# EDGAR Filing Document

**Accession Number:** 0000917469
**File Stem:** 0001752724-25-211978
**Filing Date:** 2025-8
**Character Count:** 272888
**Document Hash:** b837191d12b7335167299eddd79e3f18
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-211978.hdr.sgml**: 20250829

**ACCESSION NUMBER**: 0001752724-25-211978

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250829

**DATE AS OF CHANGE**: 20250829

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08282
- **FILM NUMBER:** 251276035

**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 Investment Grade Fixed Income Fund (Series ID: S000006646)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000018133 | Institutional Class | LSIGX           |

## 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 Investment Grade Fixed Income Fund

- **b. EDGAR series identifier (if any):** S000006646

- **c. LEI of Series:** 549300WC3NPNL3GIV677

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $211730034.26

**Total Liabilities:** $2290683.51

**Net Assets:** $209439350.75

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -178.63000000 | **1-Year:** -5478.11000000 | **5-Year:** -27647.13000000 | **10-Year:** -29634.88000000 | **30-Year:** -4837.48000000

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

- **3-Month:** -62.02000000 | **1-Year:** -1706.64000000 | **5-Year:** -4918.70000000 | **10-Year:** -2474.78000000 | **30-Year:** -488.17000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018133 | -0.18%               | -0.15%               | 1.87%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1061470.53             | $-208722.10                                |
| Month 2  | $-95469.76               | $8500.70                                   |
| Month 3  | $-329386.10              | $3072741.49                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MATADOR RESOURCES CO                          | Matador Resources Co                                                            | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15007.81     | 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        |    535000 | PA      | $533108.78    | 0.25%             | 2027-11-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                 | Boeing Co/The                                                                   | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $547357.94    | 0.26%             | 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        |     35000 | PA      | $36148.67     | 0.02%             | 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        |    420000 | PA      | $431592.00    | 0.21%             | 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      | $98386.00     | 0.05%             | 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      | $177979.38    | 0.08%             | 2037-11-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                  | Broadcom Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    240000 | PA      | $198957.71    | 0.09%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                       | Energean Israel Finance Ltd                                                     | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    370000 | PA      | $340400.00    | 0.16%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                    | Progress Residential 2021-SFR3                                                  | CUSIP: 74333VAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98328.64     | 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        |    815000 | PA      | $833865.08    | 0.40%             | 2034-04-01      | Fixed         | 5.60%                 | 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        |    110000 | PA      | $96810.66     | 0.05%             | 2062-04-20      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                          | Glencore Funding LLC                                                            | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    650000 | PA      | $697613.62    | 0.33%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                         | Arrow Electronics Inc                                                           | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43892.72     | 0.02%             | 2032-02-15      | Fixed         | 2.95%                 | 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        |    195247 | PA      | $198397.52    | 0.09%             | 2037-06-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                       | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50674.17     | 0.02%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                  | Business Jet Securities 2024-1 LLC                                              | CUSIP: 12327CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     81641 | PA      | $83396.56     | 0.04%             | 2039-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                    | Navient Student Loan Trust                                                      | CUSIP: 63942TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $130931.52    | 0.06%             | 2072-03-15      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                           | Frontier Issuer LLC                                                             | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    295000 | PA      | $303868.59    | 0.15%             | 2054-06-20      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                          | Flutter Financing BV 2024 Term Loan B                                           | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    743370 | PA      | $740582.03    | 0.35%             | 2030-11-30      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                    | Navient Private Education Refi Loan Trust 2021-A                                | CUSIP: 63942BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $107188.10    | 0.05%             | 2069-05-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                        | Marlette Funding Trust 2023-2                                                   | CUSIP: 57109LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     33490 | PA      | $33551.72     | 0.02%             | 2033-06-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                      | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    285000 | PA      | $271200.80    | 0.13%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                    | Verus Securitization Trust 2021-3                                               | CUSIP: 92539LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    201949 | PA      | $177183.66    | 0.08%             | 2066-06-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                       | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  14000000 | PA      | $680135.36    | 0.32%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                    | Progress Residential 2021-SFR7 Trust                                            | CUSIP: 74333PAL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $91455.96     | 0.04%             | 2040-08-17      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                    | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    830000 | PA      | $1139802.01   | 0.54%             | 2035-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust              | SMB Private Education Loan Trust 2023-C                                         | CUSIP: 83207DAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $105844.78    | 0.05%             | 2052-11-15      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| HCA INC                                       | HCA Inc                                                                         | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51190.57     | 0.02%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds          | Chile Government International Bonds                                            | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $120956.00    | 0.06%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC            | Compass Datacenters Issuer II LLC                                               | CUSIP: 20469CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $202502.00    | 0.10%             | 2050-05-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| AASET 2021-1 Trust                            | Aaset 2021-1 Trust                                                              | CUSIP: 00038PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    128642 | PA      | $122236.05    | 0.06%             | 2041-11-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                         | Wells Fargo & Co                                                                | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    960000 | PA      | $990930.65    | 0.47%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                    | Verus Securitization Trust 2021-5                                               | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107256 | PA      | $92200.53     | 0.04%             | 2066-09-25      | Variable      | 1.01%                 | 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        |     70000 | PA      | $71474.52     | 0.03%             | 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        |    500000 | PA      | $543985.00    | 0.26%             | 2033-08-12      | Fixed         | 6.54%                 | 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        |   1155000 | PA      | $1129788.56   | 0.54%             | 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        |    235000 | PA      | $237924.11    | 0.11%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                              | CIFC Funding 2018-I Ltd                                                         | CUSIP: 17181NAC8<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |    795000 | PA      | $797186.25    | 0.38%             | 2038-01-18      | Floating      | 5.59%                 | 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        |     11520 | PA      | $11311.47     | 0.01%             | 2037-11-20      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                        | Marriott International Inc/MD                                                   | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    165000 | PA      | $149823.54    | 0.07%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust             | GLS Auto Select Receivables Trust 2024-3                                        | CUSIP: 37989EAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $103052.62    | 0.05%             | 2031-08-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                                              | CUSIP: 31395LFN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     91874 | PA      | $94693.27     | 0.05%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| GLP CAPITAL LP / FIN II                       | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              |  | US        |    190000 | PA      | $167221.76    | 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        |    120935 | PA      | $107450.77    | 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        |    119883 | PA      | $119847.95    | 0.06%             | 2029-11-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                   | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $442856.78    | 0.21%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                       | Turkiye Government Bond                                                         | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   6450000 | PA      | $158257.31    | 0.08%             | 2026-08-12      | Fixed         | 36.00%                | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds       | Colombia Government International Bonds                                         | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    400000 | PA      | $413572.00    | 0.20%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Bonds                                                             | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7640000 | PA      | $7599412.50   | 3.63%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                 | AppLovin Corp                                                                   | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244217.80    | 0.12%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust              | SMB Private Education Loan Trust 2018-C                                         | CUSIP: 78449QAB3<br>LEI: 549300V1P5RKG8RJI005 | Long             | ABS-O            | CORP              | US        |     44172 | PA      | $43607.20     | 0.02%             | 2035-11-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                | Mariner Finance Issuance Trust 2024-A                                           | CUSIP: 567928AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101934.53    | 0.05%             | 2036-09-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust     | SFS Auto Receivables Securitization Trust 2025-1                                | CUSIP: 81885BAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101322.50    | 0.05%             | 2032-10-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ATLX Trust                                    | ATLX 2024-RPL1 Trust                                                            | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93045 | PA      | $90370.35     | 0.04%             | 2064-04-25      | Variable      | 3.85%                 | 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        |    155000 | PA      | $162797.80    | 0.08%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust             | GLS Auto Select Receivables Trust 2025-1                                        | CUSIP: 36271FAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15000 | PA      | $15261.84     | 0.01%             | 2031-02-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| SBA Senior Finance II LLC                     | SBA Senior Finance II LLC 2024 Term Loan B                                      | CUSIP: 78404XAJ4<br>LEI: 549300PVT2ADFWMYEW87 | Long             | LON              |  | US        |    202946 | PA      | $203124.72    | 0.10%             | 2031-01-25      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                      | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $89207.17     | 0.04%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KYRGYZ REP INTL BOND                          | Kyrgyz Republic International Bond                                              | CUSIP: 50158LAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |    225000 | PA      | $221616.00    | 0.11%             | 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        |   1370000 | PA      | $882713.41    | 0.42%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                           | Meritage Homes Corp                                                             | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    285000 | PA      | $274606.71    | 0.13%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                      | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    605000 | PA      | $604808.03    | 0.29%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                  | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    465000 | PA      | $392199.23    | 0.19%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                      | First Quantum Minerals Ltd                                                      | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    325000 | PA      | $344937.79    | 0.16%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust        | GreenSky Home Improvement Trust 2024-1                                          | CUSIP: 39571MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $103430.70    | 0.05%             | 2059-06-25      | Fixed         | 5.55%                 | 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        |    175000 | PA      | $174801.73    | 0.08%             | 2031-09-10      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust            | Regional Management Issuance Trust 2024-2                                       | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $115686.90    | 0.06%             | 2033-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                      | Foundation Finance Trust 2023-2                                                 | CUSIP: 35042RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95618 | PA      | $99662.42     | 0.05%             | 2049-06-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                       | Canadian Natural Resources Ltd                                                  | CUSIP: 136385BC4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1150000 | PA      | $1142541.42   | 0.55%             | 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        |     46179 | PA      | $46242.04     | 0.02%             | 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        |    865000 | PA      | $773887.95    | 0.37%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust              | SMB Private Education Loan Trust 2021-A                                         | CUSIP: 78448YAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99500 | PA      | $98693.63     | 0.05%             | 2053-01-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                         | Amrize Finance US LLC                                                           | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279031.84    | 0.13%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                      | Brookfield Asset Management Ltd                                                 | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $143655.65    | 0.07%             | 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        |    285000 | PA      | $296324.30    | 0.14%             | 2030-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                       | DCP Midstream Operating LP                                                      | CUSIP: 26439XAH6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128221.27    | 0.06%             | 2036-11-03      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                           | Global Payments Inc                                                             | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132347.91    | 0.06%             | 2029-08-15      | Fixed         | 5.30%                 | 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        |    400950 | PA      | $412942.49    | 0.20%             | 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        |    100000 | PA      | $99403.60     | 0.05%             | 2042-01-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                 | Owens Corning                                                                   | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    778000 | PA      | $872791.04    | 0.42%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee         | VOLT XCIV LLC                                                                   | CUSIP: 92873AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18590 | PA      | $18582.07     | 0.01%             | 2051-02-27      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO 2022-16 Ltd    | Morgan Stanley Eaton Vance CLO 2022-16 LLC                                      | CUSIP: 61774JAE4<br>LEI: 549300UB5I7DBJFKJF40 | Long             | ABS-CBDO         | CORP              | KY        |    530000 | PA      | $532300.20    | 0.25%             | 2035-04-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                            | Energy Transfer LP                                                              | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $162744.49    | 0.08%             | 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        |     97263 | PA      | $98058.62     | 0.05%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                    | Progress Residential 2022-SFR5 Trust                                            | CUSIP: 74332YAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99928.89     | 0.05%             | 2039-06-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                          | Republic of Uzbekistan International Bond                                       | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    330000 | PA      | $398597.30    | 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        |     62406 | PA      | $62701.89     | 0.03%             | 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        |    375000 | PA      | $363320.86    | 0.17%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust  | American Credit Acceptance Receivables Trust 2022-4                             | CUSIP: 02529XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18185 | PA      | $18408.20     | 0.01%             | 2029-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                               | Fair Isaac Corp                                                                 | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95870.75     | 0.05%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                         | Sixth Street CLO XV Ltd                                                         | CUSIP: 83012BAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250656.75    | 0.12%             | 2037-10-24      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                       | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130061.30    | 0.06%             | 2035-02-15      | Fixed         | 5.15%                 | 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        |    240000 | PA      | $217825.25    | 0.10%             | 2036-06-16      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                    | Navient Private Education Refi Loan Trust 2021-F                                | CUSIP: 63942GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    195000 | PA      | $132928.67    | 0.06%             | 2070-02-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                      | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    610000 | PA      | $603769.96    | 0.29%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                      | Shimao Group Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $10006.00     | 0.00%             | 2027-01-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                                             | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3425000 | PA      | $3444934.56   | 1.64%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                         | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    180000 | PA      | $194835.96    | 0.09%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                            | VICI Properties LP                                                              | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |     45000 | PA      | $44834.35     | 0.02%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                         | Foundry JV Holdco LLC                                                           | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203225.60    | 0.10%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                | BorgWarner Inc                                                                  | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176973.05    | 0.08%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                       | Energean Israel Finance Ltd                                                     | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    280000 | PA      | $266350.00    | 0.13%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                                                 | CUSIP: 31403DVL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4621 | PA      | $4759.56      | 0.00%             | 2036-09-01      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                   | Ovintiv Inc                                                                     | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83025.67     | 0.04%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                      | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAH5<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $306687.96    | 0.15%             | 2028-05-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA INC                                       | HCA Inc                                                                         | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    205000 | PA      | $192798.27    | 0.09%             | 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        |     46844 | PA      | $46797.66     | 0.02%             | 2051-04-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                       | CarMax Auto Owner Trust 2021-3                                                  | CUSIP: 14317DAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98956.30     | 0.05%             | 2028-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                  | Broadcom Inc                                                                    | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    145000 | PA      | $124023.45    | 0.06%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                       | Dryden 53 CLO Ltd                                                               | CUSIP: 26243EAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    455000 | PA      | $455000.00    | 0.22%             | 2031-01-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                  | CSMC 2014-USA OA LLC                                                            | CUSIP: 12649AAJ8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $87395.00     | 0.04%             | 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        |    225000 | PA      | $235642.54    | 0.11%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                       | CarMax Auto Owner Trust 2024-2                                                  | CUSIP: 14319EAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    195000 | PA      | $200203.38    | 0.10%             | 2029-11-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                 | EchoStar Corp                                                                   | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1223109 | PA      | $1259802.27   | 0.60%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                        | US ULTRA BOND CBT SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        79 | NC      | $289026.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MVW Owner Trust                               | MVW 2021-1W LLC                                                                 | CUSIP: 55389TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20282 | PA      | $19299.17     | 0.01%             | 2041-01-22      | Fixed         | 1.94%                 | 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        |    175000 | PA      | $170762.45    | 0.08%             | 2027-06-15      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                | Crockett Partners Equipment Co IIA LLC                                          | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    204167 | PA      | $206263.90    | 0.10%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                      | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     95000 | PA      | $94936.16     | 0.05%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust        | GreenSky Home Improvement Issuer Trust 2024-2                                   | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67740 | PA      | $68630.59     | 0.03%             | 2059-10-27      | Fixed         | 5.15%                 | 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        |     58085 | PA      | $59749.23     | 0.03%             | 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        |    230000 | PA      | $212575.42    | 0.10%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SCOTT Trust 2023-SFS                          | SCOTT Trust 2023-SFS                                                            | CUSIP: 810064AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $107691.21    | 0.05%             | 2040-03-10      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                      | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    165000 | PA      | $168079.12    | 0.08%             | 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        |    485000 | PA      | $438166.65    | 0.21%             | 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        |    520000 | PA      | $499266.34    | 0.24%             | 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        |    100000 | PA      | $101786.40    | 0.05%             | 2030-11-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                               | Cemex SAB de CV                                                                 | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    430000 | PA      | $396406.68    | 0.19%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                           | Sprint Capital Corp                                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    585000 | PA      | $709657.75    | 0.34%             | 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        |    398365 | PA      | $381783.49    | 0.18%             | 2026-12-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners Ltd               | Octagon Investment Partners 18-R Ltd                                            | CUSIP: 67576FAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300219.51    | 0.14%             | 2031-04-16      | Floating      | 5.99%                 | 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        |     81873 | PA      | $77673.05     | 0.04%             | 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        |    145000 | PA      | $144486.67    | 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        |     58562 | PA      | $59356.50     | 0.03%             | 2043-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                   | Extended Stay America Trust 2021-ESH                                            | CUSIP: 30227FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120082 | PA      | $120156.98    | 0.06%             | 2038-07-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                 | Aircastle Ltd                                                                   | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    125000 | PA      | $129133.42    | 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        |    290000 | PA      | $290426.30    | 0.14%             | 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        |     85000 | PA      | $86677.65     | 0.04%             | 2035-06-23      | Fixed         | 5.55%                 | 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        |     83133 | PA      | $71381.90     | 0.03%             | 2041-09-17      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                           | Synchrony Financial                                                             | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    195000 | PA      | $200358.39    | 0.10%             | 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        |    565000 | PA      | $575313.13    | 0.27%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                    | Progress Residential Trust                                                      | CUSIP: 74333HAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $97365.76     | 0.05%             | 2038-07-17      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                 | DISH DBS Corp                                                                   | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $229390.63    | 0.11%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust       | Securitized Term Auto Receivables Trust                                         | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |     80429 | PA      | $80818.34     | 0.04%             | 2031-07-25      | Fixed         | 5.04%                 | 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        |    178640 | PA      | $179288.19    | 0.09%             | 2031-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GCAT                                          | GCAT 2019-RPL1 Trust                                                            | CUSIP: 36167CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     81481 | PA      | $78967.48     | 0.04%             | 2068-10-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                    | Leidos Inc                                                                      | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    325000 | PA      | $329954.52    | 0.16%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                       | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    280000 | PA      | $332299.88    | 0.16%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                               | Cemex SAB de CV                                                                 | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    655000 | PA      | $603828.78    | 0.29%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                             | PRPM 2024-2 LLC                                                                 | CUSIP: 74448BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    129637 | PA      | $131275.67    | 0.06%             | 2029-03-25      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                         | Micron Technology Inc                                                           | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209312.92    | 0.10%             | 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        |    295000 | PA      | $299269.63    | 0.14%             | 2030-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust  | American Credit Acceptance Receivables Trust 2022-1                             | CUSIP: 02530WAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15459 | PA      | $15436.90     | 0.01%             | 2028-03-13      | Fixed         | 2.46%                 | 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        |    154450 | PA      | $149819.28    | 0.07%             | 2047-12-15      | Variable      | 3.69%                 | 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        |     90000 | PA      | $91238.76     | 0.04%             | 2028-06-15      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                          | Glencore Funding LLC                                                            | CUSIP: 378272BL1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258470.73    | 0.12%             | 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        |    733000 | PA      | $759592.45    | 0.36%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CKE Restaurants Holdings Inc                  | Hardee's Funding LLC                                                            | CUSIP: 411707AK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     96000 | PA      | $87523.22     | 0.04%             | 2051-06-20      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                              | Antares Holdings LP                                                             | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    955000 | PA      | $918258.73    | 0.44%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                    | Flagship Credit Auto Trust 2021-1                                               | CUSIP: 33843WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135745 | PA      | $133825.51    | 0.06%             | 2027-03-15      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                    | VMware LLC                                                                      | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    460000 | PA      | $399251.50    | 0.19%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ATLX Trust                                    | ATLX 2024-RPL2 Trust                                                            | CUSIP: 049919AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    118091 | PA      | $113289.31    | 0.05%             | 2063-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                  | Broadcom Inc                                                                    | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    400000 | PA      | $357317.29    | 0.17%             | 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        |    200000 | PA      | $14922.00     | 0.01%             | 2031-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                      | Foundation Finance Trust 2025-1                                                 | CUSIP: 35040WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     91528 | PA      | $92395.28     | 0.04%             | 2050-04-15      | Fixed         | 4.95%                 | 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      | $100373.40    | 0.05%             | 2033-10-13      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                    | Progress Residential Trust                                                      | CUSIP: 74333HAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $145976.33    | 0.07%             | 2038-07-17      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                   | Trimble Inc                                                                     | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    450000 | PA      | $478064.23    | 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        |    780000 | PA      | $613792.92    | 0.29%             | 2046-06-01      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                     | Jabil Inc                                                                       | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    375000 | PA      | $358570.05    | 0.17%             | 2030-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                       | HCA Inc                                                                         | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126081.79    | 0.06%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                    | Affirm Asset Securitization Trust 2023-B                                        | CUSIP: 00792FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $180795.96    | 0.09%             | 2028-09-15      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                 | Carnival Corp                                                                   | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    280000 | PA      | $274050.00    | 0.13%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                | Morgan Stanley                                                                  | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    345000 | PA      | $343718.35    | 0.16%             | 2037-04-20      | Fixed         | 5.30%                 | 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        |    125000 | PA      | $89375.00     | 0.04%             | 2033-03-05      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HLDGS LTD                        | Shimao Group Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $10250.00     | 0.00%             | 2022-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                          | FirstKey Homes 2021-SFR2 Trust                                                  | CUSIP: 33767TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $100787.80    | 0.05%             | 2038-09-17      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                           | Affirm Master Trust                                                             | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230000 | PA      | $231833.79    | 0.11%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                     | Auxilior Term Funding 2023-1 LLC                                                | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     47144 | PA      | $47523.93     | 0.02%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                               | DR Horton Inc                                                                   | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173103.34    | 0.08%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                                             | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5155000 | PA      | $5181781.82   | 2.47%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                          | Western Digital Corp                                                            | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57847.39     | 0.03%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                    | Progress Residential 2021-SFR3                                                  | CUSIP: 74333VAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98367.35     | 0.05%             | 2026-05-17      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Bonds                                                             | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6880000 | PA      | $7067050.00   | 3.37%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                 | Aircastle Ltd                                                                   | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    420000 | PA      | $438487.58    | 0.21%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                          | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    300000 | PA      | $270075.78    | 0.13%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                      | EQT Corp                                                                        | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    385000 | PA      | $356852.75    | 0.17%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                  | GS Mortgage Securities Corp Trust 2013-PEMB                                     | CUSIP: 36197VAA6<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $99223.96     | 0.05%             | 2033-03-05      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Bills                                                             | CUSIP: 912797QF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   4155000 | PA      | $4103230.53   | 1.96%             | 2025-10-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                      | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    550000 | PA      | $498294.40    | 0.24%             | 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        |    400000 | PA      | $408015.46    | 0.19%             | 2050-02-04      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                | PulteGroup Inc                                                                  | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    981000 | PA      | $1027393.49   | 0.49%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                      | Shimao Group Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $9962.00      | 0.00%             | 2026-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                          | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    395000 | PA      | $380828.78    | 0.18%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC      | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    330000 | PA      | $338770.41    | 0.16%             | 2030-06-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                | TD SYNNEX Corp                                                                  | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    290000 | PA      | $305208.86    | 0.15%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                       | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    240000 | PA      | $269028.38    | 0.13%             | 2036-02-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                          | Bank of America Corp                                                            | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45526.87     | 0.02%             | 2033-07-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Recette CLO LLC                               | Recette Clo Ltd                                                                 | CUSIP: 75620TAX6<br>LEI: 549300392I5L5XOJ0016 | Long             | ABS-CBDO         | CORP              | KY        |    360000 | PA      | $360091.26    | 0.17%             | 2034-04-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                        | Pacific Gas and Electric Co                                                     | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    140000 | PA      | $125636.02    | 0.06%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                        | Aviation Capital Group LLC                                                      | CUSIP: 05369AAP6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    550000 | PA      | $584583.29    | 0.28%             | 2028-10-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                | Morgan Stanley                                                                  | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    425000 | PA      | $436223.17    | 0.21%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                           | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    705000 | PA      | $703050.79    | 0.34%             | 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        |    415000 | PA      | $426279.48    | 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        |    275000 | PA      | $276903.83    | 0.13%             | 2037-04-20      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                            | Steel Dynamics Inc                                                              | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210222.95    | 0.10%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust  | American Credit Acceptance Receivables Trust 2023-3                             | CUSIP: 02530EAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $107176.00    | 0.05%             | 2029-10-12      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                          | Bank of America Corp                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    611000 | PA      | $517730.72    | 0.25%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                  | Centene Corp                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    650000 | PA      | $632211.06    | 0.30%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                      | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $365726.06    | 0.17%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                      | Stewart Information Services Corp                                               | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |    555000 | PA      | $496263.36    | 0.24%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                        | Diamondback Energy Inc                                                          | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35379.97     | 0.02%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                        | Pacific Gas and Electric Co                                                     | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43921.03     | 0.02%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                         | Atlassian Corp                                                                  | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    700000 | PA      | $718797.02    | 0.34%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC            | Compass Datacenters Issuer II LLC                                               | CUSIP: 20469AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $300329.49    | 0.14%             | 2049-08-25      | Fixed         | 5.02%                 | 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        |    200000 | PA      | $201648.60    | 0.10%             | 2050-02-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                      | Octane Receivables Trust 2024-2                                                 | CUSIP: 67578YAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $122089.32    | 0.06%             | 2032-07-20      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                   | Hertz Vehicle Financing LLC                                                     | CUSIP: 42806MBG3<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $124968.39    | 0.06%             | 2026-09-25      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| SLAM 2021-1 LLC                               | Slam 2021-1 Ltd                                                                 | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    408750 | PA      | $386979.57    | 0.18%             | 2046-06-15      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                   | Extended Stay America Trust 2021-ESH                                            | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85773 | PA      | $85799.62     | 0.04%             | 2038-07-15      | Floating      | 5.51%                 | 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        |    210000 | PA      | $186464.61    | 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        |     95000 | PA      | $95741.09     | 0.05%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust    | JPMBB Commercial Mortgage Securities Trust 2015-C32                             | CUSIP: 46590JAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $103988.71    | 0.05%             | 2048-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                          | Targa Resources Corp                                                            | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95332.80     | 0.05%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                      | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    165000 | PA      | $144289.03    | 0.07%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                        | Motorola Solutions Inc                                                          | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    785000 | PA      | $800382.69    | 0.38%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                        | US 2YR NOTE (CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       219 | NC      | $211729.46    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GITSIT Mortgage Loan Trust                    | GITSIT Mortgage Loan Trust 2025-NPL1                                            | CUSIP: 375926AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    594160 | PA      | $598231.51    | 0.29%             | 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        |    800000 | PA      | $372044.70    | 0.18%             | 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        |    255000 | PA      | $253221.89    | 0.12%             | 2034-04-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                            | Subway Funding LLC                                                              | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    199000 | PA      | $196997.07    | 0.09%             | 2054-07-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                | VCAT 2025-NPL3 LLC                                                              | CUSIP: 92243QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    403104 | PA      | $403363.59    | 0.19%             | 2055-02-25      | Variable      | 5.89%                 | 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      | $101504.30    | 0.05%             | 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        |     85000 | PA      | $85248.20     | 0.04%             | 2032-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                  | UBS Group AG                                                                    | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    235000 | PA      | $240314.83    | 0.11%             | 2036-05-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust         | Westlake Automobile Receivables Trust 2023-3                                    | CUSIP: 96041CAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $190940.17    | 0.09%             | 2029-03-15      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                              | RCO IX Mortgage LLC 2025-2                                                      | CUSIP: 754930AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    433627 | PA      | $435492.66    | 0.21%             | 2030-04-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                            | Energy Transfer LP                                                              | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    465000 | PA      | $473645.99    | 0.23%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                 | UniCredit SpA                                                                   | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    540000 | PA      | $536877.67    | 0.26%             | 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        |    159000 | PA      | $121792.55    | 0.06%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust        | Santander Drive Auto Receivables Trust 2021-3                                   | CUSIP: 80287EAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10305 | PA      | $10263.42     | 0.00%             | 2027-09-15      | Fixed         | 1.33%                 | 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        |    100000 | PA      | $103836.50    | 0.05%             | 2034-07-17      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust              | WFRBS Commercial Mortgage Trust 2011-C3                                         | CUSIP: 92935VAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23890 | PA      | $8486.10      | 0.00%             | 2044-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                     | Boeing Co/The                                                                   | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395175.48    | 0.19%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Bills                                                             | CUSIP: 912797NU7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1605000 | PA      | $1572383.72   | 0.75%             | 2025-12-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                      | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    205000 | PA      | $183769.43    | 0.09%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                       | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AS8<br>LEI: N/A                  | Long             | DBT              |  | US        |     50000 | PA      | $53408.30     | 0.03%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                           | Global Payments Inc                                                             | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    280000 | PA      | $285807.20    | 0.14%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                          | Blue Owl Finance LLC                                                            | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    555000 | PA      | $571070.92    | 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        |    110000 | PA      | $112138.00    | 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        |    290000 | PA      | $290049.30    | 0.14%             | 2039-08-15      | Floating      | 7.54%                 | 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        |    105000 | PA      | $109031.12    | 0.05%             | 2034-10-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                           | American Tower Corp                                                             | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    225000 | PA      | $231664.24    | 0.11%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TIF Funding II LLC                            | TIF Funding II LLC                                                              | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    186929 | PA      | $167934.77    | 0.08%             | 2046-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                          | Glencore Funding LLC                                                            | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    645000 | PA      | $581525.99    | 0.28%             | 2031-04-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| EverBright Solar Trust                        | EverBright Solar Trust 2024-A                                                   | CUSIP: 29977FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    123333 | PA      | $119775.49    | 0.06%             | 2054-06-22      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                      | Republic of South Africa Government Bond                                        | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   2300000 | PA      | $121434.77    | 0.06%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                             | Expedia Group Inc                                                               | CUSIP: 30212PBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $300774.13    | 0.14%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                 | Boeing Co/The                                                                   | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    120000 | PA      | $130383.41    | 0.06%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                          | Bank of America Corp                                                            | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    235000 | PA      | $206488.20    | 0.10%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                | OWN Equipment Fund II LLC                                                       | CUSIP: 690912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $135360.99    | 0.06%             | 2033-09-26      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORPORATION                          | Carnival Corporation 2025 Term Loan (2027)                                      | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |     20083 | PA      | $20063.98     | 0.01%             | 2027-08-08      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                  | Business Jet Securities 2024-2 LLC                                              | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300985 | PA      | $304982.75    | 0.15%             | 2039-09-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                       | SCF Equipment Leasing 2022-1 LLC                                                | CUSIP: 784033AJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $97601.17     | 0.05%             | 2031-11-20      | Fixed         | 3.79%                 | 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        |    200000 | PA      | $207617.78    | 0.10%             | 2030-09-12      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                       | DCP Midstream Operating LP                                                      | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    240000 | PA      | $212088.47    | 0.10%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                        | General Motors Financial Co Inc                                                 | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82701.65     | 0.04%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                           | Freddie Mac STACR REMIC Trust 2023-DNA2                                         | CUSIP: 35564KT58<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-MBS          | USGSE             | US        |     85322 | PA      | $86656.06     | 0.04%             | 2043-04-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                    | Progress Residential 2021-SFR9 Trust                                            | CUSIP: 74333QAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $93575.56     | 0.04%             | 2040-11-17      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC          | PRET 2025-NPL6 LLC                                                              | CUSIP: 740936AA7<br>LEI: 254900640HC5OZKI7J87 | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $150010.50    | 0.07%             | 2055-06-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                       | CarMax Auto Owner Trust 2024-2                                                  | CUSIP: 14319EAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5000 | PA      | $5155.34      | 0.00%             | 2030-10-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                          | Glencore Funding LLC                                                            | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1453109.96   | 0.69%             | 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        |    340000 | PA      | $353840.82    | 0.17%             | 2033-04-01      | Fixed         | 6.15%                 | 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        |    175000 | PA      | $166576.87    | 0.08%             | 2049-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                             | PRPM 2025-RCF1 LLC                                                              | CUSIP: 74390RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131574 | PA      | $130495.54    | 0.06%             | 2055-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust | Bridgecrest Lending Auto Securitization Trust 2024-2                            | CUSIP: 10805MAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $203840.22    | 0.10%             | 2030-02-15      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN CO LLC                         | Teva Pharmaceutical Finance Co LLC                                              | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |    210000 | PA      | $215902.05    | 0.10%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HCA INC                                       | HCA Inc                                                                         | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179965.31    | 0.09%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                    | LAD Auto Receivables Trust 2023-3                                               | CUSIP: 50168BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $123322.32    | 0.06%             | 2028-12-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                   | Paychex Inc                                                                     | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    170000 | PA      | $175722.50    | 0.08%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust      | Castlelake Aircraft Structured Trust 2019-1                                     | CUSIP: 14855MAA6<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |     92468 | PA      | $87740.22     | 0.04%             | 2039-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC                      | OBX 2021-NQM3 Trust                                                             | CUSIP: 67114JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    108462 | PA      | $88740.22     | 0.04%             | 2061-07-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                  | Synopsys Inc                                                                    | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    340000 | PA      | $338047.85    | 0.16%             | 2055-04-01      | Fixed         | 5.70%                 | 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        |    175000 | PA      | $181650.79    | 0.09%             | 2036-12-17      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                 | AppLovin Corp                                                                   | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    230000 | PA      | $232993.69    | 0.11%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                          | Times China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $6800.00      | 0.00%             | 2026-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CANYON CAPITAL CLO LTD                        | Canyon CLO 2021-4 Ltd                                                           | CUSIP: 13877PAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250213.00    | 0.12%             | 2034-10-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                | Whirlpool Corp                                                                  | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20064.05     | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                         | Sixth Street CLO XVIII Ltd                                                      | CUSIP: 83012HAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    310000 | PA      | $310799.80    | 0.15%             | 2034-04-20      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                              | CSC Holdings LLC                                                                | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $141102.52    | 0.07%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                        | Motorola Solutions Inc                                                          | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    515000 | PA      | $525224.49    | 0.25%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                | Carvana Auto Receivables Trust 2024-N2                                          | CUSIP: 14687VAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $103766.50    | 0.05%             | 2030-09-10      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                 | Boeing Co/The                                                                   | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |      5973 | NS      | $406164.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| VCAT Asset Securitization, LLC                | VCAT 2025-NPL1 LLC                                                              | CUSIP: 921962AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    156695 | PA      | $156998.89    | 0.07%             | 2055-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                    | NLT 2023-1 Trust                                                                | CUSIP: 62917MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    222880 | PA      | $203484.32    | 0.10%             | 2062-10-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                 | DISH DBS Corp                                                                   | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $154275.00    | 0.07%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                         | Continental Resources Inc/OK                                                    | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1134921.17   | 0.54%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                    | Flagship Credit Auto Trust 2023-3                                               | CUSIP: 33846BAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $40234.14     | 0.02%             | 2029-08-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC          | PRET 2025-NPL3 LLC                                                              | CUSIP: 74143HAA3<br>LEI: 254900UGRYVHG7BY6M45 | Long             | ABS-O            | CORP              | US        |    158856 | PA      | $159057.54    | 0.08%             | 2055-04-25      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust              | SMB Private Education Loan Trust 2024-A                                         | CUSIP: 831943AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    106533 | PA      | $108310.31    | 0.05%             | 2056-03-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                    | Masco Corp                                                                      | CUSIP: 574599AY2<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    211000 | PA      | $224658.25    | 0.11%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                     | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30                     | CUSIP: 61766NBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    495000 | PA      | $435836.91    | 0.21%             | 2049-09-15      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                              | COLT 2021-6 Mortgage Loan Trust                                                 | CUSIP: 12658YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390709 | PA      | $353459.16    | 0.17%             | 2066-12-25      | Variable      | 1.91%                 | 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        |     13483 | PA      | $13468.54     | 0.01%             | 2028-08-02      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                                             | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1605000 | PA      | $1607507.81   | 0.77%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORPORATION                           | Novelis Corporation 2025 Term Loan B                                            | CUSIP: 67000LAB8<br>LEI: 549300ZJQN1PEAT42X90 | Long             | LON              | CORP              | US        |    423938 | PA      | $424467.42    | 0.20%             | 2032-03-11      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                       | SCF Equipment Leasing 2022-2 LLC                                                | CUSIP: 78397WAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $115611.46    | 0.06%             | 2032-08-20      | Fixed         | 6.50%                 | 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        |    705000 | PA      | $701600.49    | 0.33%             | 2055-06-07      | Fixed         | 6.72%                 | 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        |    100000 | PA      | $100341.20    | 0.05%             | 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        |    206382 | PA      | $196983.34    | 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        |    330000 | PA      | $335081.61    | 0.16%             | 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        |    100000 | PA      | $100715.63    | 0.05%             | 2031-08-12      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| NATL LIFE INSURANCE-VRMT                      | National Life Insurance Co                                                      | CUSIP: 636792AA1<br>LEI: 0JRPR7R1EOV4Z2M47L22 | Long             | DBT              | CORP              | US        |   1488000 | PA      | $1972760.64   | 0.94%             | 2039-09-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                   | Extended Stay America Trust 2021-ESH                                            | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    343091 | PA      | $343520.00    | 0.16%             | 2038-07-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                        | Extra Space Storage LP                                                          | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    125000 | PA      | $106056.83    | 0.05%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| NLV FINANCIAL CORP                            | NLV Financial Corp                                                              | CUSIP: 65486AAA1<br>LEI: UV78A3V7RXYC94JD0985 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1692522.00   | 0.81%             | 2033-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST               | Stream Innovations 2024-2 Issuer Trust                                          | CUSIP: 86324EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    106600 | PA      | $108657.19    | 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        |    200000 | PA      | $207155.55    | 0.10%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                            | Credit Agricole SA                                                              | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    460000 | PA      | $478310.76    | 0.23%             | 2035-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                         | Open Text Corporation 2023 Term Loan B                                          | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |    504262 | PA      | $503697.06    | 0.24%             | 2030-01-31      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORPORATION                          | Carnival Corporation 2025 Term Loan (2028)                                      | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |    442256 | PA      | $441839.90    | 0.21%             | 2028-10-18      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                      | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88726.00     | 0.04%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                 | CHI Commercial Mortgage Trust 2025-SFT                                          | CUSIP: 16706GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $814829.60    | 0.39%             | 2042-04-15      | Variable      | 5.67%                 | 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        |    294262 | PA      | $293159.02    | 0.14%             | 2032-03-04      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                  | Broadcom Inc                                                                    | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125234.49    | 0.06%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                | Morgan Stanley                                                                  | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1030931.48   | 0.49%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                       | United Rentals North America Inc                                                | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    475000 | PA      | $489260.93    | 0.23%             | 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        |    143625 | PA      | $141532.90    | 0.07%             | 2049-08-25      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                 | Boeing Co/The                                                                   | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    115000 | PA      | $123589.84    | 0.06%             | 2031-05-01      | Fixed         | 6.39%                 | 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        |    140000 | PA      | $149917.67    | 0.07%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust             | Credit Acceptance Auto Loan Trust 2024-2                                        | CUSIP: 22536VAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220000 | PA      | $224379.76    | 0.11%             | 2034-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                         | GFL Environmental Inc                                                           | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $73249.61     | 0.03%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust                    | BINOM Securitization Trust 2022-RPL1                                            | CUSIP: 05552CAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $243485.85    | 0.12%             | 2061-02-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                      | JH North America Holdings Inc                                                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    185000 | PA      | $188071.74    | 0.09%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Trust               | CoreVest American Finance 2021-3 Trust                                          | CUSIP: 21873NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $97221.19     | 0.05%             | 2054-10-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                     | IQVIA Inc 2025 Repriced Term Loan B                                             | CUSIP: 44969CBP4<br>LEI: 549300PLWY28YB00C717 | Long             | LON              | CORP              | US        |    253787 | PA      | $254660.37    | 0.12%             | 2031-01-02      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds          | Chile Government International Bonds                                            | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $206020.00    | 0.10%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Symetra CLO Ltd                               | Symetra CLO 2025-1 Ltd                                                          | CUSIP: 87153AAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250174.25    | 0.12%             | 2038-04-20      | Floating      | 5.98%                 | 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        |    104669 | PA      | $104275.37    | 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        |    100000 | PA      | $100926.50    | 0.05%             | 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        |   1165000 | PA      | $837811.50    | 0.40%             | 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        |    265000 | PA      | $267033.32    | 0.13%             | 2039-03-25      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                             | ONEOK Partners LP                                                               | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42785.15     | 0.02%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                     | BPR Trust 2021-NRD                                                              | CUSIP: 05592CAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $103520.03    | 0.05%             | 2038-12-15      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                          | Bank of America Corp                                                            | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    375000 | PA      | $343160.28    | 0.16%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Bonds                                                             | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7125000 | PA      | $5893432.64   | 2.81%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC          | PRET 2024-NPL4 LLC                                                              | CUSIP: 74143RAA1<br>LEI: 254900OXVJK5CT5B2O86 | Long             | ABS-O            | CORP              | US        |     97013 | PA      | $97164.79     | 0.05%             | 2054-07-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                      | JH North America Holdings Inc                                                   | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131135.16    | 0.06%             | 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      | $101831.50    | 0.05%             | 2050-02-20      | Fixed         | 5.91%                 | 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        |    310000 | PA      | $306359.05    | 0.15%             | 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        |    200000 | PA      | $198119.20    | 0.09%             | 2042-01-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                  | Entegris Inc                                                                    | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    750000 | PA      | $741682.88    | 0.35%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                        | Aviation Capital Group LLC                                                      | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    170000 | PA      | $177051.60    | 0.08%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                              | T-Mobile USA Inc                                                                | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    230000 | PA      | $202701.36    | 0.10%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                 | EchoStar Corp                                                                   | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    184849 | PA      | $217659.70    | 0.10%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                      | RTX Corp                                                                        | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    490000 | PA      | $500866.93    | 0.24%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC          | PRET 2024-NPL8 LLC                                                              | CUSIP: 69392DAA0<br>LEI: 254900IGILCZGVE9SS90 | Long             | ABS-MBS          | CORP              | US        |    238744 | PA      | $238847.96    | 0.11%             | 2054-11-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Issuer LLC         | New Economy Assets - Phase 1 Sponsor LLC                                        | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $94148.79     | 0.04%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                  | UBS Group AG                                                                    | CUSIP: 225401BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $309094.99    | 0.15%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                  | Centene Corp                                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    520000 | PA      | $447713.14    | 0.21%             | 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        |     48500 | PA      | $47783.45     | 0.02%             | 2052-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                             | PRPM 2024-RCF2 LLC                                                              | CUSIP: 693987AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143395 | PA      | $140229.65    | 0.07%             | 2054-03-25      | Variable      | 3.75%                 | 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        |    930600 | PA      | $933754.73    | 0.45%             | 2030-05-24      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                 | Carnival Corp                                                                   | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     70000 | PA      | $73741.92     | 0.04%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                       | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112455.45    | 0.05%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust        | Santander Drive Auto Receivables Trust 2024-3                                   | CUSIP: 80287LAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $360324.65    | 0.17%             | 2031-10-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                        | Pacific Gas and Electric Co                                                     | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $150956.87    | 0.07%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                    | Navient Private Education Refi Loan Trust 2020-H                                | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16849 | PA      | $15832.62     | 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        |    165000 | PA      | $167410.73    | 0.08%             | 2032-08-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Alinea CLO LTD                                | Alinea CLO 2018-1 Ltd                                                           | CUSIP: 016269AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $596971.20    | 0.29%             | 2031-07-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                      | Western Midstream Operating LP                                                  | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    195000 | PA      | $162728.55    | 0.08%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                         | Helmerich & Payne Inc                                                           | CUSIP: 423452AK7<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    820000 | PA      | $747578.14    | 0.36%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                           | Resideo Funding Inc 2024 M&A 1st lien Term Loan B                               | CUSIP: 76090LAK0<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |    466634 | PA      | $464883.73    | 0.22%             | 2031-06-13      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust              | SMB Private Education Loan Trust 2020-A                                         | CUSIP: 78449UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    222893 | PA      | $214666.69    | 0.10%             | 2037-09-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC      | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RJK1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $132798.67    | 0.06%             | 2030-12-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                  | CaixaBank SA                                                                    | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    210000 | PA      | $212153.97    | 0.10%             | 2036-07-03      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                    | Fiserv Inc                                                                      | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    765000 | PA      | $795439.50    | 0.38%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                               | Invesco US CLO 2024-4 Ltd                                                       | CUSIP: 46151BAA3<br>LEI: 2138006HTEY9GGW6XF50 | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $551471.25    | 0.26%             | 2038-01-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                       | Aircastle Ltd / Aircastle Ireland DAC                                           | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    150000 | PA      | $154123.36    | 0.07%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                | NRG Energy Inc 2024 Term Loan                                                   | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |    119095 | PA      | $119244.34    | 0.06%             | 2031-04-16      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                             | Expedia Group Inc                                                               | CUSIP: 30212PBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    980000 | PA      | $986755.02    | 0.47%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                  | Broadcom Inc                                                                    | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    260000 | PA      | $235801.46    | 0.11%             | 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        |    765000 | PA      | $905136.18    | 0.43%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RFS Asset Securitization II LLC               | RFS Asset Securitization II LLC                                                 | CUSIP: 74969DAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $254334.00    | 0.12%             | 2031-07-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust         | Westlake Automobile Receivables Trust 2024-3                                    | CUSIP: 96043CAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $241563.24    | 0.12%             | 2030-04-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust         | Mission Lane Credit Card Master Trust                                           | CUSIP: 60510MAY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $110968.47    | 0.05%             | 2029-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XV Ltd            | Octagon Investment Partners XV Ltd                                              | CUSIP: 67590EBG8<br>LEI: 549300VYCI9AZ4NZBX86 | Long             | ABS-CBDO         | CORP              | KY        |     39662 | PA      | $39701.58     | 0.02%             | 2030-07-19      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                           | Ashtead Capital Inc                                                             | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204690.98    | 0.10%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LLC               | Domino's Pizza Master Issuer LLC                                                | CUSIP: 25755TAK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160128 | PA      | $158828.58    | 0.08%             | 2048-07-25      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                      | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    155000 | PA      | $158406.09    | 0.08%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                      | Western Midstream Operating LP                                                  | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30510.07     | 0.01%             | 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        |     42000 | PA      | $40771.17     | 0.02%             | 2042-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC      | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RHA5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    190000 | PA      | $199028.23    | 0.10%             | 2029-06-20      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                       | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    700000 | PA      | $704276.36    | 0.34%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TEREX CORPORATION                             | Terex Corporation 2024 Term Loan B                                              | CUSIP: 88078FBM9<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | LON              | CORP              | US        |     75430 | PA      | $75799.61     | 0.04%             | 2031-10-08      | None          | 0.00%                 | 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: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    185000 | PA      | $175755.98    | 0.08%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                  | Centene Corp                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    220000 | PA      | $202627.37    | 0.10%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust               | Prestige Auto Receivables Trust 2023-1                                          | CUSIP: 74113GAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $142034.48    | 0.07%             | 2029-04-16      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                    | Progress Residential 2022-SFR5 Trust                                            | CUSIP: 74332YAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100184.63    | 0.05%             | 2039-06-17      | Fixed         | 5.19%                 | 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        |    210000 | PA      | $211697.85    | 0.10%             | 2030-12-28      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                               | BAE Systems PLC                                                                 | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    415000 | PA      | $424408.05    | 0.20%             | 2034-03-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies              | Carlyle US CLO 2021-9 Ltd                                                       | CUSIP: 14317KAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    270000 | PA      | $270324.00    | 0.13%             | 2034-10-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                       | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $436348.80    | 0.21%             | 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        |    185000 | PA      | $190157.80    | 0.09%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                      | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    310000 | PA      | $230562.50    | 0.11%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                      | Vistra Operations Co LLC                                                        | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91646.90     | 0.04%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                         | Uber Technologies Inc                                                           | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294670.92    | 0.14%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                        | US 10YR NOTE (CBT)SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       125 | NC      | $202110.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Student Loan Trust                    | Navient Private Education Refi Loan Trust 2021-A                                | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    108716 | PA      | $99082.86     | 0.05%             | 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        |    421687 | PA      | $432866.32    | 0.21%             | 2054-08-25      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                    | NetApp Inc                                                                      | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231757.31    | 0.11%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bundesschatzanweisungen                       | Bundesschatzanweisungen                                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    180000 | PA      | $213250.30    | 0.10%             | 2027-03-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                      | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    995000 | PA      | $922383.78    | 0.44%             | 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        |    310000 | PA      | $304909.77    | 0.15%             | 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        |     75000 | PA      | $63265.88     | 0.03%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Trust LLC         | OnDeck Asset Securitization Trust IV LLC                                        | CUSIP: 67108SAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $104351.00    | 0.05%             | 2031-10-17      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                | OWN Equipment Fund I LLC                                                        | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    281956 | PA      | $286555.49    | 0.14%             | 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        |    813266 | PA      | $811810.01    | 0.39%             | 2031-01-17      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                      | Brazil Notas do Tesouro Nacional Serie F                                        | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   3138000 | PA      | $506514.79    | 0.24%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                           | Global Payments Inc                                                             | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    185000 | PA      | $170087.21    | 0.08%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                       | Aircastle Ltd / Aircastle Ireland DAC                                           | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    150000 | PA      | $151235.93    | 0.07%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REMIC FUNDING TRUST 98-1                      | Redwood Funding Trust 2024-1                                                    | CUSIP: 75806FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     91811 | PA      | $93090.05     | 0.04%             | 2054-12-25      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                          | Aramark Services Inc 2024 Term Loan B7                                          | CUSIP: 03852JAU5<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |     55000 | PA      | $55029.70     | 0.03%             | 2028-04-06      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                | Hyundai Auto Receivables Trust 2025-A                                           | CUSIP: 44935CAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201444.60    | 0.10%             | 2032-06-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                        | Marriott International Inc/MD                                                   | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    475000 | PA      | $475078.69    | 0.23%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                           | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $241563.31    | 0.12%             | 2029-02-15      | Fixed         | 3.25%                 | 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        |    310000 | PA      | $330756.91    | 0.16%             | 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        |    100000 | PA      | $102374.90    | 0.05%             | 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        |    102964 | PA      | $103350.38    | 0.05%             | 2030-10-24      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                 | Carnival Corp                                                                   | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    790000 | PA      | $808290.08    | 0.39%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC                         | Whistler Pipeline LLC                                                           | CUSIP: 96337RAC6<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121544.01    | 0.06%             | 2034-09-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SOLRR Aircraft 2021-1 Limited                 | Lunar 2021-1 Structured Aircraft Portfolio Notes                                | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    253384 | PA      | $236085.25    | 0.11%             | 2046-10-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                   | OCP CLO 2024-38 Ltd                                                             | CUSIP: 67120KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500625.00    | 0.24%             | 2038-01-21      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    370000 | PA      | $383447.02    | 0.18%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                          | FirstKey Homes 2021-SFR2 Trust                                                  | CUSIP: 33767TAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205000 | PA      | $196778.84    | 0.09%             | 2038-09-17      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                     | BPR Trust 2021-NRD                                                              | CUSIP: 05592CAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95000 | PA      | $93720.07     | 0.04%             | 2038-12-15      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                    | Leidos Inc                                                                      | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54189.87     | 0.03%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                     | Towd Point Mortgage Trust 2019-4                                                | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165700 | PA      | $159013.06    | 0.08%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                      | Marriott Ownership Resorts Inc                                                  | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38416.26     | 0.02%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                           | CIFI Holdings Group Co Ltd                                                      | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $19982.00     | 0.01%             | 2024-11-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                | Carvana Auto Receivables Trust 2025-P1                                          | CUSIP: 14689MAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100893.70    | 0.05%             | 2031-08-11      | Fixed         | 5.34%                 | 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        |    143066 | PA      | $134482.37    | 0.06%             | 2046-08-15      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                      | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    205000 | PA      | $223791.33    | 0.11%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                          | COPT Defense Properties LP                                                      | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |     85000 | PA      | $75181.85     | 0.04%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust           | Exeter Automobile Receivables Trust 2024-3                                      | CUSIP: 30165AAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101165.73    | 0.05%             | 2029-07-16      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                  | Centene Corp                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    260000 | PA      | $232315.47    | 0.11%             | 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        |    305000 | PA      | $308398.62    | 0.15%             | 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        |    266706 | PA      | $268407.57    | 0.13%             | 2049-09-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                    | Affirm Asset Securitization Trust 2024-A                                        | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    285000 | PA      | $287170.56    | 0.14%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                                                 | CUSIP: 31412EJ23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       906 | PA      | $919.94       | 0.00%             | 2037-02-01      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                  | CSMC 2017-RPL1 Trust                                                            | CUSIP: 22945AAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $85239.82     | 0.04%             | 2057-07-25      | Variable      | 2.97%                 | 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        |    600000 | PA      | $529103.18    | 0.25%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                               | Trans Union LLC 2024 Term Loan B8                                               | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    933684 | PA      | $934430.74    | 0.45%             | 2031-06-24      | Floating      | 6.08%                 | 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        |    225000 | PA      | $226788.53    | 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        |    690000 | PA      | $693373.41    | 0.33%             | 2037-07-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY INC                              | Viper Energy Inc                                                                | CUSIP: 92763MAB1<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |     95000 | PA      | $100803.09    | 0.05%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Bonds                                                             | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2485000 | PA      | $1517888.47   | 0.72%             | 2052-02-15      | Fixed         | 2.25%                 | 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        |    355000 | PA      | $360135.86    | 0.17%             | 2053-03-05      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                    | FIXED INC CLEARING CORP.REPO                                                    | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   6211242 | PA      | $6211241.54   | 2.97%             |  |  |  | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                        | Marriott International Inc/MD                                                   | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    195000 | PA      | $197360.66    | 0.09%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                  | DC Commercial Mortgage Trust 2023-DC                                            | CUSIP: 24023AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205000 | PA      | $213162.49    | 0.10%             | 2040-09-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| BX Trust                                      | BX Trust 2024-VLT4                                                              | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $199937.50    | 0.10%             | 2029-07-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                        | Motorola Solutions Inc                                                          | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41668.65     | 0.02%             | 2032-06-01      | Fixed         | 5.60%                 | 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        |    245000 | PA      | $251610.84    | 0.12%             | 2031-05-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                         | Continental Resources Inc/OK                                                    | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1640573.69   | 0.78%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                       | Jefferies Financial Group Inc                                                   | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94141.60     | 0.04%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited           | TMCL VII Holdings Ltd                                                           | CUSIP: 87257FAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    345000 | PA      | $345057.27    | 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        |    200000 | PA      | $205064.26    | 0.10%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                             | Battalion CLO VIII Ltd                                                          | CUSIP: 07132ACE1<br>LEI: 549300WH2OE0BGHQQP83 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250199.00    | 0.12%             | 2030-07-18      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                          | FLUTTER FINANCING BV 2025 TERM LOAN B                                           | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |     50000 | PA      | $49937.50     | 0.02%             | 2032-06-04      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| HCA INC                                       | HCA Inc                                                                         | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47870.74     | 0.02%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                              | CSC Holdings LLC                                                                | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    400000 | PA      | $277155.62    | 0.13%             | 2031-02-15      | Fixed         | 3.38%                 | 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: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    225000 | PA      | $209360.86    | 0.10%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                           | Synchrony Financial                                                             | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121046.24    | 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        |    100000 | PA      | $103972.36    | 0.05%             | 2029-08-15      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                 | Amphenol Corp                                                                   | CUSIP: 032095AR2<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    315000 | PA      | $318381.26    | 0.15%             | 2035-01-15      | Fixed         | 5.00%                 | 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        |     50000 | PA      | $51731.11     | 0.02%             | 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        |    555000 | PA      | $585527.22    | 0.28%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                 | BGC Group Inc                                                                   | CUSIP: 05555LAC5<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    280000 | PA      | $283893.15    | 0.14%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                   | Rad CLO 15 Ltd                                                                  | CUSIP: 750103AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250000.00    | 0.12%             | 2034-01-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                      | Sensata Technologies Inc                                                        | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    140000 | PA      | $127613.07    | 0.06%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HLDGS LTD                        | Shimao Group Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $10052.00     | 0.00%             | 2024-02-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust         | Wells Fargo Commercial Mortgage Trust 2013-LC12                                 | CUSIP: 94988QAQ4<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-MBS          | CORP              | US        |      5029 | PA      | $4814.91      | 0.00%             | 2046-07-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| GITSIT Mortgage Loan Trust                    | GITSIT Mortgage Loan Trust 2024-NPL1                                            | CUSIP: 375925AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     79507 | PA      | $79908.25     | 0.04%             | 2054-06-25      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                      | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $3972.20      | 0.00%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                        | Republic of Uzbekistan International Bond                                       | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    200000 | PA      | $178298.62    | 0.09%             | 2030-11-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freedom Financial                             | FREED ABS Trust 2021-3FP                                                        | CUSIP: 30322MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     32620 | PA      | $32480.67     | 0.02%             | 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        |    179850 | PA      | $181356.71    | 0.09%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                    | Affirm Asset Securitization Trust 2024-A                                        | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $105481.85    | 0.05%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                         | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    180000 | PA      | $192748.14    | 0.09%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                       | BioMarin Pharmaceutical Inc                                                     | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    105000 | PA      | $98836.09     | 0.05%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                     | College Ave Student Loans 2021-A LLC                                            | CUSIP: 19424KAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     48731 | PA      | $45433.31     | 0.02%             | 2051-07-25      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                       | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $226472.00    | 0.11%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                            | Aqua Finance Trust 2024-A                                                       | CUSIP: 03837DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    294421 | PA      | $294390.01    | 0.14%             | 2050-04-18      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust             | GLS Auto Select Receivables Trust 2024-3                                        | CUSIP: 37989EAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $103088.57    | 0.05%             | 2030-08-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                       | MPLX LP                                                                         | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44373.88     | 0.02%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                | Morgan Stanley                                                                  | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    230000 | PA      | $240961.61    | 0.12%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                | Morgan Stanley                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    290000 | PA      | $314855.25    | 0.15%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                    | Citadel LP                                                                      | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118898.51    | 0.06%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                     | Boeing Co/The                                                                   | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    435000 | PA      | $442873.29    | 0.21%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                    | NetApp Inc                                                                      | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205392.61    | 0.10%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                | Morgan Stanley                                                                  | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154312.10    | 0.07%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                  | Centene Corp                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18572.70     | 0.01%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                     | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23764.05     | 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        |   9175000 | PA      | $242353.73    | 0.12%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                           | DT Auto Owner Trust 2023-2                                                      | CUSIP: 23346CAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $271974.75    | 0.13%             | 2029-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                  | UBS Group AG                                                                    | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    335000 | PA      | $347962.84    | 0.17%             | 2035-02-08      | Fixed         | 5.70%                 | 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        |    499445 | PA      | $499809.59    | 0.24%             | 2031-05-23      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                 | Boeing Co/The                                                                   | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    175000 | PA      | $192210.74    | 0.09%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust        | GreenSky Home Improvement Trust 2024-1                                          | CUSIP: 39571MAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102705.20    | 0.05%             | 2059-06-25      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| MDC Holdings Inc                              | MDC Holdings Inc                                                                | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    325000 | PA      | $294003.26    | 0.14%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                           | NCL Corp Ltd                                                                    | CUSIP: 62886HBN0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     25000 | PA      | $26354.53     | 0.01%             | 2029-01-15      | Fixed         | 8.12%                 | 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        |    310000 | PA      | $309648.77    | 0.15%             | 2031-09-10      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                               | SEB Funding LLC                                                                 | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99750 | PA      | $97888.90     | 0.05%             | 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        |     25000 | PA      | $21406.36     | 0.01%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                          | Targa Resources Corp                                                            | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    420000 | PA      | $442639.69    | 0.21%             | 2033-03-15      | Fixed         | 6.12%                 | 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        |    270000 | PA      | $272634.39    | 0.13%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                    | DaVita Inc 2024 Extended Term Loan B1                                           | CUSIP: 23918VBB9<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | LON              | CORP              | US        |     95132 | PA      | $95596.57     | 0.05%             | 2031-05-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                       | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1050000 | PA      | $1070240.85   | 0.51%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust               | CarMax Select Receivables Trust 2025-A                                          | CUSIP: 14319UAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    195000 | PA      | $199390.27    | 0.10%             | 2031-07-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust               | CarMax Select Receivables Trust 2025-A                                          | CUSIP: 14319UAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    335000 | PA      | $343231.08    | 0.16%             | 2031-07-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC          | PRET 2024-NPL7 LLC                                                              | CUSIP: 74136TAA6<br>LEI: 254900640HC5OZKI7J87 | Long             | ABS-MBS          | CORP              | US        |    144980 | PA      | $145037.18    | 0.07%             | 2054-10-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                        | Republic of Uzbekistan International Bond                                       | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    200000 | PA      | $176136.71    | 0.08%             | 2031-10-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Sunrun Issuer                                 | Sunrun Atlas Issuer 2019-2 LLC                                                  | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280998 | PA      | $266039.88    | 0.13%             | 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        |    890000 | PA      | $919168.86    | 0.44%             | 2030-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                 | AppLovin Corp                                                                   | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1228507.63   | 0.59%             | 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        |   1035000 | PA      | $932017.50    | 0.45%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust             | GLS Auto Select Receivables Trust 2025-1                                        | CUSIP: 36271FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20000 | PA      | $20413.66     | 0.01%             | 2032-04-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                    | Flagship Credit Auto Trust 2021-3                                               | CUSIP: 33846QAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $201642.29    | 0.10%             | 2027-09-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                | Whirlpool Corp                                                                  | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20175.78     | 0.01%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust   | AASET 2025-1                                                                    | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    243877 | PA      | $249429.17    | 0.12%             | 2050-02-16      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                       | Dryden 53 CLO Ltd                                                               | CUSIP: 26243EAR2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    455000 | PA      | $455000.00    | 0.22%             | 2031-01-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                        | Mosaic Solar Loan Trust 2024-2                                                  | CUSIP: 61947BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    594645 | PA      | $583050.76    | 0.28%             | 2052-04-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust     | TCO Commercial Mortgage Trust 2024-DPM                                          | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $124805.00    | 0.06%             | 2039-12-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                               | DR Horton Inc                                                                   | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    295000 | PA      | $291650.12    | 0.14%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                    | Flagship Credit Auto Trust 2023-2                                               | CUSIP: 33843EAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $277056.75    | 0.13%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                          | Aramark Services Inc 2024 Term Loan B8                                          | CUSIP: 03852JAV3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |    481388 | PA      | $481989.23    | 0.23%             | 2030-06-22      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                     | College Ave Student Loans 2024-B LLC                                            | CUSIP: 19423UAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102308.31    | 0.05%             | 2054-08-25      | Fixed         | 6.08%                 | 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        |    270000 | PA      | $281118.28    | 0.13%             | 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        |  23990000 | PA      | $596172.97    | 0.28%             | 2026-02-18      | Fixed         | 37.00%                | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust         | Mission Lane Credit Card Master Trust                                           | CUSIP: 60510MAT5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $180169.78    | 0.09%             | 2028-11-15      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                    | Progress Residential 2021-SFR4                                                  | CUSIP: 74333EAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98090.60     | 0.05%             | 2038-05-17      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                | Carvana Auto Receivables Trust 2024-N1                                          | CUSIP: 14687QAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102485.91    | 0.05%             | 2030-05-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                        | Williams Cos Inc/The                                                            | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    565000 | PA      | $563701.91    | 0.27%             | 2034-03-15      | Fixed         | 5.15%                 | 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        |     50501 | PA      | $46232.69     | 0.02%             | 2046-06-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC      | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RJQ8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99994.10     | 0.05%             | 2029-04-20      | Fixed         | 7.59%                 | 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        |    100000 | PA      | $90434.69     | 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        |    330000 | PA      | $313585.70    | 0.15%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee         | VOLT XCVI LLC                                                                   | CUSIP: 92873FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8417 | PA      | $8414.24      | 0.00%             | 2051-03-27      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                                             | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    950000 | PA      | $952634.77    | 0.45%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust | BHG Securitization Trust 2025-1CON                                              | CUSIP: 08860AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    192490 | PA      | $193281.27    | 0.09%             | 2036-04-17      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                         | Micron Technology Inc                                                           | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    780000 | PA      | $814871.47    | 0.39%             | 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        |    340169 | PA      | $341179.07    | 0.16%             | 2030-11-08      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                             | PRPM 2021-4 LLC                                                                 | CUSIP: 693583AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     69244 | PA      | $69309.75     | 0.03%             | 2026-04-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds          | Chile Government International Bonds                                            | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    600000 | PA      | $363510.00    | 0.17%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                     | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1045310.86   | 0.50%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                    | Progress Residential 2021-SFR7 Trust                                            | CUSIP: 74333PAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $152003.02    | 0.07%             | 2040-08-17      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                      | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77353.13     | 0.04%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                           | Ashtead Capital Inc                                                             | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202546.29    | 0.10%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                          | Targa Resources Corp                                                            | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    785000 | PA      | $788971.53    | 0.38%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                    | Progress Residential 2021-SFR5 Trust                                            | CUSIP: 74333FAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $116199.19    | 0.06%             | 2038-07-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                          | Glencore Funding LLC                                                            | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    270000 | PA      | $275443.07    | 0.13%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                          | Wingstop Funding LLC                                                            | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $148635.59    | 0.07%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                       | Carmax Auto Owner Trust 2023-2                                                  | CUSIP: 142921AH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $41284.80     | 0.02%             | 2029-10-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                  | GS Mortgage Securities Corp Trust 2012-BWTR                                     | CUSIP: 36192RAA0<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    100981 | PA      | $87115.27     | 0.04%             | 2034-11-05      | Fixed         | 2.95%                 | 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        |    245000 | PA      | $253815.10    | 0.12%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                   | Extended Stay America Trust 2021-ESH                                            | CUSIP: 30227FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107216 | PA      | $107249.51    | 0.05%             | 2038-07-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                         | Civitas Resources Inc                                                           | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102391.10    | 0.05%             | 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        |     75861 | PA      | $75859.56     | 0.04%             | 2030-02-25      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                    | GLS Auto Receivables Issuer Trust 2023-3                                        | CUSIP: 36267PAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80000 | PA      | $81917.11     | 0.04%             | 2029-05-15      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| WAVE 2017-1 LLC                               | WAVE 2017-1 Trust                                                               | CUSIP: 94353WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     82563 | PA      | $80087.90     | 0.04%             | 2042-11-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                | Var Energi ASA                                                                  | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    385000 | PA      | $436331.40    | 0.21%             | 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        |    420000 | PA      | $426557.89    | 0.20%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                    | Navient Private Education Refi Loan Trust 2021-E                                | CUSIP: 63942EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $70998.34     | 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        |    100000 | PA      | $99627.80     | 0.05%             | 2031-02-18      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                  | Broadcom Inc                                                                    | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82449.59     | 0.04%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC      | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RGC2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101932.86    | 0.05%             | 2029-04-20      | Fixed         | 5.25%                 | 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        |    445000 | PA      | $468589.41    | 0.22%             | 2029-08-15      | Fixed         | 7.84%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                               | Cemex SAB de CV                                                                 | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $200549.60    | 0.10%             | 2029-11-19      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                          | Birch Grove Clo 9 Ltd                                                           | CUSIP: 09077WAA6<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |    465000 | PA      | $465752.84    | 0.22%             | 2037-10-22      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                        | Mosaic Solar Loan Trust 2024-1                                                  | CUSIP: 618937AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     77880 | PA      | $76091.64     | 0.04%             | 2049-09-20      | Fixed         | 5.50%                 | 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        |    225000 | PA      | $227411.08    | 0.11%             | 2039-05-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                          | Bank of America Corp                                                            | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75000.68     | 0.04%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Aimco                                         | AIMCO CLO 21 Ltd                                                                | CUSIP: 00901WAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250893.50    | 0.12%             | 2037-04-18      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                     | BPR Trust 2021-NRD                                                              | CUSIP: 05592CAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65000 | PA      | $64097.41     | 0.03%             | 2038-12-15      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                            | Energy Transfer LP                                                              | CUSIP: 292480AJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    588000 | PA      | $506709.00    | 0.24%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                          | Bank of America Corp                                                            | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    370000 | PA      | $322671.32    | 0.15%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                           | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $464813.87    | 0.22%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                        | US 5YR NOTE (CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       146 | NC      | $195984.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SINO OCEAN LAND TREAS                         | SINO OCEAN LAND TREAS                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $16002.80     | 0.01%             | 2030-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited           | Textainer Marine Containers VII Ltd                                             | CUSIP: 88315LAQ1<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    279999 | PA      | $261096.42    | 0.12%             | 2046-04-20      | Fixed         | 2.23%                 | 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        |     65000 | PA      | $67960.19     | 0.03%             | 2030-04-15      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| tvc mortgage trust                            | TVC Mortgage Trust 2024-RRTL1                                                   | CUSIP: 87306WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $374609.44    | 0.18%             | 2039-07-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                           | Meritage Homes Corp                                                             | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    525000 | PA      | $526491.00    | 0.25%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                | Wheels Fleet Lease Funding 1 LLC                                                | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100596.80    | 0.05%             | 2039-09-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                      | Uruguay Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   8825000 | PA      | $219873.91    | 0.10%             | 2028-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                      | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $48004.10     | 0.02%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                      | Western Midstream Operating LP                                                  | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    120000 | PA      | $100923.33    | 0.05%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Bonds                                                             | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1550000 | PA      | $1384525.39   | 0.66%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                       | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $201152.20    | 0.10%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust     | SFS Auto Receivables Securitization Trust 2025-1                                | CUSIP: 81885BAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101689.70    | 0.05%             | 2031-02-20      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds           | Oman Government International Bonds                                             | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    515000 | PA      | $539165.86    | 0.26%             | 2029-08-01      | Fixed         | 6.00%                 | 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        |    100000 | PA      | $89515.29     | 0.04%             | 2054-10-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                          | Western Digital Corp                                                            | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    140000 | PA      | $129788.43    | 0.06%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                          | FirstKey Homes 2022-SFR2 Trust                                                  | CUSIP: 33767PAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    360000 | PA      | $352645.96    | 0.17%             | 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        |    449248 | PA      | $449346.64    | 0.21%             | 2030-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                              | CIFC Funding 2021-VI Ltd                                                        | CUSIP: 12553SAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250183.50    | 0.12%             | 2034-10-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                               | SEB Funding LLC                                                                 | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $204524.62    | 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        |    565000 | PA      | $574559.80    | 0.27%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                  | CSMC 2021-RPL4 Trust                                                            | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    407896 | PA      | $406252.09    | 0.19%             | 2060-12-27      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| CKE Restaurants Holdings Inc                  | Hardee's Funding LLC                                                            | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     74062 | PA      | $76403.96     | 0.04%             | 2054-03-20      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                        | US 10YR ULTRA FUT SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -217 | NC      | $-479495.03   | -0.23%            |  |  |  | No            |                  1 | 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        |     65060 | PA      | $65792.95     | 0.03%             | 2046-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                        | Extra Space Storage LP                                                          | CUSIP: 30225VAR8<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    260000 | PA      | $274680.01    | 0.13%             | 2031-01-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                 | ZF North America Capital Inc                                                    | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    155000 | PA      | $148848.63    | 0.07%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                     | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12                     | CUSIP: 61762XAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13192 | PA      | $12499.34     | 0.01%             | 2046-10-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust             | GLS Auto Select Receivables Trust 2025-1                                        | CUSIP: 36271FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10000 | PA      | $10172.22     | 0.00%             | 2031-03-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust | BHG Securitization Trust 2022-A                                                 | CUSIP: 054977AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $96776.45     | 0.05%             | 2035-02-20      | Fixed         | 3.08%                 | 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        |    169873 | PA      | $169833.49    | 0.08%             | 2061-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                    | Leidos Inc                                                                      | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    795000 | PA      | $828233.25    | 0.40%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                    | Progress Residential 2021-SFR4                                                  | CUSIP: 74333EAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98120.94     | 0.05%             | 2038-05-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                    | Citadel LP                                                                      | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93980.19     | 0.04%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                        | Aviation Capital Group LLC                                                      | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10094.44     | 0.00%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust  | American Credit Acceptance Receivables Trust 2024-3                             | CUSIP: 02490BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102628.50    | 0.05%             | 2030-07-12      | Fixed         | 6.04%                 | 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        |    100000 | PA      | $100366.30    | 0.05%             | 2050-02-25      | Fixed         | 5.85%                 | 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      |
| Bankers Healthcare Group Securitization Trust | BHG Securitization Trust 2022-A                                                 | CUSIP: 054977AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    299788 | PA      | $296401.08    | 0.14%             | 2035-02-20      | Fixed         | 2.70%                 | 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        |     23599 | PA      | $23317.84     | 0.01%             | 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        |  20985000 | PA      | $1024908.92   | 0.49%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                      | BX Commercial Mortgage Trust 2024-VLT5                                          | CUSIP: 05614JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $171834.61    | 0.08%             | 2046-11-13      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                | Sunnova Helios X Issuer LLC                                                     | CUSIP: 86744WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    173831 | PA      | $163071.91    | 0.08%             | 2049-11-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                            | Aqua Finance Trust 2021-A                                                       | CUSIP: 03842VAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $91910.00     | 0.04%             | 2046-07-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC      | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RHP2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $105638.17    | 0.05%             | 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        |    100000 | PA      | $102044.02    | 0.05%             | 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        |    106620 | PA      | $106487.19    | 0.05%             | 2028-02-11      | Floating      | 6.06%                 | 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        |     25000 | PA      | $25626.98     | 0.01%             | 2030-02-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer