0.05%             | 2034-10-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                                      | Datadog Inc                                                                     | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |   3626000 | PA      | $3464643.00   | 0.08%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EverBright Solar Trust                           | EverBright Solar Trust 2024-A                                                   | CUSIP: 29977FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2920358 | PA      | $2836112.59   | 0.06%             | 2054-06-22      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                 | RCO VIII Mortgage LLC 2025-3                                                    | CUSIP: 74939GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4076187 | PA      | $4120388.70   | 0.09%             | 2030-05-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                         | Republic of South Africa Government Bond                                        | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        | 173145000 | PA      | $9141662.45   | 0.21%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                         | Sunac China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |   2313774 | PA      | $277976.81    | 0.01%             | 2030-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                    | Boeing Co/The                                                                   | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2960000 | PA      | $3216124.12   | 0.07%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                         | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   9412000 | PA      | $9395527.12   | 0.21%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                   | OWN Equipment Fund II LLC                                                       | CUSIP: 690912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3210000 | PA      | $3218583.54   | 0.07%             | 2033-09-26      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORPORATION                             | Carnival Corporation 2025 Term Loan (2027)                                      | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |    762836 | PA      | $762119.42    | 0.02%             | 2027-08-08      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                         | Discovery Communications LLC                                                    | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    373000 | PA      | $302018.10    | 0.01%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC               | MetroNet Infrastructure Issuer LLC                                              | CUSIP: 59170JAG3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    810000 | PA      | $833729.76    | 0.02%             | 2054-04-20      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| BBSG Mortgage Trust                              | BBSG 2016-MRP Mortgage Trust                                                    | CUSIP: 055287AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    505000 | PA      | $455829.67    | 0.01%             | 2036-06-05      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RKJ2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1465000 | PA      | $1478410.61   | 0.03%             | 2028-04-20      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                              | Axon Enterprise Inc                                                             | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1701935.80   | 0.04%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd                         | Sunac China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | EC               | CORP              | KY        |    744514 | NS      | $136166.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                         | iHeartCommunications Inc                                                        | CUSIP: 45174HBK2<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    464800 | PA      | $344133.27    | 0.01%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                 | CSC Holdings LLC                                                                | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    815000 | PA      | $573503.20    | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2021-SFR9 Trust                                            | CUSIP: 74333QAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1705000 | PA      | $1595463.30   | 0.04%             | 2040-11-17      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC             | PRET 2025-NPL6 LLC                                                              | CUSIP: 740936AA7<br>LEI: 254900640HC5OZKI7J87 | Long             | ABS-O            | CORP              | US        |   3105000 | PA      | $3105217.35   | 0.07%             | 2055-06-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Labrador Aviation Finance Limited                | Labrador Aviation Finance Ltd 2016-1A                                           | CUSIP: 50543LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1182813 | PA      | $1150259.87   | 0.03%             | 2042-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2017-3                                                | CUSIP: 89169DAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    373455 | PA      | $366691.28    | 0.01%             | 2057-07-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust             | Castlelake Aircraft Securitization Trust 2018-1                                 | CUSIP: 14856CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2554057 | PA      | $2365626.61   | 0.05%             | 2043-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                            | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  35360000 | PA      | $38344752.45  | 0.87%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                                  | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1134372.03   | 0.03%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                         | Shimao Group Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $20500.00     | 0.00%             | 2030-07-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC               | CyrusOne Data Centers Issuer I LLC                                              | CUSIP: 23284BAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3360000 | PA      | $3198275.81   | 0.07%             | 2049-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                    | UniCredit SpA                                                                   | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   4690000 | PA      | $4247247.68   | 0.10%             | 2032-06-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                            | Civitas Resources Inc                                                           | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1954333.15   | 0.04%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| VStrong Auto Receivables Trust                   | VStrong Auto Receivables Trust 2024-A                                           | CUSIP: 92891PAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    430000 | PA      | $446800.96    | 0.01%             | 2030-07-15      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                       | LAD Auto Receivables Trust 2024-3                                               | CUSIP: 505709AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $451888.43    | 0.01%             | 2030-03-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| FRESHPET INC                                     | Freshpet Inc                                                                    | CUSIP: 358039AB1<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | DBT              | CORP              | US        |    726000 | PA      | $901692.00    | 0.02%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN CO LLC                            | Teva Pharmaceutical Finance Co LLC                                              | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |   9625000 | PA      | $9895510.63   | 0.22%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                     | Hilton Grand Vacations Trust 2024-1B                                            | CUSIP: 43283YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    257781 | PA      | $262750.40    | 0.01%             | 2039-09-15      | Fixed         | 8.85%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                            | Freedom Mortgage Holdings LLC                                                   | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    635000 | PA      | $641843.40    | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust    | BHG Securitization Trust 2024-1CON                                              | CUSIP: 08862HAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1960000 | PA      | $2006563.92   | 0.05%             | 2035-04-17      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2025-VLT6                                                              | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20150000 | PA      | $19977395.10  | 0.45%             | 2042-03-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                      | Paychex Inc                                                                     | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   3240000 | PA      | $3349064.10   | 0.08%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust         | Castlelake Aircraft Structured Trust 2019-1                                     | CUSIP: 14855MAA6<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |   2038004 | PA      | $1933794.49   | 0.04%             | 2039-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                         | Apollo Global Management Inc                                                    | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |     19450 | NS      | $1455832.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS INC                                     | Synopsys Inc                                                                    | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   6610000 | PA      | $6572047.83   | 0.15%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VStrong Auto Receivables Trust                   | VStrong Auto Receivables Trust 2024-A                                           | CUSIP: 92891PAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    680000 | PA      | $690099.70    | 0.02%             | 2030-07-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                    | AppLovin Corp                                                                   | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   4705000 | PA      | $4766240.47   | 0.11%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                             | Times China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |   7485000 | PA      | $254490.00    | 0.01%             | 2026-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                   | Whirlpool Corp                                                                  | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   1452000 | PA      | $1456649.70   | 0.03%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust      | AASET 2024-2 Ltd                                                                | CUSIP: 00038QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9720929 | PA      | $9900922.21   | 0.22%             | 2049-09-16      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ROC Securities Trust                             | Roc Mortgage Trust 2024-RTL1                                                    | CUSIP: 77118UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7175000 | PA      | $7171169.99   | 0.16%             | 2039-10-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                            | Toorak Mortgage Trust 2024-RRTL1                                                | CUSIP: 89054YAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1280000 | PA      | $1287804.80   | 0.03%             | 2039-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                    | TransDigm Inc 2023 Term Loan J                                                  | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   1012213 | PA      | $1013933.90   | 0.02%             | 2031-02-28      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                 | CSC Holdings LLC                                                                | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    950000 | PA      | $670236.97    | 0.02%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | Commercial Mortgage Pass Through Certificates                                   | CUSIP: 12624NAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123444 | PA      | $118480.64    | 0.00%             | 2030-10-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2014-USA OA LLC                                                            | CUSIP: 12649AAN9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   2530000 | PA      | $1913818.50   | 0.04%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RJA3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    765000 | PA      | $787546.69    | 0.02%             | 2030-06-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                    | Boeing Co/The                                                                   | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |    129254 | NS      | $8789272.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARM FNC NL II                             | Teva Pharmaceutical Finance Netherlands II BV                                   | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |   7475000 | PA      | $9964519.76   | 0.23%             | 2029-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                    | DISH DBS Corp                                                                   | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  26600000 | PA      | $24139500.00  | 0.55%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                         | Foundation Finance Trust 2025-1                                                 | CUSIP: 35040WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4560000 | PA      | $4623415.92   | 0.11%             | 2050-04-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                            | Continental Resources Inc/OK                                                    | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |  14715000 | PA      | $12370640.78  | 0.28%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 217000000 | PA      | $216966093.75 | 4.93%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC             | PRET 2025-NPL3 LLC                                                              | CUSIP: 74143HAA3<br>LEI: 254900UGRYVHG7BY6M45 | Long             | ABS-O            | CORP              | US        |   3375699 | PA      | $3379972.49   | 0.08%             | 2055-04-25      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC              | Hilton Grand Vacations Borrower LLC 2021 Term Loan B                            | CUSIP: 43283LAH4<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |    289890 | PA      | $289573.57    | 0.01%             | 2028-08-02      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                 | CSC Holdings LLC                                                                | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $774225.00    | 0.02%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORPORATION                              | Novelis Corporation 2025 Term Loan B                                            | CUSIP: 67000LAB8<br>LEI: 549300ZJQN1PEAT42X90 | Long             | LON              | CORP              | US        |   8041355 | PA      | $8051406.67   | 0.18%             | 2032-03-11      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                 | First Investors Auto Owner Trust 2022-2                                         | CUSIP: 32058KAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2820000 | PA      | $2933714.53   | 0.07%             | 2028-10-16      | Fixed         | 8.71%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                          | SCF Equipment Leasing 2022-2 LLC                                                | CUSIP: 78397WAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4060000 | PA      | $4081587.02   | 0.09%             | 2032-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2021-SFR9 Trust                                            | CUSIP: 74333QAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1175000 | PA      | $1101144.08   | 0.03%             | 2040-11-17      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC                       | Applebee's Funding LLC / IHOP Funding LLC                                       | CUSIP: 03789XAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15290000 | PA      | $15216271.62  | 0.35%             | 2055-06-07      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                           | Republic of Uzbekistan International Bond                                       | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    205000 | PA      | $201158.64    | 0.00%             | 2029-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ziply Fiber Issuer, LLC                          | Ziply Fiber Issuer LLC                                                          | CUSIP: 98979QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1881823.86   | 0.04%             | 2054-04-20      | Fixed         | 7.81%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust    | BHG Securitization Trust 2025-1CON                                              | CUSIP: 08860AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1320000 | PA      | $1324503.84   | 0.03%             | 2036-04-17      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                   | Home Partners of America 2021-2 Trust                                           | CUSIP: 43732VAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6268250 | PA      | $5982796.25   | 0.14%             | 2026-12-17      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                               | Steel Dynamics Inc                                                              | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2071413.59   | 0.05%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust     | American Credit Acceptance Receivables Trust 2025-1                             | CUSIP: 02528DAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2045000 | PA      | $2059634.63   | 0.05%             | 2031-08-12      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                        | Nelnet Student Loan Trust 2021-A                                                | CUSIP: 64035DAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $2874329.58   | 0.07%             | 2062-04-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NATL LIFE INSURANCE-VRMT                         | National Life Insurance Co                                                      | CUSIP: 636792AA1<br>LEI: 0JRPR7R1EOV4Z2M47L22 | Long             | DBT              | CORP              | US        |  38476000 | PA      | $51010711.28  | 1.16%             | 2039-09-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                      | Extended Stay America Trust 2021-ESH                                            | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6866111 | PA      | $6874693.27   | 0.16%             | 2038-07-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| NLV FINANCIAL CORP                               | NLV Financial Corp                                                              | CUSIP: 65486AAA1<br>LEI: UV78A3V7RXYC94JD0985 | Long             | DBT              | CORP              | US        |  12950000 | PA      | $14050102.50  | 0.32%             | 2033-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                  | Stream Innovations 2024-2 Issuer Trust                                          | CUSIP: 86324EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2412328 | PA      | $2458871.84   | 0.06%             | 2045-02-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                               | Credit Agricole SA                                                              | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |  14045000 | PA      | $14604075.41  | 0.33%             | 2035-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                   | Var Energi ASA                                                                  | CUSIP: 92212WAG5<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   2465000 | PA      | $2549188.16   | 0.06%             | 2035-05-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                            | Open Text Corporation 2023 Term Loan B                                          | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |   9845901 | PA      | $9834874.07   | 0.22%             | 2030-01-31      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORPORATION                             | Carnival Corporation 2025 Term Loan (2028)                                      | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |   8421353 | PA      | $8413436.54   | 0.19%             | 2028-10-18      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                         | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   4825000 | PA      | $5036505.47   | 0.11%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                      | MetLife Inc                                                                     | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |  10175000 | PA      | $13608401.13  | 0.31%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| EQT CORP                                         | EQT Corp                                                                        | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    810000 | PA      | $878071.88    | 0.02%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DK CROWN HOLDINGS INC                            | DK Crown Holdings Inc 2025 Term Loan B                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5700712 | PA      | $5679334.83   | 0.13%             | 2032-03-04      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                   | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  12675000 | PA      | $11941423.22  | 0.27%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                      | Hertz Vehicle Financing III LLC                                                 | CUSIP: 42806MCJ6<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   2020000 | PA      | $2042937.50   | 0.05%             | 2027-06-25      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                    | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3323530.59   | 0.08%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                          | United Rentals North America Inc                                                | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |  11225000 | PA      | $11562008.18  | 0.26%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Funding, LLC                     | Jack in the Box Funding LLC                                                     | CUSIP: 466365AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2719300 | PA      | $2679689.59   | 0.06%             | 2049-08-25      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| VIBRANT CLO LTD                                  | Vibrant CLO XIV Ltd                                                             | CUSIP: 92557EAL7<br>LEI: 5493000EYXFKXA2VRV24 | Long             | ABS-CBDO         | CORP              | KY        |   2135000 | PA      | $2123681.72   | 0.05%             | 2034-10-20      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1910000 | PA      | $2045305.39   | 0.05%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                         | JH North America Holdings Inc                                                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |   7820000 | PA      | $7949843.36   | 0.18%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                      | SBNA Auto Receivables Trust 2024-A                                              | CUSIP: 78437PAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    505000 | PA      | $513943.05    | 0.01%             | 2030-01-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                        | IQVIA Inc 2025 Repriced Term Loan B                                             | CUSIP: 44969CBP4<br>LEI: 549300PLWY28YB00C717 | Long             | LON              | CORP              | US        |   4941459 | PA      | $4958457.89   | 0.11%             | 2031-01-02      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA INS CO                           | Mutual of Omaha Insurance Co                                                    | CUSIP: 628312AA8<br>LEI: P2LER0UPV1DKOU8RO042 | Long             | DBT              | CORP              | US        |  57985000 | PA      | $63596828.89  | 1.44%             | 2036-06-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds             | Chile Government International Bonds                                            | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2265000 | PA      | $2333176.50   | 0.05%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                         | Kaisa Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |   2400000 | PA      | $98688.00     | 0.00%             | 2025-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REMIC FUNDING TRUST 98-1                         | Redwood Funding Trust 2023-1                                                    | CUSIP: 75806CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    931195 | PA      | $927691.15    | 0.02%             | 2059-07-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                   | Carvana Auto Receivables Trust 2024-N3                                          | CUSIP: 14687WAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2420000 | PA      | $2442421.30   | 0.06%             | 2030-12-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                          | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |  29972000 | PA      | $21554408.76  | 0.49%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust              | New Residential Mortgage Loan Trust 2024-RTL1                                   | CUSIP: 64831PAA3<br>LEI: 213800CVLC5IFCJL6C96 | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6046037.40   | 0.14%             | 2039-03-25      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                  | MVW 2021-2 LLC                                                                  | CUSIP: 55400KAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4523632 | PA      | $4256559.35   | 0.10%             | 2039-05-20      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Sunrun Demeter Issuer LLC                        | Sunrun Demeter Issuer 2021-2 LLC                                                | CUSIP: 86772HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    682638 | PA      | $604052.55    | 0.01%             | 2057-01-30      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC             | PRET 2024-NPL4 LLC                                                              | CUSIP: 74143RAA1<br>LEI: 254900OXVJK5CT5B2O86 | Long             | ABS-O            | CORP              | US        |   2015224 | PA      | $2018377.76   | 0.05%             | 2054-07-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust    | BHG Securitization Trust 2024-1CON                                              | CUSIP: 08862HAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    535000 | PA      | $548874.96    | 0.01%             | 2035-04-17      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                         | Foundation Finance Trust 2023-2                                                 | CUSIP: 35042RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1161151 | PA      | $1213868.85   | 0.03%             | 2049-06-15      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                      | Gartner Inc                                                                     | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    920000 | PA      | $860897.73    | 0.02%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                          | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1975000 | PA      | $1936638.00   | 0.04%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                         | JH North America Holdings Inc                                                   | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |   5495000 | PA      | $5542982.29   | 0.13%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC               | CyrusOne Data Centers Issuer I LLC                                              | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $916483.50    | 0.02%             | 2050-02-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| ADVANCED ENERGY IND                              | Advanced Energy Industries Inc                                                  | CUSIP: 007973AE0<br>LEI: 549300756XI3QLFT2U27 | Long             | DBT              | CORP              | US        |    919000 | PA      | $1100870.10   | 0.03%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust    | JP Morgan Chase Commercial Mortgage Securities Trust 2025-BMS                   | CUSIP: 46596CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3300000 | PA      | $3268966.80   | 0.07%             | 2042-01-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                     | Entegris Inc                                                                    | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |  15050000 | PA      | $14883103.03  | 0.34%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                           | Aviation Capital Group LLC                                                      | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   6740000 | PA      | $7019575.20   | 0.16%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                         | Sunac China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |   1622131 | PA      | $191362.79    | 0.00%             | 2025-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                         | Foundation Finance Trust 2024-2                                                 | CUSIP: 35040VAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    574195 | PA      | $581261.23    | 0.01%             | 2050-03-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                    | EchoStar Corp                                                                   | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   7816232 | PA      | $9203613.18   | 0.21%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RJS4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1155000 | PA      | $1170071.60   | 0.03%             | 2029-06-20      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2023-2                                      | CUSIP: 30168CAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3820000 | PA      | $3887772.91   | 0.09%             | 2029-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                          | Central China Real Estate Ltd                                                   | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |   1455000 | PA      | $61837.50     | 0.00%             | 2024-08-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC             | PRET 2024-NPL8 LLC                                                              | CUSIP: 69392DAA0<br>LEI: 254900IGILCZGVE9SS90 | Long             | ABS-MBS          | CORP              | US        |   4949336 | PA      | $4951501.16   | 0.11%             | 2054-11-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Issuer LLC            | New Economy Assets - Phase 1 Sponsor LLC                                        | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2005000 | PA      | $1887683.24   | 0.04%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Palmer Square BDC CLO Ltd                        | Palmer Square BDC CLO 1 Ltd                                                     | CUSIP: 696928AC4<br>LEI: 254900LU0WIJ7Y0O9X14 | Long             | ABS-CBDO         | CORP              | KY        |   6280000 | PA      | $6321711.76   | 0.14%             | 2037-07-15      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RKG8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1095000 | PA      | $1100092.85   | 0.02%             | 2027-10-20      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                    | CUSIP: 225401BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   5470000 | PA      | $6762998.33   | 0.15%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| VERTEX INC                                       | Vertex Inc                                                                      | CUSIP: 92538JAB2<br>LEI: 549300QMYW171MP1PL50 | Long             | DBT              | CORP              | US        |    882000 | PA      | $1054446.73   | 0.02%             | 2029-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EWC Master Issuer LLC                            | EWC Master Issuer LLC                                                           | CUSIP: 26929HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    402550 | PA      | $396602.65    | 0.01%             | 2052-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                     | Wyndham Hotels & Resorts Inc 2024 Term Loan                                     | CUSIP: 98310CAF9<br>LEI: 549300FE3MQ4RVXXC673 | Long             | LON              | CORP              | US        |  20512800 | PA      | $20582338.39  | 0.47%             | 2030-05-24      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                      | Aker BP ASA                                                                     | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   7370000 | PA      | $6999868.36   | 0.16%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                       | LAD Auto Receivables Trust 2024-3                                               | CUSIP: 505709AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375000 | PA      | $375405.83    | 0.01%             | 2032-02-17      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2581363.68   | 0.06%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust 2024-3                                   | CUSIP: 80287LAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7605000 | PA      | $7829339.90   | 0.18%             | 2031-10-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                  | Republic Finance Issuance Trust 2024-A                                          | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3270000 | PA      | $3317776.34   | 0.08%             | 2032-08-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                                  | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   6105000 | PA      | $5094655.53   | 0.12%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                            | Helmerich & Payne Inc                                                           | CUSIP: 423452AK7<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |  16890000 | PA      | $15398286.35  | 0.35%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                              | Resideo Funding Inc 2024 M&A 1st lien Term Loan B                               | CUSIP: 76090LAK0<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |  10359264 | PA      | $10320416.81  | 0.23%             | 2031-06-13      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                        | Block Inc                                                                       | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   4105000 | PA      | $3765386.33   | 0.09%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                        | BPR Trust 2021-NRD                                                              | CUSIP: 05592CAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11095000 | PA      | $10840591.65  | 0.25%             | 2038-12-15      | Floating      | 11.18%                | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                     | CaixaBank SA                                                                    | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   2930000 | PA      | $2960053.01   | 0.07%             | 2036-07-03      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                        | PG&E Corp                                                                       | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |     46606 | NS      | $1752385.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fort Greene Park CLO                             | Fort Greene Park CLO LLC                                                        | CUSIP: 18914KAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10050000 | PA      | $9852638.10   | 0.22%             | 2034-04-22      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                          | Aircastle Ltd / Aircastle Ireland DAC                                           | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   6235000 | PA      | $6406394.48   | 0.15%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GRANITE CONSTRUCTION INC                         | Granite Construction Inc                                                        | CUSIP: 387328AD9<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |    620000 | PA      | $1287430.00   | 0.03%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                   | NRG Energy Inc 2024 Term Loan                                                   | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |   2416646 | PA      | $2419666.54   | 0.05%             | 2031-04-16      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                | Expedia Group Inc                                                               | CUSIP: 30212PBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18830000 | PA      | $18959792.93  | 0.43%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                    | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   7070000 | PA      | $6411985.84   | 0.15%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |  23120000 | PA      | $27355226.90  | 0.62%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                         | Global Auto Holdings Ltd/AAG FH UK Ltd                                          | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   4015000 | PA      | $3928512.28   | 0.09%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2019-4                                                | CUSIP: 89178BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1195000 | PA      | $1047805.28   | 0.02%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                              | Ashtead Capital Inc                                                             | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   4640000 | PA      | $4748830.64   | 0.11%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Prologis Inc                                     | Prologis Inc                                                                    | CUSIP: 74340W202<br>LEI: 529900DFH19P073LZ636 | Long             | EP               |  | US        |    168432 | NS      | $9265444.32   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $153296.22    | 0.00%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                                  | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $985039.53    | 0.02%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SHENTON AIRCRAFT INVESTMENT LTD                  | Shenton Aircraft Investment I Ltd                                               | CUSIP: 82321UAA1<br>LEI: 254900877LAQRYY3YZ51 | Long             | ABS-O            | CORP              | KY        |    834402 | PA      | $809987.26    | 0.02%             | 2042-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                             | FirstKey Homes 2021-SFR1 Trust                                                  | CUSIP: 33767WAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7995000 | PA      | $7716981.87   | 0.18%             | 2038-08-17      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   9215000 | PA      | $9271295.26   | 0.21%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TEREX CORPORATION                                | Terex Corporation 2024 Term Loan B                                              | CUSIP: 88078FBM9<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | LON              | CORP              | US        |   1595000 | PA      | $1602815.50   | 0.04%             | 2031-10-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2885000 | PA      | $1700419.00   | 0.04%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                              | Ashtead Capital Inc                                                             | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   3425000 | PA      | $3458998.54   | 0.08%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                     | Centene Corp                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   7400000 | PA      | $6815647.90   | 0.15%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust    | JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9                   | CUSIP: 46639EAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    435000 | PA      | $412171.20    | 0.01%             | 2047-12-15      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                    | CAFL 2023-RTL1 Issuer LLC                                                       | CUSIP: 124762AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5175000 | PA      | $5216839.88   | 0.12%             | 2030-12-28      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                          | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   5520000 | PA      | $6021613.44   | 0.14%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   4130000 | PA      | $4245144.40   | 0.10%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  20260000 | PA      | $15068375.00  | 0.34%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                            | Mineral Resources Ltd                                                           | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |   1341000 | PA      | $1334365.94   | 0.03%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                         | Vistra Operations Co LLC                                                        | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1929676.40   | 0.04%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                            | Uber Technologies Inc                                                           | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   3715000 | PA      | $3649008.23   | 0.08%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR NOTE (CBT)SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      4144 | NC      | $6700350.72   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                          | Central China Real Estate Ltd                                                   | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |    730000 | PA      | $30287.70     | 0.00%             | 2024-05-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                       | NetApp Inc                                                                      | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |   4415000 | PA      | $4547593.53   | 0.10%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bundesschatzanweisungen                          | Bundesschatzanweisungen                                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   4905000 | PA      | $5811070.56   | 0.13%             | 2027-03-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN IV                                | Teva Pharmaceutical Finance Netherlands IV BV                                   | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    635000 | PA      | $646388.69    | 0.01%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                | Post Holdings Inc                                                               | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   2097000 | PA      | $2393725.50   | 0.05%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                 | SMB Private Education Loan Trust 2021-E                                         | CUSIP: 78450MAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7070000 | PA      | $5995919.24   | 0.14%             | 2051-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                         | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  28741000 | PA      | $26643449.34  | 0.61%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                  | Cemex SAB de CV                                                                 | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |  15360000 | PA      | $15107787.26  | 0.34%             | 2026-06-08      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos Inc                                                           | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |  20290000 | PA      | $17115528.05  | 0.39%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                              | Coinbase Global Inc                                                             | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    842000 | PA      | $1099231.00   | 0.02%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC              | Hilton Grand Vacations Borrower LLC 2024 Incremental Term Loan B                | CUSIP: 43283LAK7<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |  17986644 | PA      | $17954448.16  | 0.41%             | 2031-01-17      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                         | Brazil Notas do Tesouro Nacional Serie F                                        | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  91518000 | PA      | $14772218.17  | 0.34%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                 | CSC Holdings LLC                                                                | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |  19355000 | PA      | $17720588.12  | 0.40%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                          | Aircastle Ltd / Aircastle Ireland DAC                                           | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2825000 | PA      | $2848276.73   | 0.06%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                | GLS Auto Select Receivables Trust 2024-2                                        | CUSIP: 379924AG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    775000 | PA      | $796973.81    | 0.02%             | 2030-06-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                       | LAD Auto Receivables Trust 2024-1                                               | CUSIP: 501689AG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $164133.07    | 0.00%             | 2031-06-16      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| REMIC FUNDING TRUST 98-1                         | Redwood Funding Trust 2024-1                                                    | CUSIP: 75806FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3144533 | PA      | $3188333.18   | 0.07%             | 2054-12-25      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                             | Aramark Services Inc 2024 Term Loan B7                                          | CUSIP: 03852JAU5<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |   1035000 | PA      | $1035558.90   | 0.02%             | 2028-04-06      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Maps LTD                                         | MAPS 2021-1 Trust                                                               | CUSIP: 55292RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5314693 | PA      | $5006914.27   | 0.11%             | 2046-06-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                           | Marriott International Inc/MD                                                   | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   9975000 | PA      | $9976652.56   | 0.23%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4360000 | PA      | $4651935.96   | 0.11%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                | Credit Acceptance Auto Loan Trust 2024-3                                        | CUSIP: 22535LAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1930000 | PA      | $1975835.57   | 0.04%             | 2035-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| CIENA CORPORATION                                | Ciena Corporation 2025 Repriced Term Loan B                                     | CUSIP: 17178HAR3<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | LON              | CORP              | US        |   2026994 | PA      | $2034595.53   | 0.05%             | 2030-10-24      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                   | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   9775000 | PA      | $10001310.80  | 0.23%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                                     | Parsons Corp                                                                    | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |   2377000 | PA      | $2526751.00   | 0.06%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC                            | Whistler Pipeline LLC                                                           | CUSIP: 96337RAC6<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2582810.31   | 0.06%             | 2034-09-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FLUOR CORP                                       | Fluor Corp                                                                      | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |   1343000 | PA      | $1762016.00   | 0.04%             | 2029-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust            | Wells Fargo Commercial Mortgage Trust 2016-C36                                  | CUSIP: 95000MBU4<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |   4970000 | PA      | $4614541.13   | 0.10%             | 2059-11-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                         | Sunac China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |   4901898 | PA      | $587394.44    | 0.01%             | 2028-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                         | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc       | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2195000 | PA      | $2229083.96   | 0.05%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                             | FirstKey Homes 2021-SFR2 Trust                                                  | CUSIP: 33767TAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5272000 | PA      | $5060575.93   | 0.11%             | 2038-09-17      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                         | Marriott Ownership Resorts Inc                                                  | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |   6155000 | PA      | $5911302.01   | 0.13%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                      | MetLife Inc                                                                     | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $2410172.31   | 0.05%             | 2038-04-08      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                              | CIFI Holdings Group Co Ltd                                                      | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |    990000 | PA      | $98910.90     | 0.00%             | 2024-11-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                 | WFRBS Commercial Mortgage Trust 2013-C15                                        | CUSIP: 92938CAH0<br>LEI: 5493003CHVRASC16O965 | Long             | ABS-MBS          | CORP              | US        |   7646649 | PA      | $7187850.04   | 0.16%             | 2046-08-15      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1380000 | PA      | $1506497.70   | 0.03%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                     | Centene Corp                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   8301000 | PA      | $7417118.07   | 0.17%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                         | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   5205000 | PA      | $5262999.32   | 0.12%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SLAM LLC                                         | Slam Ltd                                                                        | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5419852 | PA      | $5454425.22   | 0.12%             | 2049-09-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                        | Nelnet Student Loan Trust 2021-D                                                | CUSIP: 64034YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    863000 | PA      | $738820.60    | 0.02%             | 2062-04-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                    | ZF North America Capital Inc                                                    | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   3490000 | PA      | $3411056.20   | 0.08%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                  | Prestige Auto Receivables Trust 2022-1                                          | CUSIP: 74113RAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8375000 | PA      | $8604257.25   | 0.20%             | 2028-08-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                     | Yuzhou Group Holdings Co Ltd                                                    | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |   1585000 | PA      | $109935.60    | 0.00%             | 2026-08-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   7790000 | PA      | $6869523.01   | 0.16%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                  | Trans Union LLC 2024 Term Loan B8                                               | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |  20297612 | PA      | $20313849.77  | 0.46%             | 2031-06-24      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                              | NCL Corp Ltd                                                                    | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   2658000 | PA      | $2842398.75   | 0.06%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust            | Mission Lane Credit Card Master Trust                                           | CUSIP: 60510MBE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4730000 | PA      | $4767598.77   | 0.11%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                         | Kaisa Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |   1305000 | PA      | $53674.65     | 0.00%             | 2026-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square BDC CLO Ltd                        | Palmer Square BDC CLO 1 Ltd                                                     | CUSIP: 696928AA8<br>LEI: 254900LU0WIJ7Y0O9X14 | Long             | ABS-CBDO         | CORP              | KY        |   8895000 | PA      | $8938487.66   | 0.20%             | 2037-07-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY INC                                 | Viper Energy Inc                                                                | CUSIP: 92763MAB1<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $3315891.13   | 0.08%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                     | ARES Loan Funding I Ltd                                                         | CUSIP: 04018XAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3955000 | PA      | $3961767.01   | 0.09%             | 2034-10-15      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                       | LAD Auto Receivables Trust 2024-1                                               | CUSIP: 501689AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    525000 | PA      | $532204.84    | 0.01%             | 2029-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC                       | Applebee's Funding LLC / IHOP Funding LLC                                       | CUSIP: 03789XAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9470000 | PA      | $9607004.38   | 0.22%             | 2053-03-05      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| HOVNANIAN ENTERPRISES                            | Hovnanian Enterprises Inc                                                       | CUSIP: 442487112<br>LEI: 549300805N4EF0ROBT53 | Long             | EP               | CORP              | US        |     52867 | NS      | $870719.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fixed Income Clearing Corp                       | FIXED INC CLEARING CORP.REPO                                                    | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        | 122065665 | PA      | $122065665.06 | 2.77%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US ULTRA BOND CBT SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -907 | NC      | $-3353663.34  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL                           | Marriott International Inc/MD                                                   | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   5240000 | PA      | $5303435.28   | 0.12%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                            | Mineral Resources Ltd                                                           | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    635000 | PA      | $649864.08    | 0.01%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Altde Trust                                      | ALTDE 2025-1 Trust                                                              | CUSIP: 00166NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4740159 | PA      | $4834891.16   | 0.11%             | 2050-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                        | BPR Trust 2021-NRD                                                              | CUSIP: 05592CAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    265000 | PA      | $261396.00    | 0.01%             | 2038-12-15      | Floating      | 9.93%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds       | Philippines Government International Bonds                                      | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   4800000 | PA      | $3114325.78   | 0.07%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2024-VLT4                                                              | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3765000 | PA      | $3763823.44   | 0.09%             | 2029-07-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2024-A                                        | CUSIP: 00834BAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $555088.22    | 0.01%             | 2029-02-15      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                | GLS Auto Select Receivables Trust 2024-1                                        | CUSIP: 37988XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215000 | PA      | $222061.52    | 0.01%             | 2031-01-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                              | Travel + Leisure Co                                                             | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |  10574000 | PA      | $10137801.35  | 0.23%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                  | NCL Finance Ltd                                                                 | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3695000 | PA      | $3755110.26   | 0.09%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                            | Continental Resources Inc/OK                                                    | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |  45285000 | PA      | $45719002.84  | 1.04%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Corp Trust 2012-TMSQ                                     | CUSIP: 36197QAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1591948 | PA      | $1541329.29   | 0.04%             | 2031-04-10      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds             | Chile Government International Bonds                                            | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2835000 | PA      | $2451169.35   | 0.06%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                          | Jefferies Financial Group Inc                                                   | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |  11745000 | PA      | $12285478.71  | 0.28%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited              | TMCL VII Holdings Ltd                                                           | CUSIP: 87257FAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |   7270000 | PA      | $7271206.82   | 0.17%             | 2050-07-23      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust    | Bridgecrest Lending Auto Securitization Trust 2024-2                            | CUSIP: 10805MAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7005000 | PA      | $7182375.71   | 0.16%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                             | FLUTTER FINANCING BV 2025 TERM LOAN B                                           | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |   1290000 | PA      | $1288387.50   | 0.03%             | 2032-06-04      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2024-VLT5                                          | CUSIP: 05614JAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    415000 | PA      | $422485.81    | 0.01%             | 2046-11-13      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| SINO OCEAN LAND IV                               | SINO OCEAN LAND IV                                                              | CUSIP: 000000000<br>LEI: 213800EAGXDYG9QWS896 | Long             | DBT              | CORP              | XX        |   2735000 | PA      | $176298.10    | 0.00%             | 2029-08-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                           | Marlette Funding Trust 2024-1                                                   | CUSIP: 57108VAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1106062.10   | 0.03%             | 2034-07-17      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                 | CSC Holdings LLC                                                                | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   7940000 | PA      | $5501538.98   | 0.12%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                              | Synchrony Financial                                                             | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   2795000 | PA      | $2819368.74   | 0.06%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                         | Hess Midstream Operations LP                                                    | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3745000 | PA      | $3600715.64   | 0.08%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                   | Mariner Finance Issuance Trust 2024-A                                           | CUSIP: 567928AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    815000 | PA      | $840845.44    | 0.02%             | 2036-09-22      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-461080.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                              | American Tower Corp                                                             | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |  16680000 | PA      | $17597466.72  | 0.40%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                           | Marlette Funding Trust 2024-1                                                   | CUSIP: 57108VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3850675.88   | 0.09%             | 2034-07-17      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                    | BGC Group Inc                                                                   | CUSIP: 05555LAC5<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |   5235000 | PA      | $5307788.07   | 0.12%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                         | Sensata Technologies Inc                                                        | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2575049.37   | 0.06%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTERDIGITAL INC                                 | InterDigital Inc                                                                | CUSIP: 45867GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    557000 | PA      | $1622262.50   | 0.04%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HLDGS LTD                           | Shimao Group Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |   1465000 | PA      | $73630.90     | 0.00%             | 2024-02-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust            | Wells Fargo Commercial Mortgage Trust 2013-LC12                                 | CUSIP: 94988QAQ4<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-MBS          | CORP              | US        |    414926 | PA      | $397300.42    | 0.01%             | 2046-07-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| GITSIT Mortgage Loan Trust                       | GITSIT Mortgage Loan Trust 2024-NPL1                                            | CUSIP: 375925AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1650709 | PA      | $1659046.75   | 0.04%             | 2054-06-25      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                           | Republic of Uzbekistan International Bond                                       | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   2785000 | PA      | $2482808.28   | 0.06%             | 2030-11-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                            | Pinnacle West Capital Corp                                                      | CUSIP: 723484AK7<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    601000 | PA      | $650883.00    | 0.01%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                        | College Ave Student Loans 2021-C LLC                                            | CUSIP: 19424WAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1593256 | PA      | $1511947.53   | 0.03%             | 2055-07-26      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Freedom Financial                                | FREED ABS Trust 2021-3FP                                                        | CUSIP: 30322MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    530270 | PA      | $527998.97    | 0.01%             | 2028-11-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Navigator Aircraft ABS LLC                       | Navigator Aircraft ABS Ltd                                                      | CUSIP: 63943BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  11802492 | PA      | $11031683.80  | 0.25%             | 2046-11-15      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                               | Tricon Residential 2021-SFR1 Trust                                              | CUSIP: 89614YAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2015000 | PA      | $1955343.10   | 0.04%             | 2038-07-17      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                       | MFA 2024-NPL1 Trust                                                             | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4367116 | PA      | $4403712.16   | 0.10%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                            | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |  10333000 | PA      | $11064814.06  | 0.25%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                          | BioMarin Pharmaceutical Inc                                                     | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |   5312000 | PA      | $5000165.04   | 0.11%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ascent Education Funding Trust                   | Ascent Education Funding Trust 2024-A                                           | CUSIP: 04362VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1843484 | PA      | $1883662.46   | 0.04%             | 2050-10-25      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                   | Carvana Auto Receivables Trust 2024-N3                                          | CUSIP: 14687WAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3391000 | PA      | $3449738.90   | 0.08%             | 2032-04-12      | Fixed         | 7.66%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS PROPERTIES                             | Highwoods Properties Inc                                                        | CUSIP: 431284207<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EP               |  | US        |      2318 | NS      | $2321203.66   | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| Frontier Issuer LLC                              | Frontier Issuer LLC                                                             | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3075000 | PA      | $3123505.05   | 0.07%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                          | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   3965000 | PA      | $4489807.40   | 0.10%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BLOOM ENERGY CORP                                | Bloom Energy Corp                                                               | CUSIP: 093712AK3<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |    556000 | PA      | $822324.00    | 0.02%             | 2028-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                 | TriNet Group Inc                                                                | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |   5655000 | PA      | $5314303.22   | 0.12%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                       | Citadel LP                                                                      | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2352122.75   | 0.05%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                          | Central China Real Estate Ltd                                                   | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |   3675000 | PA      | $156187.50    | 0.00%             | 2025-07-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                   | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   9895000 | PA      | $10074094.75  | 0.23%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                       | NetApp Inc                                                                      | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |   3535000 | PA      | $3630314.38   | 0.08%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  17675000 | PA      | $18183109.59  | 0.41%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    555000 | PA      | $527561.90    | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                         | Uruguay Government International Bond                                           | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        | 281405000 | PA      | $7433193.68   | 0.17%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                     | Hilton Grand Vacations Trust 2024-1B                                            | CUSIP: 43283YAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    291632 | PA      | $296194.01    | 0.01%             | 2039-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                    | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   8805000 | PA      | $9145709.74   | 0.21%             | 2035-02-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                | GLS Auto Select Receivables Trust 2024-4                                        | CUSIP: 36271BAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375000 | PA      | $378022.80    | 0.01%             | 2031-10-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| ASPLUNDH TREE EXPERT LLC                         | Asplundh Tree Expert LLC 2024 Incremental Term Loan B                           | CUSIP: 04538FAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10933395 | PA      | $10941376.38  | 0.25%             | 2031-05-23      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                    | Boeing Co/The                                                                   | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3805000 | PA      | $4179210.56   | 0.09%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                              | NCL Corp Ltd                                                                    | CUSIP: 62886HBN0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    435000 | PA      | $458568.74    | 0.01%             | 2029-01-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                  | SEB Funding LLC                                                                 | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1396500 | PA      | $1370444.66   | 0.03%             | 2052-01-30      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                                  | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    840000 | PA      | $719253.73    | 0.02%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                         | Shimao Group Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |   6195000 | PA      | $305041.80    | 0.01%             | 2031-01-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust       | Mercury Financial Credit Card Master Trust                                      | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6900000 | PA      | $6967323.30   | 0.16%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                              | 522 Funding CLO 2018-3A Ltd                                                     | CUSIP: 33835NAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9977000 | PA      | $9989221.83   | 0.23%             | 2031-10-20      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                 | Planet Fitness Master Issuer LLC                                                | CUSIP: 72703PAD5<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    198338 | PA      | $193138.88    | 0.00%             | 2051-12-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                       | DaVita Inc 2024 Extended Term Loan B1                                           | CUSIP: 23918VBB9<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | LON              | CORP              | US        |   2010000 | PA      | $2019808.80   | 0.05%             | 2031-05-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |  11095000 | PA      | $11308878.32  | 0.26%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AGILE GROUP HOLDINGS LTD                         | Agile Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |   9560000 | PA      | $579718.40    | 0.01%             | 2025-10-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                           | Republic of Uzbekistan International Bond                                       | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   3400000 | PA      | $2994324.14   | 0.07%             | 2031-10-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2021-SFR5 Trust                                            | CUSIP: 74333FAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    925000 | PA      | $895965.55    | 0.02%             | 2038-07-17      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Sunrun Issuer                                    | Sunrun Atlas Issuer 2019-2 LLC                                                  | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1975250 | PA      | $1870103.79   | 0.04%             | 2055-02-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                             | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  16035000 | PA      | $16560531.09  | 0.38%             | 2030-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                         | Permian Resources Operating LLC                                                 | CUSIP: 15136AAA0<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    455000 | PA      | $1096777.50   | 0.02%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                    | AppLovin Corp                                                                   | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |  13775000 | PA      | $13985696.34  | 0.32%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                            | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  18322000 | PA      | $16498961.00  | 0.37%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                          | Light & Wonder International Inc                                                | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $2432907.90   | 0.06%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                   | Whirlpool Corp                                                                  | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1361864.83   | 0.03%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                          | Light & Wonder International Inc                                                | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   4670000 | PA      | $4683603.43   | 0.11%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 339560000 | PA      | $342716848.57 | 7.78%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                         | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $678570.10    | 0.02%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                             | Aramark Services Inc 2024 Term Loan B8                                          | CUSIP: 03852JAV3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |   9360312 | PA      | $9372012.89   | 0.21%             | 2030-06-22      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                        | College Ave Student Loans 2024-B LLC                                            | CUSIP: 19423UAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3335000 | PA      | $3411982.14   | 0.08%             | 2054-08-25      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| CYBERARK SOFTWARE LTD                            | CyberArk Software Ltd                                                           | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |   2200000 | PA      | $2260500.00   | 0.05%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Island Finance Trust 2025-1                      | Island Finance Trust 2025-1                                                     | CUSIP: 463920AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    665000 | PA      | $677518.63    | 0.02%             | 2035-03-19      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                 | WFRBS Commercial Mortgage Trust 2012-C10                                        | CUSIP: 92890NAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1059312 | PA      | $1000449.20   | 0.02%             | 2045-12-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                              | Global Payments Inc                                                             | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2082000 | PA      | $1859226.00   | 0.04%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                     | Ecopetrol SA                                                                    | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   4545000 | PA      | $4385318.24   | 0.10%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust            | Westlake Automobile Receivables Trust 2023-4                                    | CUSIP: 96041AAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6320000 | PA      | $6580250.02   | 0.15%             | 2029-07-16      | Fixed         | 7.19%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                          | Turkiye Government Bond                                                         | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        | 740495000 | PA      | $18401963.60  | 0.42%             | 2026-02-18      | Fixed         | 37.00%                | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust            | Mission Lane Credit Card Master Trust                                           | CUSIP: 60510MAT5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4035000 | PA      | $4038805.81   | 0.09%             | 2028-11-15      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2021-SFR4                                                  | CUSIP: 74333EAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1145000 | PA      | $1123137.37   | 0.03%             | 2038-05-17      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                   | Carvana Auto Receivables Trust 2024-N1                                          | CUSIP: 14687QAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $922373.19    | 0.02%             | 2030-05-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                       | GLS Auto Receivables Issuer Trust 2023-2                                        | CUSIP: 379928AJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2915000 | PA      | $2992539.00   | 0.07%             | 2029-03-15      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                             | Times China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |    440000 | PA      | $14300.00     | 0.00%             | 2025-07-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                         | Kaisa Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |  24005000 | PA      | $1000528.40   | 0.02%             | 2025-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                   | SUNNOVA HELIOS II ISSUER LLC 2019-A                                             | CUSIP: 86745LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    744884 | PA      | $681932.11    | 0.02%             | 2046-06-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RJQ8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1745000 | PA      | $1744897.05   | 0.04%             | 2029-04-20      | Fixed         | 7.59%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                              | Frontier Issuer LLC                                                             | CUSIP: 35910EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4840000 | PA      | $5089811.76   | 0.12%             | 2053-08-20      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                    | Corevest American Finance 2021-1 Trust                                          | CUSIP: 21873LAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2715000 | PA      | $2455301.83   | 0.06%             | 2053-04-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                         | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12509000 | PA      | $11886798.59  | 0.27%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                              | CIFI Holdings Group Co Ltd                                                      | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |   2815000 | PA      | $280458.45    | 0.01%             | 2025-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                               | Seagate HDD Cayman                                                              | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    633000 | PA      | $1138450.50   | 0.03%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Jol Air                                          | JOL Air Ltd                                                                     | CUSIP: 46651NAA2<br>LEI: 549300TS4MUGCDXPW498 | Long             | ABS-O            | CORP              | KY        |   5780605 | PA      | $5722920.12   | 0.13%             | 2044-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                            | Micron Technology Inc                                                           | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |  19360000 | PA      | $20225527.71  | 0.46%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc            | Hilton Domestic Operating Company Inc 2023 Term Loan B4                         | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |   7383321 | PA      | $7405249.60   | 0.17%             | 2030-11-08      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                | PRPM 2021-4 LLC                                                                 | CUSIP: 693583AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8017504 | PA      | $8025077.80   | 0.18%             | 2026-04-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds             | Chile Government International Bonds                                            | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  15945000 | PA      | $9660278.25   | 0.22%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust               | Willis Engine Structured Trust VI                                               | CUSIP: 97064GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10886191 | PA      | $10119357.27  | 0.23%             | 2046-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  24315000 | PA      | $23318104.21  | 0.53%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2021-SFR7 Trust                                            | CUSIP: 74333PAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5280000 | PA      | $4864096.51   | 0.11%             | 2040-08-17      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                              | Ashtead Capital Inc                                                             | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2329282.38   | 0.05%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                    | ZF North America Capital Inc                                                    | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   3305000 | PA      | $3312271.00   | 0.08%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                             | Targa Resources Corp                                                            | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |  25580000 | PA      | $25709416.13  | 0.58%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                         | Neuberger Berman CLO XX Ltd                                                     | CUSIP: 64130TBN4<br>LEI: 549300NPF57YF6WBDP72 | Long             | ABS-CBDO         | CORP              | KY        |   9215000 | PA      | $9219294.19   | 0.21%             | 2039-04-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2021-SFR5 Trust                                            | CUSIP: 74333FAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3535000 | PA      | $3423034.53   | 0.08%             | 2038-07-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                            | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1703666.42   | 0.04%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                             | Wingstop Funding LLC                                                            | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3010000 | PA      | $3085469.73   | 0.07%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                            | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                        | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4060000 | PA      | $4206078.80   | 0.10%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                            | Civitas Resources Inc                                                           | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2534179.73   | 0.06%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                          | NYMT Loan Trust Series 2025-R1                                                  | CUSIP: 67120XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1446253 | PA      | $1446225.54   | 0.03%             | 2030-02-25      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                          | CarMax Auto Owner Trust 2024-1                                                  | CUSIP: 14318WAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $179103.58    | 0.00%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                      | Gartner Inc                                                                     | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   5235000 | PA      | $4977275.19   | 0.11%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WAVE 2017-1 LLC                                  | WAVE 2017-1 Trust                                                               | CUSIP: 94353WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6518057 | PA      | $6322651.23   | 0.14%             | 2042-11-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                   | Var Energi ASA                                                                  | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   2230000 | PA      | $2527322.13   | 0.06%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                              | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  17920000 | PA      | $18199803.24  | 0.41%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd               | Teva Pharmaceutical Industries Ltd                                              | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |    258411 | NS      | $4330968.36   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Private Education Refi Loan Trust 2021-E                                | CUSIP: 63942EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2565000 | PA      | $1821107.42   | 0.04%             | 2069-12-16      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2024-5                                      | CUSIP: 30165BAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2875000 | PA      | $2864299.25   | 0.07%             | 2031-02-18      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                              | NCL Corp Ltd                                                                    | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   2280000 | PA      | $2329312.96   | 0.05%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ziply Fiber Issuer, LLC                          | Ziply Fiber Issuer LLC                                                          | CUSIP: 98979QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1938079.44   | 0.04%             | 2054-04-20      | Fixed         | 11.17%                | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                             | Birch Grove Clo 9 Ltd                                                           | CUSIP: 09077WAA6<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |   7865000 | PA      | $7877733.44   | 0.18%             | 2037-10-22      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                          | NYMT Loan Trust Series 2024-BPL2                                                | CUSIP: 67120TAA8<br>LEI: 254900HCG7N4R7AWFZ60 | Long             | ABS-MBS          | CORP              | US        |   6090000 | PA      | $6155259.83   | 0.14%             | 2039-05-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19353000 | PA      | $17812956.00  | 0.40%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE (CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     21774 | NC      | $23695379.52  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Student Loan Trust                        | Nelnet Student Loan Trust 2021-D                                                | CUSIP: 64034YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2120000 | PA      | $1819934.99   | 0.04%             | 2062-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                              | LCM 30 Ltd                                                                      | CUSIP: 50200YAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8760000 | PA      | $8762741.88   | 0.20%             | 2031-04-20      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| SINO OCEAN LAND TREAS                            | SINO OCEAN LAND TREAS                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   5250000 | PA      | $420073.50    | 0.01%             | 2030-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                         | Discovery Communications LLC                                                    | CUSIP: 25470DAD1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $1542100.80   | 0.04%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MBIA INSURANCE CO                                | MBIA Insurance Corp                                                             | CUSIP: 000000000<br>LEI: 5493004M1UUDNTDXS107 | Long             | DBT              | CORP              | US        |     80000 | PA      | $3200.00      | 0.00%             | 2033-01-15      | Variable      | 15.78%                | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                            | HPEFS Equipment Trust 2023-2                                                    | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1215000 | PA      | $1233245.66   | 0.03%             | 2031-07-21      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                          | Central China Real Estate Ltd                                                   | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |   3680000 | PA      | $156400.00    | 0.00%             | 2024-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| tvc mortgage trust                               | TVC Mortgage Trust 2024-RRTL1                                                   | CUSIP: 87306WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7725000 | PA      | $7716954.41   | 0.18%             | 2039-07-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                              | Meritage Homes Corp                                                             | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |  15560000 | PA      | $15604190.40  | 0.35%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                         | Kaisa Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |   1735000 | PA      | $70128.70     | 0.00%             | 2025-11-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                         | Uruguay Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        | 278295000 | PA      | $6933689.57   | 0.16%             | 2028-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                  | Republic Finance Issuance Trust 2024-B                                          | CUSIP: 76042GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3290000 | PA      | $3340508.41   | 0.08%             | 2037-11-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1284109.57   | 0.03%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                          | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   2620000 | PA      | $2747334.78   | 0.06%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CINC BELL TEL                                    | Cincinnati Bell Telephone Co LLC                                                | CUSIP: 171875AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3825000 | PA      | $3707687.25   | 0.08%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                          | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    285000 | PA      | $291047.99    | 0.01%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEA LTD                                          | Sea Ltd                                                                         | CUSIP: 81141RAF7<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |   1225000 | PA      | $2175948.18   | 0.05%             | 2025-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| IQOR US Inc.                                     | IQOR US Inc.                                                                    | CUSIP: 942AEX002<br>LEI: 549300LKMK4MMQCMDH78 | Long             | EC               | CORP              | US        |     17622 | NS      | $20564.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                           | Venture Global LNG Inc                                                          | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1687782.98   | 0.04%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                   | Sunnova Helios V Issuer LLC                                                     | CUSIP: 86746EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1990691 | PA      | $1043848.67   | 0.02%             | 2048-02-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                                  | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   3495000 | PA      | $2939392.02   | 0.07%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC                                  | Spotify USA Inc                                                                 | CUSIP: 84921RAB6<br>LEI: 2138008WM218QBKRII94 | Long             | DBT              | CORP              | US        |    518000 | PA      | $784718.20    | 0.02%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                    | TransDigm Inc 2024 Term Loan I                                                  | CUSIP: 89364MCC6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   1647679 | PA      | $1652968.37   | 0.04%             | 2028-08-24      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75315000 | PA      | $75785718.75  | 1.72%             | 2026-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                          | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |  10545000 | PA      | $10605749.75  | 0.24%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds              | Oman Government International Bonds                                             | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |  14165000 | PA      | $14829678.46  | 0.34%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP LLC                         | Ryan Specialty Group LLC 2024 USD Term Loan B                                   | CUSIP: 78350UAJ4<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |   1501455 | PA      | $1498947.57   | 0.03%             | 2031-09-15      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XXXI Ltd                                                   | CUSIP: 55819DBG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1260000 | PA      | $1266300.00   | 0.03%             | 2037-07-23      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                              | Frontier Issuer LLC                                                             | CUSIP: 35910EAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6970000 | PA      | $7823905.85   | 0.18%             | 2054-06-20      | Fixed         | 11.16%                | No            |                  2 | On Loan: No      |
| Altice USA Inc                                   | Altice USA Inc                                                                  | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |   2006877 | NS      | $4294716.78   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal                                    | ArcelorMittal SA                                                                | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |  19906000 | PA      | $20973967.45  | 0.48%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                 | CSC Holdings LLC 2022 Term Loan B6                                              | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |   2256938 | PA      | $2223106.03   | 0.05%             | 2028-01-18      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Trust                  | CoreVest American Finance 2021-3 Trust                                          | CUSIP: 21873NAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2280000 | PA      | $2040948.61   | 0.05%             | 2054-10-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                             | Western Digital Corp                                                            | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   6775000 | PA      | $6280832.86   | 0.14%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                 | RCO X Mortgage LLC 2025-1                                                       | CUSIP: 75523XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9173648 | PA      | $9175658.25   | 0.21%             | 2030-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                  | SEB Funding LLC                                                                 | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5335000 | PA      | $5455694.24   | 0.12%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                   | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |  10875000 | PA      | $11059005.00  | 0.25%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CKE Restaurants Holdings Inc                     | Hardee's Funding LLC                                                            | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1614562 | PA      | $1665606.41   | 0.04%             | 2054-03-20      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR ULTRA FUT SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -9869 | NC      | $-22123008.70 | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| NUTANIX INC                                      | Nutanix Inc                                                                     | CUSIP: 67059NAH1<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |   1184000 | PA      | $1665888.00   | 0.04%             | 2027-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust        | GoodLeap Home Improvement Solutions Trust 2024-1                                | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1557625 | PA      | $1575160.32   | 0.04%             | 2046-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                      | SBNA Auto Receivables Trust 2024-A                                              | CUSIP: 78437PAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310000 | PA      | $318453.39    | 0.01%             | 2030-04-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Light and Wonder International, Inc.             | Light and Wonder International Inc 2024 Term Loan B2                            | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |    519760 | PA      | $519499.96    | 0.01%             | 2029-04-14      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                    | ZF North America Capital Inc                                                    | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   3345000 | PA      | $3212249.53   | 0.07%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2014-GC22                                          | CUSIP: 36253BAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1302213.00   | 0.03%             | 2047-06-10      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                             | Teva Pharmaceutical Finance Netherlands II BV                                   | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |   6270000 | PA      | $8789666.68   | 0.20%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                      | Legacy Mortgage Asset Trust 2021-GS2                                            | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5733212 | PA      | $5731879.75   | 0.13%             | 2061-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                       | Leidos Inc                                                                      | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |  10470000 | PA      | $10907675.63  | 0.25%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2021-SFR4                                                  | CUSIP: 74333EAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1635000 | PA      | $1604277.37   | 0.04%             | 2038-05-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                       | Citadel LP                                                                      | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1801287.02   | 0.04%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC              | Compass Datacenters Issuer III LLC                                              | CUSIP: 20469BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1840000 | PA      | $1846739.92   | 0.04%             | 2050-02-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                            | Uber Technologies Inc                                                           | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1239000 | PA      | $1767433.50   | 0.04%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                             | Times China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |   1120000 | PA      | $36400.00     | 0.00%             | 2027-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust    | BHG Securitization Trust 2022-A                                                 | CUSIP: 054977AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9415441 | PA      | $9309061.84   | 0.21%             | 2035-02-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                         | Republic of South Africa Government Bond                                        | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        | 468635000 | PA      | $22888167.28  | 0.52%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                               | Aqua Finance Trust 2021-A                                                       | CUSIP: 03842VAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2410000 | PA      | $2215031.00   | 0.05%             | 2046-07-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RHP2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1320000 | PA      | $1394423.84   | 0.03%             | 2030-02-20      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                    | EchoStar Corp                                                                   | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |  12146821 | PA      | $11085557.62  | 0.25%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                              | Resideo Funding Inc 2024 1st Lien Term Loan B                                   | CUSIP: 76090LAL8<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |   2284247 | PA      | $2281391.51   | 0.05%             | 2028-02-11      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                     | DC Commercial Mortgage Trust 2023-DC                                            | CUSIP: 24023AAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5850000 | PA      | $6050391.75   | 0.14%             | 2040-09-12      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                       | GLS Auto Receivables Issuer Trust 2024-2                                        | CUSIP: 37964VAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2225000 | PA      | $2280801.00   | 0.05%             | 2030-02-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

**Name of Applicant:** LOOMIS SAYLES FUNDS I

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer