# EDGAR Filing Document

**Accession Number:** 0000917469
**File Stem:** 0001410368-25-031111
**Filing Date:** 2025-11
**Character Count:** 311629
**Document Hash:** b0f4994b808d234b6d47a5c014ffc4de
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-031111.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0001410368-25-031111

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20250930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08282
- **FILM NUMBER:** 251522573

**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           |

## 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:** 2025-09-30

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $463324190.91

**Total Liabilities:** $4889025.32

**Net Assets:** $458435165.59

**Cash Not Reported:** $1107423.92

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -357.65000000 | **1-Year:** -10070.23000000 | **5-Year:** -52261.69000000 | **10-Year:** -52530.02000000 | **30-Year:** -7950.72000000

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

- **3-Month:** -312.88000000 | **1-Year:** -7674.49000000 | **5-Year:** -18243.40000000 | **10-Year:** -7757.57000000 | **30-Year:** -1467.65000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018126 | 0.17%                | 1.74%                | 0.57%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $74669.04                | $-166369.02                                |
| Month 2  | $-182006.62              | $3891209.95                                |
| Month 3  | $-2851893.78             | $5072074.13                                |

**Designated Index Information**

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

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                          | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| American Credit Acceptance Receivables Trust  | American Credit Acceptance Receivables Trust 2024-4                             | CUSIP: 024945AG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201243.80    | 0.04%             | 2031-08-12      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                    | DaVita Inc 2025 Term Loan B                                                     | CUSIP: 23918VBC7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | LON              | CORP              | US        |   1047345 | PA      | $1048759.01   | 0.23%             | 2031-05-09      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                          | Matador Resources Co                                                            | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35334.92     | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance Plc          | Trafigura Securitisation Finance PLC                                            | CUSIP: 892725AW2<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |    995000 | PA      | $995150.25    | 0.22%             | 2027-11-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                     | Ball Corp                                                                       | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1703111.93   | 0.37%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                 | Boeing Co/The                                                                   | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1306105.05   | 0.28%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                         | Time Warner Cable LLC                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1503178.19   | 0.33%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                          | Republic of Uzbekistan International Bond                                       | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   1570000 | PA      | $1687812.80   | 0.37%             | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                       | CarMax Auto Owner Trust 2022-1                                                  | CUSIP: 14317CAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99094.10     | 0.02%             | 2028-07-17      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust               | Republic Finance Issuance Trust 2024-B                                          | CUSIP: 76042GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $178159.80    | 0.04%             | 2037-11-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                       | Energean Israel Finance Ltd                                                     | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    400000 | PA      | $382773.86    | 0.08%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                    | Progress Residential 2021-SFR3                                                  | CUSIP: 74333VAJ3<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $237689.04    | 0.05%             | 2026-05-17      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| HCA INC                                       | HCA Inc                                                                         | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    770000 | PA      | $799325.20    | 0.17%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DILLARDS INC                                  | Dillard's Inc                                                                   | CUSIP: 254063AU4<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1047642.25   | 0.23%             | 2026-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                     | Nelnet Student Loan Trust 2021-B                                                | CUSIP: 64034QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230000 | PA      | $205474.69    | 0.04%             | 2062-04-20      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Focus Brands Funding LLC                      | FOCUS Brands Funding                                                            | CUSIP: 34417RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245625 | PA      | $260983.10    | 0.06%             | 2053-10-30      | Fixed         | 8.24%                 | No            |                  2 | On Loan: No      |
| Volofin Finance Designated Activity Company   | Volofin Finance Designated Activity Co                                          | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    411727 | PA      | $419738.80    | 0.09%             | 2037-06-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                    | Navient Student Loan Trust                                                      | CUSIP: 63942TAC9<br>LEI: 549300761SV59SBM0Z40 | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $291720.48    | 0.06%             | 2072-03-15      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| Recette CLO LLC                               | Recette Clo Ltd                                                                 | CUSIP: 75620TAZ1<br>LEI: 549300392I5L5XOJ0016 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249759.00    | 0.05%             | 2034-04-20      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                          | Flutter Financing BV 2024 Term Loan B                                           | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |   1409074 | PA      | $1403085.84   | 0.31%             | 2030-11-30      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                    | Navient Private Education Refi Loan Trust 2021-A                                | CUSIP: 63942BAB0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $80680.19     | 0.02%             | 2069-05-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                      | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1002942.78   | 0.22%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                      | Foundation Finance Trust 2025-1                                                 | CUSIP: 35040WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    320000 | PA      | $321012.48    | 0.07%             | 2050-04-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                    | Progress Residential 2021-SFR7 Trust                                            | CUSIP: 74333PAL1<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $93219.96     | 0.02%             | 2040-08-17      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                        | US 10YR FUT OPTN OCT25P 100                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       635 | NC      | $635.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                      | Kaisa Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    293162 | PA      | $5496.79      | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust         | Westlake Automobile Receivables Trust 2023-1                                    | CUSIP: 96042XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $205368.70    | 0.04%             | 2028-11-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                      | Discovery Communications LLC                                                    | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32333.20     | 0.01%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RUBRIK INC                                    | Rubrik Inc                                                                      | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |    233000 | PA      | $235679.50    | 0.05%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                      | MSCI Inc                                                                        | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    575000 | PA      | $579760.40    | 0.13%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                       | SCF Equipment Leasing 2024-1 LLC                                                | CUSIP: 783896AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $103128.30    | 0.02%             | 2032-09-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                          | Bank of America Corp                                                            | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1168839.68   | 0.25%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                  | CSMC 2014-USA OA LLC                                                            | CUSIP: 12649AAL3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $78975.00     | 0.02%             | 2037-09-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                           | Turkiye Government International Bond                                           | CUSIP: 900123DR8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    745000 | PA      | $749559.40    | 0.16%             | 2035-09-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| HCA INC                                       | HCA Inc                                                                         | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1090886.37   | 0.24%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                      | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    670000 | PA      | $678056.75    | 0.15%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                             | PRPM 2024-5 LLC                                                                 | CUSIP: 69381KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104349 | PA      | $104369.71    | 0.02%             | 2029-09-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                        | Northern Oil & Gas Inc                                                          | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115172.50    | 0.03%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds          | Chile Government International Bonds                                            | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1035000 | PA      | $639474.75    | 0.14%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                      | Kaisa Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    351795 | PA      | $4837.18      | 0.00%             | 2030-12-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC            | Compass Datacenters Issuer II LLC                                               | CUSIP: 20469CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    420000 | PA      | $425902.68    | 0.09%             | 2050-05-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| QXO INC                                       | QXO Inc                                                                         | CUSIP: 82846H504<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EP               | CORP              | US        |      1250 | NS      | $68737.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                        | US 5YR FUTR OPTN OCT25C 110                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -490 | NC      | $-3828.37     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MATADOR RESOURCES CO                          | Matador Resources Co                                                            | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178594.33    | 0.04%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust           | Exeter Automobile Receivables Trust 2023-3                                      | CUSIP: 301989AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $163711.33    | 0.04%             | 2029-04-16      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                  | UBS Group AG                                                                    | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $1102850.00   | 0.24%             | 2033-08-12      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corporation           | Six Flags Entertainment Corporation 2024 Term Loan B                            | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |    237000 | PA      | $235281.75    | 0.05%             | 2031-05-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                      | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1375000 | PA      | $1368685.41   | 0.30%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                       | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1705000 | PA      | $1738183.84   | 0.38%             | 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        |     21527 | PA      | $21353.10     | 0.00%             | 2037-11-20      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                         | Uber Technologies Inc                                                           | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    275000 | PA      | $272505.26    | 0.06%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SINO-OCEAN GP HLDS LTD                        | Sino-Ocean Group Holding Ltd                                                    | CUSIP: 000000000<br>LEI: 529900OLNN3N4AB8ME83 | Long             | DBT              | CORP              | HK        |    464698 | PA      | $3485.24      | 0.00%             | 2027-03-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                             | Post Holdings Inc                                                               | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    325000 | PA      | $303631.00    | 0.07%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                       | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              |  | US        |    385000 | PA      | $346373.68    | 0.08%             | 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        |    249823 | PA      | $223906.37    | 0.05%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                             | PRPM 2024-7 LLC                                                                 | CUSIP: 74448LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    246540 | PA      | $246619.24    | 0.05%             | 2029-11-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                       | Turkiye Government Bond                                                         | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  64150000 | PA      | $1526730.83   | 0.33%             | 2026-08-12      | Fixed         | 36.00%                | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                 | AppLovin Corp                                                                   | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    270000 | PA      | $279308.43    | 0.06%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                         | Sixth Street CLO XVIII Ltd                                                      | CUSIP: 83012HAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    525000 | PA      | $526075.20    | 0.11%             | 2038-10-17      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                      | Shimao Group Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |   1128244 | PA      | $62888.32     | 0.01%             | 2026-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                      | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $73334.06     | 0.02%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                         | Molina Healthcare Inc                                                           | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    660000 | PA      | $598901.82    | 0.13%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                           | Avantor Funding Inc                                                             | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    255000 | PA      | $250832.66    | 0.05%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                         | Freedom Mortgage Holdings LLC                                                   | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    120000 | PA      | $127626.24    | 0.03%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| SBA Senior Finance II LLC                     | SBA Senior Finance II LLC 2024 Term Loan B                                      | CUSIP: 78404XAJ4<br>LEI: 549300PVT2ADFWMYEW87 | Long             | LON              | CORP              | US        |    464035 | PA      | $465404.05    | 0.10%             | 2031-01-25      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Thrust Engine Leasing                         | Thrust Engine Leasing 2021 DAC                                                  | CUSIP: 88603UAA7<br>LEI: 254900X0E0PUM0VQBP74 | Long             | ABS-O            | CORP              | US        |    210209 | PA      | $206569.55    | 0.05%             | 2040-07-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| KYRGYZ REP INTL BOND                          | Kyrgyz Republic International Bond                                              | CUSIP: 50158LAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |    615000 | PA      | $619692.45    | 0.14%             | 2030-06-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                      | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1025000 | PA      | $648486.18    | 0.14%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                         | Mexico Government International Bond                                            | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1555000 | PA      | $1550335.00   | 0.34%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                        | Guidewire Software Inc                                                          | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |    185000 | PA      | $215159.26    | 0.05%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                      | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1285531.87   | 0.28%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                  | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    915000 | PA      | $791626.56    | 0.17%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                           | Axon Enterprise Inc                                                             | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87490.16     | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                       | SCF Equipment Leasing 2024-1 LLC                                                | CUSIP: 783896AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $104765.50    | 0.02%             | 2033-06-21      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                      | Kaisa Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    175897 | PA      | $3737.81      | 0.00%             | 2028-12-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kapitus Asset Securitization LLC              | Kapitus Asset Securitization IV LLC                                             | CUSIP: 48555MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    355000 | PA      | $356602.26    | 0.08%             | 2031-09-10      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| WIX LTD                                       | Wix.com Ltd                                                                     | CUSIP: 92940WAE9<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | IL        |     96000 | PA      | $104832.00    | 0.02%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                       | Canadian Natural Resources Ltd                                                  | CUSIP: 136385BC4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   2220000 | PA      | $2260959.64   | 0.49%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                    | Affirm Asset Securitization Trust 2024-X2                                       | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     44460 | PA      | $44599.31     | 0.01%             | 2029-12-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                      | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1080000 | PA      | $986346.18    | 0.22%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                           | Reach ABS Trust 2025-1                                                          | CUSIP: 75525PAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $117189.95    | 0.03%             | 2032-08-16      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                           | SoftBank Group Corp                                                             | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $391608.00    | 0.09%             | 2028-07-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                          | Republic of Uzbekistan International Bond                                       | CUSIP: 91822Q2J5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    550000 | PA      | $591811.00    | 0.13%             | 2032-05-25      | Fixed         | 6.95%                 | 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        |    488709 | PA      | $483913.29    | 0.11%             | 2053-01-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                         | Amrize Finance US LLC                                                           | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    350000 | PA      | $360547.88    | 0.08%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd               | Benefit Street Partners Clo XXXVII Ltd                                          | CUSIP: 08182TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    420000 | PA      | $421281.00    | 0.09%             | 2038-01-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                      | Brookfield Asset Management Ltd                                                 | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $209400.17    | 0.05%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust           | Exeter Automobile Receivables Trust 2023-5                                      | CUSIP: 30168DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    680000 | PA      | $706950.64    | 0.15%             | 2030-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING LLC                    | Vivint Solar Financing V LLC                                                    | CUSIP: 92854VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255241 | PA      | $243922.53    | 0.05%             | 2048-04-30      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| iHeartMedia Inc                               | iHeartMedia Inc                                                                 | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34625 | NS      | $99373.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DCP MIDSTREAM OPERATING                       | DCP Midstream Operating LP                                                      | CUSIP: 26439XAH6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    575000 | PA      | $606651.91    | 0.13%             | 2036-11-03      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust            | Willis Engine Structured Trust VII                                              | CUSIP: 97064YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    469207 | PA      | $485666.78    | 0.11%             | 2048-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust | JP Morgan Chase Commercial Mortgage Securities Trust 2025-BMS                   | CUSIP: 46596CAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $199541.80    | 0.04%             | 2042-01-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                      | Shimao Group Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |     10300 | PA      | $431.47       | 0.00%             | 2031-07-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                          | Republic of Uzbekistan International Bond                                       | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    300000 | PA      | $365822.95    | 0.08%             | 2029-02-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC              | Planet Fitness Master Issuer LLC                                                | CUSIP: 72703PAC7<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    320450 | PA      | $307264.12    | 0.07%             | 2049-12-05      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                    | Fiserv Inc                                                                      | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    465000 | PA      | $466724.06    | 0.10%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                            | Energy Transfer LP                                                              | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    435000 | PA      | $475797.98    | 0.10%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                             | PRPM 2025-2 LLC                                                                 | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97840 | PA      | $98195.33     | 0.02%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                          | Republic of Uzbekistan International Bond                                       | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    705000 | PA      | $853753.62    | 0.19%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust           | Exeter Automobile Receivables Trust 2022-6                                      | CUSIP: 30168AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     94897 | PA      | $95286.93     | 0.02%             | 2028-05-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                              | T-Mobile USA Inc                                                                | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    605000 | PA      | $594170.80    | 0.13%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                               | Fair Isaac Corp                                                                 | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    675000 | PA      | $683399.14    | 0.15%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                       | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252955.88    | 0.06%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                    | LAD Auto Receivables Trust 2024-1                                               | CUSIP: 501689AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102282.07    | 0.02%             | 2029-06-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust              | OneMain Financial Issuance Trust 2021-1                                         | CUSIP: 68269MAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    345000 | PA      | $323114.27    | 0.07%             | 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: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $278744.66    | 0.06%             | 2070-02-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                        | First Brands Group LLC 2021 Term Loan                                           | CUSIP: 31935HAD9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |    290000 | PA      | $102019.10    | 0.02%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                         | Quikrete Holdings Inc                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1429464.72   | 0.31%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC              | Planet Fitness Master Issuer LLC                                                | CUSIP: 72703PAF0<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    287100 | PA      | $292759.06    | 0.06%             | 2054-06-05      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                      | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |   1245000 | PA      | $1253213.50   | 0.27%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                         | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    595000 | PA      | $671581.43    | 0.15%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust               | Prestige Auto Receivables Trust 2023-2                                          | CUSIP: 74113VAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $103998.23    | 0.02%             | 2029-08-15      | Fixed         | 7.71%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                      | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    245000 | PA      | $233923.35    | 0.05%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Battalion Oil Corp                            | Battalion Oil Corp                                                              | CUSIP: 07134L107<br>LEI: 3XHTN2NNIMMPORDAMJ28 | Long             | EC               | CORP              | US        |       939 | NS      | $1136.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LOGAN GROUP CO LTD                            | Logan Group Co Ltd                                                              | CUSIP: 000000000<br>LEI: 549300NJ0E6Q0S1VOG90 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $33408.00     | 0.01%             | 2025-07-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                       | Energean Israel Finance Ltd                                                     | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    960000 | PA      | $943056.00    | 0.21%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                      | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAH5<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    655000 | PA      | $671468.34    | 0.15%             | 2028-05-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                      | Kaisa Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    553067 | PA      | $10370.01     | 0.00%             | 2032-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                      | Sunac China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    203967 | PA      | $30085.13     | 0.01%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                       | HCA Inc                                                                         | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    855000 | PA      | $823846.14    | 0.18%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee         | VOLT XCVII LLC                                                                  | CUSIP: 91835EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50127 | PA      | $50118.58     | 0.01%             | 2051-04-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                    | Australia Government Bonds                                                      | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   2795000 | PA      | $1560289.63   | 0.34%             | 2031-11-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC              | Planet Fitness Master Issuer LLC                                                | CUSIP: 72703PAE3<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |     96500 | PA      | $89947.30     | 0.02%             | 2051-12-05      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                  | Broadcom Inc                                                                    | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61450.83     | 0.01%             | 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      | $159053.75    | 0.03%             | 2037-09-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                              | T-Mobile USA Inc                                                                | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $529809.81    | 0.12%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                      | Kaisa Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    494435 | PA      | $5562.39      | 0.00%             | 2032-12-28      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                 | EchoStar Corp                                                                   | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   6237370 | PA      | $6862167.35   | 1.50%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| EURONET WORLDWIDE INC                         | Euronet Worldwide Inc                                                           | CUSIP: 298736AM1<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |    117000 | PA      | $111442.50    | 0.02%             | 2030-10-01      | Fixed         | 0.62%                 | 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      | $428836.49    | 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      | $105040.11    | 0.02%             | 2059-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                    | Affirm Asset Securitization Trust 2024-A                                        | CUSIP: 00834BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    335000 | PA      | $336253.91    | 0.07%             | 2029-02-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                   | BioMarin Pharmaceutical Inc                                                     | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     18635 | NS      | $1009271.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                      | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    105000 | PA      | $106467.86    | 0.02%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                            | Aqua Finance Trust 2019-A                                                       | CUSIP: 038370AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     86138 | PA      | $84474.60     | 0.02%             | 2040-07-16      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                       | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    600000 | PA      | $718131.57    | 0.16%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REMIC FUNDING TRUST 98-1                      | Redwood Funding Trust 2025-1                                                    | CUSIP: 757912AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    607518 | PA      | $607821.93    | 0.13%             | 2055-05-27      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds           | Oman Government International Bonds                                             | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $204841.09    | 0.04%             | 2028-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC             | Sierra Timeshare 2023-3 Receivables Funding LLC                                 | CUSIP: 826944AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    108313 | PA      | $111726.27    | 0.02%             | 2040-09-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                 | ZF North America Capital Inc                                                    | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    510000 | PA      | $488277.47    | 0.11%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                      | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    310000 | PA      | $317993.45    | 0.07%             | 2030-05-30      | Fixed         | 5.38%                 | 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      | $1103877.44   | 0.24%             | 2059-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                   | Aker BP ASA                                                                     | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    565000 | PA      | $555384.01    | 0.12%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust         | Westlake Automobile Receivables Trust 2025-1                                    | CUSIP: 96043VAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $203878.20    | 0.04%             | 2030-11-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                          | Glencore Funding LLC                                                            | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1249125.39   | 0.27%             | 2028-10-06      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                           | Sprint Capital Corp                                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    875000 | PA      | $1065998.33   | 0.23%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                | Home Partners of America 2021-2 Trust                                           | CUSIP: 43732VAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    796381 | PA      | $771879.11    | 0.17%             | 2026-12-17      | Fixed         | 2.85%                 | 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        |     85390 | PA      | $81334.11     | 0.02%             | 2030-10-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                       | NYMT Loan Trust Series 2024-BPL3                                                | CUSIP: 67119RAA5<br>LEI: 254900Q6RDCV3HGA6340 | Long             | ABS-MBS          | CORP              | US        |    315000 | PA      | $315358.22    | 0.07%             | 2039-09-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                           | HINNT 2024-A LLC                                                                | CUSIP: 40472QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46875 | PA      | $47767.43     | 0.01%             | 2043-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                 | Aircastle Ltd                                                                   | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    245000 | PA      | $255511.70    | 0.06%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                      | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co   | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    705000 | PA      | $719953.05    | 0.16%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                             | Brown & Brown Inc                                                               | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185157.27    | 0.04%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds    | Philippines Government International Bonds                                      | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    600000 | PA      | $429444.00    | 0.09%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                | Home Partners of America 2021-1 Trust                                           | CUSIP: 437300AJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     82493 | PA      | $72081.61     | 0.02%             | 2041-09-17      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                           | Synchrony Financial                                                             | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    635000 | PA      | $658197.95    | 0.14%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                      | AT&T Inc                                                                        | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1235913.98   | 0.27%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                    | Progress Residential Trust                                                      | CUSIP: 74333HAL9<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $195774.36    | 0.04%             | 2038-07-17      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                 | DISH DBS Corp                                                                   | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2710000 | PA      | $2597914.40   | 0.57%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                      | iHeartCommunications Inc                                                        | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    489500 | PA      | $406612.97    | 0.09%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LP                         | Citadel Securities LP 2024 First Lien Term Loan                                 | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |    213922 | PA      | $214271.00    | 0.05%             | 2031-10-31      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| SINO-OCEAN GP HLDS LTD                        | Sino-Ocean Group Holding Ltd                                                    | CUSIP: 000000000<br>LEI: 529900OLNN3N4AB8ME83 | Long             | DBT              | CORP              | HK        |    188026 | PA      | $24421.76     | 0.01%             | 2033-03-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GCAT                                          | GCAT 2019-RPL1 Trust                                                            | CUSIP: 36167CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    152638 | PA      | $148740.58    | 0.03%             | 2068-10-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                    | Leidos Inc                                                                      | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166221.30    | 0.04%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                 | Carnival Corp                                                                   | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    395000 | PA      | $400895.76    | 0.09%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                    | Leidos Inc                                                                      | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    320000 | PA      | $331560.23    | 0.07%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LYFT INC                                      | Lyft Inc                                                                        | CUSIP: 55087PAE4<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |     63000 | PA      | $76009.50     | 0.02%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                               | Cemex SAB de CV                                                                 | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   2325000 | PA      | $2206538.93   | 0.48%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TYLER TECHNOLOGIES INC                        | Tyler Technologies Inc                                                          | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |    123000 | PA      | $134992.50    | 0.03%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                         | Micron Technology Inc                                                           | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    660000 | PA      | $705169.23    | 0.15%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                      | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAN2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    595000 | PA      | $608036.50    | 0.13%             | 2030-04-01      | Fixed         | 5.10%                 | 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        |    366240 | PA      | $355271.49    | 0.08%             | 2047-12-15      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                          | Republic of Uzbekistan International Bond                                       | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    100000 | PA      | $121940.99    | 0.03%             | 2029-02-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                  | Yuzhou Group Holdings Co Ltd                                                    | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    115810 | PA      | $3263.53      | 0.00%             | 2029-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust         | Mission Lane Credit Card Master Trust                                           | CUSIP: 60510MBA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $387840.80    | 0.08%             | 2029-08-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                  | Ford Credit Auto Lease Trust 2023-B                                             | CUSIP: 34529NAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201924.00    | 0.04%             | 2028-06-15      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                      | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    945000 | PA      | $1012288.00   | 0.22%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                          | Glencore Funding LLC                                                            | CUSIP: 378272BL1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1272600.50   | 0.28%             | 2033-05-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                       | Jefferies Financial Group Inc                                                   | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1780626.11   | 0.39%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                       | Sensata Technologies BV                                                         | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $201239.20    | 0.04%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING                         | PK Alift Loan Funding 3 LP                                                      | CUSIP: 69291VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    193559 | PA      | $198085.71    | 0.04%             | 2039-09-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                              | Antares Holdings LP                                                             | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    730000 | PA      | $709809.99    | 0.15%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ATLX Trust                                    | ATLX 2024-RPL2 Trust                                                            | CUSIP: 049919AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    267272 | PA      | $257624.76    | 0.06%             | 2063-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                  | Broadcom Inc                                                                    | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $1884520.90   | 0.41%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                          | Country Garden Holdings Co Ltd                                                  | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $63090.00     | 0.01%             | 2031-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                         | Directv Financing LLC / Directv Financing Co-Obligor Inc                        | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $624082.50    | 0.14%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LOGAN GROUP CO LTD                            | Logan Group Co Ltd                                                              | CUSIP: 000000000<br>LEI: 549300NJ0E6Q0S1VOG90 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $33720.00     | 0.01%             | 2026-12-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lex Commercial Loan Master Trust              | LEX 2024-BBG Mortgage Trust                                                     | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100713.30    | 0.02%             | 2033-10-13      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                    | Progress Residential Trust                                                      | CUSIP: 74333HAJ4<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    380000 | PA      | $371978.81    | 0.08%             | 2038-07-17      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                   | Trimble Inc                                                                     | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1069607.04   | 0.23%             | 2033-03-15      | Fixed         | 6.10%                 | 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        |   2645000 | PA      | $1992065.88   | 0.43%             | 2046-06-01      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| HCA INC                                       | HCA Inc                                                                         | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    310000 | PA      | $317995.03    | 0.07%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                 | Carnival Corp                                                                   | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    130000 | PA      | $128141.73    | 0.03%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance Plc          | Trafigura Securitisation Finance PLC                                            | CUSIP: 892725AZ5<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |    200000 | PA      | $200787.40    | 0.04%             | 2027-11-15      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                           | Otis Worldwide Corp                                                             | CUSIP: 68902VAS6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121417.28    | 0.03%             | 2035-09-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                        | US LONG BOND(CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -67 | NC      | $-163447.44   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| HUB INTERNATIONAL LIMITED                     | HUB International Limited 2025 Term Loan B                                      | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    268950 | PA      | $269277.90    | 0.06%             | 2030-06-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                 | TRANSDIGM INC 2025 TERM LOAN K                                                  | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    161566 | PA      | $161371.83    | 0.04%             | 2030-03-22      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd               | Benefit Street Partners CLO XXVIII Ltd                                          | CUSIP: 08179KAQ6<br>LEI: 549300VHDAICRAGZNJ35 | Long             | ABS-CBDO         | CORP              | JE        |    970000 | PA      | $973126.31    | 0.21%             | 2037-10-20      | Floating      | 6.03%                 | 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      | $182700.00    | 0.04%             | 2033-03-05      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| ITRON INC                                     | Itron Inc                                                                       | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |    157000 | PA      | $179922.00    | 0.04%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                          | FirstKey Homes 2021-SFR2 Trust                                                  | CUSIP: 33767TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205000 | PA      | $198603.61    | 0.04%             | 2038-09-17      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                               | DR Horton Inc                                                                   | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    325000 | PA      | $336959.49    | 0.07%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                               | CLI Funding VIII LLC                                                            | CUSIP: 12572DAA2<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |    473918 | PA      | $469823.88    | 0.10%             | 2050-06-21      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                          | Western Digital Corp                                                            | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    176000 | PA      | $175897.27    | 0.04%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                    | Progress Residential 2021-SFR3                                                  | CUSIP: 74333VAL8<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $198125.62    | 0.04%             | 2026-05-17      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                 | Aircastle Ltd                                                                   | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    740000 | PA      | $777621.05    | 0.17%             | 2028-07-18      | Fixed         | 6.50%                 | 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      | $202740.00    | 0.04%             | 2067-01-15      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                          | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1125866.11   | 0.25%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                                  | DoorDash Inc                                                                    | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |    159000 | PA      | $180703.50    | 0.04%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                            | Bausch + Lomb Corp                                                              | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15632.81     | 0.00%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                      | EQT Corp                                                                        | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    840000 | PA      | $785462.29    | 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      | $411313.95    | 0.09%             | 2032-06-19      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                 | Carnival Corp                                                                   | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    795000 | PA      | $809054.01    | 0.18%             | 2032-08-01      | Fixed         | 5.75%                 | 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      | $249275.00    | 0.05%             | 2033-03-05      | Variable      | 3.67%                 | 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        |   1845000 | PA      | $1699048.47   | 0.37%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds    | Philippines Government International Bonds                                      | CUSIP: 718286DH7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    800000 | PA      | $852145.16    | 0.19%             | 2050-02-04      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                           | Travel + Leisure Co                                                             | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    620000 | PA      | $598992.66    | 0.13%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                          | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    280000 | PA      | $270631.65    | 0.06%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                | TD SYNNEX Corp                                                                  | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    655000 | PA      | $696341.15    | 0.15%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                           | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    285000 | PA      | $281438.68    | 0.06%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                      | Sunac China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    101736 | PA      | $15260.40     | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                      | Kaisa Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    117264 | PA      | $2638.44      | 0.00%             | 2026-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                          | Republic of Uzbekistan International Bond                                       | CUSIP: 91822QVX2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    335000 | PA      | $360188.15    | 0.08%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                    | Evergy Inc                                                                      | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     93000 | PA      | $116854.50    | 0.03%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                        | Aviation Capital Group LLC                                                      | CUSIP: 05369AAP6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    810000 | PA      | $861499.88    | 0.19%             | 2028-10-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                           | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    840000 | PA      | $861298.84    | 0.19%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                             | L3Harris Technologies Inc                                                       | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    875000 | PA      | $912046.22    | 0.20%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VIII Ltd                          | Elmwood CLO VIII Ltd                                                            | CUSIP: 29003EAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    340000 | PA      | $342210.68    | 0.07%             | 2037-04-20      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                            | Steel Dynamics Inc                                                              | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    515000 | PA      | $526236.25    | 0.11%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                       | NYMT Loan Trust 2024-CP1                                                        | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    253639 | PA      | $235362.97    | 0.05%             | 2068-02-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                         | Mineral Resources Ltd                                                           | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     25000 | PA      | $25482.35     | 0.01%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                          | Bank of America Corp                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    757000 | PA      | $657208.90    | 0.14%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                      | Stewart Information Services Corp                                               | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1016731.48   | 0.22%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC           | Compass Datacenters Issuer III LLC                                              | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    430000 | PA      | $438907.45    | 0.10%             | 2050-02-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                | EPR Properties                                                                  | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    270000 | PA      | $249187.44    | 0.05%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST               | Stream Innovations 2024-1 Issuer Trust                                          | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     66803 | PA      | $69519.27     | 0.02%             | 2044-07-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| BX Trust                                      | BX Trust 2025-VLT7                                                              | CUSIP: 123913AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    580000 | PA      | $581212.78    | 0.13%             | 2044-07-15      | Floating      | 6.15%                 | 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      | $424070.69    | 0.09%             | 2051-07-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                        | Choice Hotels International Inc                                                 | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    195000 | PA      | $199434.47    | 0.04%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                              | Sensata Technologies Inc                                                        | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24128.90     | 0.01%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                       | Central China Real Estate Ltd                                                   | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |    190000 | PA      | $5724.70      | 0.00%             | 2025-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                          | Targa Resources Corp                                                            | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    235000 | PA      | $239123.44    | 0.05%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                        | Motorola Solutions Inc                                                          | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1817887.69   | 0.40%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust         | Mission Lane Credit Card Master Trust                                           | CUSIP: 60510MBK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $390594.05    | 0.09%             | 2030-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Alta Wind Holdings LLC                        | Alta Wind Holdings LLC                                                          | CUSIP: 021345AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1077198 | PA      | $1027560.43   | 0.22%             | 2035-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GITSIT Mortgage Loan Trust                    | GITSIT Mortgage Loan Trust 2025-NPL1                                            | CUSIP: 375926AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    888435 | PA      | $890848.15    | 0.19%             | 2055-02-25      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                              | CSC Holdings LLC                                                                | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2710000 | PA      | $950794.29    | 0.21%             | 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      | $364109.40    | 0.08%             | 2034-04-15      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                      | Medline Borrower LP/Medline Co-Issuer Inc                                       | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $589607.68    | 0.13%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                      | Viper Energy Partners LLC                                                       | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    935000 | PA      | $950633.20    | 0.21%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                | VCAT 2025-NPL3 LLC                                                              | CUSIP: 92243QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    669135 | PA      | $669837.62    | 0.15%             | 2055-02-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                   | Extended Stay America Trust 2025-ESH                                            | CUSIP: 30227TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100000.00    | 0.02%             | 2042-10-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                 | Carnival Corp                                                                   | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     61000 | PA      | $136239.54    | 0.03%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust         | Westlake Automobile Receivables Trust 2024-2                                    | CUSIP: 96042YAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101671.70    | 0.02%             | 2030-04-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                             | Herc Holdings Inc Term Loan B                                                   | CUSIP: 000000000<br>LEI: 549300TP80QLITMSBP82 | Long             | LON              | CORP              | US        |    180000 | PA      | $180675.00    | 0.04%             | 2032-06-02      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                      | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     60000 | PA      | $58562.92     | 0.01%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                               | Cemex SAB de CV                                                                 | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $209100.00    | 0.05%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                | Sunnova Helios XIII Issuer LLC                                                  | CUSIP: 86745CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    564090 | PA      | $523848.28    | 0.11%             | 2051-02-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                  | SM Energy Co                                                                    | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    455000 | PA      | $457180.82    | 0.10%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                       | Light & Wonder International Inc                                                | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30791.13     | 0.01%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                              | RCO IX Mortgage LLC 2025-2                                                      | CUSIP: 754930AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    903405 | PA      | $906568.37    | 0.20%             | 2030-04-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC                 | Truist Insurance Holdings LLC 2024 Term Loan B                                  | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    268231 | PA      | $267812.52    | 0.06%             | 2031-05-06      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                            | Energy Transfer LP                                                              | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    335000 | PA      | $345914.13    | 0.08%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                 | UniCredit SpA                                                                   | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $201634.12    | 0.04%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                      | Brighthouse Financial Inc                                                       | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    434000 | PA      | $345913.01    | 0.08%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust             | Credit Acceptance Auto Loan Trust 2024-1                                        | CUSIP: 22537GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $169805.21    | 0.04%             | 2034-07-17      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                     | Boeing Co/The                                                                   | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    896000 | PA      | $914262.42    | 0.20%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                | Air Lease Corp                                                                  | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    985000 | PA      | $972039.33    | 0.21%             | 2026-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                      | Sunac China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    307434 | PA      | $46115.10     | 0.01%             | 2029-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SLAM LLC                                      | SLAM 2025-1 Ltd                                                                 | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    249881 | PA      | $257595.66    | 0.06%             | 2050-05-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| NGPL PipeCo LLC                               | NGPL PipeCo LLC                                                                 | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |     95000 | PA      | $109619.90    | 0.02%             | 2037-12-15      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Bills                                                             | CUSIP: 912797NU7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   3315000 | PA      | $3284493.88   | 0.72%             | 2025-12-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kestrel Aircraft Funding Limited              | Kestrel Aircraft Funding Ltd                                                    | CUSIP: 49255PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     69237 | PA      | $69145.61     | 0.02%             | 2038-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                      | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    455000 | PA      | $414510.42    | 0.09%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                          | Blue Owl Finance LLC                                                            | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1242737.48   | 0.27%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC                         | Whistler Pipeline LLC                                                           | CUSIP: 96337RAB8<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    225000 | PA      | $233906.97    | 0.05%             | 2031-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                     | BPR Trust 2022-STAR                                                             | CUSIP: 055980AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570000 | PA      | $569931.14    | 0.12%             | 2039-08-15      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                 | DISH DBS Corp                                                                   | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $267421.87    | 0.06%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust             | Credit Acceptance Auto Loan Trust 2024-2                                        | CUSIP: 22536VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220000 | PA      | $227936.85    | 0.05%             | 2034-10-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                          | Glencore Funding LLC                                                            | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2905000 | PA      | $2664572.00   | 0.58%             | 2031-04-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                                   | Datadog Inc                                                                     | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |    243000 | PA      | $240570.00    | 0.05%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EverBright Solar Trust                        | EverBright Solar Trust 2024-A                                                   | CUSIP: 29977FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    276699 | PA      | $258572.02    | 0.06%             | 2054-06-22      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                              | RCO VIII Mortgage LLC 2025-3                                                    | CUSIP: 74939GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    457772 | PA      | $458810.51    | 0.10%             | 2030-05-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                      | Sunac China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    144767 | PA      | $21761.38     | 0.00%             | 2030-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                         | Wells Fargo & Co                                                                | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1207581.51   | 0.26%             | 2036-09-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                 | Boeing Co/The                                                                   | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    295000 | PA      | $326112.52    | 0.07%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                      | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    703000 | PA      | $702018.12    | 0.15%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                | OWN Equipment Fund II LLC                                                       | CUSIP: 690912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    308960 | PA      | $311281.22    | 0.07%             | 2033-09-26      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC      | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RKJ2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $253915.25    | 0.06%             | 2028-04-20      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust  | American Credit Acceptance Receivables Trust 2023-4                             | CUSIP: 02530CAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $518685.00    | 0.11%             | 2030-09-12      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Aimco                                         | Aimco CLO 14 Ltd                                                                | CUSIP: 00144GAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1940000 | PA      | $1940000.00   | 0.42%             | 2034-04-20      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                | Sunnova Helios X Issuer LLC                                                     | CUSIP: 86744WAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    560329 | PA      | $199835.73    | 0.04%             | 2049-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                       | DCP Midstream Operating LP                                                      | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    530000 | PA      | $483002.39    | 0.11%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                           | Axon Enterprise Inc                                                             | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    165000 | PA      | $169459.53    | 0.04%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd                      | Sunac China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | EC               | CORP              | KY        |     46580 | NS      | $10167.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                      | iHeartCommunications Inc                                                        | CUSIP: 45174HBK2<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    120000 | PA      | $94257.60     | 0.02%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                              | CSC Holdings LLC                                                                | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $130055.07    | 0.03%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC          | PRET 2025-NPL6 LLC                                                              | CUSIP: 740936AA7<br>LEI: 2549004EWBYQ3J21FL07 | Long             | ABS-O            | CORP              | US        |    297838 | PA      | $296830.57    | 0.06%             | 2055-06-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Labrador Aviation Finance Limited             | Labrador Aviation Finance Ltd 2016-1A                                           | CUSIP: 50543LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     97387 | PA      | $94948.36     | 0.02%             | 2042-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust          | Castlelake Aircraft Securitization Trust 2018-1                                 | CUSIP: 14856CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    208094 | PA      | $200899.61    | 0.04%             | 2043-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                          | Glencore Funding LLC                                                            | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   3165000 | PA      | $3487816.39   | 0.76%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                      | Western Midstream Operating LP                                                  | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105642.05    | 0.02%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CAL Funding IV Ltd                            | CAL Funding IV Ltd                                                              | CUSIP: 12807CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    535288 | PA      | $510405.10    | 0.11%             | 2045-09-25      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                      | Kaisa Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    293162 | PA      | $5496.79      | 0.00%             | 2031-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                      | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1173000 | PA      | $1074761.25   | 0.23%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                         | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    115000 | PA      | $122150.36    | 0.03%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                                | Cloudflare Inc                                                                  | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |     67000 | PA      | $76078.50     | 0.02%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NOVA LTD                                      | Nova Ltd                                                                        | CUSIP: 66982MAA2<br>LEI: 529900B2DSWE5V3SC292 | Long             | DBT              | CORP              | IL        |     97000 | PA      | $116607.96    | 0.03%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC            | CyrusOne Data Centers Issuer I LLC                                              | CUSIP: 23284BAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330000 | PA      | $320543.85    | 0.07%             | 2049-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                           | DT Auto Owner Trust 2023-3                                                      | CUSIP: 23345WAD7<br>LEI: 549300XVMF0FUK76JG97 | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $399285.43    | 0.09%             | 2029-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                 | UniCredit SpA                                                                   | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $368574.37    | 0.08%             | 2032-06-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                         | Civitas Resources Inc                                                           | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    185000 | PA      | $191597.93    | 0.04%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| VStrong Auto Receivables Trust                | VStrong Auto Receivables Trust 2024-A                                           | CUSIP: 92891PAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $104129.00    | 0.02%             | 2030-07-15      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                    | LAD Auto Receivables Trust 2024-3                                               | CUSIP: 505709AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101015.77    | 0.02%             | 2030-03-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TEREX CORPORATION                             | Terex Corporation 2025 Term Loan                                                | CUSIP: 88078FBQ0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | LON              | CORP              | US        |    154612 | PA      | $154767.11    | 0.03%             | 2031-10-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FRESHPET INC                                  | Freshpet Inc                                                                    | CUSIP: 358039AB1<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | DBT              | CORP              | US        |     71000 | PA      | $79804.00     | 0.02%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN CO LLC                         | Teva Pharmaceutical Finance Co LLC                                              | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |    690000 | PA      | $722485.20    | 0.16%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                         | Freedom Mortgage Holdings LLC                                                   | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62889.00     | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                       | Royal Caribbean Cruises Ltd                                                     | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    440000 | PA      | $442565.95    | 0.10%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                        | US ULTRA BOND CBT DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -48 | NC      | $-147436.80   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                       | HCA Inc                                                                         | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5227.37      | 0.00%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                 | TopBuild Corp                                                                   | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    395000 | PA      | $370292.83    | 0.08%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust | BHG Securitization Trust 2024-1CON                                              | CUSIP: 08862HAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    163950 | PA      | $168453.25    | 0.04%             | 2035-04-17      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| BX Trust                                      | BX Trust 2025-VLT6                                                              | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1983582.00   | 0.43%             | 2042-03-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                   | Paychex Inc                                                                     | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    320000 | PA      | $335002.28    | 0.07%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                       | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    140000 | PA      | $139890.91    | 0.03%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust      | Castlelake Aircraft Structured Trust 2019-1                                     | CUSIP: 14855MAA6<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |    150723 | PA      | $148912.92    | 0.03%             | 2039-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                      | Apollo Global Management Inc                                                    | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |      1800 | NS      | $126504.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS INC                                  | Synopsys Inc                                                                    | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    645000 | PA      | $650953.87    | 0.14%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VStrong Auto Receivables Trust                | VStrong Auto Receivables Trust 2024-A                                           | CUSIP: 92891PAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101452.75    | 0.02%             | 2030-07-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust | BHG Securitization Trust 2023-B                                                 | CUSIP: 08862GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    356758 | PA      | $372839.37    | 0.08%             | 2036-12-17      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                 | AppLovin Corp                                                                   | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    470000 | PA      | $480812.92    | 0.10%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                          | Times China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $13400.00     | 0.00%             | 2026-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                | Whirlpool Corp                                                                  | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144701.47    | 0.03%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                            | Subway Funding LLC                                                              | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1027238 | PA      | $1041639.37   | 0.23%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust   | AASET 2024-2 Ltd                                                                | CUSIP: 00038QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    971847 | PA      | $997114.31    | 0.22%             | 2049-09-16      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ROC Securities Trust                          | Roc Mortgage Trust 2024-RTL1                                                    | CUSIP: 77118UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    730000 | PA      | $734078.15    | 0.16%             | 2039-10-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                         | Toorak Mortgage Trust 2024-RRTL1                                                | CUSIP: 89054YAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $130702.65    | 0.03%             | 2039-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                 | TransDigm Inc 2023 Term Loan J                                                  | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     98503 | PA      | $98439.07     | 0.02%             | 2031-02-28      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                      | Icon Investments Six DAC                                                        | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $209940.45    | 0.05%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                           | Commercial Mortgage Pass Through Certificates                                   | CUSIP: 12624NAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67954 | PA      | $66000.73     | 0.01%             | 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      | $146950.00    | 0.03%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC      | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RJA3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $103783.44    | 0.02%             | 2030-06-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                 | Boeing Co/The                                                                   | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |      5924 | NS      | $412132.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARM FNC NL II                          | Teva Pharmaceutical Finance Netherlands II BV                                   | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    610000 | PA      | $807349.55    | 0.18%             | 2029-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                | VCAT 2025-NPL1 LLC                                                              | CUSIP: 921962AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    285502 | PA      | $286113.54    | 0.06%             | 2055-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                 | DISH DBS Corp                                                                   | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2215000 | PA      | $2176446.37   | 0.47%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                      | Foundation Finance Trust 2025-1                                                 | CUSIP: 35040WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    445000 | PA      | $451654.09    | 0.10%             | 2050-04-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                         | Continental Resources Inc/OK                                                    | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1111045.63   | 0.24%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                      | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc       | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $186648.22    | 0.04%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                                             | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24665000 | PA      | $24699685.16  | 5.39%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC          | PRET 2025-NPL3 LLC                                                              | CUSIP: 74143HAA3<br>LEI: 254900UGRYVHG7BY6M45 | Long             | ABS-O            | CORP              | US        |    327325 | PA      | $327285.12    | 0.07%             | 2055-04-25      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                             | L3Harris Technologies Inc                                                       | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1362708.78   | 0.30%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC           | Hilton Grand Vacations Borrower LLC 2021 Term Loan B                            | CUSIP: 43283LAH4<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |     26934 | PA      | $26890.07     | 0.01%             | 2028-08-02      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORPORATION                           | Novelis Corporation 2025 Term Loan B                                            | CUSIP: 67000LAB8<br>LEI: 549300ZJQN1PEAT42X90 | Long             | LON              | CORP              | US        |    794363 | PA      | $795531.09    | 0.17%             | 2032-03-11      | Floating      | 5.75%                 | 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      | $222216.41    | 0.05%             | 2028-10-16      | Fixed         | 8.71%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC                    | Applebee's Funding LLC / IHOP Funding LLC                                       | CUSIP: 03789XAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1510000 | PA      | $1526667.38   | 0.33%             | 2055-06-07      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                           | COMM 2024-CBM Mortgage Trust                                                    | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101866.85    | 0.02%             | 2041-12-10      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust | BHG Securitization Trust 2025-1CON                                              | CUSIP: 08860AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    128289 | PA      | $128871.50    | 0.03%             | 2036-04-17      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                | Home Partners of America 2021-2 Trust                                           | CUSIP: 43732VAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    412583 | PA      | $399659.75    | 0.09%             | 2026-12-17      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                            | Steel Dynamics Inc                                                              | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206759.37    | 0.05%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust  | American Credit Acceptance Receivables Trust 2025-1                             | CUSIP: 02528DAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $202527.12    | 0.04%             | 2031-08-12      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                      | Kaisa Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    293162 | PA      | $5496.79      | 0.00%             | 2029-12-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                   | Extended Stay America Trust 2021-ESH                                            | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    636673 | PA      | $636673.45    | 0.14%             | 2038-07-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                   | Hologic Inc                                                                     | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    375000 | PA      | $362096.85    | 0.08%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                   | Extended Stay America Trust 2025-ESH                                            | CUSIP: 30227TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100000.00    | 0.02%             | 2042-10-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                         | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    765000 | PA      | $805282.91    | 0.18%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST               | Stream Innovations 2024-2 Issuer Trust                                          | CUSIP: 86324EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230675 | PA      | $233624.34    | 0.05%             | 2045-02-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                           | Ashtead Capital Inc                                                             | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1855076.56   | 0.40%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC          | PRET 2025-NPL8 LLC                                                              | CUSIP: 69392EAA8<br>LEI: 254900EZKI569P0YE486 | Long             | ABS-O            | CORP              | US        |    745810 | PA      | $748389.32    | 0.16%             | 2055-08-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                | Var Energi ASA                                                                  | CUSIP: 92212WAG5<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $212661.30    | 0.05%             | 2035-05-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                         | Open Text Corporation 2023 Term Loan B                                          | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |    972493 | PA      | $971209.38    | 0.21%             | 2030-01-31      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                      | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    645000 | PA      | $682795.43    | 0.15%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                   | MetLife Inc                                                                     | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1489644.46   | 0.32%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| EQT CORP                                      | EQT Corp                                                                        | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    330000 | PA      | $359285.35    | 0.08%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DK CROWN HOLDINGS INC                         | DK Crown Holdings Inc 2025 Term Loan B                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    557200 | PA      | $556158.04    | 0.12%             | 2032-03-04      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                     | Boeing Co/The                                                                   | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    789000 | PA      | $755700.91    | 0.16%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                   | Hertz Vehicle Financing III LLC                                                 | CUSIP: 42806MCJ6<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    255000 | PA      | $258495.80    | 0.06%             | 2027-06-25      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                       | United Rentals North America Inc                                                | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1143805.30   | 0.25%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Funding, LLC                  | Jack in the Box Funding LLC                                                     | CUSIP: 466365AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    286500 | PA      | $283999.94    | 0.06%             | 2049-08-25      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                      | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $90830.75     | 0.02%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                      | JH North America Holdings Inc                                                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    775000 | PA      | $793812.35    | 0.17%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                     | IQVIA Inc 2025 Incremental Term Loan B5                                         | CUSIP: 44969CBP4<br>LEI: 549300PLWY28YB00C717 | Long             | LON              | CORP              | US        |    481487 | PA      | $483533.20    | 0.11%             | 2031-01-02      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds          | Chile Government International Bonds                                            | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1185000 | PA      | $1245020.25   | 0.27%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MTRIALS INC                 | SOLSTICE ADVANCED MTRIALS INC TERM LOAN B                                       | CUSIP: 000000000<br>LEI: 2138004GZ4H9TW6HK435 | Long             | LON              | CORP              | US        |    765000 | PA      | $765481.95    | 0.17%             | 2032-09-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REMIC FUNDING TRUST 98-1                      | Redwood Funding Trust 2023-1                                                    | CUSIP: 75806CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220106 | PA      | $219368.11    | 0.05%             | 2059-07-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                | Carvana Auto Receivables Trust 2024-N3                                          | CUSIP: 14687WAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $303189.00    | 0.07%             | 2030-12-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                       | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   3080000 | PA      | $2298635.11   | 0.50%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust           | New Residential Mortgage Loan Trust 2024-RTL1                                   | CUSIP: 64831PAA3<br>LEI: 213800CVLC5IFCJL6C96 | Long             | ABS-MBS          | CORP              | US        |    580000 | PA      | $584377.72    | 0.13%             | 2039-03-25      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                         | Helmerich & Payne Inc                                                           | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1714708.92   | 0.37%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                      | Kaisa Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    234530 | PA      | $4397.44      | 0.00%             | 2029-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sunrun Demeter Issuer LLC                     | Sunrun Demeter Issuer 2021-2 LLC                                                | CUSIP: 86772HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80464 | PA      | $72357.93     | 0.02%             | 2057-01-30      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust | BHG Securitization Trust 2024-1CON                                              | CUSIP: 08862HAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102561.78    | 0.02%             | 2035-04-17      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                      | Foundation Finance Trust 2023-2                                                 | CUSIP: 35042RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    103982 | PA      | $108743.13    | 0.02%             | 2049-06-15      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                       | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    134000 | PA      | $131617.82    | 0.03%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                      | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    140000 | PA      | $111693.40    | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                      | JH North America Holdings Inc                                                   | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    545000 | PA      | $553346.47    | 0.12%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC            | CyrusOne Data Centers Issuer I LLC                                              | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102401.00    | 0.02%             | 2050-02-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| ADVANCED ENERGY IND                           | Advanced Energy Industries Inc                                                  | CUSIP: 007973AE0<br>LEI: 549300756XI3QLFT2U27 | Long             | DBT              | CORP              | US        |     81000 | PA      | $112144.50    | 0.02%             | 2028-09-15      | Fixed         | 2.50%                 | 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      | $381914.29    | 0.08%             | 2035-05-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust | JP Morgan Chase Commercial Mortgage Securities Trust 2025-BMS                   | CUSIP: 46596CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $299422.20    | 0.07%             | 2042-01-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                | Carvana Auto Receivables Trust 2023-N1                                          | CUSIP: 14688FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $265933.38    | 0.06%             | 2029-07-10      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer II, LLC                       | DataBank Issuer II LLC                                                          | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    935000 | PA      | $938242.58    | 0.20%             | 2055-09-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                  | Entegris Inc                                                                    | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1571404.98   | 0.34%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                      | Sunac China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    101490 | PA      | $14764.77     | 0.00%             | 2025-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                              | T-Mobile USA Inc                                                                | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    265000 | PA      | $237549.69    | 0.05%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                      | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1486560.76   | 0.32%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                      | Foundation Finance Trust 2024-2                                                 | CUSIP: 35040VAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90476 | PA      | $91977.99     | 0.02%             | 2050-03-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                 | EchoStar Corp                                                                   | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    317781 | PA      | $781741.26    | 0.17%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC      | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RJS4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $117756.21    | 0.03%             | 2029-06-20      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust           | Exeter Automobile Receivables Trust 2023-2                                      | CUSIP: 30168CAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    335000 | PA      | $343906.91    | 0.08%             | 2029-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                       | Central China Real Estate Ltd                                                   | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $7000.00      | 0.00%             | 2024-08-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                  | Yuzhou Group Holdings Co Ltd                                                    | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    216849 | PA      | $3170.33      | 0.00%             | 2031-06-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC          | PRET 2024-NPL8 LLC                                                              | CUSIP: 69392DAA0<br>LEI: 254900IGILCZGVE9SS90 | Long             | ABS-MBS          | CORP              | US        |    454378 | PA      | $454865.51    | 0.10%             | 2054-11-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Issuer LLC         | New Economy Assets - Phase 1 Sponsor LLC                                        | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $166829.36    | 0.04%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                               | Oaktree CLO 2019-2 Ltd                                                          | CUSIP: 67401UBC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1885000 | PA      | $1894310.02   | 0.41%             | 2037-10-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Madison Park XLIV                             | Atrium XV                                                                       | CUSIP: 55820LAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    255000 | PA      | $257087.69    | 0.06%             | 2037-07-16      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Palmer Square BDC CLO Ltd                     | Palmer Square BDC CLO 1 Ltd                                                     | CUSIP: 696928AC4<br>LEI: 254900LU0WIJ7Y0O9X14 | Long             | ABS-CBDO         | CORP              | KY        |    625000 | PA      | $628676.88    | 0.14%             | 2037-07-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                  | UBS Group AG                                                                    | CUSIP: 225401BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    360000 | PA      | $451031.97    | 0.10%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                      | Discovery Communications LLC                                                    | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    220000 | PA      | $201887.40    | 0.04%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                  | Centene Corp                                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1524702.78   | 0.33%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EWC Master Issuer LLC                         | EWC Master Issuer LLC                                                           | CUSIP: 26929HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120938 | PA      | $119410.23    | 0.03%             | 2052-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                             | Iron Mountain Inc                                                               | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |   1215000 | PA      | $1196104.22   | 0.26%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                  | Wyndham Hotels & Resorts Inc 2024 Term Loan                                     | CUSIP: 98310CAF9<br>LEI: 549300FE3MQ4RVXXC673 | Long             | LON              | CORP              | US        |   1975000 | PA      | $1980648.50   | 0.43%             | 2030-05-24      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                    | LAD Auto Receivables Trust 2024-3                                               | CUSIP: 505709AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101273.58    | 0.02%             | 2032-02-17      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                       | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258892.18    | 0.06%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                         | GFL Environmental Inc                                                           | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    295000 | PA      | $287804.77    | 0.06%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                   | Extended Stay America Trust 2025-ESH                                            | CUSIP: 30227TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95000 | PA      | $95000.00     | 0.02%             | 2042-10-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                    | Navient Private Education Refi Loan Trust 2020-H                                | CUSIP: 63935BAA1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     38862 | PA      | $36777.34     | 0.01%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust               | Republic Finance Issuance Trust 2024-A                                          | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $328975.50    | 0.07%             | 2032-08-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                      | Western Midstream Operating LP                                                  | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    405000 | PA      | $352303.65    | 0.08%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                           | Resideo Funding Inc 2024 M&A 1st lien Term Loan B                               | CUSIP: 76090LAK0<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |    994611 | PA      | $993367.45    | 0.22%             | 2031-06-13      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                        | US 5YR NOTE (CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      2185 | NC      | $292956.07    | 0.06%             |  |  |  | No            |                  1 | 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        |     30235 | PA      | $29329.16     | 0.01%             | 2037-09-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                     | Block Inc                                                                       | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    395000 | PA      | $367595.97    | 0.08%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                     | BPR Trust 2021-NRD                                                              | CUSIP: 05592CAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    740000 | PA      | $724582.10    | 0.16%             | 2038-12-15      | Floating      | 11.02%                | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                | Carvana Auto Receivables Trust 2023-N4                                          | CUSIP: 14688LAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $104150.07    | 0.02%             | 2030-02-11      | Fixed         | 7.22%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                  | CaixaBank SA                                                                    | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    295000 | PA      | $302147.69    | 0.07%             | 2036-07-03      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                     | PG&E Corp                                                                       | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |      4516 | NS      | $177840.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                         | Molina Healthcare Inc                                                           | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    180000 | PA      | $175543.85    | 0.04%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fort Greene Park CLO                          | Fort Greene Park CLO LLC                                                        | CUSIP: 18914KAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1090000 | PA      | $1081839.17   | 0.24%             | 2034-04-22      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                       | Aircastle Ltd / Aircastle Ireland DAC                                           | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    450000 | PA      | $468778.28    | 0.10%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GRANITE CONSTRUCTION INC                      | Granite Construction Inc                                                        | CUSIP: 387328AD9<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |     44000 | PA      | $105864.00    | 0.02%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                | NRG Energy Inc 2024 Term Loan                                                   | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |   2133322 | PA      | $2132661.16   | 0.47%             | 2031-04-16      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                             | Expedia Group Inc                                                               | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1919019.88   | 0.42%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                            | Leviathan Bond Ltd                                                              | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     55000 | PA      | $55107.25     | 0.01%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                  | Broadcom Inc                                                                    | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    680000 | PA      | $629322.61    | 0.14%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                       | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1285000 | PA      | $1544862.77   | 0.34%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                      | Global Auto Holdings Ltd/AAG FH UK Ltd                                          | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    530000 | PA      | $559150.00    | 0.12%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Bank of America Corp                          | Bank of America Corp                                                            | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1628789.77   | 0.36%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                           | Ashtead Capital Inc                                                             | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209554.92    | 0.05%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                      | Kaisa Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    117264 | PA      | $2931.60      | 0.00%             | 2027-12-28      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| BX Trust                                      | BX Trust 2025-VLT7                                                              | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    660000 | PA      | $661390.62    | 0.14%             | 2044-07-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                        | US 10YR FUT OPTN OCT25P 111.2                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       635 | NC      | $635.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                      | Kaisa Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    527693 | PA      | $5936.55      | 0.00%             | 2031-12-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                      | Western Midstream Operating LP                                                  | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72530.01     | 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        |    125439 | PA      | $123027.73    | 0.03%             | 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      | $658979.35    | 0.14%             | 2038-08-17      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                         | QTS Issuer ABS II LLC                                                           | CUSIP: 74690FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $298130.40    | 0.07%             | 2055-10-05      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                       | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1065000 | PA      | $1085958.81   | 0.24%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                           | Ashtead Capital Inc                                                             | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    275000 | PA      | $283647.26    | 0.06%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                  | Centene Corp                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    365000 | PA      | $335685.73    | 0.07%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust | JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9                   | CUSIP: 46639EAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94755.00     | 0.02%             | 2047-12-15      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                        | Marlette Funding Trust 2023-4                                                   | CUSIP: 57108UAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    380000 | PA      | $393575.50    | 0.09%             | 2033-12-15      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| Aimco                                         | AIMCO CLO Series 2017-A                                                         | CUSIP: 00900CBC7<br>LEI: 549300MMTPNJGGRMPB33 | Long             | ABS-CBDO         | CORP              | KY        |   1005000 | PA      | $1003492.70   | 0.22%             | 2038-01-20      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                 | CAFL 2023-RTL1 Issuer LLC                                                       | CUSIP: 124762AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    510000 | PA      | $512299.69    | 0.11%             | 2030-12-28      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                  | UBS Group AG                                                                    | CUSIP: 902613BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    710000 | PA      | $713799.21    | 0.16%             | 2030-08-05      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                       | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    645000 | PA      | $703885.28    | 0.15%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                       | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    410000 | PA      | $423291.69    | 0.09%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                      | Vistra Operations Co LLC                                                        | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    190000 | PA      | $196616.18    | 0.04%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                    | Navient Private Education Refi Loan Trust 2021-A                                | CUSIP: 63942BAA2<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    130015 | PA      | $118942.63    | 0.03%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                     | College Ave Student Loans 2024-B LLC                                            | CUSIP: 19423UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    967650 | PA      | $990264.34    | 0.22%             | 2054-08-25      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                    | NetApp Inc                                                                      | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    430000 | PA      | $447390.75    | 0.10%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN IV                             | Teva Pharmaceutical Finance Netherlands IV BV                                   | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $205981.80    | 0.04%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                             | Post Holdings Inc                                                               | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    248000 | PA      | $278256.00    | 0.06%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP HOLDINGS CCASS 29                | YUZHOU GROUP HOLDINGS CCASS 29                                                  | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | EC               | CORP              | HK        |     78720 | NS      | $2579.51      | 0.00%             |  |  |  | No            |                  1 | 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      | $3123707.44   | 0.68%             | 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        |   1195000 | PA      | $1190034.30   | 0.26%             | 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        |    745000 | PA      | $666775.00    | 0.15%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMMVAULT SYSTEMS INC                         | Commvault Systems Inc                                                           | CUSIP: 204166AA0<br>LEI: 65T5VRP62VXG39YFML83 | Long             | DBT              | CORP              | US        |    112000 | PA      | $115830.40    | 0.03%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                | OWN Equipment Fund I LLC                                                        | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    579032 | PA      | $589339.82    | 0.13%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC           | Hilton Grand Vacations Borrower LLC 2024 Incremental Term Loan B                | CUSIP: 43283LAK7<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |   1740710 | PA      | $1737994.36   | 0.38%             | 2031-01-17      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                      | Brazil Notas do Tesouro Nacional Serie F                                        | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  13600000 | PA      | $2300203.62   | 0.50%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                              | CSC Holdings LLC                                                                | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2540000 | PA      | $2226778.88   | 0.49%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                       | Aircastle Ltd / Aircastle Ireland DAC                                           | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    230000 | PA      | $234629.61    | 0.05%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust             | GLS Auto Select Receivables Trust 2024-2                                        | CUSIP: 379924AG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $77157.49     | 0.02%             | 2030-06-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Maps LTD                                      | MAPS 2021-1 Trust                                                               | CUSIP: 55292RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    435886 | PA      | $416875.96    | 0.09%             | 2046-06-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                        | Marriott International Inc/MD                                                   | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    970000 | PA      | $991280.66    | 0.22%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                        | Aviation Capital Group LLC                                                      | CUSIP: 05366DAA6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    955000 | PA      | $1021352.87   | 0.22%             | 2030-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                      | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $181171.83    | 0.04%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust             | Credit Acceptance Auto Loan Trust 2024-3                                        | CUSIP: 22535LAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $202123.90    | 0.04%             | 2035-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| CIENA CORPORATION                             | Ciena Corporation 2025 Repriced Term Loan B                                     | CUSIP: 17178HAR3<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | LON              | CORP              | US        |    199877 | PA      | $200002.80    | 0.04%             | 2030-10-24      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                 | Carnival Corp                                                                   | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1195000 | PA      | $1224918.02   | 0.27%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ZSCALER INC.                                  | Zscaler Inc                                                                     | CUSIP: 98980GAC6<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |    164000 | PA      | $162606.00    | 0.04%             | 2028-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC                         | Whistler Pipeline LLC                                                           | CUSIP: 96337RAC6<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257674.16    | 0.06%             | 2034-09-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FLUOR CORP                                    | Fluor Corp                                                                      | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |     81000 | PA      | $96106.50     | 0.02%             | 2029-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Global SC Finance SRL                         | Global SC Finance X Ltd                                                         | CUSIP: 37893FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    755000 | PA      | $754579.47    | 0.16%             | 2045-09-22      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Bills                                                             | CUSIP: 912797SB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  14045000 | PA      | $13808730.09  | 3.01%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS INC                            | United Rentals Inc 2025 Repriced Term Loan B                                    | CUSIP: 91136EAN5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | LON              | CORP              | US        |    169570 | PA      | $170258.07    | 0.04%             | 2031-02-14      | Floating      | 5.66%                 | 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      | $258673.53    | 0.06%             | 2059-11-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                      | Sunac China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    306692 | PA      | $45936.33     | 0.01%             | 2028-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                      | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc       | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $223443.88    | 0.05%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                          | FirstKey Homes 2021-SFR2 Trust                                                  | CUSIP: 33767TAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    315000 | PA      | $305628.28    | 0.07%             | 2038-09-17      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                    | Leidos Inc                                                                      | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114638.81    | 0.03%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                      | Marriott Ownership Resorts Inc                                                  | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    530000 | PA      | $511424.19    | 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      | $2724392.71   | 0.59%             | 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      | $20406.00     | 0.00%             | 2024-11-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST              | WFRBS Commercial Mortgage Trust 2013-C15                                        | CUSIP: 92938CAH0<br>LEI: 5493003CHVRASC16O965 | Long             | ABS-MBS          | CORP              | US        |    405711 | PA      | $390890.16    | 0.09%             | 2046-08-15      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                      | Capital One Financial Corp                                                      | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    445000 | PA      | $440105.65    | 0.10%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                      | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    345000 | PA      | $381398.72    | 0.08%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                  | Centene Corp                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    310000 | PA      | $276996.58    | 0.06%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                      | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    285000 | PA      | $289856.25    | 0.06%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SLAM LLC                                      | Slam Ltd                                                                        | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    552676 | PA      | $558426.87    | 0.12%             | 2049-09-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                 | ZF North America Capital Inc                                                    | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297081.00    | 0.06%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                         | Directv Financing LLC                                                           | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $193383.45    | 0.04%             | 2030-02-01      | Fixed         | 8.88%                 | 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      | $649789.79    | 0.14%             | 2028-08-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                      | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    645000 | PA      | $579538.55    | 0.13%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                   | Merchants Fleet Funding LLC                                                     | CUSIP: 588926AD7<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $253914.13    | 0.06%             | 2036-05-20      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                               | Trans Union LLC 2024 Term Loan B8                                               | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   1964369 | PA      | $1962463.82   | 0.43%             | 2031-06-24      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                           | NCL Corp Ltd                                                                    | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    146000 | PA      | $171823.75    | 0.04%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust         | Mission Lane Credit Card Master Trust                                           | CUSIP: 60510MBE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    485000 | PA      | $489753.82    | 0.11%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Palmer Square BDC CLO Ltd                     | Palmer Square BDC CLO 1 Ltd                                                     | CUSIP: 696928AA8<br>LEI: 254900LU0WIJ7Y0O9X14 | Long             | ABS-CBDO         | CORP              | KY        |    890000 | PA      | $893060.71    | 0.19%             | 2037-07-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                          | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110409.00    | 0.02%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                    | LAD Auto Receivables Trust 2024-1                                               | CUSIP: 501689AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101592.62    | 0.02%             | 2029-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC                    | Applebee's Funding LLC / IHOP Funding LLC                                       | CUSIP: 03789XAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    785000 | PA      | $798660.73    | 0.17%             | 2053-03-05      | Fixed         | 7.82%                 | 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        |    570833 | PA      | $567790.67    | 0.12%             | 2027-02-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                        | Marriott International Inc/MD                                                   | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    520000 | PA      | $534100.38    | 0.12%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                         | Mineral Resources Ltd                                                           | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     65000 | PA      | $68107.59     | 0.01%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Altde Trust                                   | ALTDE 2025-1 Trust                                                              | CUSIP: 00166NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    461742 | PA      | $473245.43    | 0.10%             | 2050-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                     | BPR Trust 2021-NRD                                                              | CUSIP: 05592CAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $167243.28    | 0.04%             | 2038-12-15      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds    | Philippines Government International Bonds                                      | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    400000 | PA      | $269497.19    | 0.06%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BX Trust                                      | BX Trust 2024-VLT4                                                              | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    385000 | PA      | $385240.63    | 0.08%             | 2041-06-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                      | Solstice Advanced Materials Inc                                                 | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    466000 | PA      | $467539.60    | 0.10%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                              | Societe Generale SA                                                             | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1080000 | PA      | $1077202.43   | 0.23%             | 2036-10-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust           | Exeter Automobile Receivables Trust 2025-1                                      | CUSIP: 30167MAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    485000 | PA      | $490178.35    | 0.11%             | 2031-05-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                           | Travel + Leisure Co                                                             | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    815000 | PA      | $785553.81    | 0.17%             | 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      | $286110.16    | 0.06%             | 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        |   4220000 | PA      | $4351808.24   | 0.95%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                  | Yuzhou Group Holdings Co Ltd                                                    | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    105116 | PA      | $571.83       | 0.00%             | 2034-06-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds          | Chile Government International Bonds                                            | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $176620.00    | 0.04%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                       | Jefferies Financial Group Inc                                                   | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    360000 | PA      | $382750.75    | 0.08%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                 | TransDigm Inc                                                                   | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    435000 | PA      | $443804.40    | 0.10%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited           | TMCL VII Holdings Ltd                                                           | CUSIP: 87257FAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    721042 | PA      | $723850.26    | 0.16%             | 2050-07-23      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust | Bridgecrest Lending Auto Securitization Trust 2024-2                            | CUSIP: 10805MAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    705000 | PA      | $723471.00    | 0.16%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                          | Flutter Financing BV 2025 Term Loan B                                           | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    528675 | PA      | $527649.37    | 0.12%             | 2032-06-04      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                      | Kaisa Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    146587 | PA      | $2748.51      | 0.00%             | 2027-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                        | Marlette Funding Trust 2024-1                                                   | CUSIP: 57108VAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    109051 | PA      | $109513.21    | 0.02%             | 2034-07-17      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                              | CSC Holdings LLC                                                                | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    220000 | PA      | $141887.94    | 0.03%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                           | Synchrony Financial                                                             | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    270000 | PA      | $275120.77    | 0.06%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                    | GLS Auto Receivables Issuer Trust 2023-4                                        | CUSIP: 362929AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305000 | PA      | $316145.01    | 0.07%             | 2029-08-15      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                    | FIXED INC CLEARING CORP.REPO                                                    | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  13160978 | PA      | $13160977.75  | 2.87%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                        | US 10YR NOTE (CBT)DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        85 | NC      | $42339.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS MIDSTREAM OPERATION                      | Hess Midstream Operations LP                                                    | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    715000 | PA      | $693004.96    | 0.15%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                | Mariner Finance Issuance Trust 2024-A                                           | CUSIP: 567928AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102627.19    | 0.02%             | 2036-09-22      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                    | Affirm Asset Securitization Trust 2024-X2                                       | CUSIP: 00833QAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $125804.00    | 0.03%             | 2029-12-17      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                    | LAD Auto Receivables Trust 2023-4                                               | CUSIP: 50571AAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $139408.13    | 0.03%             | 2029-03-15      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                           | American Tower Corp                                                             | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   1165000 | PA      | $1248714.16   | 0.27%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                        | Marlette Funding Trust 2024-1                                                   | CUSIP: 57108VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $396146.98    | 0.09%             | 2034-07-17      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                 | BGC Group Inc                                                                   | CUSIP: 05555LAC5<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    520000 | PA      | $532756.66    | 0.12%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                  | Yuzhou Group Holdings Co Ltd                                                    | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    154581 | PA      | $3315.76      | 0.00%             | 2030-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                      | Sensata Technologies Inc                                                        | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    135000 | PA      | $124588.62    | 0.03%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTERDIGITAL INC                              | InterDigital Inc                                                                | CUSIP: 45867GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $111787.50    | 0.02%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                   | Merchants Fleet Funding LLC                                                     | CUSIP: 588926AA3<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |    370913 | PA      | $373223.01    | 0.08%             | 2036-05-20      | Fixed         | 7.21%                 | 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        |      9953 | PA      | $9654.22      | 0.00%             | 2046-07-15      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                                             | CUSIP: 91282CKH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10610000 | PA      | $10643985.10  | 2.32%             | 2026-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arixa Mortgage Trust                          | Arixa Mortgage Trust 2025-RTL1                                                  | CUSIP: 04046BAA1<br>LEI: 254900Q4SU6C9E56ZJ68 | Long             | ABS-MBS          | CORP              | US        |    230000 | PA      | $231283.40    | 0.05%             | 2030-08-25      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                         | Freedom Mortgage Holdings LLC                                                   | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    385000 | PA      | $396618.15    | 0.09%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                        | Republic of Uzbekistan International Bond                                       | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    400000 | PA      | $369342.14    | 0.08%             | 2030-11-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                      | Kaisa Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     87955 | PA      | $2198.88      | 0.00%             | 2025-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial                             | FREED ABS Trust 2021-3FP                                                        | CUSIP: 30322MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21362 | PA      | $21335.88     | 0.00%             | 2028-11-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                    | MFA 2024-NPL1 Trust                                                             | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    445227 | PA      | $445769.16    | 0.10%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                         | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    855000 | PA      | $944783.55    | 0.21%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                        | US 5YR FUTR OPTN OCT25C 110.7                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -490 | NC      | $-3828.37     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ascent Education Funding Trust                | Ascent Education Funding Trust 2024-A                                           | CUSIP: 04362VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    168245 | PA      | $172436.85    | 0.04%             | 2050-10-25      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                  | Yuzhou Group Holdings Co Ltd                                                    | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |     78442 | PA      | $10039.79     | 0.00%             | 2027-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                           | Frontier Issuer LLC                                                             | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    845000 | PA      | $856757.33    | 0.19%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                       | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    460000 | PA      | $525949.28    | 0.11%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                        | US 2YR NOTE (CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -160 | NC      | $-17983.36    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASHLAND INC                                   | Ashland Inc                                                                     | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |    775000 | PA      | $686473.30    | 0.15%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                    | Citadel LP                                                                      | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    225000 | PA      | $233860.86    | 0.05%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                       | Central China Real Estate Ltd                                                   | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $6594.89      | 0.00%             | 2025-07-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                                   | Nutanix Inc                                                                     | CUSIP: 67059NAJ7<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |    183000 | PA      | $206003.50    | 0.04%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                     | Boeing Co/The                                                                   | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    985000 | PA      | $1010763.24   | 0.22%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                    | NetApp Inc                                                                      | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    380000 | PA      | $397225.94    | 0.09%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                       | Sensata Technologies BV                                                         | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    615000 | PA      | $590198.50    | 0.13%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                | Morgan Stanley                                                                  | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2149383.94   | 0.47%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                     | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54944.73     | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                      | Uruguay Government International Bond                                           | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |  27700000 | PA      | $761786.48    | 0.17%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                  | Hilton Grand Vacations Trust 2024-1B                                            | CUSIP: 43283YAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25530 | PA      | $26139.58     | 0.01%             | 2039-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                        | US 10YR FUT OPTN OCT25P 110.5                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -1270 | NC      | $-1270.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP                              | FirstEnergy Corp                                                                | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    107000 | PA      | $115453.00    | 0.03%             | 2031-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                  | UBS Group AG                                                                    | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    900000 | PA      | $948158.51    | 0.21%             | 2035-02-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                  | Yuzhou Group Holdings Co Ltd                                                    | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |     66506 | PA      | $2408.85      | 0.00%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASPLUNDH TREE EXPERT LLC                      | Asplundh Tree Expert LLC 2024 Incremental Term Loan B                           | CUSIP: 04538FAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1055555 | PA      | $1054985.00   | 0.23%             | 2031-05-23      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| UGI CORP                                      | UGI Corp                                                                        | CUSIP: 902681AB1<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |    118000 | PA      | $150824.22    | 0.03%             | 2028-06-01      | 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        |    234530 | PA      | $4397.44      | 0.00%             | 2028-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kapitus Asset Securitization LLC              | Kapitus Asset Securitization IV LLC                                             | CUSIP: 48555MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $120541.61    | 0.03%             | 2031-09-10      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                             | Southern Power Co                                                               | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    235000 | PA      | $231757.20    | 0.05%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                           | Go Daddy Operating Co LLC / GD Finance Co Inc                                   | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $389310.95    | 0.08%             | 2027-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                               | SEB Funding LLC                                                                 | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99750 | PA      | $98656.43     | 0.02%             | 2052-01-30      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                      | Western Midstream Operating LP                                                  | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48959.85     | 0.01%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                      | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     80000 | PA      | $75393.87     | 0.02%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                       | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  44900000 | PA      | $2354874.87   | 0.51%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust    | Mercury Financial Credit Card Master Trust                                      | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    670000 | PA      | $675132.20    | 0.15%             | 2029-07-20      | Fixed         | 6.56%                 | 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        |     48250 | PA      | $47413.08     | 0.01%             | 2051-12-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                       | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1105000 | PA      | $1133157.21   | 0.25%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AGILE GROUP HOLDINGS LTD                      | Agile Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |    630000 | PA      | $35840.70     | 0.01%             | 2025-10-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                        | First Brands Group LLC 2022 Incremental Term Loan                               | CUSIP: 31935HAG2<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |    230000 | PA      | $81003.70     | 0.02%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                    | Progress Residential 2021-SFR5 Trust                                            | CUSIP: 74333FAF6<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $97750.07     | 0.02%             | 2038-07-17      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Sunrun Issuer                                 | Sunrun Atlas Issuer 2019-2 LLC                                                  | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    167417 | PA      | $160098.18    | 0.03%             | 2055-02-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                           | JPMorgan Chase & Co                                                             | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1645863.06   | 0.36%             | 2030-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                      | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $434533.87    | 0.09%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                 | AppLovin Corp                                                                   | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1414177.34   | 0.31%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                          | Glencore Funding LLC                                                            | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    325000 | PA      | $296702.25    | 0.06%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                | Whirlpool Corp                                                                  | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136057.35    | 0.03%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                         | Directv Financing LLC                                                           | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $311132.21    | 0.07%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                                             | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22560000 | PA      | $22818206.19  | 4.98%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                      | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     65000 | PA      | $68452.59     | 0.01%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                          | Aramark Services Inc 2024 Term Loan B8                                          | CUSIP: 03852JAV3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |    909023 | PA      | $909968.22    | 0.20%             | 2030-06-22      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                     | College Ave Student Loans 2024-B LLC                                            | CUSIP: 19423UAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $103162.15    | 0.02%             | 2054-08-25      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                      | Fortescue Treasury Pty Ltd                                                      | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    430000 | PA      | $410537.13    | 0.09%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CYBERARK SOFTWARE LTD                         | CyberArk Software Ltd                                                           | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |    200000 | PA      | $222079.62    | 0.05%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Island Finance Trust 2025-1                   | Island Finance Trust 2025-1                                                     | CUSIP: 463920AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101752.50    | 0.02%             | 2035-03-19      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                           | Global Payments Inc                                                             | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    198000 | PA      | $181220.46    | 0.04%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust         | Westlake Automobile Receivables Trust 2023-4                                    | CUSIP: 96041AAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    640000 | PA      | $665796.22    | 0.15%             | 2029-07-16      | Fixed         | 7.19%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                       | Turkiye Government Bond                                                         | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  72615000 | PA      | $1746101.30   | 0.38%             | 2026-02-18      | Fixed         | 37.00%                | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                | PulteGroup Inc                                                                  | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1102008.15   | 0.24%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC             | Sierra Timeshare 2023-2 Receivables Funding LLC                                 | CUSIP: 82650BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     36461 | PA      | $37720.05     | 0.01%             | 2040-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                            | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-3240.89     | -0.00%            |  |  |  | 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      | $1240672.63   | 0.27%             | 2034-06-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                | Carvana Auto Receivables Trust 2024-N1                                          | CUSIP: 14687QAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102583.24    | 0.02%             | 2030-05-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                    | GLS Auto Receivables Issuer Trust 2023-2                                        | CUSIP: 379928AJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255000 | PA      | $261028.46    | 0.06%             | 2029-03-15      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| Bundesschatzanweisungen                       | Bundesschatzanweisungen                                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   2840000 | PA      | $3326511.61   | 0.73%             | 2027-09-16      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                | SUNNOVA HELIOS II ISSUER LLC 2019-A                                             | CUSIP: 86745LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     74012 | PA      | $68688.42     | 0.01%             | 2046-06-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC      | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RJQ8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $180169.83    | 0.04%             | 2029-04-20      | Fixed         | 7.59%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                           | Frontier Issuer LLC                                                             | CUSIP: 35910EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $469056.60    | 0.10%             | 2053-08-20      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                 | Corevest American Finance 2021-1 Trust                                          | CUSIP: 21873LAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $190821.73    | 0.04%             | 2053-04-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                      | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    995000 | PA      | $948957.97    | 0.21%             | 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      | $20412.00     | 0.00%             | 2025-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                            | Seagate HDD Cayman                                                              | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     41000 | PA      | $118080.00    | 0.03%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                   | Oracle Corp                                                                     | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1382571.34   | 0.30%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Jol Air                                       | JOL Air Ltd                                                                     | CUSIP: 46651NAA2<br>LEI: 549300TS4MUGCDXPW498 | Long             | ABS-O            | CORP              | KY        |    513835 | PA      | $510079.62    | 0.11%             | 2044-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                         | Micron Technology Inc                                                           | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1531868.41   | 0.33%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc         | Hilton Domestic Operating Company Inc 2023 Term Loan B4                         | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |    716063 | PA      | $716520.79    | 0.16%             | 2030-11-08      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds          | Chile Government International Bonds                                            | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1295000 | PA      | $803806.50    | 0.18%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust            | Willis Engine Structured Trust VI                                               | CUSIP: 97064GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1008417 | PA      | $946894.07    | 0.21%             | 2046-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                     | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2395000 | PA      | $2392757.73   | 0.52%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                    | Progress Residential 2021-SFR7 Trust                                            | CUSIP: 74333PAJ6<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    340000 | PA      | $318315.65    | 0.07%             | 2040-08-17      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                              | CSC Holdings LLC                                                                | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    465000 | PA      | $336742.31    | 0.07%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                              | Antares Holdings LP                                                             | CUSIP: 03666HAF8<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    805000 | PA      | $856362.91    | 0.19%             | 2028-08-11      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                      | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    365000 | PA      | $380530.75    | 0.08%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                 | ZF North America Capital Inc                                                    | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    285000 | PA      | $288531.15    | 0.06%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                          | Targa Resources Corp                                                            | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $2095935.27   | 0.46%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                    | Progress Residential 2021-SFR5 Trust                                            | CUSIP: 74333FAE9<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    295000 | PA      | $288304.39    | 0.06%             | 2038-07-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                          | Wingstop Funding LLC                                                            | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305000 | PA      | $315999.52    | 0.07%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                         | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                        | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $630301.41    | 0.14%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                         | Civitas Resources Inc                                                           | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259137.25    | 0.06%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                       | NYMT Loan Trust Series 2025-R1                                                  | CUSIP: 67120XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90821 | PA      | $90994.93     | 0.02%             | 2030-02-25      | Variable      | 6.38%                 | 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      | $305138.78    | 0.07%             | 2031-07-16      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                       | CarMax Auto Owner Trust 2024-1                                                  | CUSIP: 14318WAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102513.70    | 0.02%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                | Var Energi ASA                                                                  | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    705000 | PA      | $818181.08    | 0.18%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                            | Energy Transfer LP                                                              | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1277756.78   | 0.28%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                        | Aviation Capital Group LLC                                                      | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259761.92    | 0.06%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd            | Teva Pharmaceutical Industries Ltd                                              | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |     30114 | NS      | $608302.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                           | Elevance Health Inc                                                             | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    465000 | PA      | $473919.72    | 0.10%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                    | Navient Private Education Refi Loan Trust 2021-E                                | CUSIP: 63942EAB4<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $122927.12    | 0.03%             | 2069-12-16      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust           | Exeter Automobile Receivables Trust 2024-5                                      | CUSIP: 30165BAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $301609.20    | 0.07%             | 2031-02-18      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                           | NCL Corp Ltd                                                                    | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    305000 | PA      | $313671.63    | 0.07%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust | Bridgecrest Lending Auto Securitization Trust 2023-1                            | CUSIP: 108056AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    985000 | PA      | $1034298.95   | 0.23%             | 2029-08-15      | Fixed         | 7.84%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                          | Birch Grove Clo 9 Ltd                                                           | CUSIP: 09077WAA6<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |    610000 | PA      | $611931.26    | 0.13%             | 2037-10-22      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                       | NYMT Loan Trust Series 2024-BPL2                                                | CUSIP: 67120TAA8<br>LEI: 254900HCG7N4R7AWFZ60 | Long             | ABS-MBS          | CORP              | US        |    665000 | PA      | $671786.99    | 0.15%             | 2039-05-25      | Variable      | 6.51%                 | 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        |    269714 | PA      | $269713.57    | 0.06%             | 2031-05-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                        | US 10YR ULTRA FUT DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -764 | NC      | $-953662.23   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                            | Energy Transfer LP                                                              | CUSIP: 292480AJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $920920.00    | 0.20%             | 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        |   1465000 | PA      | $1367699.71   | 0.30%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                        | Jazz Investments I Ltd                                                          | CUSIP: 472145AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    200000 | PA      | $237300.00    | 0.05%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                       | CarMax Auto Owner Trust 2023-4                                                  | CUSIP: 14318XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $209124.22    | 0.05%             | 2030-04-15      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                         | HPEFS Equipment Trust 2023-2                                                    | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $116728.45    | 0.03%             | 2031-07-21      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                       | Central China Real Estate Ltd                                                   | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |    205000 | PA      | $5467.35      | 0.00%             | 2024-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| tvc mortgage trust                            | TVC Mortgage Trust 2024-RRTL1                                                   | CUSIP: 87306WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    765000 | PA      | $766322.38    | 0.17%             | 2039-07-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                           | Meritage Homes Corp                                                             | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1543361.52   | 0.34%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                      | Uruguay Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |  27220000 | PA      | $693244.55    | 0.15%             | 2028-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust               | Republic Finance Issuance Trust 2024-B                                          | CUSIP: 76042GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340000 | PA      | $348283.28    | 0.08%             | 2037-11-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                       | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    245000 | PA      | $259650.82    | 0.06%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                               | Cemex SAB de CV                                                                 | CUSIP: 151290889<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |     24583 | NS      | $221001.17    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                       | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $208297.20    | 0.05%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEA LTD                                       | Sea Ltd                                                                         | CUSIP: 81141RAF7<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |     54000 | PA      | $106623.00    | 0.02%             | 2025-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                                 | Snowflake Inc                                                                   | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |    132000 | PA      | $206646.00    | 0.05%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                | Sunnova Helios V Issuer LLC                                                     | CUSIP: 86746EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    312111 | PA      | $160571.40    | 0.04%             | 2048-02-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                      | Western Midstream Operating LP                                                  | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    230000 | PA      | $200170.26    | 0.04%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC                               | Spotify USA Inc                                                                 | CUSIP: 84921RAB6<br>LEI: 2138008WM218QBKRII94 | Long             | DBT              | CORP              | US        |     51000 | PA      | $69691.50     | 0.02%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                    | LAD Auto Receivables Trust 2023-4                                               | CUSIP: 50571AAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $78459.84     | 0.02%             | 2031-04-15      | Fixed         | 7.37%                 | 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      | $698692.49    | 0.15%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds           | Oman Government International Bonds                                             | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    285000 | PA      | $300322.95    | 0.07%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP LLC                      | Ryan Specialty Group LLC 2024 USD Term Loan B                                   | CUSIP: 78350UAJ4<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |    155822 | PA      | $155774.20    | 0.03%             | 2031-09-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                      | Madison Park Funding XXXI Ltd                                                   | CUSIP: 55819DBG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $503899.50    | 0.11%             | 2037-07-23      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                           | Frontier Issuer LLC                                                             | CUSIP: 35910EAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    675000 | PA      | $757390.70    | 0.17%             | 2054-06-20      | Fixed         | 11.16%                | No            |                  2 | On Loan: No      |
| Altice USA Inc                                | Altice USA Inc                                                                  | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |    138910 | NS      | $334773.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC Holdings LLC                              | CSC Holdings LLC 2022 Term Loan B6                                              | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    223521 | PA      | $221941.00    | 0.05%             | 2028-01-18      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Trust               | CoreVest American Finance 2021-3 Trust                                          | CUSIP: 21873NAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $134971.89    | 0.03%             | 2054-10-15      | Fixed         | 3.47%                 | 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      | $295011.24    | 0.06%             | 2039-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                              | RCO X Mortgage LLC 2025-1                                                       | CUSIP: 75523XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    847149 | PA      | $847874.17    | 0.18%             | 2030-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                               | SEB Funding LLC                                                                 | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    435000 | PA      | $444876.37    | 0.10%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                 | Carnival Corp                                                                   | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1080000 | PA      | $1102664.88   | 0.24%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                  | CSMC 2021-RPL4 Trust                                                            | CUSIP: 12662GAC2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    960823 | PA      | $956926.05    | 0.21%             | 2060-12-27      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| CKE Restaurants Holdings Inc                  | Hardee's Funding LLC                                                            | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     78800 | PA      | $81604.39     | 0.02%             | 2054-03-20      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust     | GoodLeap Home Improvement Solutions Trust 2024-1                                | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    142972 | PA      | $144839.73    | 0.03%             | 2046-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Light and Wonder International, Inc.          | Light and Wonder International Inc 2024 Term Loan B2                            | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |     49376 | PA      | $49407.35     | 0.01%             | 2029-04-14      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                 | ZF North America Capital Inc                                                    | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    335000 | PA      | $326919.57    | 0.07%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                  | GS Mortgage Securities Trust 2014-GC22                                          | CUSIP: 36253BAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $173303.36    | 0.04%             | 2047-06-10      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                          | Teva Pharmaceutical Finance Netherlands II BV                                   | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    520000 | PA      | $731789.59    | 0.16%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                   | Legacy Mortgage Asset Trust 2021-GS2                                            | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    426377 | PA      | $426044.36    | 0.09%             | 2061-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| MAKEMYTRIP LIMITED                            | MakeMyTrip Ltd                                                                  | CUSIP: 56087FAC8<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | DBT              | CORP              | MU        |    152000 | PA      | $156929.38    | 0.03%             | 2030-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                    | Leidos Inc                                                                      | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1140667.57   | 0.25%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                    | Citadel LP                                                                      | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    175000 | PA      | $185222.66    | 0.04%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                          | Aramark Services Inc 2025 Repriced Term Loan                                    | CUSIP: 03852JBB6<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |    100000 | PA      | $100000.00    | 0.02%             | 2028-04-06      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC            | MetroNet Infrastructure Issuer LLC                                              | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $329451.20    | 0.07%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC           | Compass Datacenters Issuer III LLC                                              | CUSIP: 20469BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $162049.76    | 0.04%             | 2050-02-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                         | Uber Technologies Inc                                                           | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    105000 | PA      | $154350.00    | 0.03%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                          | Times China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $6500.00      | 0.00%             | 2027-01-14      | None          | 0.00%                 | 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        |    205645 | PA      | $205086.08    | 0.04%             | 2025-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                      | Republic of South Africa Government Bond                                        | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  82235000 | PA      | $4357477.47   | 0.95%             | 2040-01-31      | Fixed         | 9.00%                 | 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      | $956951.29    | 0.21%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                       | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBU4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    820000 | PA      | $815426.18    | 0.18%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC      | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RHP2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $132695.80    | 0.03%             | 2030-02-20      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                    | GLS Auto Receivables Issuer Trust 2024-1                                        | CUSIP: 36269HAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $204775.38    | 0.04%             | 2029-12-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                           | Resideo Funding Inc 2024 1st Lien Term Loan B                                   | CUSIP: 76090LAL8<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |    224829 | PA      | $224971.05    | 0.05%             | 2028-02-11      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                  | DC Commercial Mortgage Trust 2023-DC                                            | CUSIP: 24023AAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    545000 | PA      | $565509.44    | 0.12%             | 2040-09-12      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                    | GLS Auto Receivables Issuer Trust 2024-2                                        | CUSIP: 37964VAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215000 | PA      | $221790.90    | 0.05%             | 2030-02-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-17

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

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer