# EDGAR Filing Document

**Accession Number:** 0000917469
**File Stem:** 0001752724-23-046224
**Filing Date:** 2023-2
**Character Count:** 329866
**Document Hash:** 9f97424c6e18558d625fe96fcd0f1f11
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046224.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046224

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LOOMIS SAYLES FUNDS I
- **CENTRAL INDEX KEY:** 0000917469
- **IRS NUMBER:** 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:** 23682103

**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 Fixed Income Fund (Series ID: S000006640)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000018126 | Institutional Class | LSFIX           |

## Nport-Ex

**PORTFOLIO OF INVESTMENTS – as of December 31, 2022 (Unaudited)** 

**Loomis Sayles Fixed Income Fund** 

---

| | | |
|:---|:---|:---|
| **Principal<br>Amount** | **Description** | **Value (†)** |
| **Bonds and Notes – 86.5% of Net Assets** | **Bonds and Notes – 86.5% of Net Assets** |  |
| **Non-Convertible Bonds – 81.9%** | **Non-Convertible Bonds – 81.9%** |  |
|  | **ABS Car Loan – 4.2%** | **ABS Car Loan – 4.2%** |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675000 | American Credit Acceptance Receivables Trust, Series 2021-3, Class D, <br>1.340%, 11/15/2027, 144A | $626606 |
| 125000 | American Credit Acceptance Receivables Trust, Series 2022-4, Class C, <br>7.860%, 2/15/2029, 144A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126582 |
| 120000 | Avis Budget Rental Car Funding AESOP LLC, Series 2018-1A, Class C, <br>4.730%, 9/20/2024, 144A | 118882 |
| 130000 | Avis Budget Rental Car Funding AESOP LLC, Series 2019-2A, Class C, <br>4.240%, 9/22/2025, 144A | 124024 |
| 475000 | Avis Budget Rental Car Funding AESOP LLC, Series 2019-3A, Class C, <br>3.150%, 3/20/2026, 144A | 435547 |
| 210000 | Avis Budget Rental Car Funding AESOP LLC, Series 2020-1A, Class B, <br>2.680%, 8/20/2026, 144A | 189972 |
| 685000 | Avis Budget Rental Car Funding AESOP LLC, Series 2020-2A, Class A, <br>2.020%, 2/20/2027, 144A | 620768 |
| 305000 | Avis Budget Rental Car Funding AESOP LLC, Series 2020-2A, Class B, <br>2.960%, 2/20/2027, 144A | 273695 |
| 630000 | Avis Budget Rental Car Funding AESOP LLC, Series 2020-2A, Class C, <br>4.250%, 2/20/2027, 144A | 562450 |
| 145000 | Avis Budget Rental Car Funding AESOP LLC, Series 2021-1A, Class C, <br>2.130%, 8/20/2027, 144A | 120531 |
| 100000 | CarMax Auto Owner Trust, Series 2022-1, Class D, <br>2.470%, 7/17/2028 | 87027 |
| 411182 | Carvana Auto Receivables Trust, Series 2021-N3, Class C, <br>1.020%, 6/12/2028 | 397432 |
| 420000 | Carvana Auto Receivables Trust, Series 2021-P3, Class C, <br>1.930%, 10/12/2027 | 334391 |
| 525000 | Credit Acceptance Auto Loan Trust, Series 2020-2A, Class C, <br>2.730%, 11/15/2029, 144A | 501930 |
| 900000 | Credit Acceptance Auto Loan Trust, Series 2021-2A, Class C, <br>1.640%, 6/17/2030, 144A | 816449 |
| 335000 | Credit Acceptance Auto Loan Trust, Series 2021-3A, Class C, <br>1.630%, 9/16/2030, 144A | 302028 |
| 1400000 | Drive Auto Receivables Trust, Series 2021-2, Class D, <br>1.390%, 3/15/2029 | 1290008 |
| 305000 | DT Auto Owner Trust, Series 2021-2A, Class D, <br>1.500%, 2/16/2027, 144A | 280123 |
| 1380000 | DT Auto Owner Trust, Series 2021-3A, Class D, <br>1.310%, 5/17/2027, 144A | 1209067 |
| 815000 | Exeter Automobile Receivables Trust, Series 2021-1A, Class D, <br>1.080%, 11/16/2026 | 759837 |
| 1000000 | Exeter Automobile Receivables Trust, Series 2021-3A, Class D, <br>1.550%, 6/15/2027 | 907509 |
| 100000 | Exeter Automobile Receivables Trust, Series 2022-2A, Class D, <br>4.560%, 7/17/2028 | 93711 |
| 160000 | Exeter Automobile Receivables Trust, Series 2022-6A, Class C, <br>6.320%, 5/15/2028 | 160073 |
| 215000 | First Investors Auto Owner Trust, Series 2022-2A, Class D, <br>8.710%, 10/16/2028, 144A | 222317 |
| 435000 | Flagship Credit Auto Trust, Series 2021-2, Class D, <br>1.590%, 6/15/2027, 144A | 387427 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br>Amount** | **Description** | **Value (†)** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |  |
|  | **ABS Car Loan – continued** | **ABS Car Loan – continued** | **ABS Car Loan – continued** |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335000 | Foursight Capital Automobile Receivables Trust, Series 2021-2, Class D, <br>1.920%, 9/15/2027, 144A | $| 303353 |
| 1975000 | GLS Auto Receivables Issuer Trust, Series 2021-1A, Class D, <br>1.680%, 1/15/2027, 144A |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1865107 |
| 725000 | GLS Auto Receivables Issuer Trust, Series 2021-2A, Class D, <br>1.420%, 4/15/2027, 144A |  | 657733 |
| 675000 | GLS Auto Receivables Issuer Trust, Series 2021-3A, Class D, <br>1.480%, 7/15/2027, 144A |  | 603627 |
| 935000 | Hertz Vehicle Financing III LLC, Series 2022-1A, <br>4.850%, 6/25/2026, 144A |  | 822477 |
| 599000 | Hertz Vehicle Financing III LLC, Series 2022-3A, <br>6.310%, 3/25/2025, 144A |  | 571115 |
| 455000 | Hertz Vehicle Financing LLC, Class D, Series 2022-4A, <br>6.560%, 9/25/2026, 144A |  | 419400 |
| 128876 | JPMorgan Chase Bank NA, Series 2021-1, Class D, <br>1.174%, 9/25/2028, 144A |  | 123887 |
| 127482 | JPMorgan Chase Bank NA, Series 2021-3, Class D, <br>1.009%, 2/26/2029, 144A |  | 118752 |
| 635000 | Prestige Auto Receivables Trust, Series 2022-1A, Class D, <br>8.080%, 8/15/2028, 144A |  | 632530 |
| 152481 | Santander Bank NA, Series 2021-1A, Class B, <br>1.833%, 12/15/2031, 144A |  | 146661 |
|  |  |  | 17213028 |
|  | **ABS Credit Card – 0.3%** | **ABS Credit Card – 0.3%** | **ABS Credit Card – 0.3%** |
| 480000 | Brex Commercial Charge Card Master Trust, Series 2021-1, Class A, <br>2.090%, 7/15/2024, 144A |  | 474792 |
| 700000 | Mercury Financial Credit Card Master Trust, Series 2021-1A, Class A, <br>1.540%, 3/20/2026, 144A |  | 667839 |
| 100000 | Mission Lane Credit Card Master Trust, Series 2021-A, Class B, <br>2.240%, 9/15/2026, 144A |  | 96831 |
|  |  |  | 1239462 |
|  | **ABS Home Equity – 4.8%** | **ABS Home Equity – 4.8%** | **ABS Home Equity – 4.8%** |
| 901563 | 510 Asset Backed Trust, Series 2021-NPL1, Class A1, <br>2.240%, 6/25/2061, 144A(a) |  | 822468 |
| 476199 | CIM Trust, Series 2021-NR2, Class A1, <br>2.568%, 7/25/2059, 144A(a) |  | 438153 |
| 210000 | CoreVest American Finance Trust, Series 2021-1, Class C, <br>2.800%, 4/15/2053, 144A |  | 161546 |
| 300000 | CoreVest American Finance Trust, Series 2021-2, Class C, <br>2.478%, 7/15/2054, 144A |  | 219326 |
| 150000 | CoreVest American Finance Trust, Series 2021-3, Class D, <br>3.469%, 10/15/2054, 144A |  | 113420 |
| 555355 | Credit Suisse Mortgage Trust, Series 2021-RPL1, Class A1, <br>1.668%, 9/27/2060, 144A(a) |  | 523933 |
| 1305586 | Credit Suisse Mortgage Trust, Series 2021-RPL4, Class A1, <br>1.796%, 12/27/2060, 144A(a) |  | 1161967 |
| 284184 | Federal Home Loan Mortgage Corp., Series 2022-DNA3, Class M1A, <br>30-day Average SOFR + 2.000%, 5.928%, 4/25/2042, 144A(b) |  | 282763 |
| 675000 | FirstKey Homes Trust, Series 2021-SFR1, Class E1, <br>2.389%, 8/17/2038, 144A |  | 562816 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal<br>Amount** | **Description** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |
|  | **ABS Home Equity – continued** | **ABS Home Equity – continued** |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315000 | FirstKey Homes Trust, Series 2021-SFR2, Class E1, <br>2.258%, 9/17/2038, 144A | $261010 |
| 205000 | FirstKey Homes Trust, Series 2021-SFR2, Class E2, <br>2.358%, 9/17/2038, 144A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168436 |
| 300000 | FirstKey Homes Trust, Series 2022- SFR2, Class D, <br>4.500%, 7/17/2039, 144A | 262863 |
| 145000 | FRTKL, Series 2021-SFR1, Class E1, <br>2.372%, 9/17/2038, 144A | 120592 |
| 130000 | FRTKL, Series 2021-SFR1, Class E2, <br>2.522%, 9/17/2038, 144A | 107817 |
| 315820 | GCAT Trust, Series 2019-RPL1, Class A1, <br>2.650%, 10/25/2068, 144A(a) | 296192 |
| 87360 | Home Partners of America Trust, Series 2021-1, Class E, <br>2.577%, 9/17/2041, 144A | 66702 |
| 806950 | Home Partners of America Trust, Series 2021-2, Class E1, <br>2.852%, 12/17/2026, 144A | 658567 |
| 418059 | Home Partners of America Trust, Series 2021-2, Class E2, <br>2.952%, 12/17/2026, 144A | 341116 |
| 138604 | Legacy Mortgage Asset Trust, Series 2020-GS5, Class A1, <br>3.250%, 6/25/2060, 144A(a) | 136350 |
| 1215000 | Legacy Mortgage Asset Trust, Series 2020-RPL1, Class A2, <br>3.250%, 9/25/2059, 144A(a) | 1030604 |
| 606363 | Legacy Mortgage Asset Trust, Series 2021-GS2, Class A1, <br>1.750%, 4/25/2061, 144A(a) | 548086 |
| 115000 | Mill City Mortgage Loan Trust, Series 2019-GS1, Class M2, <br>3.250%, 7/25/2059, 144A(a) | 92565 |
| 705000 | Progress Residential Trust, Series 2021-SFR2, Class E1, <br>2.547%, 4/19/2038, 144A | 596459 |
| 240000 | Progress Residential Trust, Series 2021-SFR3, Class E1, <br>2.538%, 5/17/2026, 144A | 203055 |
| 200000 | Progress Residential Trust, Series 2021-SFR3, Class E2, <br>2.688%, 5/17/2026, 144A | 168777 |
| 125000 | Progress Residential Trust, Series 2021-SFR4, Class E1, <br>2.409%, 5/17/2038, 144A | 104372 |
| 100000 | Progress Residential Trust, Series 2021-SFR4, Class E2, <br>2.559%, 5/17/2038, 144A | 83415 |
| 295000 | Progress Residential Trust, Series 2021-SFR5, Class E1, <br>2.209%, 7/17/2038, 144A | 245649 |
| 100000 | Progress Residential Trust, Series 2021-SFR5, Class E2, <br>2.359%, 7/17/2038, 144A | 82805 |
| 380000 | Progress Residential Trust, Series 2021-SFR6, Class E1, <br>2.425%, 7/17/2038, 144A | 315011 |
| 200000 | Progress Residential Trust, Series 2021-SFR6, Class E2, <br>2.525%, 7/17/2038, 144A | 163724 |
| 340000 | Progress Residential Trust, Series 2021-SFR7, Class E1, <br>2.591%, 8/17/2040, 144A | 261689 |
| 100000 | Progress Residential Trust, Series 2021-SFR7, Class E2, <br>2.640%, 8/17/2040, 144A | 76577 |
| 910846 | PRPM LLC, Series 2021-1, Class A1, <br>2.115%, 1/25/2026, 144A(a) | 851648 |
| 350853 | PRPM LLC, Series 2021-2, Class A1, <br>2.115%, 3/25/2026, 144A(a) | 323024 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br>Amount** | **Description** | **Value (†)** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |  |
|  | **ABS Home Equity – continued** | **ABS Home Equity – continued** | **ABS Home Equity – continued** |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694166 | PRPM LLC, Series 2021-3, Class A1, <br>1.867%, 4/25/2026, 144A(a) | $| 618857 |
| 179432 | PRPM LLC, Series 2021-4, Class A1, <br>1.867%, 4/25/2026, 144A(a) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160670 |
| 869584 | PRPM LLC, Series 2021-5, Class A1, <br>1.793%, 6/25/2026, 144A(a) |  | 786669 |
| 988668 | PRPM LLC, Series 2022-5, Class A1, <br>6.900%, 9/27/2027, 144A(a) |  | 981182 |
| 1030000 | Toorak Mortgage Corp., Series 2021-1, Class A1, <br>2.240%, 6/25/2024, 144A(a) |  | 974064 |
| 240000 | Towd Point Mortgage Trust, Series 2016-3, Class M2, <br>4.000%, 4/25/2056, 144A(a) |  | 231472 |
| 495000 | Towd Point Mortgage Trust, Series 2018-5, Class M1, <br>3.250%, 7/25/2058, 144A(a) |  | 395741 |
| 676293 | Towd Point Mortgage Trust, Series 2019-4, Class A1, <br>2.900%, 10/25/2059, 144A(a) |  | 627966 |
| 100000 | Towd Point Mortgage Trust, Series 2020-1, Class A2B, <br>3.250%, 1/25/2060, 144A(a) |  | 81225 |
| 229594 | VCAT LLC, Series 2021-NPL1, Class A1, <br>2.289%, 12/26/2050, 144A(a) |  | 216727 |
| 299664 | VOLT XCII LLC, Series 2021-NPL1, Class A1, <br>1.893%, 2/27/2051, 144A(a) |  | 258574 |
| 778940 | VOLT XCIII LLC, Series 2021-NPL2, Class A1, <br>1.893%, 2/27/2051, 144A(a) |  | 700745 |
| 659908 | VOLT XCIV LLC, Series 2021-NPL3, Class A1, <br>2.240%, 2/27/2051, 144A(a) |  | 596566 |
| 461734 | VOLT XCVI LLC, Series 2021-NPL5, Class A1, <br>2.116%, 3/27/2051, 144A(a) |  | 418587 |
| 1043640 | VOLT XCVII LLC, Series 2021-NPL6, Class A1, <br>2.240%, 4/25/2051, 144A(a) |  | 918005 |
|  |  |  | 19820547 |
|  | **ABS Other – 2.4%** | **ABS Other – 2.4%** | **ABS Other – 2.4%** |
| 100000 | Affirm Asset Securitization Trust, Series 2021-B, Class C, <br>1.400%, 8/17/2026, 144A |  | 90893 |
| 160000 | Aqua Finance Trust, Series 2021-A, Class B, <br>2.400%, 7/17/2046, 144A |  | 134684 |
| 111890 | Business Jet Securities LLC, Series 2021-1A, Class B, <br>2.918%, 4/15/2036, 144A |  | 94833 |
| 756181 | CAL Funding IV Ltd., Series 2020-1A, Class A, <br>2.220%, 9/25/2045, 144A |  | 653392 |
| 865718 | CLI Funding VIII LLC, Series 2021-1A, Class A, <br>1.640%, 2/18/2046, 144A |  | 738175 |
| 135000 | Freedom Financial Trust, Series 2021-2, Class C, <br>1.940%, 6/19/2028, 144A |  | 131094 |
| 370000 | Freedom Financial Trust, Series 2021-3FP, Class D, <br>2.370%, 11/20/2028, 144A |  | 336628 |
| 300000 | HPEFS Equipment Trust, Series 2021-1A, Class D, <br>1.030%, 3/20/2031, 144A |  | 282971 |
| 1542296 | MAPS Trust, Series 2021-1A, Class A, <br>2.521%, 6/15/2046, 144A |  | 1249764 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br>Amount** | **Description** | **Value (†)** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |  |
|  | **ABS Other – continued** | **ABS Other – continued** | **ABS Other – continued** |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110000 | Marlette Funding Trust, Series 2021-2A, Class C, <br>1.500%, 9/15/2031, 144A | $| 101667 |
| 146012 | Merlin Aviation Holdings DAC, Series 2016-1, Class A, <br>4.500%, 12/15/2032, 144A(a) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111704 |
| 350000 | OneMain Financial Issuance Trust, Series 2018-2A, Class A, <br>3.570%, 3/14/2033, 144A |  | 343120 |
| 345000 | OneMain Financial Issuance Trust, Series 2021-1A, Class D, <br>2.470%, 6/16/2036, 144A |  | 264276 |
| 380000 | OneMain Financial Issuance Trust, Series 2022-S1, Class D, <br>5.200%, 5/14/2035, 144A |  | 349981 |
| 1315069 | S-Jets Ltd., Series 2017-1, Class A, <br>3.967%, 8/15/2042, 144A |  | 1019191 |
| 100000 | SCF Equipment Leasing LLC, Series 2021-1A, Class D, <br>1.930%, 9/20/2030, 144A |  | 87226 |
| 315000 | SCF Equipment Leasing LLC, Series 2022-2A, Class C, <br>6.500%, 8/20/2032, 144A |  | 307198 |
| 69050 | Shenton Aircraft Investment I Ltd., Series 2015-1A, Class A, <br>4.750%, 10/15/2042, 144A |  | 52824 |
| 142429 | Sierra Timeshare Receivables Funding LLC, Series 2019-2A, Class C, <br>3.120%, 5/20/2036, 144A |  | 132968 |
| 93260 | Sierra Timeshare Receivables Funding LLC, Series 2019-3A, Class C, <br>3.000%, 8/20/2036, 144A |  | 87787 |
| 82308 | Sierra Timeshare Receivables Funding LLC, Series 2021-1A, Class C, <br>1.790%, 11/20/2037, 144A |  | 75242 |
| 1282273 | SLAM Ltd., Series 2021-1A, Class A, <br>2.434%, 6/15/2046, 144A |  | 1060876 |
| 100000 | SoFi Consumer Loan Program Trust, Series 2021-1, Class D, <br>2.040%, 9/25/2030, 144A |  | 90617 |
| 647108 | TIF Funding II LLC, Series 2021-1A, Class A, <br>1.650%, 2/20/2046, 144A |  | 536676 |
| 230000 | Towd Point Mortgage Trust, Series 2017-1, Class M1, <br>3.750%, 10/25/2056, 144A(a) |  | 214403 |
| 557563 | Wave Trust, Series 2017-1A, Class A, <br>3.844%, 11/15/2042, 144A |  | 420966 |
| 1155434 | Willis Engine Structured Trust VI, Series 2021-A, Class A, <br>3.104%, 5/15/2046, 144A |  | 845649 |
|  |  |  | 9814805 |
|  | **ABS Student Loan – 0.7%** | **ABS Student Loan – 0.7%** | **ABS Student Loan – 0.7%** |
| 320000 | College Ave Student Loans LLC, Series 2021-A, Class C, <br>2.920%, 7/25/2051, 144A |  | 287093 |
| 252628 | Commonbond Student Loan Trust, Series 2019-AGS, Class B, <br>3.040%, 1/25/2047, 144A |  | 223181 |
| 236799 | EDvestinU Private Education Loan Issue No. 3 LLC, Series 2021-A, Class A, <br>1.800%, 11/25/2045, 144A |  | 200552 |
| 95531 | Navient Private Education Refi Loan Trust, Series 2020-HA, Class A, <br>1.310%, 1/15/2069, 144A |  | 85736 |
| 244801 | Navient Private Education Refi Loan Trust, Series 2021-A, Class A, <br>0.840%, 5/15/2069, 144A |  | 211657 |
| 100000 | Navient Private Education Refi Loan Trust, Series 2021-A, Class B, <br>2.240%, 5/15/2069, 144A |  | 70484 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br>Amount** | **Description** | **Value (†)** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |  |
|  | **ABS Student Loan – continued** | **ABS Student Loan – continued** | **ABS Student Loan – continued** |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170000 | Navient Private Education Refi Loan Trust, Series 2021-EA, Class B, <br>2.030%, 12/16/2069, 144A | $| 108311 |
| 385000 | Navient Private Education Refi Loan Trust, Series 2021-FA, Class B, <br>2.120%, 2/18/2070, 144A |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248075 |
| 229495 | SMB Private Education Loan Trust, Series 2016-C, Class A2A, <br>2.340%, 9/15/2034, 144A |  | 218544 |
| 69207 | SMB Private Education Loan Trust, Series 2020-A, Class A2A, <br>2.230%, 9/15/2037, 144A |  | 63142 |
| 869712 | SMB Private Education Loan Trust, Series 2021-A, Class A2A2, <br>1-month LIBOR + 0.730%, 5.048%, 1/15/2053, 144A(b) |  | 832108 |
| 475000 | SMB Private Education Loan Trust, Series 2021-B, Class B, <br>2.650%, 7/17/2051, 144A |  | 378257 |
|  |  |  | 2927140 |
|  | **ABS Whole Business – 0.7%** | **ABS Whole Business – 0.7%** | **ABS Whole Business – 0.7%** |
| 120938 | DB Master Finance LLC, Series 2019-1A, Class A23, <br>4.352%, 5/20/2049, 144A |  | 110269 |
| 57150 | Domino's Pizza Master Issuer LLC, Series 2017-1A, Class A23, <br>4.118%, 7/25/2047, 144A |  | 52374 |
| 134400 | Domino's Pizza Master Issuer LLC, Series 2018-1A, Class A2II, <br>4.328%, 7/25/2048, 144A |  | 124265 |
| 1551375 | Domino's Pizza Master Issuer LLC, Series 2021-1A, Class A2I, <br>2.662%, 4/25/2051, 144A |  | 1305080 |
| 295500 | Hardee's Funding LLC, Series 2021-1A, Class A2, <br>2.865%, 6/20/2051, 144A |  | 235562 |
| 92150 | Planet Fitness Master Issuer LLC, Series 2019-1A, Class A2, <br>3.858%, 12/05/2049, 144A |  | 76548 |
| 49625 | Planet Fitness Master Issuer LLC, Series 2022-1A, Class A2I, <br>3.251%, 12/05/2051, 144A |  | 43513 |
| 261250 | Wendy's Funding LLC, Series 2018-1A, Class A2II, <br>3.884%, 3/15/2048, 144A |  | 235320 |
| 723975 | Wendy's Funding LLC, Series 2021-1A, Class A2I, <br>2.370%, 6/15/2051, 144A |  | 584482 |
|  |  |  | 2767413 |
|  | **Aerospace & Defense – 0.5%** | **Aerospace & Defense – 0.5%** | **Aerospace & Defense – 0.5%** |
| 1520000 | Boeing Co. (The), <br>3.825%, 3/01/2059 |  | 971735 |
| 1265000 | Embraer Netherlands Finance BV, <br>5.400%, 2/01/2027 |  | 1211238 |
|  |  |  | 2182973 |
|  | **Airlines – 1.2%** | **Airlines – 1.2%** | **Airlines – 1.2%** |
| 340430 | American Airlines Pass Through Trust, Series 2016-3, Class B, <br>3.750%, 4/15/2027 |  | 302411 |
| 1121213 | American Airlines Pass Through Trust, Series 2017-1B, Class B, <br>4.950%, 8/15/2026 |  | 1054285 |
| 708529 | American Airlines Pass Through Trust, Series 2017-2, Class B, <br>3.700%, 4/15/2027 |  | 636653 |
| 399883 | U.S. Airways Pass Through Trust, Series 2012-1A, Class A, <br>5.900%, 4/01/2026 |  | 386763 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br>Amount** | **Description** | **Value (†)** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |  |
|  | **Airlines – continued** | **Airlines – continued** | **Airlines – continued** |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1064819 | U.S. Airways Pass Through Trust, Series 2012-2A, Class A, <br>4.625%, 12/03/2026 | $| 969895 |
| 994801 | United Airlines Pass Through Trust, Series 2014-1, Class A, <br>4.000%, 10/11/2027 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;924241 |
| 497942 | United Airlines Pass Through Trust, Series 2020-1, Class A, <br>5.875%, 4/15/2029 |  | 490487 |
|  |  |  | 4764735 |
|  | **Automotive – 1.0%** | **Automotive – 1.0%** | **Automotive – 1.0%** |
| 550000 | Ford Motor Co., <br>3.250%, 2/12/2032 |  | 412468 |
| 1735000 | General Motors Co., <br>5.200%, 4/01/2045 |  | 1410157 |
| 100000 | General Motors Co., <br>6.250%, 10/02/2043 |  | 92453 |
| 2270000 | General Motors Financial Co., Inc., <br>3.600%, 6/21/2030 |  | 1910347 |
| 60000 | General Motors Financial Co., Inc., Series A, (fixed rate to 9/30/2027, variable rate thereafter), <br>5.750%(c) |  | 50514 |
| 100000 | General Motors Financial Co., Inc., Series C, (fixed rate to 9/30/2030, variable rate thereafter), <br>5.700%(c) |  | 84637 |
|  |  |  | 3960576 |
|  | **Banking – 6.2%** | **Banking – 6.2%** | **Banking – 6.2%** |
| 1146000 | Ally Financial, Inc., <br>8.000%, 11/01/2031 |  | 1183069 |
| 1585000 | Ally Financial, Inc., Series B, (fixed rate to 5/15/2026, variable rate thereafter), <br>4.700%(c) |  | 1059969 |
| 1500000 | Ally Financial, Inc., Series C, (fixed rate to 5/15/2028, variable rate thereafter), <br>4.700%(c) |  | 939375 |
| 750000 | American Express Co., <br>5.850%, 11/05/2027 |  | 780773 |
| 3340000 | Bank of America Corp., <br>6.110%, 1/29/2037 |  | 3377945 |
| 762000 | Bank of America Corp., (fixed rate to 9/21/2031, variable rate thereafter), <br>2.482%, 9/21/2036 |  | 559887 |
| 915000 | Barclays PLC, (fixed rate to 11/24/2026, variable rate thereafter), <br>2.279%, 11/24/2027 |  | 790904 |
| 1125000 | Barclays PLC, (fixed rate to 3/15/2028, variable rate thereafter), <br>4.375%(c) |  | 857812 |
| 1175000 | BNP Paribas S.A., (fixed rate to 1/20/2027, variable rate thereafter), <br>2.591%, 1/20/2028, 144A |  | 1033415 |
| 2250000 | Citigroup, Inc., (fixed rate to 1/25/2025, variable rate thereafter), <br>2.014%, 1/25/2026 |  | 2085226 |
| 685000 | Credit Agricole S.A., <br>3.250%, 1/14/2030, 144A |  | 561077 |
| 495000 | Credit Agricole S.A., (fixed rate to 1/10/2028, variable rate thereafter), EMTN, <br>4.000%, 1/10/2033 |  | 431284 |
| 360000 | Credit Suisse Group AG, (fixed rate to 11/15/2032, variable rate thereafter), <br>9.016%, 11/15/2033, 144A |  | 368592 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br>Amount** | **Description** | **Value (†)** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |  |
|  | **Banking – continued** | **Banking – continued** | **Banking – continued** |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | Credit Suisse Group AG, (fixed rate to 6/05/2025, variable rate thereafter), <br>2.193%, 6/05/2026, 144A | $| 427046 |
| 1045000 | Credit Suisse Group AG, (fixed rate to 7/15/2025, variable rate thereafter), <br>6.373%, 7/15/2026, 144A |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981097 |
| 780000 | Credit Suisse Group AG, (fixed rate to 8/11/2027, variable rate thereafter), <br>6.442%, 8/11/2028, 144A |  | 710471 |
| 500000 | Credit Suisse Group AG, (fixed rate to 8/12/2032, variable rate thereafter), <br>6.537%, 8/12/2033, 144A |  | 439240 |
| 370000 | Deutsche Bank AG, (fixed rate to 10/07/2031, variable rate thereafter), <br>3.742%, 1/07/2033 |  | 262765 |
| 1202000 | Deutsche Bank AG, (fixed rate to 10/14/2030, variable rate thereafter), <br>3.729%, 1/14/2032 |  | 881323 |
| 235000 | Deutsche Bank AG, (fixed rate to 12/01/2027, variable rate thereafter), <br>4.875%, 12/01/2032 |  | 196417 |
| 2260000 | Goldman Sachs Group, Inc. (The), (fixed rate to 1/24/2024, variable rate thereafter), <br>1.757%, 1/24/2025 |  | 2163165 |
| 2075000 | Goldman Sachs Group, Inc. (The), (fixed rate to 8/23/2027, variable rate thereafter), <br>4.482%, 8/23/2028 |  | 1988710 |
| 290000 | Intesa Sanpaolo SpA, (fixed rate to 6/01/2031, variable rate thereafter), <br>4.198%, 6/01/2032, 144A |  | 213750 |
| 1495000 | Morgan Stanley, (fixed rate to 1/21/2027, variable rate thereafter), <br>2.475%, 1/21/2028 |  | 1328387 |
| 530000 | NatWest Group PLC, (fixed rate to 9/30/2027, variable rate thereafter), <br>5.516%, 9/30/2028 |  | 523471 |
| 320000 | Synchrony Bank, <br>5.400%, 8/22/2025 |  | 315680 |
| 650000 | Synchrony Bank, <br>5.625%, 8/23/2027 |  | 634693 |
| 200000 | UniCredit SpA, (fixed rate to 6/03/2026, variable rate thereafter), <br>1.982%, 6/03/2027, 144A |  | 170504 |
| 405000 | UniCredit SpA, (fixed rate to 6/19/2027, variable rate thereafter), <br>5.861%, 6/19/2032, 144A |  | 356347 |
|  |  |  | 25622394 |
|  | **Brokerage – 0.4%** | **Brokerage – 0.4%** | **Brokerage – 0.4%** |
| 1670000 | Jefferies Financial Group, Inc., <br>6.250%, 1/15/2036 |  | 1684214 |
|  | **Building Materials – 1.6%** | **Building Materials – 1.6%** | **Building Materials – 1.6%** |
| 4500000 | Cemex SAB de CV, <br>3.875%, 7/11/2031, 144A |  | 3798157 |
| 780000 | Cemex SAB de CV, (fixed rate to 6/08/2026, variable rate thereafter), <br>5.125%, 144A(c) |  | 720728 |
| 140000 | JELD-WEN, Inc., <br>4.875%, 12/15/2027, 144A |  | 105374 |
| 213000 | Masco Corp., <br>6.500%, 8/15/2032 |  | 218041 |
| 380000 | Masco Corp., <br>7.750%, 8/01/2029 |  | 415348 |
| 1188000 | Owens Corning, <br>7.000%, 12/01/2036 |  | 1257243 |
|  |  |  | 6514891 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal<br>Amount** | **Description** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |
|  | **Cable Satellite – 3.3%** | **Cable Satellite – 3.3%** |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375000 | CCO Holdings LLC/CCO Holdings Capital Corp., <br>4.250%, 2/01/2031, 144A | $301080 |
| 3385000 | CCO Holdings LLC/CCO Holdings Capital Corp., <br>4.250%, 1/15/2034, 144A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2498282 |
| 50000 | Charter Communications Operating LLC/Charter Communications Operating Capital, <br>2.300%, 2/01/2032 | 36828 |
| 1780000 | Charter Communications Operating LLC/Charter Communications Operating Capital, <br>2.800%, 4/01/2031 | 1385744 |
| 180000 | Charter Communications Operating LLC/Charter Communications Operating Capital, <br>3.700%, 4/01/2051 | 109452 |
| 2625000 | Charter Communications Operating LLC/Charter Communications Operating Capital, <br>3.950%, 6/30/2062 | 1548488 |
| 230000 | Charter Communications Operating LLC/Charter Communications Operating Capital, <br>4.400%, 4/01/2033 | 196802 |
| 2710000 | CSC Holdings LLC, <br>4.625%, 12/01/2030, 144A | 1497638 |
| 2045000 | CSC Holdings LLC, <br>5.375%, 2/01/2028, 144A | 1648781 |
| 1020000 | DISH DBS Corp., <br>5.125%, 6/01/2029 | 658012 |
| 2215000 | DISH DBS Corp., <br>5.250%, 12/01/2026, 144A | 1865772 |
| 270000 | DISH DBS Corp., <br>7.750%, 7/01/2026 | 217725 |
| 375000 | Time Warner Cable LLC, <br>4.500%, 9/15/2042 | 274539 |
| 1500000 | Time Warner Cable LLC, <br>6.550%, 5/01/2037 | 1428092 |
|  |  | 13667235 |
|  | **Chemicals – 0.5%** | **Chemicals – 0.5%** |
| 775000 | Ashland LLC, <br>3.375%, 9/01/2031, 144A | 619435 |
| 200000 | Braskem Netherlands Finance BV, <br>4.500%, 1/31/2030, 144A | 170091 |
| 705000 | Braskem Netherlands Finance BV, <br>5.875%, 1/31/2050, 144A | 546140 |
| 310000 | Celanese U.S. Holdings LLC, <br>6.330%, 7/15/2029 | 301209 |
| 230000 | Celanese U.S. Holdings LLC, <br>6.379%, 7/15/2032 | 218718 |
| 200000 | INEOS Quattro Finance 2 PLC, <br>3.375%, 1/15/2026, 144A | 183750 |
|  |  | 2039343 |
|  | **Construction Machinery – 0.5%** | **Construction Machinery – 0.5%** |
| 200000 | Ashtead Capital, Inc., <br>5.500%, 8/11/2032, 144A | 191294 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br>Amount** | **Description** | **Value (†)** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |  |
|  | **Construction Machinery – continued** | **Construction Machinery – continued** | **Construction Machinery – continued** |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415000 | John Deere Capital Corp., MTN, <br>0.900%, 1/10/2024 | $| 399583 |
| 645000 | John Deere Capital Corp., MTN, <br>1.250%, 1/10/2025 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603288 |
| 965000 | Toro Co. (The), <br>6.625%, 5/01/2037 |  | 986100 |
|  |  |  | 2180265 |
|  | **Consumer Cyclical Services – 1.5%** | **Consumer Cyclical Services – 1.5%** | **Consumer Cyclical Services – 1.5%** |
| 700000 | Expedia Group, Inc., <br>2.950%, 3/15/2031 |  | 562892 |
| 155000 | Expedia Group, Inc., <br>3.250%, 2/15/2030 |  | 131485 |
| 1010000 | Go Daddy Operating Co. LLC/GD Finance Co., Inc., <br>3.500%, 3/01/2029, 144A |  | 845564 |
| 2965000 | Uber Technologies, Inc., <br>4.500%, 8/15/2029, 144A |  | 2583271 |
| 1420000 | Uber Technologies, Inc., <br>6.250%, 1/15/2028, 144A |  | 1363200 |
| 390000 | Uber Technologies, Inc., <br>7.500%, 9/15/2027, 144A |  | 390273 |
| 120000 | Uber Technologies, Inc., <br>8.000%, 11/01/2026, 144A |  | 120413 |
|  |  |  | 5997098 |
|  | **Consumer Products – 0.3%** | **Consumer Products – 0.3%** | **Consumer Products – 0.3%** |
| 880000 | Avon Products, Inc., <br>8.450%, 3/15/2043 |  | 842512 |
| 730000 | Natura Cosmeticos S.A., <br>4.125%, 5/03/2028, 144A |  | 595687 |
|  |  |  | 1438199 |
|  | **Diversified Manufacturing – 0.1%** | **Diversified Manufacturing – 0.1%** | **Diversified Manufacturing – 0.1%** |
| 204000 | GE Capital Funding LLC, <br>4.550%, 5/15/2032 |  | 193645 |
| 165000 | General Electric Co., Series D, <br>3-month LIBOR + 3.330%, 8.099%(b)(c) |  | 162103 |
|  |  |  | 355748 |
|  | **Electric – 0.4%** | **Electric – 0.4%** | **Electric – 0.4%** |
| 1128798 | Alta Wind Holdings LLC, <br>7.000%, 6/30/2035, 144A |  | 1115581 |
| 100000 | Enel Finance International NV, <br>6.800%, 9/15/2037, 144A |  | 99034 |
| 265000 | Pacific Gas & Electric Co., <br>5.450%, 6/15/2027 |  | 261319 |
|  |  |  | 1475934 |
|  | **Finance Companies – 3.7%** | **Finance Companies – 3.7%** | **Finance Companies – 3.7%** |
| 630000 | AerCap Ireland Capital DAC/AerCap Global Aviation Trust, <br>3.000%, 10/29/2028 |  | 527798 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br>Amount** | **Description** | **Value (†)** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |  |
|  | **Finance Companies – continued** | **Finance Companies – continued** | **Finance Companies – continued** |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795000 | AerCap Ireland Capital DAC/AerCap Global Aviation Trust, <br>3.300%, 1/30/2032 | $| 621500 |
| 300000 | AGFC Capital Trust I, <br>3-month LIBOR + 1.750%, 5.829%, 1/15/2067, 144A(b) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161445 |
| 612000 | Air Lease Corp., <br>4.625%, 10/01/2028 |  | 572428 |
| 985000 | Air Lease Corp., Series B, (fixed rate to 6/15/2026, variable rate thereafter), <br>4.650%(c) |  | 823184 |
| 460000 | Aircastle Ltd., Series A (fixed rate to 6/15/2026, variable rate thereafter), <br>5.250%, 144A(c) |  | 354200 |
| 2290000 | Ares Capital Corp., <br>3.200%, 11/15/2031 |  | 1680517 |
| 240000 | Aviation Capital Group LLC, <br>1.950%, 1/30/2026, 144A |  | 208939 |
| 655000 | Barings BDC, Inc., <br>3.300%, 11/23/2026 |  | 555164 |
| 780000 | FS KKR Capital Corp., <br>3.125%, 10/12/2028 |  | 628812 |
| 622000 | FS KKR Capital Corp., <br>3.400%, 1/15/2026 |  | 551560 |
| 1585000 | Navient Corp., Series A, <br>5.625%, 8/01/2033 |  | 1129131 |
| 1490000 | Owl Rock Capital Corp., <br>4.250%, 1/15/2026 |  | 1367848 |
| 2075000 | Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc., <br>2.875%, 10/15/2026, 144A |  | 1778612 |
| 1345000 | Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc., <br>3.625%, 3/01/2029, 144A |  | 1065829 |
| 3345000 | Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc., <br>3.875%, 3/01/2031, 144A |  | 2553156 |
| 1080000 | Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc., <br>4.000%, 10/15/2033, 144A |  | 806609 |
|  |  |  | 15386732 |
|  | **Financial Other – 1.2%** | **Financial Other – 1.2%** | **Financial Other – 1.2%** |
| 630000 | Agile Group Holdings Ltd., <br>6.050%, 10/13/2025 |  | 291488 |
| 200000 | Central China Real Estate Ltd., <br>7.250%, 4/24/2023 |  | 86205 |
| 205000 | Central China Real Estate Ltd., <br>7.250%, 7/16/2024 |  | 58144 |
| 200000 | Central China Real Estate Ltd., <br>7.250%, 8/13/2024 |  | 55962 |
| 200000 | Central China Real Estate Ltd., <br>7.500%, 7/14/2025 |  | 54971 |
| 200000 | CIFI Holdings Group Co. Ltd., <br>6.000%, 7/16/2025 |  | 51558 |
| 200000 | CIFI Holdings Group Co. Ltd., <br>6.450%, 11/07/2024 |  | 52500 |
| 600000 | Country Garden Holdings Co. Ltd., <br>3.300%, 1/12/2031 |  | 317442 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br>Amount** | **Description** | **Value (†)** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |  |
|  | **Financial Other – continued** | **Financial Other – continued** | **Financial Other – continued** |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2510000 | Icahn Enterprises LP/Icahn Enterprises Finance Corp., <br>4.375%, 2/01/2029 | $| 2122582 |
| 1285000 | Kaisa Group Holdings Ltd., <br>9.375%, 6/30/2024(d) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174901 |
| 200000 | Kaisa Group Holdings Ltd., <br>9.950%, 7/23/2025(d) |  | 27078 |
| 200000 | Kaisa Group Holdings Ltd., <br>10.500%, 1/15/2025(d) |  | 27094 |
| 1810000 | Kaisa Group Holdings Ltd., <br>11.250%, 4/16/2025(d) |  | 245038 |
| 400000 | Logan Group Co. Ltd., <br>4.250%, 7/12/2025(e) |  | 89288 |
| 400000 | Logan Group Co. Ltd., <br>4.850%, 12/14/2026(e) |  | 90072 |
| 840000 | Nationstar Mortgage Holdings, Inc., <br>5.500%, 8/15/2028, 144A |  | 684946 |
| 405000 | Shimao Group Holdings Ltd., <br>3.450%, 1/11/2031(d) |  | 72495 |
| 425000 | Shimao Group Holdings Ltd., <br>5.600%, 7/15/2026(d) |  | 78727 |
| 200000 | Shimao Group Holdings Ltd., <br>6.125%, 2/21/2024(d) |  | 37336 |
| 410000 | Sunac China Holdings Ltd., <br>6.500%, 1/10/2025(d) |  | 87658 |
| 230000 | Sunac China Holdings Ltd., <br>6.500%, 1/26/2026(d) |  | 48992 |
| 445000 | Sunac China Holdings Ltd., <br>7.000%, 7/09/2025(d) |  | 95132 |
| 200000 | Times China Holdings Ltd., <br>5.750%, 1/14/2027 |  | 32502 |
| 400000 | Times China Holdings Ltd., <br>6.200%, 3/22/2026 |  | 64844 |
| 400000 | Yuzhou Group Holdings Co. Ltd., <br>6.350%, 1/13/2027(d) |  | 36944 |
| 370000 | Yuzhou Group Holdings Co. Ltd., <br>7.700%, 2/20/2025(d) |  | 34277 |
| 225000 | Yuzhou Group Holdings Co. Ltd., <br>8.300%, 5/27/2025(d) |  | 20844 |
|  |  |  | 5039020 |
|  | **Food & Beverage – 0.4%** | **Food & Beverage – 0.4%** | **Food & Beverage – 0.4%** |
| 70000 | Darling Ingredients, Inc., <br>6.000%, 6/15/2030, 144A |  | 68425 |
| 350000 | JBS USA LUX S.A./JBS USA Food Co./JBS USA Finance, Inc., <br>3.000%, 2/02/2029, 144A |  | 289676 |
| 1230000 | Pilgrim's Pride Corp., <br>3.500%, 3/01/2032, 144A |  | 961442 |
| 280000 | Pilgrim's Pride Corp., <br>4.250%, 4/15/2031, 144A |  | 238155 |
|  |  |  | 1557698 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal<br>Amount** | **Description** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |
|  | **Gaming – 1.1%** | **Gaming – 1.1%** |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925000 | Genm Capital Labuan Ltd., <br>3.882%, 4/19/2031, 144A | $688706 |
| 385000 | GLP Capital LP/GLP Financing II, Inc., <br>3.250%, 1/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307763 |
| 1460000 | Scientific Games International, Inc., <br>7.000%, 5/15/2028, 144A | 1392709 |
| 30000 | Scientific Games International, Inc., <br>7.250%, 11/15/2029, 144A | 28800 |
| 710000 | VICI Properties LP/VICI Note Co., Inc., <br>4.250%, 12/01/2026, 144A | 662376 |
| 575000 | VICI Properties LP/VICI Note Co., Inc., <br>4.500%, 9/01/2026, 144A | 541119 |
| 505000 | VICI Properties LP/VICI Note Co., Inc., <br>4.625%, 6/15/2025, 144A | 484169 |
| 415000 | VICI Properties LP/VICI Note Co., Inc., <br>5.625%, 5/01/2024, 144A | 410958 |
|  |  | 4516600 |
|  | **Government Owned - No Guarantee – 0.5%** | **Government Owned - No Guarantee – 0.5%** |
| 730000 | Antares Holdings LP, <br>3.750%, 7/15/2027, 144A | 590130 |
| 410000 | EcoPetrol S.A., <br>4.625%, 11/02/2031 | 313174 |
| 870000 | Pertamina Persero PT, <br>6.450%, 5/30/2044, 144A | 866987 |
| 200000 | Sino-Ocean Land Treasure IV Ltd., <br>4.750%, 8/05/2029 | 108440 |
| 400000 | Sino-Ocean Land Treasure IV Ltd., <br>4.750%, 1/14/2030 | 203800 |
|  |  | 2082531 |
|  | **Health Insurance – 0.7%** | **Health Insurance – 0.7%** |
| 2490000 | Centene Corp., <br>2.500%, 3/01/2031 | 1948358 |
| 625000 | Centene Corp., <br>2.625%, 8/01/2031 | 491125 |
| 430000 | Molina Healthcare, Inc., <br>3.875%, 5/15/2032, 144A | 357089 |
|  |  | 2796572 |
|  | **Healthcare – 0.3%** | **Healthcare – 0.3%** |
| 395000 | Alcon Finance Corp., <br>5.375%, 12/06/2032, 144A | 397006 |
| 235000 | Catalent Pharma Solutions, Inc., <br>3.125%, 2/15/2029, 144A | 187113 |
| 700000 | HCA, Inc., <br>4.125%, 6/15/2029 | 639024 |
| 185000 | Tenet Healthcare Corp., <br>6.125%, 10/01/2028, 144A | 165634 |
|  |  | 1388777 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal<br>Amount** | **Description** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |
|  | **Home Construction – 0.4%** | **Home Construction – 0.4%** |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1745000 | PulteGroup, Inc., <br>6.375%, 5/15/2033 | $1740731 |
|  | **Independent Energy – 3.2%** | **Independent Energy – 3.2%** |
| 1385000 | Aker BP ASA, <br>3.750%, 1/15/2030, 144A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1218375 |
| 935000 | Continental Resources, Inc., <br>2.875%, 4/01/2032, 144A | 692544 |
| 3965000 | Continental Resources, Inc., <br>5.750%, 1/15/2031, 144A | 3690861 |
| 740000 | Energean Israel Finance Ltd., <br>5.375%, 3/30/2028, 144A | 662300 |
| 965000 | Energean Israel Finance Ltd., <br>5.875%, 3/30/2031, 144A | 840756 |
| 50000 | EQT Corp., <br>3.125%, 5/15/2026, 144A | 45952 |
| 840000 | EQT Corp., <br>3.625%, 5/15/2031, 144A | 711846 |
| 1125000 | EQT Corp., <br>3.900%, 10/01/2027 | 1038561 |
| 160000 | EQT Corp., <br>5.000%, 1/15/2029 | 150201 |
| 160000 | EQT Corp., <br>5.700%, 4/01/2028 | 159140 |
| 45000 | Occidental Petroleum Corp., <br>6.125%, 1/01/2031 | 45414 |
| 65000 | Occidental Petroleum Corp., <br>7.875%, 9/15/2031 | 71760 |
| 975000 | Occidental Petroleum Corp., <br>8.875%, 7/15/2030 | 1100780 |
| 1040000 | Ovintiv, Inc., <br>6.500%, 8/15/2034 | 1046497 |
| 65000 | Ovintiv, Inc., <br>6.500%, 2/01/2038 | 64398 |
| 310000 | Ovintiv, Inc., <br>6.625%, 8/15/2037 | 311781 |
| 40000 | Ovintiv, Inc., <br>7.200%, 11/01/2031 | 41984 |
| 125000 | Ovintiv, Inc., <br>7.375%, 11/01/2031 | 133048 |
| 130000 | Southwestern Energy Co., <br>4.750%, 2/01/2032 | 111097 |
| 355000 | Var Energi ASA, <br>7.500%, 1/15/2028, 144A | 361604 |
| 705000 | Var Energi ASA, <br>8.000%, 11/15/2032, 144A | 728066 |
|  |  | 13226965 |
|  | **Industrial Other – 0.1%** | **Industrial Other – 0.1%** |
| 395000 | TopBuild Corp., <br>4.125%, 2/15/2032, 144A | 320981 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal<br>Amount** | **Description** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |
|  | **Leisure – 0.7%** | **Leisure – 0.7%** |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620000 | Carnival Corp., <br>5.750%, 3/01/2027, 144A | $442705 |
| 395000 | Carnival Corp., <br>6.000%, 5/01/2029, 144A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263221 |
| 770000 | NCL Corp. Ltd., <br>5.875%, 3/15/2026, 144A | 604812 |
| 485000 | NCL Corp. Ltd., <br>5.875%, 2/15/2027, 144A | 419796 |
| 280000 | NCL Finance Ltd., <br>6.125%, 3/15/2028, 144A | 206702 |
| 140000 | Royal Caribbean Cruises Ltd., <br>4.250%, 7/01/2026, 144A | 113169 |
| 1195000 | Royal Caribbean Cruises Ltd., <br>5.500%, 4/01/2028, 144A | 953664 |
|  |  | 3004069 |
|  | **Life Insurance – 2.2%** | **Life Insurance – 2.2%** |
| 1860000 | Athene Global Funding, <br>1.716%, 1/07/2025, 144A | 1716057 |
| 434000 | Brighthouse Financial, Inc., <br>4.700%, 6/22/2047 | 317474 |
| 1745000 | Brighthouse Financial, Inc., <br>5.625%, 5/15/2030 | 1659628 |
| 2270000 | MetLife, Inc., <br>9.250%, 4/08/2068, 144A | 2644410 |
| 1115000 | MetLife, Inc., <br>10.750%, 8/01/2069 | 1479259 |
| 1165000 | Penn Mutual Life Insurance Co. (The), <br>6.650%, 6/15/2034, 144A | 1187147 |
|  |  | 9003975 |
|  | **Lodging – 0.8%** | **Lodging – 0.8%** |
| 855000 | Hilton Domestic Operating Co., Inc., <br>3.625%, 2/15/2032, 144A | 684684 |
| 200000 | Hilton Grand Vacations Borrower Escrow LLC/Hilton Grand Vacations Borrower Escrow, <br>4.875%, 7/01/2031, 144A | 163230 |
| 685000 | Hilton Grand Vacations Borrower Escrow LLC/Hilton Grand Vacations Borrower Escrow, <br>5.000%, 6/01/2029, 144A | 589100 |
| 530000 | Marriott Ownership Resorts, Inc., <br>4.500%, 6/15/2029, 144A | 439702 |
| 620000 | Travel & Leisure Co., <br>4.500%, 12/01/2029, 144A | 505195 |
| 870000 | Travel & Leisure Co., <br>4.625%, 3/01/2030, 144A | 721465 |
| 110000 | Travel & Leisure Co., <br>6.000%, 4/01/2027 | 104400 |
| 95000 | Travel & Leisure Co., <br>6.625%, 7/31/2026, 144A | 92935 |
|  |  | 3300711 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal<br>Amount** | **Description** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |
|  | **Media Entertainment – 1.5%** | **Media Entertainment – 1.5%** |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540000 | iHeartCommunications, Inc., <br>4.750%, 1/15/2028, 144A | $439744 |
| 195000 | iHeartCommunications, Inc., <br>5.250%, 8/15/2027, 144A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165181 |
| 470000 | iHeartCommunications, Inc., <br>8.375%, 5/01/2027 | 399701 |
| 185000 | Netflix, Inc., <br>4.875%, 4/15/2028 | 178633 |
| 1510000 | Netflix, Inc., <br>4.875%, 6/15/2030, 144A | 1408225 |
| 200000 | Netflix, Inc., <br>5.375%, 11/15/2029, 144A | 194000 |
| 915000 | Netflix, Inc., <br>5.875%, 11/15/2028 | 927380 |
| 1185000 | Netflix, Inc., <br>6.375%, 5/15/2029 | 1219706 |
| 300000 | Warnermedia Holdings, Inc., <br>4.054%, 3/15/2029, 144A | 260013 |
| 1235000 | Warnermedia Holdings, Inc., <br>4.279%, 3/15/2032, 144A | 1018282 |
|  |  | 6210865 |
|  | **Metals & Mining – 2.3%** | **Metals & Mining – 2.3%** |
| 1910000 | Anglo American Capital PLC, <br>2.875%, 3/17/2031, 144A | 1559534 |
| 2680000 | First Quantum Minerals Ltd., <br>6.875%, 10/15/2027, 144A | 2514438 |
| 615000 | First Quantum Minerals Ltd., <br>7.500%, 4/01/2025, 144A | 598604 |
| 430000 | FMG Resources August 2006 Pty Ltd., <br>4.375%, 4/01/2031, 144A | 357624 |
| 5000 | Freeport-McMoRan, Inc., <br>4.250%, 3/01/2030 | 4540 |
| 5000 | Freeport-McMoRan, Inc., <br>4.625%, 8/01/2030 | 4657 |
| 2080000 | Freeport-McMoRan, Inc., <br>5.400%, 11/14/2034 | 1964315 |
| 2905000 | Glencore Funding LLC, <br>2.850%, 4/27/2031, 144A | 2377234 |
| 215000 | Volcan Cia Minera SAA, <br>4.375%, 2/11/2026, 144A | 185232 |
|  |  | 9566178 |
|  | **Midstream – 1.2%** | **Midstream – 1.2%** |
| 530000 | DCP Midstream Operating LP, <br>3.250%, 2/15/2032 | 438379 |
| 10000 | DCP Midstream Operating LP, <br>5.125%, 5/15/2029 | 9637 |
| 575000 | DCP Midstream Operating LP, <br>6.450%, 11/03/2036, 144A | 563456 |
| 1040000 | Energy Transfer LP, <br>5.000%, 5/15/2044 | 850710 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br>Amount** | **Description** | **Value (†)** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |  |
|  | **Midstream – continued** | **Midstream – continued** | **Midstream – continued** |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715000 | Energy Transfer LP, <br>5.750%, 2/15/2033 | $| 699527 |
| 550000 | Hess Midstream Operations LP, <br>4.250%, 2/15/2030, 144A |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470206 |
| 285000 | Hess Midstream Operations LP, <br>5.625%, 2/15/2026, 144A |  | 277614 |
| 95000 | NGPL PipeCo LLC, <br>7.768%, 12/15/2037, 144A |  | 98849 |
| 35000 | Targa Resources Corp., <br>5.200%, 7/01/2027 |  | 34305 |
| 395000 | Targa Resources Partners LP/Targa Resources Partners Finance Corp., <br>4.000%, 1/15/2032 |  | 332061 |
| 100000 | Targa Resources Partners LP/Targa Resources Partners Finance Corp., <br>4.875%, 2/01/2031 |  | 90295 |
| 105000 | Targa Resources Partners LP/Targa Resources Partners Finance Corp., <br>5.500%, 3/01/2030 |  | 98797 |
| 170000 | Western Midstream Operating LP, <br>4.300%, 2/01/2030 |  | 148396 |
| 405000 | Western Midstream Operating LP, <br>5.300%, 3/01/2048 |  | 333002 |
| 80000 | Western Midstream Operating LP, <br>5.450%, 4/01/2044 |  | 66458 |
| 55000 | Western Midstream Operating LP, <br>5.500%, 8/15/2048 |  | 45648 |
| 230000 | Western Midstream Operating LP, <br>5.500%, 2/01/2050 |  | 189474 |
|  |  |  | 4746814 |
|  | **Non-Agency Commercial Mortgage-Backed Securities – 1.9%** | **Non-Agency Commercial Mortgage-Backed Securities – 1.9%** | **Non-Agency Commercial Mortgage-Backed Securities – 1.9%** |
| 710000 | BANK, Series 2021-BN35, Class AS, <br>2.457%, 6/15/2064 |  | 547984 |
| 740000 | BPR Trust, Series 2021-NRD, Class F, <br>1-month SOFR + 6.870%, 11.196%, 12/15/2038, 144A(b) |  | 650833 |
| 570000 | BPR Trust, Series 2022-STAR, Class A, <br>1-month SOFR + 3.232%, 7.568%, 8/15/2024, 144A(b) |  | 560924 |
| 125663 | Commercial Mortgage Pass Through Certificates, Series 2012-CR3, Class AM, <br>3.416%, 10/15/2045, 144A |  | 112967 |
| 104817 | Commercial Mortgage Pass Through Certificates, Series 2012-LTRT, Class A2, <br>3.400%, 10/05/2030, 144A |  | 89869 |
| 153306 | Commercial Mortgage Trust, Series 2012-LC4, Class B, <br>4.934%, 12/10/2044(a) |  | 153020 |
| 185000 | Credit Suisse Mortgage Trust, Series 2014-USA, Class B, <br>4.185%, 9/15/2037, 144A |  | 157035 |
| 100000 | Credit Suisse Mortgage Trust, Series 2014-USA, Class C, <br>4.336%, 9/15/2037, 144A |  | 80746 |
| 200000 | Credit Suisse Mortgage Trust, Series 2014-USA, Class D, <br>4.373%, 9/15/2037, 144A |  | 147098 |
| 253810 | Extended Stay America Trust, Series 2021-ESH, Class D, <br>1-month LIBOR + 2.250%, 6.568%, 7/15/2038, 144A(b) |  | 242986 |
| 295000 | GS Mortgage Securities Corp. Trust, Series 2013-PEMB, Class A, <br>3.550%, 3/05/2033, 144A(a) |  | 267594 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br>Amount** | **Description** | **Value (†)** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |  |
|  | **Non-Agency Commercial Mortgage-Backed Securities – continued** | **Non-Agency Commercial Mortgage-Backed Securities – continued** | **Non-Agency Commercial Mortgage-Backed Securities – continued** |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315000 | GS Mortgage Securities Corp. Trust, Series 2013-PEMB, Class B, <br>3.550%, 3/05/2033, 144A(a) | $| 275075 |
| 255000 | GS Mortgage Securities Trust, Series 2014-GC18, Class B, <br>4.885%, 1/10/2047(a) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233449 |
| 1030000 | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2012-LC9, Class C, <br>4.064%, 12/15/2047, 144A(a) |  | 973211 |
| 100000 | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2012-LC9, Class D, <br>4.064%, 12/15/2047, 144A(a) |  | 92719 |
| 150000 | MedTrust, Series 2021-MDLN, Class B, <br>1-month LIBOR + 1.450%, 5.768%, 11/15/2038, 144A(b) |  | 142853 |
| 400000 | MedTrust, Series 2021-MDLN, Class C, <br>1-month LIBOR + 1.800%, 6.118%, 11/15/2038, 144A(b) |  | 380021 |
| 195000 | MedTrust, Series 2021-MDLN, Class D, <br>1-month LIBOR + 2.000%, 6.318%, 11/15/2038, 144A(b) |  | 184242 |
| 102443 | Morgan Stanley Bank of America Merrill Lynch Commercial Mortgage Securities Trust, Series 2012-CKSV, Class A2, <br>3.277%, 10/15/2030, 144A |  | 82466 |
| 535000 | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C11, Class A4, <br>4.198%, 8/15/2046(a) |  | 527226 |
| 800000 | RBS Commercial Funding Trust, Series 2013-GSP, Class A, <br>3.834%, 1/15/2032, 144A(a) |  | 769978 |
| 160755 | UBS-Barclays Commercial Mortgage Trust, Series 2012-TFT, Class A, <br>2.892%, 6/05/2030, 144A |  | 156425 |
| 285000 | Wells Fargo Commercial Mortgage Trust, Series 2013-LC12, Class B, <br>4.296%, 7/15/2046(a) |  | 270224 |
| 275000 | Wells Fargo Commercial Mortgage Trust, Series 2016-C36, Class B, <br>3.671%, 11/15/2059(a) |  | 228662 |
| 420000 | WFRBS Commercial Mortgage Trust, Series 2013-C15, Class B, <br>4.529%, 8/15/2046(a) |  | 358253 |
| 390000 | WFRBS Commercial Mortgage Trust, Series 2014-C20, Class B, <br>4.378%, 5/15/2047 |  | 335599 |
|  |  |  | 8021459 |
|  | **Paper – 0.4%** | **Paper – 0.4%** | **Paper – 0.4%** |
| 350000 | WestRock MWV LLC, <br>7.950%, 2/15/2031 |  | 393264 |
| 1035000 | WestRock MWV LLC, <br>8.200%, 1/15/2030 |  | 1167060 |
|  |  |  | 1560324 |
|  | **Pharmaceuticals – 1.1%** | **Pharmaceuticals – 1.1%** | **Pharmaceuticals – 1.1%** |
| 580000 | Bausch Health Cos., Inc., <br>4.875%, 6/01/2028, 144A |  | 368904 |
| 355000 | Bausch Health Cos., Inc., <br>5.000%, 1/30/2028, 144A |  | 170398 |
| 35000 | Bausch Health Cos., Inc., <br>5.000%, 2/15/2029, 144A |  | 16774 |
| 290000 | Bausch Health Cos., Inc., <br>5.250%, 1/30/2030, 144A |  | 139101 |
| 390000 | Bausch Health Cos., Inc., <br>5.250%, 2/15/2031, 144A |  | 188982 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br>Amount** | **Description** | **Value (†)** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |  |
|  | **Pharmaceuticals – continued** | **Pharmaceuticals – continued** | **Pharmaceuticals – continued** |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | Bausch Health Cos., Inc., <br>6.250%, 2/15/2029, 144A | $| 19258 |
| 65000 | Bausch Health Cos., Inc., <br>7.000%, 1/15/2028, 144A |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31418 |
| 620000 | Teva Pharmaceutical Finance Co. LLC, <br>6.150%, 2/01/2036 |  | 545021 |
| 340000 | Teva Pharmaceutical Finance Netherlands III BV, <br>3.150%, 10/01/2026 |  | 297330 |
| 1710000 | Teva Pharmaceutical Finance Netherlands III BV, <br>4.100%, 10/01/2046 |  | 1045537 |
| 1160000 | Teva Pharmaceutical Finance Netherlands III BV, <br>4.750%, 5/09/2027 |  | 1048524 |
| 695000 | Teva Pharmaceutical Finance Netherlands III BV, <br>5.125%, 5/09/2029 |  | 618930 |
|  |  |  | 4490177 |
|  | **Property & Casualty Insurance – 0.2%** | **Property & Casualty Insurance – 0.2%** | **Property & Casualty Insurance – 0.2%** |
| 1630000 | MBIA Insurance Corp., <br>3-month LIBOR + 11.260%, 15.339%, 1/15/2033, 144A(b)(e)(f) |  | 163000 |
| 1135000 | Stewart Information Services Corp., <br>3.600%, 11/15/2031 |  | 869781 |
|  |  |  | 1032781 |
|  | **REITs - Diversified – 0.0%** | **REITs - Diversified – 0.0%** | **REITs - Diversified – 0.0%** |
| 270000 | EPR Properties, <br>3.600%, 11/15/2031 |  | 195615 |
|  | **Retailers – 0.3%** | **Retailers – 0.3%** | **Retailers – 0.3%** |
| 1025000 | Dillard's, Inc., <br>7.750%, 7/15/2026 |  | 1057769 |
|  | **Technology – 3.7%** | **Technology – 3.7%** | **Technology – 3.7%** |
| 1070000 | Avnet, Inc., <br>5.500%, 6/01/2032 |  | 988038 |
| 735000 | Block, Inc., <br>3.500%, 6/01/2031 |  | 586475 |
| 550000 | Broadcom, Inc., <br>2.600%, 2/15/2033, 144A |  | 412828 |
| 425000 | Broadcom, Inc., <br>3.137%, 11/15/2035, 144A |  | 312488 |
| 715000 | Broadcom, Inc., <br>4.150%, 11/15/2030 |  | 640749 |
| 180000 | CDW LLC/CDW Finance Corp., <br>2.670%, 12/01/2026 |  | 159807 |
| 210000 | CDW LLC/CDW Finance Corp., <br>3.250%, 2/15/2029 |  | 178855 |
| 1825000 | CDW LLC/CDW Finance Corp., <br>3.569%, 12/01/2031 |  | 1503866 |
| 45000 | CDW LLC/CDW Finance Corp., <br>4.250%, 4/01/2028 |  | 41415 |
| 1820000 | CommScope, Inc., <br>4.750%, 9/01/2029, 144A |  | 1467284 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br>Amount** | **Description** | **Value (†)** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |  |
|  | **Technology – continued** | **Technology – continued** | **Technology – continued** |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1295000 | Entegris Escrow Corp., <br>4.750%, 4/15/2029, 144A | $| 1180959 |
| 335000 | Fidelity National Information Services, Inc., <br>5.100%, 7/15/2032 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322680 |
| 170000 | Global Payments, Inc., <br>2.900%, 11/15/2031 |  | 134057 |
| 255000 | Global Payments, Inc., <br>5.300%, 8/15/2029 |  | 246526 |
| 545000 | Global Payments, Inc., <br>5.400%, 8/15/2032 |  | 519031 |
| 1215000 | Iron Mountain, Inc., <br>4.875%, 9/15/2029, 144A |  | 1059723 |
| 1480000 | Micron Technology, Inc., <br>6.750%, 11/01/2029 |  | 1503350 |
| 290000 | MSCI, Inc., <br>3.250%, 8/15/2033, 144A |  | 223955 |
| 145000 | NXP BV/NXP Funding LLC/NXP USA, Inc., <br>4.400%, 6/01/2027 |  | 138967 |
| 315000 | Open Text Corp., <br>6.900%, 12/01/2027, 144A |  | 315000 |
| 1270000 | Oracle Corp., <br>3.950%, 3/25/2051 |  | 904798 |
| 505000 | Oracle Corp., <br>6.150%, 11/09/2029 |  | 524173 |
| 615000 | Sensata Technologies BV, <br>4.000%, 4/15/2029, 144A |  | 530437 |
| 490000 | Western Digital Corp., <br>2.850%, 2/01/2029 |  | 379098 |
| 810000 | Western Digital Corp., <br>4.750%, 2/15/2026 |  | 762793 |
|  |  |  | 15037352 |
|  | **Treasuries – 21.2%** | **Treasuries – 21.2%** | **Treasuries – 21.2%** |
| 16275000 | U.S. Treasury Bond, <br>3.250%, 5/15/2042 |  | 14268598 |
| 20545000 | U.S. Treasury Note, <br>0.125%, 4/30/2023 |  | 20262506 |
| 10310000 | U.S. Treasury Note, <br>0.125%, 5/31/2023 |  | 10125950 |
| 15495000 | U.S. Treasury Note, <br>0.125%, 7/31/2023 |  | 15087046 |
| 9340000 | U.S. Treasury Note, <br>0.500%, 11/30/2023 |  | 8986102 |
| 12585000 | U.S. Treasury Note, <br>0.875%, 1/31/2024(g) |  | 12075209 |
| 6710000 | U.S. Treasury Note, <br>1.500%, 2/29/2024 |  | 6467811 |
|  |  |  | 87273222 |
|  | **Wireless – 2.2%** | **Wireless – 2.2%** | **Wireless – 2.2%** |
| 585000 | IHS Holding Ltd., <br>5.625%, 11/29/2026, 144A |  | 482918 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br>Amount** | **Description** | **Value (†)** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |  |
|  | **Wireless – continued** | **Wireless – continued** | **Wireless – continued** |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935000 | SBA Communications Corp., <br>3.125%, 2/01/2029 | $| 777443 |
| 600000 | SoftBank Group Corp., <br>4.625%, 7/06/2028 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492624 |
| 210000 | SoftBank Group Corp., <br>5.250%, 7/06/2031 |  | 168000 |
| 150000 | T-Mobile USA, Inc., <br>2.400%, 3/15/2029 |  | 126589 |
| 265000 | T-Mobile USA, Inc., <br>2.700%, 3/15/2032 |  | 214105 |
| 3275000 | T-Mobile USA, Inc., <br>3.375%, 4/15/2029 |  | 2884520 |
| 1620000 | T-Mobile USA, Inc., <br>3.500%, 4/15/2031 |  | 1399355 |
| 2965000 | T-Mobile USA, Inc., <br>3.875%, 4/15/2030 |  | 2685741 |
|  |  |  | 9231295 |
|  | Total Non-Convertible Bonds <br>(Identified Cost $382,839,092) |  | 337455213 |
| **Convertible Bonds – 3.8%** | **Convertible Bonds – 3.8%** | **Convertible Bonds – 3.8%** | **Convertible Bonds – 3.8%** |
|  | **Airlines – 0.4%** | **Airlines – 0.4%** | **Airlines – 0.4%** |
| 245000 | JetBlue Airways Corp., <br>0.500%, 4/01/2026 |  | 178624 |
| 1160000 | Southwest Airlines Co., <br>1.250%, 5/01/2025 |  | 1393160 |
|  |  |  | 1571784 |
|  | **Cable Satellite – 0.9%** | **Cable Satellite – 0.9%** | **Cable Satellite – 0.9%** |
| 15000 | Cable One, Inc., <br>Zero Coupon, 6.042%, 3/15/2026(h) |  | 11783 |
| 1055000 | DISH Network Corp., <br>2.375%, 3/15/2024 |  | 950555 |
| 4100000 | DISH Network Corp., <br>3.375%, 8/15/2026 |  | 2568650 |
| 75000 | DISH Network Corp., Zero Coupon, <br>6.944%-9.514%, 12/15/2025(i) |  | 48008 |
|  |  |  | 3578996 |
|  | **Consumer Cyclical Services – 0.3%** | **Consumer Cyclical Services – 0.3%** | **Consumer Cyclical Services – 0.3%** |
| 90000 | Peloton Interactive, Inc., Zero Coupon, <br>0.519%-0.799%, 2/15/2026(i) |  | 63710 |
| 1270000 | Uber Technologies, Inc., <br>Zero Coupon, 0.000%-5.582%, 12/15/2025(i) |  | 1072629 |
|  |  |  | 1136339 |
|  | **Gaming – 0.1%** | **Gaming – 0.1%** | **Gaming – 0.1%** |
| 215000 | Penn Entertainment, Inc., <br>2.750%, 5/15/2026 |  | 316910 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal<br>Amount** | **Description** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |
| **Convertible Bonds – continued** | **Convertible Bonds – continued** |  |
|  | **Healthcare – 0.4%** | **Healthcare – 0.4%** |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2405000 | Teladoc Health, Inc., <br>1.250%, 6/01/2027 | $1847508 |
|  | **Leisure – 0.2%** | **Leisure – 0.2%** |
| 1120000 | NCL Corp. Ltd., <br>1.125%, 2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767133 |
|  | **Media Entertainment – 0.2%** | **Media Entertainment – 0.2%** |
| 605000 | Snap, Inc., <br>Zero Coupon, 6.697%-7.641%, 5/01/2027(i) | 422593 |
| 540000 | Spotify USA, Inc., <br>Zero Coupon, 5.189%-5.873%, 3/15/2026(i) | 434700 |
|  |  | 857293 |
|  | **Pharmaceuticals – 1.0%** | **Pharmaceuticals – 1.0%** |
| 820000 | BioMarin Pharmaceutical, Inc., <br>0.599%, 8/01/2024 | 870266 |
| 2205000 | BioMarin Pharmaceutical, Inc., <br>1.250%, 5/15/2027 | 2369407 |
| 580000 | Ionis Pharmaceuticals, Inc., <br>Zero Coupon, 0.000%, 4/01/2026(h) | 535412 |
| 485000 | Livongo Health, Inc., <br>0.875%, 6/01/2025 | 424559 |
|  |  | 4199644 |
|  | **Technology – 0.3%** | **Technology – 0.3%** |
| 35000 | Bentley Systems, Inc., <br>0.375%, 7/01/2027 | 28490 |
| 480000 | RingCentral, Inc., <br>Zero Coupon, 7.146%-8.016%, 3/15/2026(i) | 376800 |
| 465000 | Splunk, Inc., <br>1.125%, 6/15/2027 | 392367 |
| 570000 | Unity Software, Inc., <br>Zero Coupon, 7.084%-8.213%, 11/15/2026(i) | 426645 |
|  |  | 1224302 |
|  | Total Convertible Bonds <br>(Identified Cost $19,290,526) | 15499909 |
| **Municipals – 0.8%** | **Municipals – 0.8%** | **Municipals – 0.8%** |
|  | **Virginia – 0.8%** | **Virginia – 0.8%** |
| 3865000 | Tobacco Settlement Financing Corp., Series A-1, <br>6.706%, 6/01/2046 <br>(Identified Cost $3,848,520) | 3481750 |
|  | Total Bonds and Notes <br>(Identified Cost $405,978,138) | 356436872 |
| **Senior Loans – 0.3%** | **Senior Loans – 0.3%** | **Senior Loans – 0.3%** |
|  | **Independent Energy – 0.3%** | **Independent Energy – 0.3%** |
| 1282000 | Ascent Resources - Utica, 2020 Fixed 2nd Lien Term Loan, <br>3-month LIBOR + 9.000%, 12.941%, 11/01/2025(b)(j) <br>(Identified Cost $1,282,579) | 1351228 |

---

------

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| | | | |
|:---|:---|:---|:---|
| **Principal<br>Amount** | **Description** | **Value (†)** | **Value (†)** |
| **Collateralized Loan Obligations – 3.9%** | **Collateralized Loan Obligations – 3.9%** |  |  |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555000 | 522 Funding CLO Ltd., Series 2021-7A, Class D, <br>3-month LIBOR + 2.900%, 7.225%, 4/23/2034, 144A(b) | $| 494543 |
| 1090000 | AIG CLO LLC, Series 2021-1A, Class D, <br>3-month LIBOR + 2.950%, 7.275%, 4/22/2034, 144A(b) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1006372 |
| 1005000 | AIMCO CLO Ltd., Series 2017-AA, Class DR, <br>3-month LIBOR + 3.150%, 7.393%, 4/20/2034, 144A(b) |  | 915448 |
| 605000 | AIMCO CLO Ltd., Series 2020-12A, Class AR, <br>3-month SOFR + 1.170%, 5.034%, 1/17/2032, 144A(b) |  | 593356 |
| 1940000 | AIMCO CLO Ltd., Series 2021-14A, Class D, <br>3-month LIBOR + 2.900%, 7.143%, 4/20/2034, 144A(b) |  | 1784008 |
| 2100000 | Ares XLII CLO Ltd., Series 2017-42A, Class BR, <br>3-month LIBOR + 1.500%, 5.825%, 1/22/2028, 144A(b) |  | 2047634 |
| 255000 | Atrium XV, Series 15A, Class D, <br>3-month LIBOR + 3.000%, 7.325%, 1/23/2031, 144A(b) |  | 238991 |
| 370000 | Carlyle U.S. CLO Ltd., Series 2018-4A, Class C, <br>3-month LIBOR + 2.900%, 7.143%, 1/20/2031, 144A(b) |  | 336962 |
| 305000 | CarVal CLO I Ltd., Series 2018-1A, Class D, <br>3-month LIBOR + 2.890%, 6.969%, 7/16/2031, 144A(b) |  | 273029 |
| 503000 | CIFC Funding Ltd., Series 2018-1A, Class D, <br>3-month LIBOR + 2.650%, 6.844%, 4/18/2031, 144A(b) |  | 455417 |
| 340000 | Elmwood CLO VIII Ltd., Series 2021-1A, Class D2, <br>3-month LIBOR + 2.850%, 7.093%, 1/20/2034, 144A(b) |  | 318667 |
| 365000 | Invesco CLO Ltd., Series 2021-1A, Class D,, <br>3-month LIBOR + 3.050% 7.129%, 4/15/2034, 144A(b) |  | 333622 |
| 500000 | Madison Park Funding XXXI Ltd., Series 2018-31A, Class D, <br>3-month LIBOR + 3.000%, 7.325%, 1/23/2031, 144A(b) |  | 466350 |
| 1930000 | Oaktree CLO Ltd., Series 2019-2A, Class BR, <br>3-month LIBOR + 2.700%, 6.779%, 4/15/2031, 144A(b) |  | 1824821 |
| 255000 | OCP CLO Ltd., Series 2018-15A, Class C, <br>3-month LIBOR + 2.950%, 7.193%, 7/20/2031, 144A(b) |  | 226354 |
| 1835000 | OZLM XXIII Ltd., Series 2019-23A, Class DR, <br>3-month LIBOR + 3.750%, 7.829%, 4/15/2034, 144A(b) |  | 1682280 |
| 250000 | Recette CLO Ltd., Series 2015-1A, Class DRR, <br>3-month LIBOR + 3.250%, 7.493%, 4/20/2034, 144A(b) |  | 218641 |
| 895000 | Rockford Tower CLO Ltd., Series 2018-1A, Class A, <br>3-month LIBOR + 1.100%, 5.775%, 5/20/2031, 144A(b) |  | 879982 |
| 467354 | Shackleton CLO Ltd., Series 2017-10A, Class AR2, <br>3-month LIBOR + 0.890%, 5.133%, 4/20/2029, 144A(b) |  | 460293 |
| 470000 | Signal Peak CLO 1 Ltd., Series 2014-1A, Class AR3, <br>3-month LIBOR + 1.160%, 5.239%, 4/17/2034, 144A(b) |  | 458411 |
| 575000 | Sixth Street CLO XVIII Ltd., Series 2021-18A, Class D, <br>3-month LIBOR + 2.900%, 7.143%, 4/20/2034, 144A(b) |  | 539076 |
| 410000 | VERDE CLO Ltd., Series 2019-1A, Class AR, <br>3-month LIBOR + 1.100%, 5.179%, 4/15/2032, 144A(b) |  | 402576 |
|  | Total Collateralized Loan Obligations <br>(Identified Cost $16,954,706) |  | 15956833 |
| **Shares** |  |  |  |
| **Common Stocks – 1.3%** | **Common Stocks – 1.3%** |  |  |
|  | **Aerospace & Defense – 0.0%** | **Aerospace & Defense – 0.0%** | **Aerospace & Defense – 0.0%** |
| 330 | Lockheed Martin Corp. |  | 160542 |
|  | **Air Freight & Logistics – 0.0%** | **Air Freight & Logistics – 0.0%** | **Air Freight & Logistics – 0.0%** |
| 762 | United Parcel Service, Inc., Class B |  | 132466 |

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------

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| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value (†)** |
| **Common Stocks – continued** | **Common Stocks – continued** |  |
|  | **Beverages – 0.0%** | **Beverages – 0.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2233 | Coca-Cola Co. (The) | $142041 |
|  | **Biotechnology – 0.1%** | **Biotechnology – 0.1%** |
| 1297 | AbbVie, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209608 |
|  | **Capital Markets – 0.1%** | **Capital Markets – 0.1%** |
| 100 | BlackRock, Inc. | 70863 |
| 1063 | Morgan Stanley | 90376 |
|  |  | 161239 |
|  | **Communications Equipment – 0.0%** | **Communications Equipment – 0.0%** |
| 1308 | Cisco Systems, Inc. | 62313 |
|  | **Containers & Packaging – 0.0%** | **Containers & Packaging – 0.0%** |
| 443 | Packaging Corp. of America | 56664 |
|  | **Electric Utilities – 0.1%** | **Electric Utilities – 0.1%** |
| 865 | Duke Energy Corp. | 89086 |
| 1534 | NextEra Energy, Inc. | 128243 |
|  |  | 217329 |
|  | **Electrical Equipment – 0.0%** | **Electrical Equipment – 0.0%** |
| 671 | Emerson Electric Co. | 64456 |
|  | **Food & Staples Retailing – 0.1%** | **Food & Staples Retailing – 0.1%** |
| 121 | Costco Wholesale Corp. | 55236 |
| 820 | Walmart, Inc. | 116268 |
|  |  | 171504 |
|  | **Health Care Equipment & Supplies – 0.0%** | **Health Care Equipment & Supplies – 0.0%** |
| 1003 | Abbott Laboratories | 110119 |
|  | **Health Care Providers & Services – 0.1%** | **Health Care Providers & Services – 0.1%** |
| 225 | Elevance Health, Inc. | 115418 |
| 214 | UnitedHealth Group, Inc. | 113459 |
|  |  | 228877 |
|  | **Hotels, Restaurants & Leisure – 0.0%** | **Hotels, Restaurants & Leisure – 0.0%** |
| 1468 | Starbucks Corp. | 145626 |
|  | **Household Products – 0.1%** | **Household Products – 0.1%** |
| 1246 | Procter & Gamble Co. (The) | 188844 |
|  | **IT Services – 0.0%** | **IT Services – 0.0%** |
| 311 | Accenture PLC, Class A | 82987 |
|  | **Life Sciences Tools & Services – 0.0%** | **Life Sciences Tools & Services – 0.0%** |
| 156 | Thermo Fisher Scientific, Inc. | 85908 |
|  | **Machinery – 0.1%** | **Machinery – 0.1%** |
| 255 | Cummins, Inc. | 61784 |
| 289 | Deere & Co. | 123912 |
|  |  | 185696 |

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| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value (†)** |
| **Common Stocks – continued** | **Common Stocks – continued** |  |
|  | **Media – 0.2%** | **Media – 0.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138910 | Altice USA, Inc., Class A(e) | $638986 |
| 3807 | Comcast Corp., Class A | 133131 |
| 34625 | iHeartMedia, Inc., Class A(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212251 |
|  |  | 984368 |
|  | **Metals & Mining – 0.0%** | **Metals & Mining – 0.0%** |
| 1730 | Newmont Corp. | 81656 |
|  | **Oil, Gas & Consumable Fuels – 0.1%** | **Oil, Gas & Consumable Fuels – 0.1%** |
| 939 | Battalion Oil Corp.(e) | 9118 |
| 332 | Devon Energy Corp. | 20421 |
| 490 | Pioneer Natural Resources Co. | 111911 |
| 2715 | Williams Cos., Inc. (The) | 89324 |
|  |  | 230774 |
|  | **Pharmaceuticals – 0.1%** | **Pharmaceuticals – 0.1%** |
| 1122 | Bristol-Myers Squibb Co. | 80728 |
| 1045 | Johnson & Johnson | 184599 |
| 1029 | Merck & Co., Inc. | 114168 |
|  |  | 379495 |
|  | **Professional Services – 0.0%** | **Professional Services – 0.0%** |
| 456 | Clarivate PLC(e) | 3803 |
|  | **REITs - Diversified – 0.0%** | **REITs - Diversified – 0.0%** |
| 487 | American Tower Corp. | 103176 |
|  | **Road & Rail – 0.0%** | **Road & Rail – 0.0%** |
| 436 | Union Pacific Corp. | 90282 |
|  | **Semiconductors & Semiconductor Equipment – 0.1%** | **Semiconductors & Semiconductor Equipment – 0.1%** |
| 259 | Broadcom, Inc. | 144815 |
| 1624 | Microchip Technology, Inc. | 114086 |
| 1166 | QUALCOMM, Inc. | 128190 |
|  |  | 387091 |
|  | **Software – 0.0%** | **Software – 0.0%** |
| 578 | Microsoft Corp. | 138616 |
|  | **Specialty Retail – 0.0%** | **Specialty Retail – 0.0%** |
| 303 | Home Depot, Inc. (The) | 95705 |
|  | **Technology Hardware, Storage & Peripherals – 0.0%** | **Technology Hardware, Storage & Peripherals – 0.0%** |
| 923 | Apple, Inc. | 119925 |
|  | **Wireless Telecommunication Services – 0.1%** | **Wireless Telecommunication Services – 0.1%** |
| 2517 | T-Mobile US, Inc.(e) | 352380 |
|  | Total Common Stocks <br>(Identified Cost $7,497,347) | 5373490 |

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| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value (†)** |
| **Preferred Stocks – 1.1%** | **Preferred Stocks – 1.1%** |  |
| **Convertible Preferred Stocks – 1.1%** | **Convertible Preferred Stocks – 1.1%** |  |
|  | **Banking – 0.5%** | **Banking – 0.5%** |
| 1109 | Bank of America Corp., Series L, <br>7.250% | $1286440 |
| 834 | Wells Fargo & Co., Class A, Series L, <br>7.500% | 988290 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2274730 |
|  | **Midstream – 0.1%** | **Midstream – 0.1%** |
| 5333 | El Paso Energy Capital Trust I, <br>4.750% | 240194 |
|  | **Technology – 0.1%** | **Technology – 0.1%** |
| 8046 | Clarivate PLC, Series A, <br>5.250% | 304782 |
|  | **Wireless – 0.4%** | **Wireless – 0.4%** |
| 1413 | 2020 Cash Mandatory Exchangeable Trust, <br>5.250%, 144A | 1616500 |
|  | Total Convertible Preferred Stocks <br>(Identified Cost $5,432,621) | 4436206 |
|  | Total Preferred Stocks <br>(Identified Cost $5,432,621) | 4436206 |
| **Principal<br>Amount** |  |  |
| **Short-Term Investments – 5.5%** | **Short-Term Investments – 5.5%** |  |
| $12354393 | Tri-Party Repurchase Agreement with Fixed Income Clearing Corporation, dated 12/30/2022 at 1.800% to be repurchased at $12,356,863 on 1/03/2023 collateralized by $13,127,700 U.S. Treasury Note, 3.250% due 6/30/2029 valued at $12,601,568 including accrued interest(k) | 12354393 |
| &nbsp;&nbsp;&nbsp;&nbsp;10100000 | U.S. Treasury Bills, <br>3.995%-3.996%, 1/26/2023(l)(m) | 10074960 |
|  | Total Short-Term Investments <br>(Identified Cost $22,426,368) | 22429353 |
|  | Total Investments – 98.6% <br>(Identified Cost $459,571,759) | 405983982 |
|  | Other assets less liabilities – 1.4% | 5876454 |
|  | Net Assets – 100.0% | $411860436 |

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| | |
|:---|:---|
| (†) | Registered investment companies are required to value portfolio investments using an unadjusted, readily available market quotation. The Fund obtains readily available market quotations from independent pricing services. Fund investments for which readily available market quotations are not available are priced at fair value pursuant to the Fund's Valuation Procedures. The Board of Trustees has approved a valuation designee who is subject to the Board's oversight.  |

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Unadjusted readily available market quotations that are utilized for exchange traded equity securities (including shares of closed-end investment companies and exchange-traded funds) include the last sale price quoted on the exchange where the security is traded most extensively. Futures contracts are valued at the closing settlement price on the exchange on which the valuation designee believes that, over time, they are traded most extensively. Shares of open-end investment companies are valued at net asset value per share.

Exchange traded equity securities for which there is no reported sale during the day are fair valued at the closing bid quotation as reported by an independent pricing service. Unlisted equity securities (except unlisted preferred equity securities) are fair valued at the last sale price quoted in the market where they are traded most extensively or, if there is no reported sale during the day, the closing bid quotation as reported by an independent pricing service. If there is no last sale price or closing bid quotation available, unlisted equity securities will be fair valued using evaluated bids furnished by an independent pricing service, if available.

Debt securities and unlisted preferred equity securities are fair valued based on evaluated bids furnished to the Fund by an independent pricing service or bid prices obtained from broker-dealers. Senior loans and collateralized loan obligations are fair valued at bid prices supplied by an independent pricing service, if available. Broker-dealer bid prices may be used to fair value debt, unlisted equities, senior loans and collateralized loan obligations where an independent pricing service is unable to price an investment or where an independent pricing service does not provide a reliable price for the investment.

The Fund may also fair value investments in other circumstances such as when extraordinary events occur after the close of a foreign market, but prior to the close of the New York Stock Exchange. This may include situations relating to a single issuer (such as a declaration of bankruptcy or a delisting of the issuer's security from the primary market on which it has traded) as well as events affecting the securities markets in general (such as market disruptions or closings and significant fluctuations in U.S. and/or foreign markets). When fair valuing a Fund's investments, the valuation designee may, among other things, use modeling tools or other processes that may take into account factors such as issuer specific information, or other related market activity and/or information that occurred after the close of the foreign market but before the time the Fund's net asset value ("NAV") is calculated. Fair valuation by the Fund's valuation designee may require subjective determinations about the value of the investment, and fair values used to determine a Fund's NAV may differ from quoted or published prices, or from prices that are used by others, for the same investments. In addition, the use of fair value pricing may not always result in adjustments to the prices of investments held by a Fund.

The books and records of the Fund are maintained in U.S. dollars. The values of securities, currencies and other assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars based upon foreign exchange rates prevailing at the end of the period.

(a) Variable rate security. The interest rate adjusts periodically based on; (i) changes in current interest
rates and/or prepayments on underlying pools of assets, if applicable, (ii) reference to a base lending rate plus or minus a margin, and/or (iii) reference to a base lending rate adjusted by a multiplier and/or subject to certain floors or
caps. Rate as of December 31, 2022 is disclosed.

(b) Variable rate security. Rate as of December 31, 2022 is disclosed.

(c) Perpetual bond with no specified maturity date.

(d) The issuer is in default with respect to interest and/or principal payments. Income is not being accrued.

(e) Non-income producing security.

(f) Level 3 security. Value has been determined using significant unobservable inputs.

(g) Security (or a portion thereof) has been pledged as collateral for open derivative contracts.

(h) Interest rate represents annualized yield at time of purchase; not a coupon rate.

(i) Interest rate represents annualized yield at time of purchase; not a coupon rate. The Fund's investment in
this security is comprised of various lots with differing annualized yields.

(j) Stated interest rate has been determined in accordance with the provisions of the loan agreement and is subject
to a minimum benchmark floor rate of 1.00%, to which the spread is added.

(k) The Fund may enter into repurchase agreements, under the terms of a Master Repurchase Agreement, under which
the Fund acquires securities as collateral and agrees to resell the securities at an agreed upon time and at an agreed upon price. It is the Fund's policy that the market value of the collateral for repurchase agreements be at least equal to
102% of the repurchase price, including interest. Certain repurchase agreements are tri-party arrangements whereby the collateral is held in a segregated account for the benefit of the Fund and on behalf of
the counterparty. Repurchase agreements could involve certain risks in the event of default or insolvency of the counterparty, including possible delays or restrictions upon the Fund's ability to dispose of the underlying securities. As of
December 31, 2022, the Fund had an investment in a repurchase agreement for which the value of the related collateral exceeded the value of the repurchase agreement.

(l) Interest rate represents discount rate at time of purchase; not a coupon rate.

(m) The Fund's investment in U.S. Government/Agency securities is comprised of various lots with differing
discount rates. These separate investments, which have the same maturity date, have been aggregated for the purpose of presentation in the Portfolio of Investments.

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| | |
|:---|:---|
| 144A | All or a portion of these securities are exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At December 31, 2022, the value of Rule 144A holdings amounted to $155,751,038 or 37.8% of net assets. |
| ABS | Asset-Backed Securities |
| EMTN | Euro Medium Term Note |
| LIBOR | London Interbank Offered Rate |
| MTN | Medium Term Note |
| REITs | Real Estate Investment Trusts |
| SOFR | Secured Overnight Financing Rate |

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**Futures Contracts** 

The Fund may enter into futures contracts. Futures contracts are agreements between two parties to buy and sell a particular instrument or index for a specified price on a specified future date.

When the Fund enters into a futures contract, it is required to deposit with (or for the benefit of) its broker an amount of cash or short-term high-quality securities as "initial margin." As the value of the contract changes, the value of the futures contract position increases or declines. Subsequent payments, known as "variation margin," are made or received by the Fund, depending on the price fluctuations in the fair value of the contract and the value of cash or securities on deposit with the broker. Realized gain or loss on a futures position is equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed, minus brokerage commissions. When the Fund enters into a futures contract certain risks may arise, such as illiquidity in the futures market, which may limit the Fund's ability to close out a futures contract prior to settlement date, and unanticipated movements in the value of securities or interest rates.

Futures contracts are exchange-traded. Exchange-traded futures contracts are standardized and are settled through a clearing house with fulfillment supported by the credit of the exchange. Therefore, counterparty credit risks to the Fund are reduced; however, in the event that a counterparty enters into bankruptcy, the Fund's claim against initial/variation margin on deposit with the counterparty may be subject to terms of a final settlement in bankruptcy court.

At December 31, 2022, open long futures contracts were as follows:

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Financial Futures** | **Expiration**<br>**Date** | **Contracts** | **Notional<br>Amount** | **Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Ultra Long U.S. Treasury Bond | 3/22/2023 | 262 | $35642065 | $35189875 | $(452190) |

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**Fair Value Measurements** 

In accordance with accounting standards related to fair value measurements and disclosures, the Fund has categorized the inputs utilized in determining the value of the Fund's assets or liabilities. These inputs are summarized in the three broad levels listed below:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 — quoted prices in active markets for identical assets or liabilities;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 — prices determined using other significant inputs that are observable either directly, or
indirectly through corroboration with observable market data (which could include quoted prices for similar assets or liabilities, interest rates, credit risk, etc.); and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 — prices determined using significant unobservable inputs when quoted prices or observable
inputs are unavailable such as when there is little or no market activity for an asset or liability (unobservable inputs reflect the Fund's own assumptions in determining the fair value of assets or liabilities and would be based on the best
information available).

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

The Fund's pricing policies have been approved by the Board of Trustees. Investments for which market quotations are readily available are categorized in Level 1. Other investments for which an independent pricing service is utilized are categorized in Level 2. Broker-dealer bid prices for which the Fund has knowledge of the inputs used by the broker-dealer are categorized in Level 2. All other investments, including broker-dealer bid prices for which the Fund does not have knowledge of the inputs used by the broker-dealer, as well as investments fair valued by the valuation designee, are categorized in Level 3. All Level 2 and 3 securities are defined as being fair valued.

Under certain conditions and based upon specific facts and circumstances, the Fund's valuation designee may determine that a fair valuation should be made for portfolio investment(s). These valuation designee fair valuations will be based upon a significant amount of Level 3 inputs.

------

The following is a summary of the inputs used to value the Fund's investments as of December 31, 2022, at value:

**Asset Valuation Inputs** 

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| | | | | |
|:---|:---|:---|:---|:---|
| Description | Level 1 | Level 2 | Level 3 | Total |
|  Bonds and Notes |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Non-Convertible Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Property & Casualty Insurance | $— | $869781 | $163000 | $1032781 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; All Other Non-Convertible Bonds\* |  | 336422432 |  | 336422432 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Non-Convertible Bonds |  | 337292213 | 163000 | 337455213 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Convertible Bonds\* |  | 15499909 |  | 15499909 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Municipals\* |  | 3481750 |  | 3481750 |
|  Total Bonds and Notes |  | 356273872 | 163000 | 356436872 |
|  Senior Loans\* |  | 1351228 |  | 1351228 |
|  Collateralized Loan Obligations |  | 15956833 |  | 15956833 |
|  Common Stocks\* | 5373490 |  |  | 5373490 |
|  Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Convertible Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wireless |  | 1616500 |  | 1616500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; All Other Convertible Preferred Stocks\* | 2819706 |  |  | 2819706 |
|  Total Preferred Stocks | 2819706 | 1616500 |  | 4436206 |
|  Short-Term Investments |  | 22429353 |  | 22429353 |
|  Total | $8193196 | $397627786 | $163000 | $405983982 |

---

**Liability Valuation Inputs** 

---

| | | | |
|:---|:---|:---|:---|
| Description | Level 1 | Level 2 | Total |
|  Futures Contracts (unrealized depreciation) | $(452190) | $– $– $| (452190) |

---

\* Details of the major categories of the Fund's investments are reflected within the Portfolio of Investments.

------

The Fund's pricing policies and procedures are recommended by the adviser and approved by the Board of Trustees. Debt securities are valued based on evaluated bids furnished to the Fund by an independent pricing service. Broker-dealer bid prices may be used if an independent pricing service either is unable to price a security or does not provide a reliable price for a security. The Fund's adviser may use internally developed models to validate broker-dealer bid prices that are only available from a single broker or market maker. Such securities are considered and classified as fair valued. Broker-dealer bid prices for which the Fund does not have knowledge of the inputs used by the broker-dealer are categorized in Level 3. Securities for which market quotations are not readily available are valued at fair value as determined in good faith by the Fund's adviser pursuant to procedures approved by the Board of Trustees. Fair valued securities may be categorized in Level 3.

------

The following is a reconciliation of Level 3 investments for which significant unobservable inputs were used to determine fair value as of September 30, 2022 and/or December 31, 2022:

**Asset Valuation Inputs** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Investments in<br>Securities | Balance as of<br>September 30,<br>2022 | Accrued<br>Discounts<br>(Premiums) | Realized<br>Gain<br>(Loss) | Change in<br>Unrealized<br>Appreciation<br>(Depreciation) | Purchases | Sales | Transfers into<br>Level 3 | Transfers out<br>of Level 3 | Balance as of<br>December 31, 2022 | Change in Unrealized<br>Appreciation<br>(Depreciation) from<br>Investments Still<br>Held at<br>December 31, 2022 |
|  Bonds and Notes |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Non-Convertible Bonds |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Property & Casualty Insurance | $199675 | $2221 | $- | $(38896) | $- | $- | $- | $- | $163000 | $(38896) |

---

------

**Derivatives** 

Derivative instruments are defined as financial instruments whose value and performance are based on the value and performance of an underlying asset, reference rate or index. Derivative instruments that the Fund used at period end include futures contracts.

The Fund is subject to the risk that changes in interest rates will affect the value of the Fund's investments in fixed income securities. The Fund will be subject to increased interest rate risk to the extent that it invests in fixed-income securities with longer maturities or durations, as compared to investing in fixed-income securities with shorter maturities or durations. The Fund may use futures contracts to hedge against changes in interest rates and to manage duration without having to buy or sell portfolio securities. As of December 31, 2022, the Fund used futures contracts to manage duration.

The following is a summary of derivative instruments for the Fund, as of December 31, 2022:

---

| | |
|:---|:---|
| Liabilities | Unrealized<br>depreciation on<br>futures contracts |
|  Exchange-traded liability derivatives |  |
|  Interest rate contracts | $(452190) |

---

The Fund's derivatives do not qualify for hedge accounting under authoritative guidance for derivative instruments. The Fund's investments in derivatives may represent an economic hedge; however, they are considered to be non-hedge transactions for the purpose of this disclosure.

Counterparty risk is managed based on policies and procedures established by the Fund's adviser. Such policies and procedures may include, but are not limited to, minimum counterparty credit rating requirements, monitoring of counterparty credit default swap spreads and posting of collateral. With exchange traded derivatives, there is minimal counterparty credit risk to the Fund because the exchange's clearing house, as counterparty to these instruments, stands between the buyer and the seller of the contract. Credit risk still exists in exchange traded derivatives with respect to initial and variation margin that is held in a broker's customer accounts. While brokers typically are required to segregate customer margin for exchange-traded derivatives from their own assets, in the event that a broker becomes insolvent or goes into bankruptcy and at that time there is a shortfall in the aggregate amount of margin held by the broker for all its customers, U.S. bankruptcy laws will typically allocate that shortfall on a pro rata basis across all of the broker's customers, potentially resulting in losses to the Fund. The following table shows the maximum amount of loss due to credit risk that, based on the gross fair value of the financial instrument, the Fund would incur if parties (including brokers holding margin for exchange-traded derivatives) to the relevant financial instruments failed completely to perform according to the terms of the contracts and the collateral or other security, if any, for the amount due proved to be of no value to the Fund, as of December 31, 2022:

---

| | |
|:---|:---|
| Maximum Amount<br> of Loss - Gross | Maximum Amount<br> of Loss - Net |
| $2219858 | $2219858 |

---

------

Industry Summary at December 31, 2022 (Unaudited)

---

| | |
|:---|:---|
|  Treasuries | 21.2% |
|  Banking | 6.7 |
|  ABS Home Equity | 4.8 |
|  Cable Satellite | 4.2 |
|  ABS Car Loan | 4.2 |
|  Technology | 4.1 |
|  Finance Companies | 3.7 |
|  Independent Energy | 3.5 |
|  Wireless | 2.6 |
|  ABS Other | 2.4 |
|  Metals & Mining | 2.3 |
|  Pharmaceuticals | 2.2 |
|  Life Insurance | 2.2 |
|  Other Investments, less than 2% each | 25.1 |
|  Short-Term Investments | 5.5 |
|  Collateralized Loan Obligations | 3.9 |
|  Total Investments | 98.6 |
|  Other assets less liabilities (including futures contracts) | 1.4 |
|  Net Assets | 100.0% |

---

## 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 Fixed Income Fund

- **b. EDGAR series identifier (if any):** S000006640

- **c. LEI of Series:** 5493002GIX52LR2VIL41

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

- **a. Date of fiscal year-end:** 2023-09-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $412365411.87

**Total Liabilities:** $505472.66

**Net Assets:** $411859939.21

**Cash Not Reported:** $759457.74

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -281.64000000 | **1-Year:** -9830.49000000 | **5-Year:** -34693.77000000 | **10-Year:** -38711.21000000 | **30-Year:** -9037.55000000

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

- **3-Month:** -215.72000000 | **1-Year:** -7949.67000000 | **5-Year:** -27495.08000000 | **10-Year:** -18767.10000000 | **30-Year:** -4071.83000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018126 | -0.36%               | 3.29%                | -0.20%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $67085.69                | $-893955.84                                |
| Month 2  | $-60276.39               | $9749449.76                                |
| Month 3  | $438275.79               | $-1942570.44                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CLI Funding LLC                                   | CLI Funding VIII LLC                                                             | CUSIP: 12565KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    865718 | PA      | $738175.33    | 0.18%             | 2046-02-18      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                 | CUSIP: 91282CCN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15495000 | PA      | $15087045.78  | 3.66%             | 2023-07-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                    | Synchrony Bank                                                                   | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    650000 | PA      | $634692.50    | 0.15%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                   | IHS Holding Ltd                                                                  | CUSIP: 44963HAA3<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    585000 | PA      | $482917.50    | 0.12%             | 2026-11-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                           | INEOS Quattro Finance 2 Plc                                                      | CUSIP: 45674GAA2<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $183750.00    | 0.04%             | 2026-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TORO CO                                           | Toro Co/The                                                                      | CUSIP: 891092AE8<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | DBT              | CORP              | US        |    965000 | PA      | $986100.13    | 0.24%             | 2037-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC BOR ESC                          | Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    685000 | PA      | $589100.00    | 0.14%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                             | Time Warner Cable LLC                                                            | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1428091.41   | 0.35%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RDV3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $189971.99    | 0.05%             | 2026-08-20      | Fixed         | 2.68%                 | 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        |    100000 | PA      | $87027.22     | 0.02%             | 2028-07-17      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                           | Energean Israel Finance Ltd                                                      | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    965000 | PA      | $840756.25    | 0.20%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR3                                                   | CUSIP: 74333VAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $203055.38    | 0.05%             | 2026-05-17      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| DILLARDS INC                                      | Dillard's Inc                                                                    | CUSIP: 254063AU4<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1057769.25   | 0.26%             | 2026-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                 | Cisco Systems Inc                                                                | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      1308 | NS      | $62313.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding XXXI Ltd                                                    | CUSIP: 55819DAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $466349.50    | 0.11%             | 2031-01-23      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Recette CLO LLC                                   | Recette Clo Ltd                                                                  | CUSIP: 75620TAZ1<br>LEI: 549300392I5L5XOJ0016 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $218641.00    | 0.05%             | 2034-04-20      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                           | SCF Equipment Leasing 2021-1 LLC                                                 | CUSIP: 783897AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $87225.80     | 0.02%             | 2030-09-20      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2021-A                                 | CUSIP: 63942BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $70484.04     | 0.02%             | 2069-05-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| WestRock MWV LLC                                  | WestRock MWV LLC                                                                 | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1167059.81   | 0.28%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| BlackRock Inc                                     | BlackRock Inc                                                                    | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |       100 | NS      | $70863.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BARINGS BDC INC                                   | Barings BDC Inc                                                                  | CUSIP: 06759LAC7<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |    655000 | PA      | $555163.77    | 0.13%             | 2026-11-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                      | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    225000 | PA      | $20844.00     | 0.01%             | 2025-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                         | United Parcel Service Inc                                                        | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       762 | NS      | $132466.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR7 Trust                                             | CUSIP: 74333PAL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $76576.53     | 0.02%             | 2040-08-17      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Accenture PLC                                     | Accenture PLC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       311 | NS      | $82987.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominos Pizza Master Issuer LLC                   | Domino's Pizza Master Issuer LLC                                                 | CUSIP: 25755TAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     57150 | PA      | $52373.69     | 0.01%             | 2047-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2014-USA OA LLC                                                             | CUSIP: 12649AAL3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $80745.46     | 0.02%             | 2037-09-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                          | Volcan Cia Minera SAA                                                            | CUSIP: 92863UAB2<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |    215000 | PA      | $185232.38    | 0.04%             | 2026-02-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                     | CommScope Inc                                                                    | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1467284.00   | 0.36%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $1988710.11   | 0.48%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                 | CUSIP: 91282CBX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20545000 | PA      | $20262506.25  | 4.92%             | 2023-04-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                               | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |    210000 | PA      | $168000.00    | 0.04%             | 2031-07-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC                                   | RingCentral Inc                                                                  | CUSIP: 76680RAH0<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |    480000 | PA      | $376800.00    | 0.09%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                            | Credit Suisse Group AG                                                           | CUSIP: 225401AZ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $439240.00    | 0.11%             | 2033-08-12      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126589.10    | 0.03%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| EDvestinU Private Education Loan Issue No. 1, LLC | EDvestinU Private Education Loan Issue No 3 LLC                                  | CUSIP: 28166LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    236799 | PA      | $200552.07    | 0.05%             | 2045-11-25      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1195000 | PA      | $953663.78    | 0.23%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                 | Sierra Timeshare 2021-1 Receivables Funding LLC                                  | CUSIP: 82652QAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     82308 | PA      | $75242.30     | 0.02%             | 2037-11-20      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                | Union Pacific Corp                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       436 | NS      | $90282.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3385000 | PA      | $2498282.33   | 0.61%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                 | Johnson & Johnson                                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      1045 | NS      | $184599.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GLP CAPITAL LP / FIN II                           | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $307763.15    | 0.07%             | 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        |    390000 | PA      | $335599.17    | 0.08%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                      | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $904797.85    | 0.22%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                          | Ionis Pharmaceuticals Inc                                                        | CUSIP: 462222AD2<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |    580000 | PA      | $535412.50    | 0.13%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                              | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    170000 | PA      | $134056.62    | 0.03%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377REC4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    630000 | PA      | $562450.27    | 0.14%             | 2027-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                            | UnitedHealth Group Inc                                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       214 | NS      | $113458.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AKER BP ASA                                       | Aker BP ASA                                                                      | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   1385000 | PA      | $1218374.43   | 0.30%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                             | Uber Technologies Inc                                                            | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1072629.30   | 0.26%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BN35                                    | BANK 2021-BNK35                                                                  | CUSIP: 06540CCL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    710000 | PA      | $547984.39    | 0.13%             | 2064-06-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                             | HPEFS Equipment Trust 2021-1                                                     | CUSIP: 40440YAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $282971.07    | 0.07%             | 2031-03-20      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                              | Enel Finance International NV                                                    | CUSIP: 29268BAC5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $99033.83     | 0.02%             | 2037-09-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                             | Molina Healthcare Inc                                                            | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    430000 | PA      | $357088.92    | 0.09%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                          | MSCI Inc                                                                         | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    290000 | PA      | $223954.97    | 0.05%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                            | Penn Entertainment Inc                                                           | CUSIP: 707569AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $316910.00    | 0.08%             | 2026-05-15      | Fixed         | 2.75%                 | 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        |   2625000 | PA      | $1548487.68   | 0.38%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd                          | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |   1285000 | PA      | $174901.35    | 0.04%             | 2024-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                              | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                           | CUSIP: 46590XAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    350000 | PA      | $289675.61    | 0.07%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $27078.00     | 0.01%             | 2025-07-23      | Fixed         | 9.95%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2022-5 LLC                                                                  | CUSIP: 69377VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    988668 | PA      | $981182.17    | 0.24%             | 2027-09-27      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                           | DCP Midstream Operating LP                                                       | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9637.34      | 0.00%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RBSCF Trust                                       | RBS Commercial Funding Inc 2013-GSP Trust                                        | CUSIP: 74932QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $769978.32    | 0.19%             | 2032-01-15      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RDN1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $124023.98    | 0.03%             | 2025-09-22      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                     | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    425000 | PA      | $312488.18    | 0.08%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                | NextEra Energy Inc                                                               | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1534 | NS      | $128242.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes           | Santander Bank NA - SBCLN                                                        | CUSIP: 80290CAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    152481 | PA      | $146661.11    | 0.04%             | 2031-12-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE C0-ISSUER INC                          | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1080000 | PA      | $806608.80    | 0.20%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                        | FIXED INC CLEARING CORP.REPO                                                     | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  12354392 | PA      | $12354392.44  | 3.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                            | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    145000 | PA      | $138967.02    | 0.03%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                               | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $492624.00    | 0.12%             | 2028-07-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos Inc                             | Bausch Health Cos Inc                                                            | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $31417.63     | 0.01%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2021-A                                          | CUSIP: 78448YAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    869712 | PA      | $832107.89    | 0.20%             | 2053-01-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                 | Credit Acceptance Auto Loan Trust 2021-2                                         | CUSIP: 22537CAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $816448.50    | 0.20%             | 2030-06-17      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                             | Time Warner Cable LLC                                                            | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    375000 | PA      | $274539.21    | 0.07%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                          | EQT Corp                                                                         | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1038560.90   | 0.25%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| iHeartMedia Inc                                   | iHeartMedia Inc                                                                  | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34625 | NS      | $212251.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DCP MIDSTREAM OPERATING                           | DCP Midstream Operating LP                                                       | CUSIP: 26439XAH6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    575000 | PA      | $563455.77    | 0.14%             | 2036-11-03      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                              | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    255000 | PA      | $246526.47    | 0.06%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                        | AbbVie Inc                                                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      1297 | NS      | $209608.17    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Master Issuer LLC                  | Planet Fitness Master Issuer LLC                                                 | CUSIP: 72703PAC7<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |     92150 | PA      | $76547.81     | 0.02%             | 2049-12-05      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                     | Owens Corning                                                                    | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   1188000 | PA      | $1257242.63   | 0.31%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                              | Freeport-McMoRan Inc                                                             | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $1964314.89   | 0.48%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TELADOC HEALTH INC                                | Teladoc Health Inc                                                               | CUSIP: 87918AAF2<br>LEI: 549300I2PVFBC9MFAC61 | Long             | DBT              | CORP              | US        |   2405000 | PA      | $1847508.49   | 0.45%             | 2027-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                      | Drive Auto Receivables Trust 2021-2                                              | CUSIP: 262104AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1290008.30   | 0.31%             | 2029-03-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee             | VOLT XCIV LLC                                                                    | CUSIP: 92873AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    659908 | PA      | $596565.55    | 0.14%             | 2051-02-27      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                     | Cable One Inc                                                                    | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11782.50     | 0.00%             | 2026-03-15      | None          | 0.00%                 | 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        |    160000 | PA      | $160072.88    | 0.04%             | 2028-05-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                             | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2510000 | PA      | $2122581.50   | 0.52%             | 2029-02-01      | Fixed         | 4.38%                 | 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        |    345000 | PA      | $264276.04    | 0.06%             | 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        |    385000 | PA      | $248074.63    | 0.06%             | 2070-02-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Battalion Oil Corp                                | Battalion Oil Corp                                                               | CUSIP: 07134L107<br>LEI: 3XHTN2NNIMMPORDAMJ28 | Long             | EC               | CORP              | US        |       939 | NS      | $9117.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                     | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    715000 | PA      | $640748.79    | 0.16%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LOGAN GROUP CO LTD                                | Logan Group Co Ltd                                                               | CUSIP: 000000000<br>LEI: 549300NJ0E6Q0S1VOG90 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $89288.00     | 0.02%             | 2025-07-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                           | Energean Israel Finance Ltd                                                      | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    740000 | PA      | $662300.00    | 0.16%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2012-CCRE3 Mortgage Trust                                                   | CUSIP: 12624PAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125662 | PA      | $112966.88    | 0.03%             | 2045-10-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                      | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       156 | NS      | $85907.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                             | Costco Wholesale Corp                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       121 | NS      | $55236.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CATALENT PHARMA SOLUTION                          | Catalent Pharma Solutions Inc                                                    | CUSIP: 14879EAH1<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    235000 | PA      | $187112.88    | 0.05%             | 2029-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust             | Mission Lane Credit Card Master Trust                                            | CUSIP: 60510MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $96831.15     | 0.02%             | 2026-09-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                       | Ovintiv Inc                                                                      | CUSIP: 292505AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1046497.23   | 0.25%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RDS0<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    475000 | PA      | $435547.45    | 0.11%             | 2026-03-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    370000 | PA      | $262764.98    | 0.06%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee             | VOLT XCVII LLC                                                                   | CUSIP: 91835EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1043640 | PA      | $918004.75    | 0.22%             | 2051-04-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                     | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    550000 | PA      | $412828.45    | 0.10%             | 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        |    185000 | PA      | $157035.42    | 0.04%             | 2037-09-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    235000 | PA      | $196417.34    | 0.05%             | 2032-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2021-2                                                | CUSIP: 33844WAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    435000 | PA      | $387426.83    | 0.09%             | 2027-06-15      | Fixed         | 1.59%                 | 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        |    115000 | PA      | $92564.86     | 0.02%             | 2059-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| MBIA INSURANCE CO                                 | MBIA Insurance Corp                                                              | CUSIP: 55276GAA3<br>LEI: 5493004M1UUDNTDXS107 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $163000.00    | 0.04%             | 2033-01-15      | Fixed         | 15.34%                | No            |                  3 | On Loan: No      |
| 522 Funding CLO Ltd                               | 522 Funding CLO 2021-7 Ltd                                                       | CUSIP: 33833VAJ4<br>LEI: 5493001LTHURD55KD110 | Long             | ABS-CBDO         | CORP              | KY        |    555000 | PA      | $494542.74    | 0.12%             | 2034-04-23      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                              | Williams Cos Inc/The                                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      2715 | NS      | $89323.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Signal Peak CLO, LLC                              | Signal Peak CLO 1 LTD                                                            | CUSIP: 82666TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    470000 | PA      | $458410.74    | 0.11%             | 2034-04-17      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                       | Legacy Mortgage Asset Trust 2020-RPL1                                            | CUSIP: 52474HAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1215000 | PA      | $1030604.43   | 0.25%             | 2059-09-25      | Variable      | 3.25%                 | 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        |    806950 | PA      | $658567.48    | 0.16%             | 2026-12-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                    | CUSIP: 097023CF0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $971735.42    | 0.24%             | 2059-03-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                 | CUSIP: 91282CCD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10310000 | PA      | $10125950.42  | 2.46%             | 2023-05-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                     | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    770000 | PA      | $604811.90    | 0.15%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                 | CUSIP: 91282CEA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6710000 | PA      | $6467810.94   | 1.57%             | 2024-02-29      | Fixed         | 1.50%                 | 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        |    102443 | PA      | $82466.34     | 0.02%             | 2030-10-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                               | Braskem Netherlands Finance BV                                                   | CUSIP: 10554TAE5<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    705000 | PA      | $546139.81    | 0.13%             | 2050-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US ULTRA BOND CBT MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       262 | NC      | $-452190.23   | -0.11%            |  |  |  | No            |                  1 | 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        |     87360 | PA      | $66702.36     | 0.02%             | 2041-09-17      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                          | iHeartCommunications Inc                                                         | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    470000 | PA      | $399700.93    | 0.10%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                            | Credit Suisse Group AG                                                           | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $427045.85    | 0.10%             | 2026-06-05      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                          | Embraer Netherlands Finance BV                                                   | CUSIP: 29082HAB8<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |   1265000 | PA      | $1211237.50   | 0.29%             | 2027-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential Trust                                                       | CUSIP: 74333HAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $163723.96    | 0.04%             | 2038-07-17      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2019-RPL1 Trust                                                             | CUSIP: 36167CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315820 | PA      | $296191.89    | 0.07%             | 2068-10-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1385743.80   | 0.34%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                      | Comcast Corp                                                                     | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      3807 | NS      | $133130.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Financial Credit Card Master Trust        | Mercury Financial Credit Card Master Trust                                       | CUSIP: 58940BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $667838.57    | 0.16%             | 2026-03-20      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp                                                                    | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    395000 | PA      | $263220.87    | 0.06%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                        | Masco Corp                                                                       | CUSIP: 574599AT3<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    380000 | PA      | $415347.92    | 0.10%             | 2029-08-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                            | Aviation Capital Group LLC                                                       | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    240000 | PA      | $208938.78    | 0.05%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                   | Cemex SAB de CV                                                                  | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   4500000 | PA      | $3798157.05   | 0.92%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ascent Resources - Utica                          | Ascent Resources - Utica 2020 Fixed 2nd Lien Term Loan                           | CUSIP: 000000000<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | LON              | CORP              | US        |   1282000 | PA      | $1351228.00   | 0.33%             | 2025-11-01      | Floating      | 12.94%                | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                  | OneMain Financial Issuance Trust 2018-2                                          | CUSIP: 68269CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $343119.63    | 0.08%             | 2033-03-14      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| PELOTON INTERACTIVE INC                           | Peloton Interactive Inc                                                          | CUSIP: 70614WAB6<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |     90000 | PA      | $63710.10     | 0.02%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $196801.61    | 0.05%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9                    | CUSIP: 46639EAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1030000 | PA      | $973210.85    | 0.24%             | 2047-12-15      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                           | Jefferies Financial Group Inc                                                    | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1684213.90   | 0.41%             | 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        |    295500 | PA      | $235561.67    | 0.06%             | 2051-06-20      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                          | iHeartCommunications Inc                                                         | CUSIP: 45174HBE6<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    195000 | PA      | $165181.25    | 0.04%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACLN                   | JPMorgan Chase Bank NA - CACLN                                                   | CUSIP: 46591HBT6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    128876 | PA      | $123887.14    | 0.03%             | 2028-09-25      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                  | Antares Holdings LP                                                              | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    730000 | PA      | $590129.80    | 0.14%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                          | Celanese US Holdings LLC                                                         | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    310000 | PA      | $301208.85    | 0.07%             | 2029-07-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                 | DISH Network Corp                                                                | CUSIP: 25470MAD1<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $950555.00    | 0.23%             | 2024-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                              | Country Garden Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $317442.00    | 0.08%             | 2031-01-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2021-N3                                           | CUSIP: 14687GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    411182 | PA      | $397431.55    | 0.10%             | 2028-06-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                           | John Deere Capital Corp                                                          | CUSIP: 24422EVY2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    645000 | PA      | $603288.28    | 0.15%             | 2025-01-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LOGAN GROUP CO LTD                                | Logan Group Co Ltd                                                               | CUSIP: 000000000<br>LEI: 549300NJ0E6Q0S1VOG90 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $90072.00     | 0.02%             | 2026-12-14      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential Trust                                                       | CUSIP: 74333HAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    380000 | PA      | $315011.49    | 0.08%             | 2038-07-17      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    495000 | PA      | $431283.60    | 0.10%             | 2033-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2021-5 LLC                                                                  | CUSIP: 69358DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    869584 | PA      | $786668.93    | 0.19%             | 2026-06-25      | Variable      | 1.79%                 | 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        |   3865000 | PA      | $3481750.08   | 0.85%             | 2046-06-01      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                       | Netflix Inc                                                                      | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1408224.52   | 0.34%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                      | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $36944.00     | 0.01%             | 2027-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                      | Ares XLII Clo Ltd                                                                | CUSIP: 04016LAS6<br>LEI: 5493004S1FMDW7K3MU50 | Long             | ABS-CBDO         | CORP              | KY        |   2100000 | PA      | $2047634.40   | 0.50%             | 2028-01-22      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust      | American Credit Acceptance Receivables Trust 2021-3                              | CUSIP: 025286AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    675000 | PA      | $626606.35    | 0.15%             | 2027-11-15      | Fixed         | 1.34%                 | 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        |    315000 | PA      | $275075.36    | 0.07%             | 2033-03-05      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Verde CLO Ltd                                     | VERDE CLO Ltd                                                                    | CUSIP: 92338BAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    410000 | PA      | $402576.13    | 0.10%             | 2032-04-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                              | FirstKey Homes 2021-SFR2 Trust                                                   | CUSIP: 33767TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205000 | PA      | $168435.93    | 0.04%             | 2038-09-17      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                          | Microchip Technology Inc                                                         | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      1624 | NS      | $114086.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Vehicle Financing LLC                       | Hertz Vehicle Financing III LLC                                                  | CUSIP: 42806MAY5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    599000 | PA      | $571115.35    | 0.14%             | 2025-03-25      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                     | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    485000 | PA      | $419796.60    | 0.10%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                    | Synchrony Bank                                                                   | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    320000 | PA      | $315680.00    | 0.08%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                             | Uber Technologies Inc                                                            | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2965000 | PA      | $2583271.08   | 0.63%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EL PASO ENERGY CAP TRST                           | El Paso Energy Capital Trust I                                                   | CUSIP: 283678209<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5333 | NS      | $240193.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                 | Credit Acceptance Auto Loan Trust 2021-3                                         | CUSIP: 22535GAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    335000 | PA      | $302027.86    | 0.07%             | 2030-09-16      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                              | Western Digital Corp                                                             | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    810000 | PA      | $762793.20    | 0.19%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR3                                                   | CUSIP: 74333VAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $168776.82    | 0.04%             | 2026-05-17      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                          | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1018282.20   | 0.25%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                            | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    840000 | PA      | $684945.53    | 0.17%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AGFC Capital Trust I                              | AGFC Capital Trust I                                                             | CUSIP: 00846NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $161445.00    | 0.04%             | 2067-01-15      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                       | Hertz Vehicle Financing III LLC                                                  | CUSIP: 42806MAM1<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    935000 | PA      | $822477.43    | 0.20%             | 2026-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                          | EQT Corp                                                                         | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    840000 | PA      | $711846.37    | 0.17%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                     | UniCredit SpA                                                                    | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    405000 | PA      | $356347.35    | 0.09%             | 2032-06-19      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                            | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              |  | US        |    415000 | PA      | $410957.90    | 0.10%             | 2024-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Corp Trust 2013-PEMB                                      | CUSIP: 36197VAA6<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |    295000 | PA      | $267594.41    | 0.06%             | 2033-03-05      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                              | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $961441.80    | 0.23%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                               | Elevance Health Inc                                                              | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       225 | NS      | $115418.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC                              | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4539.55      | 0.00%             | 2030-03-01      | Fixed         | 4.25%                 | 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        |    795000 | PA      | $621499.80    | 0.15%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                   | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1175000 | PA      | $1033415.36   | 0.25%             | 2028-01-20      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                            | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $19257.50     | 0.00%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                               | Travel + Leisure Co                                                              | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    620000 | PA      | $505194.68    | 0.12%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                 | Sierra Timeshare 2019-3 Receivables Funding LLC                                  | CUSIP: 82652NAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93260 | PA      | $87786.74     | 0.02%             | 2036-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                          | Shimao Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    425000 | PA      | $78727.00     | 0.02%             | 2026-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BENTLEY SYSTEMS                                   | Bentley Systems Inc                                                              | CUSIP: 08265TAD1<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28490.00     | 0.01%             | 2027-07-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                 | Expedia Group Inc                                                                | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $131485.75    | 0.03%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                           | Procter & Gamble Co/The                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      1246 | NS      | $188843.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WENDYS FUNDING LLC                                | Wendy's Funding LLC                                                              | CUSIP: 95058XAK4<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    723975 | PA      | $584482.39    | 0.14%             | 2051-06-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                  | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84637.50     | 0.02%             | 2030-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                          | EQT Corp                                                                         | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45951.75     | 0.01%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                              | Lockheed Martin Corp                                                             | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       330 | NS      | $160541.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    762000 | PA      | $559887.36    | 0.14%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                          | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2075000 | PA      | $1778611.92   | 0.43%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                          | Snap Inc                                                                         | CUSIP: 83304AAF3<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    605000 | PA      | $422592.50    | 0.10%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                          | Stewart Information Services Corp                                                | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $869781.38    | 0.21%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FRTKL                                             | FRTKL 2021-SFR1                                                                  | CUSIP: 30322DAU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $107817.20    | 0.03%             | 2038-09-17      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                    | JPMorgan Chase Bank NA - CACLN                                                   | CUSIP: 46591HCF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    127482 | PA      | $118751.85    | 0.03%             | 2029-02-26      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                    | EPR Properties                                                                   | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    270000 | PA      | $195615.33    | 0.05%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                            | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    185000 | PA      | $165634.20    | 0.04%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                       | Hertz Vehicle Financing LLC                                                      | CUSIP: 42806MBG3<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    455000 | PA      | $419400.35    | 0.10%             | 2026-09-25      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| SLAM 2021-1 LLC                                   | Slam 2021-1 Ltd                                                                  | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1282273 | PA      | $1060875.74   | 0.26%             | 2046-06-15      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                   | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    170000 | PA      | $148396.40    | 0.04%             | 2030-02-01      | Fixed         | 4.30%                 | 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        |    475000 | PA      | $378256.94    | 0.09%             | 2051-07-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                       | Cummins Inc                                                                      | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       255 | NS      | $61783.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                                       | Netflix Inc                                                                      | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1219705.56   | 0.30%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Alta Wind Holdings LLC                            | Alta Wind Holdings LLC                                                           | CUSIP: 021345AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1128798 | PA      | $1115581.26   | 0.27%             | 2035-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                    | Microsoft Corp                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       578 | NS      | $138615.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2022-2                                       | CUSIP: 30166QAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $93711.24     | 0.02%             | 2028-07-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2710000 | PA      | $1497638.30   | 0.36%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| INVESCO CLO 2021-1, Ltd                           | Invesco CLO 2021-1 Ltd                                                           | CUSIP: 46090XAJ0<br>LEI: 25490016C8NV86EY2059 | Long             | ABS-CBDO         | CORP              | KY        |    365000 | PA      | $333621.68    | 0.08%             | 2034-04-15      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                             | Toorak Mortgage Corp 2021-1 Ltd                                                  | CUSIP: 89053BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1030000 | PA      | $974064.41    | 0.24%             | 2024-06-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2016-C                                          | CUSIP: 78449KAB6<br>LEI: 54930027GONY06ZX8P67 | Long             | ABS-O            | CORP              | US        |    229495 | PA      | $218544.05    | 0.05%             | 2034-09-15      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                          | Hess Midstream Operations LP                                                     | CUSIP: 428102AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $277614.23    | 0.07%             | 2026-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                               | American Tower Corp                                                              | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |       487 | NS      | $103175.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                 | General Motors Co                                                                | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1410156.64   | 0.34%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Aimco                                             | AIMCO CLO Series 2017-A                                                          | CUSIP: 00900CAS3<br>LEI: 549300MMTPNJGGRMPB33 | Long             | ABS-CBDO         | CORP              | KY        |   1005000 | PA      | $915448.47    | 0.22%             | 2034-04-20      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                         | Packaging Corp of America                                                        | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       443 | NS      | $56664.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jeld-Wen Inc                                      | JELD-WEN Inc                                                                     | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    140000 | PA      | $105373.80    | 0.03%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                          | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    700000 | PA      | $639023.78    | 0.16%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| 2020 CASH EXCH TRUST                              | 2020 Cash Mandatory Exchangeable Trust                                           | CUSIP: 901375105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1413 | NS      | $1616500.26   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                               | Travel + Leisure Co                                                              | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104399.91    | 0.03%             | 2027-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                          | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $90295.00     | 0.02%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                          | Scientific Games International Inc                                               | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28800.00     | 0.01%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                      | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    370000 | PA      | $34276.80     | 0.01%             | 2025-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                | Ally Financial Inc                                                               | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $939375.00    | 0.23%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                          | Brighthouse Financial Inc                                                        | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    434000 | PA      | $317473.91    | 0.08%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                      | Centene Corp                                                                     | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    625000 | PA      | $491125.00    | 0.12%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MED Trust                                         | Med Trust 2021-MDLN                                                              | CUSIP: 58403YAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $142852.70    | 0.03%             | 2038-11-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1020000 | PA      | $658012.20    | 0.16%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                      | Newmont Corp                                                                     | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      1730 | NS      | $81656.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                                | Ally Financial Inc                                                               | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1059968.75   | 0.26%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                     | Commonbond Student Loan Trust 2019-A-GS                                          | CUSIP: 20268CAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    252628 | PA      | $223180.79    | 0.05%             | 2047-01-25      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                    | Air Lease Corp                                                                   | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    985000 | PA      | $823184.11    | 0.20%             | 2026-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                     | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    915000 | PA      | $790904.45    | 0.19%             | 2027-11-24      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                   | NGPL PipeCo LLC                                                                  | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98849.10     | 0.02%             | 2037-12-15      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                              | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    545000 | PA      | $519031.02    | 0.13%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                      | Navient Corp                                                                     | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1129130.87   | 0.27%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                               | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $41414.85     | 0.01%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                         | BPR Trust 2022-STAR                                                              | CUSIP: 055980AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570000 | PA      | $560924.06    | 0.14%             | 2024-08-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp                                                                    | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    620000 | PA      | $442704.80    | 0.11%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2021-3 LLC                                                                  | CUSIP: 69357PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    694166 | PA      | $618857.00    | 0.15%             | 2026-04-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                     | DISH DBS Corp                                                                    | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $217725.30    | 0.05%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FRTKL                                             | FRTKL 2021-SFR1                                                                  | CUSIP: 30322DAS8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $120591.60    | 0.03%             | 2038-09-17      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| TIF Funding II LLC                                | TIF Funding II LLC                                                               | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    647108 | PA      | $536676.45    | 0.13%             | 2046-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                 | DISH Network Corp                                                                | CUSIP: 25470MAF6<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     75000 | PA      | $48008.25     | 0.01%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                             | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2905000 | PA      | $2377234.50   | 0.58%             | 2031-04-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                             | Uber Technologies Inc                                                            | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1363199.82   | 0.33%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL FUNDING LLC                            | GE Capital Funding LLC                                                           | CUSIP: 36166NAK9<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |    204000 | PA      | $193644.57    | 0.05%             | 2032-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                 | Expedia Group Inc                                                                | CUSIP: 30212PBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $562891.93    | 0.14%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NATURA COSMETICOS SA                              | Natura Cosmeticos SA                                                             | CUSIP: 63883KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    730000 | PA      | $595687.30    | 0.14%             | 2028-05-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                          | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    230000 | PA      | $48992.30     | 0.01%             | 2026-01-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                          | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1160000 | PA      | $1048523.70   | 0.25%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2021-1 LLC                                                                  | CUSIP: 693577AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    910846 | PA      | $851647.63    | 0.21%             | 2026-01-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                 | General Motors Co                                                                | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92452.85     | 0.02%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Aimco                                             | Aimco CLO 14 Ltd                                                                 | CUSIP: 00144GAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1940000 | PA      | $1784008.48   | 0.43%             | 2034-04-20      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                           | DCP Midstream Operating LP                                                       | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    530000 | PA      | $438378.90    | 0.11%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                           | BioMarin Pharmaceutical Inc                                                      | CUSIP: 09061GAH4<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    820000 | PA      | $870266.00    | 0.21%             | 2024-08-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                            | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    290000 | PA      | $139101.40    | 0.03%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                             | Micron Technology Inc                                                            | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1503349.77   | 0.37%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                       | Ovintiv Inc                                                                      | CUSIP: 012873AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $133048.32    | 0.03%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CAL Funding IV Ltd                                | CAL Funding IV Ltd                                                               | CUSIP: 12807CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    756181 | PA      | $653391.87    | 0.16%             | 2045-09-25      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                            | Southwestern Energy Co                                                           | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    130000 | PA      | $111096.70    | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                       | Walmart Inc                                                                      | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       820 | NS      | $116267.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BRASKEM NETHERLANDS                               | Braskem Netherlands Finance BV                                                   | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $170091.72    | 0.04%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                     | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1120000 | PA      | $767132.80    | 0.19%             | 2027-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                  | Coca-Cola Co/The                                                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      2233 | NS      | $142041.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARM FIN CO LLC                             | Teva Pharmaceutical Finance Co LLC                                               | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |    620000 | PA      | $545021.34    | 0.13%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                     | TopBuild Corp                                                                    | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    395000 | PA      | $320980.95    | 0.08%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR2 Trust                                             | CUSIP: 74333DAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    705000 | PA      | $596458.55    | 0.14%             | 2038-04-19      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    140000 | PA      | $113168.67    | 0.03%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                              | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAF5<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    280000 | PA      | $238155.40    | 0.06%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RDA9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $118882.48    | 0.03%             | 2024-09-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                              | Times China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $64844.00     | 0.02%             | 2026-03-22      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                 | Sierra Timeshare 2019-2 Receivables Funding LLC                                  | CUSIP: 82652MAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    142429 | PA      | $132967.69    | 0.03%             | 2036-05-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                          | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    855000 | PA      | $684684.00    | 0.17%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                             | Sixth Street CLO XVIII Ltd                                                       | CUSIP: 83012HAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    575000 | PA      | $539075.73    | 0.13%             | 2034-04-20      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Brex Inc                                          | Brex Commercial Charge Card Master Trust                                         | CUSIP: 05601DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    480000 | PA      | $474792.29    | 0.12%             | 2024-07-15      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                            | Credit Suisse Group AG                                                           | CUSIP: 225401AV0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    780000 | PA      | $710470.80    | 0.17%             | 2028-08-11      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | Commercial Mortgage Pass Through Certificates                                    | CUSIP: 12624NAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104817 | PA      | $89868.65     | 0.02%             | 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        |    200000 | PA      | $147097.74    | 0.04%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| BB-UBS Trust                                      | BB-UBS Trust                                                                     | CUSIP: 05490AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160755 | PA      | $156425.03    | 0.04%             | 2030-06-05      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| 510 Assets Backed Trust                           | 510 Asset Backed 2021-NPL1 Trust                                                 | CUSIP: 33835CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    901563 | PA      | $822468.25    | 0.20%             | 2061-06-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                    | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2215000 | PA      | $1865772.03   | 0.45%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LIVONGO HEALTH                                    | Livongo Health Inc                                                               | CUSIP: 539183AA1<br>LEI: 54930061HKCVF1H2O156 | Long             | DBT              | CORP              | US        |    485000 | PA      | $424559.30    | 0.10%             | 2025-06-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                             | Continental Resources Inc/OK                                                     | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    935000 | PA      | $692543.48    | 0.17%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                       | Ovintiv Inc                                                                      | CUSIP: 698900AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41984.17     | 0.01%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC BOR ESC                          | Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $163230.61    | 0.04%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                        | Masco Corp                                                                       | CUSIP: 574599AY2<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    213000 | PA      | $218041.45    | 0.05%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2021-P3                                           | CUSIP: 14687JAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    420000 | PA      | $334391.44    | 0.08%             | 2027-10-12      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                               | DT Auto Owner Trust 2021-3                                                       | CUSIP: 23344QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1380000 | PA      | $1209066.85   | 0.29%             | 2027-05-17      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co                                                              | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    750000 | PA      | $780772.89    | 0.19%             | 2027-11-05      | Fixed         | 5.85%                 | 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        |    215000 | PA      | $222316.88    | 0.05%             | 2028-10-16      | Fixed         | 8.71%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                | Alcon Finance Corp                                                               | CUSIP: 01400EAE3<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    395000 | PA      | $397006.05    | 0.10%             | 2032-12-06      | Fixed         | 5.38%                 | 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        |    315000 | PA      | $307197.64    | 0.07%             | 2032-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                  | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50513.79     | 0.01%             | 2027-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                          | Brighthouse Financial Inc                                                        | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1659627.60   | 0.40%             | 2030-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1328386.88   | 0.32%             | 2028-01-21      | Fixed         | 2.48%                 | 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        |    418059 | PA      | $341116.38    | 0.08%             | 2026-12-17      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                    | Air Lease Corp                                                                   | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    612000 | PA      | $572428.45    | 0.14%             | 2028-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WestRock MWV LLC                                  | WestRock MWV LLC                                                                 | CUSIP: 961548AY0<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    350000 | PA      | $393264.44    | 0.10%             | 2031-02-15      | Fixed         | 7.95%                 | 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        |    253810 | PA      | $242986.37    | 0.06%             | 2038-07-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2020-1                                                 | CUSIP: 89178WBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $81224.90     | 0.02%             | 2060-01-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                      | Business Jet Securities 2021-1 LLC                                               | CUSIP: 12327BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    111890 | PA      | $94833.39     | 0.02%             | 2036-04-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                              | Pertamina Persero PT                                                             | CUSIP: 69370PAA9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    870000 | PA      | $866987.01    | 0.21%             | 2044-05-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                   | Oaktree CLO 2019-2 Ltd                                                           | CUSIP: 67401UAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1930000 | PA      | $1824820.79   | 0.44%             | 2031-04-15      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2021-3                                         | CUSIP: 36263LAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    675000 | PA      | $603627.26    | 0.15%             | 2027-07-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                       | MetLife Inc                                                                      | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1479259.35   | 0.36%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                 | CUSIP: 91282CDV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12585000 | PA      | $12075209.21  | 2.93%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Madison Park XLIV                                 | Atrium XV                                                                        | CUSIP: 04965FAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    255000 | PA      | $238991.10    | 0.06%             | 2031-01-23      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                             | Owl Rock Capital Corp                                                            | CUSIP: 69121KAD6<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1367847.52   | 0.33%             | 2026-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-1B PTT                            | American Airlines 2017-1 Class B Pass Through Trust                              | CUSIP: 02378WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1121212 | PA      | $1054285.42   | 0.26%             | 2025-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                            | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $16773.68     | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $27094.00     | 0.01%             | 2025-01-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| General Electric Co                               | General Electric Co                                                              | CUSIP: 369604BQ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    165000 | PA      | $162103.01    | 0.04%             | 2023-03-15      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                           | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1710000 | PA      | $1045537.19   | 0.25%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                 | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16275000 | PA      | $14268597.66  | 3.46%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KUW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    284184 | PA      | $282762.76    | 0.07%             | 2042-04-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                      | Broadcom Inc                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       259 | NS      | $144814.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                           | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    340000 | PA      | $297330.00    | 0.07%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                 | DISH Network Corp                                                                | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $2568650.00   | 0.62%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US AIRWAYS 2012-1A PTT                            | US Airways 2012-1 Class A Pass Through Trust                                     | CUSIP: 90345WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    399883 | PA      | $386762.71    | 0.09%             | 2024-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                    | Open Text Corp                                                                   | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    315000 | PA      | $315000.00    | 0.08%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                             | DB Master Finance LLC                                                            | CUSIP: 233046AL5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    120938 | PA      | $110268.88    | 0.03%             | 2049-05-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                  | OneMain Financial Issuance Trust 2022-S1                                         | CUSIP: 68267HAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    380000 | PA      | $349980.76    | 0.08%             | 2035-05-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                          | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    300000 | PA      | $260013.00    | 0.06%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                              | Entegris Escrow Corp                                                             | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1180958.80   | 0.29%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US AIRWAYS 2012-2A PTT                            | US Airways 2012-2 Class A Pass Through Trust                                     | CUSIP: 90345WAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1064819 | PA      | $969894.64    | 0.24%             | 2025-06-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    265000 | PA      | $214105.46    | 0.05%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                           | Central China Real Estate Ltd                                                    | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $55962.00     | 0.01%             | 2024-08-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp                                                             | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      1109 | NS      | $1286440.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| INTESA SANPAOLO SPA                               | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    290000 | PA      | $213750.30    | 0.05%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Bill                                                      | CUSIP: 912796S34<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  10100000 | PA      | $10074959.98  | 2.45%             | 2023-01-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SINO OCEAN LAND IV                                | Sino-Ocean Land Treasure IV Ltd                                                  | CUSIP: 000000000<br>LEI: 213800EAGXDYG9QWS896 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $108440.00    | 0.03%             | 2029-08-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                | Home Depot Inc/The                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       303 | NS      | $95705.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                 | CUSIP: 91282CDM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9340000 | PA      | $8986101.61   | 2.18%             | 2023-11-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                            | Credit Suisse Group AG                                                           | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    360000 | PA      | $368592.18    | 0.09%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                      | Centene Corp                                                                     | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2490000 | PA      | $1948358.04   | 0.47%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                 | Iron Mountain Inc                                                                | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |   1215000 | PA      | $1059723.00   | 0.26%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                           | John Deere Capital Corp                                                          | CUSIP: 24422EVX4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    415000 | PA      | $399582.65    | 0.10%             | 2024-01-10      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                  | CARLYLE US CLO 2018-4 LTD                                                        | CUSIP: 14315RAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    370000 | PA      | $336962.33    | 0.08%             | 2031-01-20      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    630000 | PA      | $527798.43    | 0.13%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                          | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    410000 | PA      | $87658.00     | 0.02%             | 2025-01-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2020-H                                 | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95531 | PA      | $85736.37     | 0.02%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                   | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    405000 | PA      | $333001.88    | 0.08%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                                | Unity Software Inc                                                               | CUSIP: 91332UAB7<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |    570000 | PA      | $426645.00    | 0.10%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                 | Credit Acceptance Auto Loan Trust 2020-2                                         | CUSIP: 22535MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    525000 | PA      | $501929.93    | 0.12%             | 2029-11-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2020-A                                          | CUSIP: 78449UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     69207 | PA      | $63142.24     | 0.02%             | 2037-09-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                         | Block Inc                                                                        | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    735000 | PA      | $586474.88    | 0.14%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                               | Abbott Laboratories                                                              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      1003 | NS      | $110119.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                                | Ford Motor Co                                                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    550000 | PA      | $412467.94    | 0.10%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                         | BPR Trust 2021-NRD                                                               | CUSIP: 05592CAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    740000 | PA      | $650832.66    | 0.16%             | 2038-12-15      | Floating      | 11.20%                | No            |                  2 | On Loan: No      |
| Clarivate PLC                                     | Clarivate PLC                                                                    | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EC               | CORP              | JE        |       456 | NS      | $3803.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SINO OCEAN LAND IV                                | Sino-Ocean Land Treasure IV Ltd                                                  | CUSIP: 000000000<br>LEI: 213800EAGXDYG9QWS896 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $203800.00    | 0.05%             | 2030-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                      | Ecopetrol SA                                                                     | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    410000 | PA      | $313174.34    | 0.08%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                           | Fidelity National Information Services Inc                                       | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    335000 | PA      | $322680.09    | 0.08%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp                                                             | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3340000 | PA      | $3377944.54   | 0.82%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2021-B                                         | CUSIP: 00834DAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $90893.51     | 0.02%             | 2026-08-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LLC                   | Domino's Pizza Master Issuer LLC                                                 | CUSIP: 25755TAK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    134400 | PA      | $124265.16    | 0.03%             | 2048-07-25      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                       | Ovintiv Inc                                                                      | CUSIP: 292505AE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $311781.37    | 0.08%             | 2037-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                   | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     80000 | PA      | $66457.60     | 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        |     69050 | PA      | $52824.15     | 0.01%             | 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        |    675000 | PA      | $562816.01    | 0.14%             | 2038-08-17      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| S-JETS Limited                                    | S-Jets 2017-1 Ltd                                                                | CUSIP: 784309AA4<br>LEI: 635400FR77IW5YEET913 | Long             | ABS-O            | CORP              | BM        |   1315069 | PA      | $1019191.61   | 0.25%             | 2042-08-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust      | American Credit Acceptance Receivables Trust 2022-4                              | CUSIP: 02529XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $126581.51    | 0.03%             | 2029-02-15      | Fixed         | 7.86%                 | 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        |    100000 | PA      | $92718.56     | 0.02%             | 2047-12-15      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $2884520.11   | 0.70%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                             | Uber Technologies Inc                                                            | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    390000 | PA      | $390273.00    | 0.09%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                       | Legacy Mortgage Asset Trust 2020-GS5                                             | CUSIP: 52475JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    138604 | PA      | $136349.79    | 0.03%             | 2060-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                           | United Airlines 2020-1 Class A Pass Through Trust                                | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    497942 | PA      | $490487.32    | 0.12%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                  | SoFi Consumer Loan Program 2021-1 Trust                                          | CUSIP: 83407CAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $90616.83     | 0.02%             | 2030-09-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                     | CoreVest American Finance 2021-2 Trust                                           | CUSIP: 21873BAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $219326.34    | 0.05%             | 2054-07-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2021-A                                 | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    244801 | PA      | $211656.93    | 0.05%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                            | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |    710000 | PA      | $662375.82    | 0.16%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377REA8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    305000 | PA      | $273694.74    | 0.07%             | 2027-02-20      | Fixed         | 2.96%                 | 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        |   3345000 | PA      | $2553156.31   | 0.62%             | 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        |    780000 | PA      | $720727.80    | 0.17%             | 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        |    580000 | PA      | $368904.26    | 0.09%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                          | First Quantum Minerals Ltd                                                       | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   2680000 | PA      | $2514438.31   | 0.61%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                        | Deere & Co                                                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       289 | NS      | $123911.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2016-3                                                 | CUSIP: 89172YAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $231471.58    | 0.06%             | 2056-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                  | CSC Holdings LLC                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $1648781.25   | 0.40%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2085225.53   | 0.51%             | 2026-01-25      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                 | NatWest Group PLC                                                                | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    530000 | PA      | $523471.24    | 0.13%             | 2028-09-30      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                           | SBA Communications Corp                                                          | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    935000 | PA      | $777443.15    | 0.19%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Maps LTD                                          | MAPS 2021-1 Trust                                                                | CUSIP: 55292RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1542296 | PA      | $1249764.25   | 0.30%             | 2046-06-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                  | Duke Energy Corp                                                                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       865 | NS      | $89086.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW LLC/CDW FINANCE                               | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $178854.90    | 0.04%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                       | OCP CLO 2018-15 Ltd                                                              | CUSIP: 67112KAF6<br>LEI: 254900WK4JKXAXOKTL68 | Long             | ABS-CBDO         | CORP              | KY        |    255000 | PA      | $226353.56    | 0.05%             | 2031-07-20      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |       834 | NS      | $988290.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                       | Netflix Inc                                                                      | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    185000 | PA      | $178633.48    | 0.04%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                           | Central China Real Estate Ltd                                                    | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $86204.89     | 0.02%             | 2023-04-24      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | Athene Global Funding                                                            | CUSIP: 04685A3F6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1716056.96   | 0.42%             | 2025-01-07      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp                                                        | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1100779.39   | 0.27%             | 2030-07-15      | Fixed         | 8.88%                 | 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        |    275000 | PA      | $228662.39    | 0.06%             | 2059-11-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                               | FS KKR Capital Corp                                                              | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    780000 | PA      | $628812.30    | 0.15%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Foursight Capital Automobile Receivables Trust    | Foursight Capital Automobile Receivables Trust 2021-2                            | CUSIP: 35105UAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    335000 | PA      | $303352.62    | 0.07%             | 2027-09-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                              | FirstKey Homes 2021-SFR2 Trust                                                   | CUSIP: 33767TAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    315000 | PA      | $261009.50    | 0.06%             | 2038-09-17      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2019-4                                                 | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    676293 | PA      | $627965.83    | 0.15%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                          | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    530000 | PA      | $439701.92    | 0.11%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                       | MetLife Inc                                                                      | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2644409.85   | 0.64%             | 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        |    200000 | PA      | $52500.00     | 0.01%             | 2024-11-07      | Fixed         | 6.45%                 | 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        |    420000 | PA      | $358252.65    | 0.09%             | 2046-08-15      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                               | FS KKR Capital Corp                                                              | CUSIP: 302635AG2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    622000 | PA      | $551560.49    | 0.13%             | 2026-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freedom Financial                                 | FREED ABS Trust 2021-2                                                           | CUSIP: 35635CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $131094.18    | 0.03%             | 2028-06-19      | Fixed         | 1.94%                 | 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        |    635000 | PA      | $632529.98    | 0.15%             | 2028-08-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                          | iHeartCommunications Inc                                                         | CUSIP: 45174HBG1<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    540000 | PA      | $439743.60    | 0.11%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee             | VOLT XCIII LLC                                                                   | CUSIP: 92873CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    778940 | PA      | $700744.56    | 0.17%             | 2051-02-27      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                          | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    445000 | PA      | $95132.10     | 0.02%             | 2025-07-09      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                               | CUSIP: 225313AM7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    685000 | PA      | $561076.65    | 0.14%             | 2030-01-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                            | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              |  | US        |    575000 | PA      | $541119.54    | 0.13%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RDY7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    685000 | PA      | $620767.82    | 0.15%             | 2027-02-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                               | Travel + Leisure Co                                                              | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92934.86     | 0.02%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1399355.06   | 0.34%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2021-RPL1 Trust                                                             | CUSIP: 12660KAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    555355 | PA      | $523933.44    | 0.13%             | 2060-09-27      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| MED Trust                                         | Med Trust 2021-MDLN                                                              | CUSIP: 58403YAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $380021.20    | 0.09%             | 2038-11-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2017-1                                                 | CUSIP: 89173FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230000 | PA      | $214402.99    | 0.05%             | 2056-10-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                               | Travel + Leisure Co                                                              | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    870000 | PA      | $721465.24    | 0.18%             | 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        |    280000 | PA      | $206701.97    | 0.05%             | 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        |   3965000 | PA      | $3690861.17   | 0.90%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                 | Devon Energy Corp                                                                | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       332 | NS      | $20421.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                          | EQT Corp                                                                         | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    160000 | PA      | $150201.31    | 0.04%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                          | Hess Midstream Operations LP                                                     | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $470206.53    | 0.11%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                      | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    505000 | PA      | $524172.79    | 0.13%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                    | Starbucks Corp                                                                   | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      1468 | NS      | $145625.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $301080.00    | 0.07%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                          | OZLM XXIII Ltd                                                                   | CUSIP: 67112WAW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1835000 | PA      | $1682280.29   | 0.41%             | 2034-04-15      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                               | Emerson Electric Co                                                              | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       671 | NS      | $64456.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley BAML Trust                         | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11                      | CUSIP: 61762TAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    535000 | PA      | $527226.02    | 0.13%             | 2046-08-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HLDGS LTD                            | Shimao Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $37336.00     | 0.01%             | 2024-02-21      | Fixed         | 6.12%                 | 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        |    285000 | PA      | $270223.92    | 0.07%             | 2046-07-15      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1202000 | PA      | $881322.95    | 0.21%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                     | UniCredit SpA                                                                    | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $170503.59    | 0.04%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Freedom Financial                                 | FREED ABS Trust 2021-3FP                                                         | CUSIP: 30322MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    370000 | PA      | $336628.41    | 0.08%             | 2028-11-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| CLARIVATE PLC                                     | Clarivate PLC                                                                    | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EP               | CORP              | JE        |      8046 | NS      | $304782.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                  | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $1910346.83   | 0.46%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                             | Southwest Airlines Co                                                            | CUSIP: 844741BG2<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1393160.00   | 0.34%             | 2025-05-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                           | BioMarin Pharmaceutical Inc                                                      | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |   2205000 | PA      | $2369406.63   | 0.58%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO LTD                                | Shackleton 2017-X CLO Ltd                                                        | CUSIP: 81883DAS2<br>LEI: 549300IM8C0HSUTXDD32 | Long             | ABS-CBDO         | CORP              | KY        |    467354 | PA      | $460292.75    | 0.11%             | 2029-04-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2018-5                                                 | CUSIP: 89176VAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    495000 | PA      | $395741.12    | 0.10%             | 2058-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                         | College Ave Student Loans 2021-A LLC                                             | CUSIP: 19424KAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    320000 | PA      | $287093.02    | 0.07%             | 2051-07-25      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                         | CIM Trust 2021-NR2                                                               | CUSIP: 12565CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    476199 | PA      | $438153.39    | 0.11%             | 2059-07-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| ASHLAND LLC                                       | Ashland LLC                                                                      | CUSIP: 04433LAA0<br>LEI: 6O4MRU8C1MS0K34UQF79 | Long             | DBT              | CORP              | US        |    775000 | PA      | $619434.87    | 0.15%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                    | Morgan Stanley                                                                   | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      1063 | NS      | $90376.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp                                                        | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45413.53     | 0.01%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                       | Ovintiv Inc                                                                      | CUSIP: 292505AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $64398.38     | 0.02%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                      | Pioneer Natural Resources Co                                                     | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |       490 | NS      | $111911.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE US HOLDINGS LLC                          | Celanese US Holdings LLC                                                         | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    230000 | PA      | $218718.02    | 0.05%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $36827.42     | 0.01%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2021-3                                       | CUSIP: 30166AAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $907508.80    | 0.22%             | 2027-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                      | QUALCOMM Inc                                                                     | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      1166 | NS      | $128190.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                           | Central China Real Estate Ltd                                                    | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $54970.83     | 0.01%             | 2025-07-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                           | Sensata Technologies BV                                                          | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    615000 | PA      | $530437.50    | 0.13%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VIII Ltd                              | Elmwood CLO VIII Ltd                                                             | CUSIP: 29003EAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    340000 | PA      | $318666.70    | 0.08%             | 2034-01-20      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $109452.19    | 0.03%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2014-GC18                                           | CUSIP: 36252RBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255000 | PA      | $233448.96    | 0.06%             | 2047-01-10      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                         | Avnet Inc                                                                        | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $988037.70    | 0.24%             | 2032-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                   | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     55000 | PA      | $45648.49     | 0.01%             | 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        |    405000 | PA      | $72495.00     | 0.02%             | 2031-01-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                               | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $159807.24    | 0.04%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                    | VCAT 2021-NPL1 LLC                                                               | CUSIP: 91790CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    229594 | PA      | $216727.33    | 0.05%             | 2050-12-26      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                              | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4656.97      | 0.00%             | 2030-08-01      | Fixed         | 4.62%                 | 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        |     49625 | PA      | $43513.09     | 0.01%             | 2051-12-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AGILE GROUP HOLDINGS LTD                          | Agile Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |    630000 | PA      | $291488.40    | 0.07%             | 2025-10-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AIG CLO Ltd                                       | AIG CLO 2021-1 LLC                                                               | CUSIP: 00141YAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1090000 | PA      | $1006371.93   | 0.24%             | 2034-04-22      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR5 Trust                                             | CUSIP: 74333FAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $82805.17     | 0.02%             | 2038-07-17      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZH0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $2163165.33   | 0.53%             | 2025-01-24      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                          | Scientific Games International Inc                                               | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1392708.60   | 0.34%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                          | EQT Corp                                                                         | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159140.27    | 0.04%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                     | Aircastle Ltd                                                                    | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    460000 | PA      | $354200.00    | 0.09%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                         | Apple Inc                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       923 | NS      | $119925.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Merlin Aviation Holdings DAC                      | Merlin Aviation Holdings DAC                                                     | CUSIP: 59010RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    146012 | PA      | $111703.65    | 0.03%             | 2032-12-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Avon Products Inc                                 | Avon Products Inc                                                                | CUSIP: 054303AZ5<br>LEI: 5493007RY69UEB1F1B45 | Long             | DBT              | CORP              | US        |    880000 | PA      | $842512.00    | 0.20%             | 2043-03-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                           | Darling Ingredients Inc                                                          | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68425.00     | 0.02%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                            | FMG Resources August 2006 Pty Ltd                                                | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    430000 | PA      | $357623.90    | 0.09%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                          | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $332060.70    | 0.08%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                               | DT Auto Owner Trust 2021-2                                                       | CUSIP: 23345EAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305000 | PA      | $280123.29    | 0.07%             | 2027-02-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                    | PulteGroup Inc                                                                   | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1740730.56   | 0.42%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                            | Marlette Funding Trust 2021-2                                                    | CUSIP: 57108TAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $101666.75    | 0.02%             | 2031-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR4                                                   | CUSIP: 74333EAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $83415.30     | 0.02%             | 2038-05-17      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                             | Uber Technologies Inc                                                            | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120413.01    | 0.03%             | 2026-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                | Wendy's Funding LLC                                                              | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    261250 | PA      | $235320.42    | 0.06%             | 2048-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PENN MUTUAL LIFE INS CO                           | Penn Mutual Life Insurance Co/The                                                | CUSIP: 707567AA1<br>LEI: BIYXEJSLUQ3IWFUXX074 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1187147.16   | 0.29%             | 2034-06-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |   1810000 | PA      | $245037.80    | 0.06%             | 2025-04-16      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LLC                   | Domino's Pizza Master Issuer LLC                                                 | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1551375 | PA      | $1305080.26   | 0.32%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                          | First Quantum Minerals Ltd                                                       | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    615000 | PA      | $598604.24    | 0.15%             | 2025-04-01      | Fixed         | 7.50%                 | 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        |    210000 | PA      | $161545.55    | 0.04%             | 2053-04-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee             | VOLT XCII LLC                                                                    | CUSIP: 91835MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    299664 | PA      | $258574.13    | 0.06%             | 2051-02-27      | Variable      | 1.89%                 | 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        |   1345000 | PA      | $1065829.20   | 0.26%             | 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        |    200000 | PA      | $51557.92     | 0.01%             | 2025-07-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                 | CUSIP: 91282CBD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2560000 | PA      | $2560000.00   | 0.62%             | 2022-12-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee             | VOLT XCVI LLC                                                                    | CUSIP: 92873FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    461734 | PA      | $418587.02    | 0.10%             | 2051-03-27      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| MED Trust                                         | Med Trust 2021-MDLN                                                              | CUSIP: 58403YAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195000 | PA      | $184241.97    | 0.04%             | 2038-11-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2021-4 LLC                                                                  | CUSIP: 693583AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    179432 | PA      | $160669.57    | 0.04%             | 2026-04-25      | Variable      | 1.87%                 | 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        |   1155434 | PA      | $845649.35    | 0.21%             | 2046-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR7 Trust                                             | CUSIP: 74333PAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340000 | PA      | $261688.96    | 0.06%             | 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        |    200000 | PA      | $191293.84    | 0.05%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp                                                        | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     65000 | PA      | $71760.00     | 0.02%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR5 Trust                                             | CUSIP: 74333FAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    295000 | PA      | $245648.59    | 0.06%             | 2038-07-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                            | Anglo American Capital PLC                                                       | CUSIP: 034863BA7<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   1910000 | PA      | $1559533.68   | 0.38%             | 2031-03-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2021-2                                       | CUSIP: 30166RAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    815000 | PA      | $759836.73    | 0.18%             | 2026-11-16      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                   | T-Mobile US Inc                                                                  | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      2517 | NS      | $352380.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                             | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34304.62     | 0.01%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2021-1                                         | CUSIP: 36261AAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1975000 | PA      | $1865106.66   | 0.45%             | 2027-01-15      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                    | CarVal CLO I Ltd                                                                 | CUSIP: 146865AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    305000 | PA      | $273028.99    | 0.07%             | 2031-07-16      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2014-1 A PTT                           | United Airlines 2014-1 Class A Pass Through Trust                                | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    994801 | PA      | $924240.43    | 0.22%             | 2026-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WAVE 2017-1 LLC                                   | WAVE 2017-1 Trust                                                                | CUSIP: 94353WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    557563 | PA      | $420965.67    | 0.10%             | 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        |    705000 | PA      | $728066.07    | 0.18%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-2B PTT                            | American Airlines 2017-2 Class B Pass Through Trust                              | CUSIP: 02377DAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    708529 | PA      | $636653.30    | 0.15%             | 2025-10-15      | Fixed         | 3.70%                 | No            |                  2 | 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        |    170000 | PA      | $108310.77    | 0.03%             | 2069-12-16      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                    | Var Energi ASA                                                                   | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    355000 | PA      | $361603.63    | 0.09%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                            | Rockford Tower CLO 2018-1 Ltd                                                    | CUSIP: 77342JAA1<br>LEI: 549300KPFGDIQ0PMP224 | Long             | ABS-CBDO         | CORP              | KY        |    895000 | PA      | $879981.90    | 0.21%             | 2031-05-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                            | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    355000 | PA      | $170398.01    | 0.04%             | 2028-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 292480AJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $850709.60    | 0.21%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                               | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1503866.08   | 0.37%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                            | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              |  | US        |    505000 | PA      | $484168.75    | 0.12%             | 2025-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SPLUNK INC                                        | Splunk Inc                                                                       | CUSIP: 848637AF1<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |    465000 | PA      | $392367.00    | 0.10%             | 2027-06-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                           | Central China Real Estate Ltd                                                    | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |    205000 | PA      | $58144.15     | 0.01%             | 2024-07-16      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                    | Merck & Co Inc                                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      1029 | NS      | $114167.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                     | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1125000 | PA      | $857812.50    | 0.21%             | 2028-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                       | Netflix Inc                                                                      | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    915000 | PA      | $927379.95    | 0.23%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    715000 | PA      | $699527.40    | 0.17%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2021-2 LLC                                                                  | CUSIP: 69359UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350853 | PA      | $323024.02    | 0.08%             | 2026-03-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2012-LC4 Mortgage Trust                                                     | CUSIP: 126192AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    153306 | PA      | $153019.91    | 0.04%             | 2044-12-10      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                   | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    230000 | PA      | $189474.00    | 0.05%             | 2050-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC                                   | Spotify USA Inc                                                                  | CUSIP: 84921RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $434700.00    | 0.11%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2965000 | PA      | $2685740.73   | 0.65%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Aimco                                             | Aimco CLO 12 Ltd                                                                 | CUSIP: 00140LAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    605000 | PA      | $593356.17    | 0.14%             | 2032-01-17      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                           | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    695000 | PA      | $618930.26    | 0.15%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                       | Netflix Inc                                                                      | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194000.00    | 0.05%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Altice USA Inc                                    | Altice USA Inc                                                                   | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |    138910 | NS      | $638986.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreVest American Finance Trust                   | CoreVest American Finance 2021-3 Trust                                           | CUSIP: 21873NAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $113420.04    | 0.03%             | 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        |    490000 | PA      | $379098.30    | 0.09%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                            | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    390000 | PA      | $188982.30    | 0.05%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                              | FirstKey Homes 2022-SFR2 Trust                                                   | CUSIP: 33767PAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $262863.06    | 0.06%             | 2039-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2021-2                                         | CUSIP: 36261XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    725000 | PA      | $657732.54    | 0.16%             | 2027-04-15      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2021-RPL4 Trust                                                             | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1305586 | PA      | $1161966.54   | 0.28%             | 2060-12-27      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377REK6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $120530.64    | 0.03%             | 2027-08-20      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                 | Ares Capital Corp                                                                | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $1680516.52   | 0.41%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                              | JetBlue Airways Corp                                                             | CUSIP: 477143AP6<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |    245000 | PA      | $178623.88    | 0.04%             | 2026-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                           | Bristol-Myers Squibb Co                                                          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      1122 | NS      | $80727.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CIFC Funding Ltd                                  | CIFC Funding 2018-I Ltd                                                          | CUSIP: 12551RAG3<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |    503000 | PA      | $455417.21    | 0.11%             | 2031-04-18      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                | Ally Financial Inc                                                               | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1146000 | PA      | $1183068.83   | 0.29%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                            | Credit Suisse Group AG                                                           | CUSIP: 225401AY4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1045000 | PA      | $981097.37    | 0.24%             | 2026-07-15      | Fixed         | 6.37%                 | 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        |    606363 | PA      | $548086.16    | 0.13%             | 2061-04-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    265000 | PA      | $261318.83    | 0.06%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR4                                                   | CUSIP: 74333EAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $104372.30    | 0.03%             | 2038-05-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                          | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $98796.60     | 0.02%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN                               | Genm Capital Labuan Ltd                                                          | CUSIP: 37231BAA6<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |    925000 | PA      | $688706.05    | 0.17%             | 2031-04-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                              | Times China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $32502.00     | 0.01%             | 2027-01-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-3 B PTT                           | American Airlines 2016-3 Class B Pass Through Trust                              | CUSIP: 023771S41<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340430 | PA      | $302411.04    | 0.07%             | 2025-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                               | Go Daddy Operating Co LLC / GD Finance Co Inc                                    | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1010000 | PA      | $845563.85    | 0.21%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                | Aqua Finance Trust 2021-A                                                        | CUSIP: 03842VAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $134683.63    | 0.03%             | 2046-07-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-27

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

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer