# EDGAR Filing Document

**Accession Number:** 0000872649
**File Stem:** 0001752724-23-046356
**Filing Date:** 2023-2
**Character Count:** 249616
**Document Hash:** 57cc75114fef9671652a61a3c82f8ce7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046356.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046356

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LOOMIS SAYLES FUNDS II
- **CENTRAL INDEX KEY:** 0000872649
- **IRS NUMBER:** 043113285
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06241
- **FILM NUMBER:** 23682189

**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 I
- **DATE OF NAME CHANGE:** 20031119

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

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

## Series and Classes Contracts Data

### Loomis Sayles Strategic Income Fund (Series ID: S000006706)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000018251 | Class A      | NEFZX           |
| C000018253 | Class C      | NECZX           |
| C000018254 | Class Y      | NEZYX           |
| C000082999 | Admin Class  | NEZAX           |
| C000125487 | Class N      | NEZNX           |

## 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 II

- **b. Investment Company Act file number:** 811-06241

- **c. CIK number of Registrant:** 0000872649

- **d. LEI of Registrant:** 5493007QOEDY6IHOTU14

- **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 Strategic Income Fund

- **b. EDGAR series identifier (if any):** S000006706

- **c. LEI of Series:** KYFRBC8QABICX3ZM7C76

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

- **a. Date of fiscal year-end:** 2022-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3245445549.47

**Total Liabilities:** $4094087.80

**Net Assets:** $3241351461.67

**Cash Not Reported:** $34549659.17

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1653.97000000 | **1-Year:** -56130.28000000 | **5-Year:** -220970.68000000 | **10-Year:** -254516.81000000 | **30-Year:** -77653.69000000

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

- **3-Month:** -2629.49000000 | **1-Year:** -102291.53000000 | **5-Year:** -368197.30000000 | **10-Year:** -275256.80000000 | **30-Year:** -49577.48000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000125487 | 0.28%                | 3.22%                | -0.33%               |
| Class ID C000082999 | 0.24%                | 3.18%                | -0.38%               |
| Class ID C000018254 | 0.28%                | 3.30%                | -0.33%               |
| Class ID C000018253 | 0.19%                | 3.17%                | -0.34%               |
| Class ID C000018251 | 0.26%                | 3.19%                | -0.27%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1481014.90             | $10989763.07                               |
| Month 2  | $-49550.52               | $81421349.27                               |
| Month 3  | $-4522561.67             | $-13331350.62                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SYNCHRONY BANK                                | Synchrony Bank                                                                                                             | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   5875000 | PA      | $5736643.75   | 0.18%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                               | IHS Holding Ltd                                                                                                            | CUSIP: 44963HAA3<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |   6140000 | PA      | $5068570.00   | 0.16%             | 2026-11-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                       | INEOS Quattro Finance 2 Plc                                                                                                | CUSIP: 45674GAA2<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    905000 | PA      | $831468.75    | 0.03%             | 2026-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC BOR ESC                      | Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc                                           | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5385000 | PA      | $4631100.00   | 0.14%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                           | LCM 30 Ltd                                                                                                                 | CUSIP: 50200YAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2965000 | PA      | $2530888.12   | 0.08%             | 2031-04-20      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                       | Energean Israel Finance Ltd                                                                                                | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |   8120000 | PA      | $7074550.00   | 0.22%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                        | China Aoyuan Group Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |   2400000 | PA      | $196272.00    | 0.01%             | 2024-02-08      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DILLARDS INC                                  | Dillard's Inc                                                                                                              | CUSIP: 254063AU4<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1547955.00   | 0.05%             | 2026-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EVERI HOLDINGS INC                            | Everi Holdings Inc                                                                                                         | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1043644.36   | 0.03%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                             | Cisco Systems Inc                                                                                                          | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     17796 | NS      | $847801.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Safeway Inc                                   | Safeway Inc                                                                                                                | CUSIP: 786514BA6<br>LEI: 549300NKZ6VCN5P3K723 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2272458.60   | 0.07%             | 2031-02-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                      | Madison Park Funding XXXI Ltd                                                                                              | CUSIP: 55819DAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    990000 | PA      | $923372.01    | 0.03%             | 2031-01-23      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| BlackRock Inc                                 | BlackRock Inc                                                                                                              | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |      1367 | NS      | $968697.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BARINGS BDC INC                               | Barings BDC Inc                                                                                                            | CUSIP: 06759LAC7<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |   5955000 | PA      | $5047328.60   | 0.16%             | 2026-11-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                  | Yuzhou Group Holdings Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |   3155000 | PA      | $292279.20    | 0.01%             | 2025-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                     | United Parcel Service Inc                                                                                                  | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     10375 | NS      | $1803590.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                 | Accenture PLC                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      4234 | NS      | $1129800.56   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| China Evergrande Group                        | China Evergrande Group                                                                                                     | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |    335000 | PA      | $23704.60     | 0.00%             | 2024-03-29      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust           | Citigroup Commercial Mortgage Trust 2012-GC8                                                                               | CUSIP: 17318UAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9897160 | PA      | $9327177.50   | 0.29%             | 2045-09-10      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                      | Volcan Cia Minera SAA                                                                                                      | CUSIP: 92863UAB2<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |   1900000 | PA      | $1636937.29   | 0.05%             | 2026-02-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                 | CommScope Inc                                                                                                              | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |  14915000 | PA      | $12024473.00  | 0.37%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | United States Treasury Note/Bond                                                                                           | CUSIP: 91282CBX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25065000 | PA      | $24720356.25  | 0.76%             | 2023-04-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                               | IHS Holding Ltd                                                                                                            | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |   6140000 | PA      | $4952278.40   | 0.15%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| China Evergrande Group                        | China Evergrande Group                                                                                                     | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |   4045000 | PA      | $292089.45    | 0.01%             | 2025-06-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                           | SoftBank Group Corp                                                                                                        | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |   4091000 | PA      | $3272800.00   | 0.10%             | 2031-07-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC                               | RingCentral Inc                                                                                                            | CUSIP: 76680RAH0<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |   4545000 | PA      | $3567825.00   | 0.11%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                         | Owl Rock Capital Corp                                                                                                      | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   7175000 | PA      | $5633625.67   | 0.17%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AASET 2021-1 Trust                            | Aaset 2021-1 Trust                                                                                                         | CUSIP: 00038PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4639217 | PA      | $3705485.47   | 0.11%             | 2041-11-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                        | Credit Suisse Group AG                                                                                                     | CUSIP: 225401AZ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   3730000 | PA      | $3276730.40   | 0.10%             | 2033-08-12      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                       | Royal Caribbean Cruises Ltd                                                                                                | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |  12300000 | PA      | $9815953.50   | 0.30%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                            | Union Pacific Corp                                                                                                         | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      5939 | NS      | $1229788.73   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                        | CCO Holdings LLC / CCO Holdings Capital Corp                                                                               | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  34275000 | PA      | $25296492.38  | 0.78%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                             | Post Holdings Inc                                                                                                          | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |  10455000 | PA      | $8789106.05   | 0.27%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                             | Johnson & Johnson                                                                                                          | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     14218 | NS      | $2511609.70   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GLP CAPITAL LP / FIN II                       | GLP Capital LP / GLP Financing II Inc                                                                                      | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3845000 | PA      | $3073634.56   | 0.09%             | 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        |    940000 | PA      | $808880.06    | 0.02%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                   | Oracle Corp                                                                                                                | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  12565000 | PA      | $8951799.18   | 0.28%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                      | Ionis Pharmaceuticals Inc                                                                                                  | CUSIP: 462222AD2<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |   5015000 | PA      | $4629471.88   | 0.14%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                           | Global Payments Inc                                                                                                        | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1163138.30   | 0.04%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AGILE GROUP HOLDINGS LTD                      | Agile Group Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |   1225000 | PA      | $649813.50    | 0.02%             | 2025-01-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                        | UnitedHealth Group Inc                                                                                                     | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      2911 | NS      | $1543353.98   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                         | Uber Technologies Inc                                                                                                      | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |  13205000 | PA      | $11152810.95  | 0.34%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                         | Molina Healthcare Inc                                                                                                      | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   4280000 | PA      | $3554280.38   | 0.11%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                      | MSCI Inc                                                                                                                   | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   5050000 | PA      | $3899905.48   | 0.12%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                        | Penn Entertainment Inc                                                                                                     | CUSIP: 707569AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2195000 | PA      | $3235430.00   | 0.10%             | 2026-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                      | Charter Communications Operating LLC / Charter Communications Operating Capital                                            | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  31240000 | PA      | $18428478.19  | 0.57%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                  | AGL CLO 12 Ltd                                                                                                             | CUSIP: 00120BAJ9<br>LEI: 54930005OE1IFBESDA27 | Long             | ABS-CBDO         | CORP              | KY        |   4955000 | PA      | $4476029.88   | 0.14%             | 2034-07-20      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                      | Sunac China Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    290000 | PA      | $62155.70     | 0.00%             | 2024-08-03      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd                      | Kaisa Group Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |   6925000 | PA      | $942561.75    | 0.03%             | 2024-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                      | Kaisa Group Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |   1415000 | PA      | $191576.85    | 0.01%             | 2025-07-23      | Fixed         | 9.95%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                      | Occidental Petroleum Corp                                                                                                  | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  32720000 | PA      | $33812193.60  | 1.04%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust         | PRPM 2022-5 LLC                                                                                                            | CUSIP: 69377VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6416453 | PA      | $6367872.29   | 0.20%             | 2027-09-27      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                       | DCP Midstream Operating LP                                                                                                 | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1378138.95   | 0.04%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                  | Broadcom Inc                                                                                                               | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $2794011.94   | 0.09%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 B PTT                       | United Airlines 2020-1 Class B Pass Through Trust                                                                          | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2419350 | PA      | $2277527.70   | 0.07%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                        | US 10YR ULTRA FUT MAR23                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       442 | NC      | $-347454.87   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                            | NextEra Energy Inc                                                                                                         | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20873 | NS      | $1744982.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKETMTGE C0-ISSUER INC                      | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                        | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9630000 | PA      | $7192261.80   | 0.22%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                    | FIXED INC CLEARING CORP.REPO                                                                                               | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   2163712 | PA      | $2163711.53   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                        | NXP BV / NXP Funding LLC / NXP USA Inc                                                                                     | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1360000 | PA      | $1303414.82   | 0.04%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DILLARDS INC                                  | Dillard's Inc                                                                                                              | CUSIP: 254067AN1<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |   3325000 | PA      | $3291085.00   | 0.10%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                           | SoftBank Group Corp                                                                                                        | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |   8849000 | PA      | $7265382.96   | 0.22%             | 2028-07-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos Inc                         | Bausch Health Cos Inc                                                                                                      | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    765000 | PA      | $369761.38    | 0.01%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                      | EQT Corp                                                                                                                   | CUSIP: 26884LAH2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1558654.25   | 0.05%             | 2025-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                      | Sunac China Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    425000 | PA      | $91302.75     | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                  | GS Mortgage Securities Corp Trust 2013-PEMB                                                                                | CUSIP: 36197VAE8<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |   7680000 | PA      | $6326864.64   | 0.20%             | 2033-03-05      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                         | Palmer Square CLO 2015-1 Ltd                                                                                               | CUSIP: 69689ABQ2<br>LEI: 5493006ZPBFJJGSXB826 | Long             | ABS-CBDO         | CORP              | KY        |   7615000 | PA      | $7092588.16   | 0.22%             | 2034-05-21      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                      | EQT Corp                                                                                                                   | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   7670000 | PA      | $7080677.39   | 0.22%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HIN Timeshare Trust 2020-A                    | HIN Timeshare Trust 2020-A                                                                                                 | CUSIP: 40439HAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     68231 | PA      | $62541.19     | 0.00%             | 2039-10-09      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                           | Petroleos Mexicanos                                                                                                        | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  12239000 | PA      | $7735336.84   | 0.24%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| iHeartMedia Inc                               | iHeartMedia Inc                                                                                                            | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    461939 | NS      | $2831686.07   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Mortgage Trust                  | CSMC 2021-RPL6 Trust                                                                                                       | CUSIP: 12657GAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2510000 | PA      | $1899372.22   | 0.06%             | 2060-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                  | GS Mortgage Securities Trust 2014-GC22                                                                                     | CUSIP: 36253BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5785000 | PA      | $5114490.15   | 0.16%             | 2047-06-10      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                           | Global Payments Inc                                                                                                        | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2213904.38   | 0.07%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                    | AbbVie Inc                                                                                                                 | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     17653 | NS      | $2852901.33   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Master Issuer LLC              | Planet Fitness Master Issuer LLC                                                                                           | CUSIP: 72703PAC7<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    761450 | PA      | $632526.62    | 0.02%             | 2049-12-05      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                 | Owens Corning                                                                                                              | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |  10800000 | PA      | $11429478.43  | 0.35%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                          | Freeport-McMoRan Inc                                                                                                       | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |  22815000 | PA      | $21546078.98  | 0.66%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SANCHEZ ENERGY CORP                           | SANCHEZ ENERGY CORP                                                                                                        | CUSIP: 799ESCAH1<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |   9520000 | PA      | $130900.00    | 0.00%             | 2021-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TELADOC HEALTH INC                            | Teladoc Health Inc                                                                                                         | CUSIP: 87918AAF2<br>LEI: 549300I2PVFBC9MFAC61 | Long             | DBT              | CORP              | US        |  32010000 | PA      | $24589915.55  | 0.76%             | 2027-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                 | Cable One Inc                                                                                                              | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    125000 | PA      | $98187.50     | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                         | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                      | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  24490000 | PA      | $20709968.50  | 0.64%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FRTKL                                         | FRTKL 2021-SFR1                                                                                                            | CUSIP: 30322DAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2419000 | PA      | $1984999.95   | 0.06%             | 2038-09-17      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                      | Shimao Group Holdings Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |   1830000 | PA      | $329399.58    | 0.01%             | 2027-01-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Battalion Oil Corp                            | Battalion Oil Corp                                                                                                         | CUSIP: 07134L107<br>LEI: 3XHTN2NNIMMPORDAMJ28 | Long             | EC               | CORP              | US        |      9229 | NS      | $89613.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust         | PRPM 2021-4 LLC                                                                                                            | CUSIP: 693583AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2513000 | PA      | $2072649.77   | 0.06%             | 2026-04-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                  | Broadcom Inc                                                                                                               | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   8435000 | PA      | $7559043.47   | 0.23%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LOGAN GROUP CO LTD                            | Logan Group Co Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300NJ0E6Q0S1VOG90 | Long             | DBT              | CORP              | KY        |   3345000 | PA      | $746670.90    | 0.02%             | 2025-07-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                       | Energean Israel Finance Ltd                                                                                                | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |   6210000 | PA      | $5557950.00   | 0.17%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                  | Thermo Fisher Scientific Inc                                                                                               | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      2129 | NS      | $1172419.01   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HTA GROUP LTD                                 | HTA Group Ltd/Mauritius                                                                                                    | CUSIP: 40435WAB6<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |   1200000 | PA      | $1104000.00   | 0.03%             | 2025-12-18      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                         | Costco Wholesale Corp                                                                                                      | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      1651 | NS      | $753681.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                                   | Ovintiv Inc                                                                                                                | CUSIP: 292505AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10085000 | PA      | $10148004.42  | 0.31%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NexPoint Diversified Real Estate Trust        | NexPoint Diversified Real Estate Trust                                                                                     | CUSIP: 65340G205<br>LEI: 5493008KGR2NU3OXMR64 | Long             | EC               |  | US        |    170849 | NS      | $1915217.29   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK NY                              | Deutsche Bank AG/New York NY                                                                                               | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2945000 | PA      | $2091467.17   | 0.06%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust         | Wells Fargo Commercial Mortgage Trust 2014-LC16                                                                            | CUSIP: 94988XAZ9<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |   4340000 | PA      | $3736688.79   | 0.12%             | 2050-08-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| KWG GROUP HOLDINGS                            | KWG Group Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300LK82ZOM9ZE7H90 | Long             | DBT              | CORP              | KY        |   1380000 | PA      | $525435.00    | 0.02%             | 2026-08-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                  | CSMC 2014-USA OA LLC                                                                                                       | CUSIP: 12649AAJ8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   2925000 | PA      | $2482857.29   | 0.08%             | 2037-09-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                              | Deutsche Bank AG/New York NY                                                                                               | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1709000 | PA      | $1428413.77   | 0.04%             | 2032-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                | VCAT 2021-NPL5 LLC                                                                                                         | CUSIP: 91824AAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3970000 | PA      | $3135594.53   | 0.10%             | 2051-08-25      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| KENBOURNE INVEST SA                           | Kenbourne Invest SA                                                                                                        | CUSIP: 48855KAA8<br>LEI: 222100QGH6Y9KFYZ4B27 | Long             | DBT              | CORP              | LU        |   2015000 | PA      | $1910985.70   | 0.06%             | 2024-11-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                        | Credit Suisse Group AG                                                                                                     | CUSIP: 225401AU2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    325000 | PA      | $224557.59    | 0.01%             | 2032-05-14      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| MBIA INSURANCE CO                             | MBIA Insurance Corp                                                                                                        | CUSIP: 55276GAA3<br>LEI: 5493004M1UUDNTDXS107 | Long             | DBT              | CORP              | US        |  12510000 | PA      | $1251000.00   | 0.04%             | 2033-01-15      | Fixed         | 15.34%                | No            |                  3 | On Loan: No      |
| Williams Cos Inc/The                          | Williams Cos Inc/The                                                                                                       | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     36947 | NS      | $1215556.30   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                      | Charter Communications Operating LLC / Charter Communications Operating Capital                                            | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    920000 | PA      | $532091.53    | 0.02%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Crown City CLO I                              | Crown City CLO I                                                                                                           | CUSIP: 22823RAS8<br>LEI: 549300K60T4GC7BSX929 | Long             | ABS-CBDO         | CORP              | KY        |   4775000 | PA      | $4186634.05   | 0.13%             | 2034-07-20      | Floating      | 7.66%                 | 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        |   8400062 | PA      | $6855449.44   | 0.21%             | 2026-12-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                     | Boeing Co/The                                                                                                              | CUSIP: 097023CF0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4190000 | PA      | $2678665.41   | 0.08%             | 2059-03-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                           | NCL Corp Ltd                                                                                                               | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   6575000 | PA      | $5164465.25   | 0.16%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | United States Treasury Note/Bond                                                                                           | CUSIP: 91282CEA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45765000 | PA      | $44113169.53  | 1.36%             | 2024-02-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                           | Braskem Netherlands Finance BV                                                                                             | CUSIP: 10554TAE5<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   6735000 | PA      | $5217378.20   | 0.16%             | 2050-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                        | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL                                                  | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |   6525000 | PA      | $6082735.50   | 0.19%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                        | US ULTRA BOND CBT MAR23                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1353 | NC      | $-1622582.54  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| iHeartCommunications Inc                      | iHeartCommunications Inc                                                                                                   | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   4380000 | PA      | $3724872.45   | 0.11%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                        | Credit Suisse Group AG                                                                                                     | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   5345000 | PA      | $4565120.14   | 0.14%             | 2026-06-05      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                    | Progress Residential 2021-SFR7 Trust                                                                                       | CUSIP: 74333PAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15160000 | PA      | $12100286.00  | 0.37%             | 2040-08-17      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                      | Embraer Netherlands Finance BV                                                                                             | CUSIP: 29082HAB8<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |   3145000 | PA      | $3011337.50   | 0.09%             | 2027-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                    | Progress Residential 2021-SFR5 Trust                                                                                       | CUSIP: 74333FAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3623000 | PA      | $2986420.42   | 0.09%             | 2038-07-17      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                | CarVal CLO III Ltd                                                                                                         | CUSIP: 14686WAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3530000 | PA      | $3221057.93   | 0.10%             | 2032-07-20      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                        | Credit Suisse Group AG                                                                                                     | CUSIP: 225401AF5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    545000 | PA      | $436843.88    | 0.01%             | 2029-01-12      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                      | Charter Communications Operating LLC / Charter Communications Operating Capital                                            | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17890000 | PA      | $13927503.65  | 0.43%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                  | Comcast Corp                                                                                                               | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     51804 | NS      | $1811585.88   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                 | Carnival Corp                                                                                                              | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   6065000 | PA      | $4041606.53   | 0.12%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                    | Masco Corp                                                                                                                 | CUSIP: 574599AT3<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |   1226000 | PA      | $1340043.54   | 0.04%             | 2029-08-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                        | Aviation Capital Group LLC                                                                                                 | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   2145000 | PA      | $1867390.37   | 0.06%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                               | Cemex SAB de CV                                                                                                            | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |  39615000 | PA      | $33436442.56  | 1.03%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ascent Resources - Utica                      | Ascent Resources - Utica 2020 Fixed 2nd Lien Term Loan                                                                     | CUSIP: 000000000<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | LON              | CORP              | US        |  12660000 | PA      | $13343640.00  | 0.41%             | 2025-11-01      | Floating      | 12.94%                | No            |                  2 | On Loan: No      |
| PELOTON INTERACTIVE INC                       | Peloton Interactive Inc                                                                                                    | CUSIP: 70614WAB6<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |    455000 | PA      | $322089.95    | 0.01%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                      | Charter Communications Operating LLC / Charter Communications Operating Capital                                            | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4025000 | PA      | $3444028.12   | 0.11%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                        | China Aoyuan Group Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |   1035000 | PA      | $84631.95     | 0.00%             | 2026-03-24      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                  | Navient Corp                                                                                                               | CUSIP: 63938CAB4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   3030000 | PA      | $2931677.17   | 0.09%             | 2024-10-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                              | CSC Holdings LLC                                                                                                           | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $767026.40    | 0.02%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                       | Jefferies Financial Group Inc                                                                                              | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   3893000 | PA      | $3926134.57   | 0.12%             | 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        |   2290125 | PA      | $1825602.92   | 0.06%             | 2051-06-20      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                      | iHeartCommunications Inc                                                                                                   | CUSIP: 45174HBE6<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1630635.39   | 0.05%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ZHENRO PROPERTIES GROUP                       | Zhenro Properties Group Ltd                                                                                                | CUSIP: 000000000<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |    365000 | PA      | $17987.20     | 0.00%             | 2026-08-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                              | Antares Holdings LP                                                                                                        | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    585000 | PA      | $472912.24    | 0.01%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                      | Celanese US Holdings LLC                                                                                                   | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2744887.12   | 0.08%             | 2029-07-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| China Evergrande Group                        | China Evergrande Group                                                                                                     | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |   1405000 | PA      | $100415.35    | 0.00%             | 2022-04-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LOGAN GROUP CO LTD                            | Logan Group Co Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300NJ0E6Q0S1VOG90 | Long             | DBT              | CORP              | KY        |   1320000 | PA      | $297237.60    | 0.01%             | 2026-12-14      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| iStar Inc                                     | iStar Inc                                                                                                                  | CUSIP: 45031U705<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EP               |  | US        |     10425 | NS      | $255725.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Octagon Credit Partners 46, LTD               | Octagon Investment Partners 46 Ltd                                                                                         | CUSIP: 67577VAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3125000 | PA      | $2810656.25   | 0.09%             | 2036-07-15      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust         | PRPM 2021-5 LLC                                                                                                            | CUSIP: 69358DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6981281 | PA      | $6315615.62   | 0.19%             | 2026-06-25      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| Tobacco Settlement Financing Corp/VA          | TOBACCO SETTLEMENT FING CORP VA                                                                                            | CUSIP: 88880NAT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  64380000 | PA      | $57996137.14  | 1.79%             | 2046-06-01      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                         | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                                   | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3705000 | PA      | $3314715.30   | 0.10%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                   | Netflix Inc                                                                                                                | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |  14565000 | PA      | $13583304.73  | 0.42%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                  | Yuzhou Group Holdings Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |  23285000 | PA      | $2150602.60   | 0.07%             | 2027-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                 | Corevest American Finance 2021-1 Trust                                                                                     | CUSIP: 21873LAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5350000 | PA      | $4109764.07   | 0.13%             | 2053-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                      | Microchip Technology Inc                                                                                                   | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     22093 | NS      | $1552033.25   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Vehicle Financing LLC                   | Hertz Vehicle Financing III LLC                                                                                            | CUSIP: 42806MAY5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   5578000 | PA      | $5318332.94   | 0.16%             | 2025-03-25      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                           | NCL Corp Ltd                                                                                                               | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   5085000 | PA      | $4401372.60   | 0.14%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                | Synchrony Bank                                                                                                             | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   2890000 | PA      | $2850985.00   | 0.09%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                         | Uber Technologies Inc                                                                                                      | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   8665000 | PA      | $7549424.58   | 0.23%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EL PASO ENERGY CAP TRST                       | El Paso Energy Capital Trust I                                                                                             | CUSIP: 283678209<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    238087 | NS      | $10723224.20  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                          | Western Digital Corp                                                                                                       | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   7515000 | PA      | $7077025.80   | 0.22%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                      | Warnermedia Holdings Inc                                                                                                   | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  10960000 | PA      | $9036739.20   | 0.28%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                        | Nationstar Mortgage Holdings Inc                                                                                           | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11820000 | PA      | $9638162.04   | 0.30%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENEL GENERACION CHILE SA                      | Enel Generacion Chile SA/Cayman Islands                                                                                    | CUSIP: 29244TAA9<br>LEI: 549300PVHXUFEIE6LY50 | Long             | DBT              | CORP              | CL        |   3570000 | PA      | $3766350.00   | 0.12%             | 2027-02-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                   | Hertz Vehicle Financing III LLC                                                                                            | CUSIP: 42806MAM1<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   7303000 | PA      | $6424120.47   | 0.20%             | 2026-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| IHS NETHERLANDS HOLDCO                        | IHS Netherlands Holdco BV                                                                                                  | CUSIP: 44963LAC0<br>LEI: 5493006Z6YQYCCN2XI74 | Long             | DBT              | CORP              | NL        |   7228000 | PA      | $6355291.28   | 0.20%             | 2027-09-18      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ZHENRO PROPERTIES GROUP                       | Zhenro Properties Group Ltd                                                                                                | CUSIP: 000000000<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |    715000 | PA      | $34677.50     | 0.00%             | 2025-02-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                      | EQT Corp                                                                                                                   | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   7740000 | PA      | $6559155.88   | 0.20%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                     | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11                                                                | CUSIP: 61762TAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1135000 | PA      | $837649.86    | 0.03%             | 2046-08-15      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                        | VICI Properties LP / VICI Note Co Inc                                                                                      | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              |  | US        |   4050000 | PA      | $4010553.00   | 0.12%             | 2024-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                          | Pilgrim's Pride Corp                                                                                                       | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |  11860000 | PA      | $9270487.60   | 0.29%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| China Aoyuan Group Ltd                        | China Aoyuan Group Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |   1240000 | PA      | $104445.20    | 0.00%             | 2023-02-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                 | Ballyrock CLO 2019-2 Ltd                                                                                                   | CUSIP: 05875MAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    890000 | PA      | $856389.15    | 0.03%             | 2030-11-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                           | Elevance Health Inc                                                                                                        | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      3068 | NS      | $1573791.96   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TELECOM ITALIA CAPITAL                        | Telecom Italia Capital SA                                                                                                  | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |   7960000 | PA      | $6511996.40   | 0.20%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                           | Travel + Leisure Co                                                                                                        | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |  13015000 | PA      | $10605014.14  | 0.33%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                | PulteGroup Inc                                                                                                             | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  23546000 | PA      | $22513780.56  | 0.69%             | 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        |    280000 | PA      | $51867.20     | 0.00%             | 2026-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                     | Boeing Co/The                                                                                                              | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $1305259.19   | 0.04%             | 2048-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BENTLEY SYSTEMS                               | Bentley Systems Inc                                                                                                        | CUSIP: 08265TAD1<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |    315000 | PA      | $256410.00    | 0.01%             | 2027-07-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                             | Expedia Group Inc                                                                                                          | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1242752.41   | 0.04%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                       | Procter & Gamble Co/The                                                                                                    | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     16952 | NS      | $2569245.12   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                        | General Motors Financial Co Inc                                                                                            | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    865000 | PA      | $732114.35    | 0.02%             | 2030-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                        | CFLD Cayman Investment Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |   2520000 | PA      | $288892.80    | 0.01%             | 2024-04-08      | Fixed         | 8.60%                 | Yes           |                  2 | On Loan: No      |
| EQT CORP                                      | EQT Corp                                                                                                                   | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1622096.92   | 0.05%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                          | Lockheed Martin Corp                                                                                                       | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      4489 | NS      | $2183853.61   | 0.07%             |  |  |  | No            |                  1 | 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        |  25975000 | PA      | $22264792.56  | 0.69%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                      | Snap Inc                                                                                                                   | CUSIP: 83304AAF3<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   5645000 | PA      | $3943032.50   | 0.12%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                      | Stewart Information Services Corp                                                                                          | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |  10900000 | PA      | $8352966.59   | 0.26%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                | EPR Properties                                                                                                             | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   2735000 | PA      | $1981510.81   | 0.06%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                   | Hertz Vehicle Financing LLC                                                                                                | CUSIP: 42806MBG3<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |   4105000 | PA      | $3783820.70   | 0.12%             | 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        |  10058820 | PA      | $8322064.14   | 0.26%             | 2046-06-15      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                      | Western Midstream Operating LP                                                                                             | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1527610.00   | 0.05%             | 2030-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                   | Cummins Inc                                                                                                                | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      3472 | NS      | $841230.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                                   | Netflix Inc                                                                                                                | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |  11900000 | PA      | $12248519.94  | 0.38%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Alta Wind Holdings LLC                        | Alta Wind Holdings LLC                                                                                                     | CUSIP: 021345AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19114055 | PA      | $18890262.59  | 0.58%             | 2035-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                | Microsoft Corp                                                                                                             | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      7870 | NS      | $1887383.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                              | CSC Holdings LLC                                                                                                           | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |  47615000 | PA      | $26313670.77  | 0.81%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                         | Toorak Mortgage Corp 2021-1 Ltd                                                                                            | CUSIP: 89053BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8130000 | PA      | $7688488.97   | 0.24%             | 2024-06-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                      | Hess Midstream Operations LP                                                                                               | CUSIP: 428102AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2688474.60   | 0.08%             | 2026-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER                    | Elara HGV Timeshare Issuer 2021-A LLC                                                                                      | CUSIP: 28416LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    506400 | PA      | $448977.06    | 0.01%             | 2035-08-27      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                           | American Tower Corp                                                                                                        | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |      6633 | NS      | $1405267.38   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                             | General Motors Co                                                                                                          | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   2845000 | PA      | $2312331.79   | 0.07%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                     | Packaging Corp of America                                                                                                  | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      6025 | NS      | $770657.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jeld-Wen Inc                                  | JELD-WEN Inc                                                                                                               | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $952127.55    | 0.03%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                       | HCA Inc                                                                                                                    | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   6380000 | PA      | $5824245.35   | 0.18%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SANCHEZ ENERGY CORP                           | SANCHEZ ENERGY CORP                                                                                                        | CUSIP: 799ESCAJ7<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |  17908000 | PA      | $246235.00    | 0.01%             | 2023-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                      | Neuberger Berman CLO XX Ltd                                                                                                | CUSIP: 64130TBC8<br>LEI: 549300NPF57YF6WBDP72 | Long             | ABS-CBDO         | CORP              | KY        |   6010000 | PA      | $5785171.91   | 0.18%             | 2034-07-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| 2020 CASH EXCH TRUST                          | 2020 Cash Mandatory Exchangeable Trust                                                                                     | CUSIP: 901375105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     15317 | NS      | $17522954.34  | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                      | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                                        | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    880000 | PA      | $794596.00    | 0.02%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                      | Scientific Games International Inc                                                                                         | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    740000 | PA      | $710400.00    | 0.02%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                  | AGL CLO 12 Ltd                                                                                                             | CUSIP: 00120BAE0<br>LEI: 54930005OE1IFBESDA27 | Long             | ABS-CBDO         | CORP              | KY        |   4475000 | PA      | $4267861.20   | 0.13%             | 2034-07-20      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                 | UniCredit SpA                                                                                                              | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |  14800000 | PA      | $12024231.73  | 0.37%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                  | Yuzhou Group Holdings Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |   9395000 | PA      | $870352.80    | 0.03%             | 2025-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AGL CLO 7 LTD                                 | AGL CLO 7 Ltd                                                                                                              | CUSIP: 008511AS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1245000 | PA      | $1150945.23   | 0.04%             | 2034-07-15      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                            | Ally Financial Inc                                                                                                         | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $4696875.00   | 0.14%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                  | Centene Corp                                                                                                               | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   6390000 | PA      | $5021262.00   | 0.15%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                 | DISH DBS Corp                                                                                                              | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6470000 | PA      | $4173861.70   | 0.13%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                  | Newmont Corp                                                                                                               | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     23547 | NS      | $1111418.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                            | Ally Financial Inc                                                                                                         | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   8200000 | PA      | $5483750.00   | 0.17%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                          | Hercules Capital Inc                                                                                                       | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |  14755000 | PA      | $12650048.16  | 0.39%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                | Air Lease Corp                                                                                                             | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  10600000 | PA      | $8858631.05   | 0.27%             | 2026-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NGPL PipeCo LLC                               | NGPL PipeCo LLC                                                                                                            | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    505000 | PA      | $525460.98    | 0.02%             | 2037-12-15      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                        | CFLD Cayman Investment Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |   4045000 | PA      | $447134.30    | 0.01%             | 2021-07-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                           | Global Payments Inc                                                                                                        | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   4965000 | PA      | $4728420.23   | 0.15%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                  | Navient Corp                                                                                                               | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   2905000 | PA      | $2069479.62   | 0.06%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GMR HYDERABAD INTERNATIO                      | GMR Hyderabad International Airport Ltd                                                                                    | CUSIP: 36256WAC8<br>LEI: 335800NSPGIN89SVOU83 | Long             | DBT              | CORP              | IN        |    255000 | PA      | $237185.70    | 0.01%             | 2026-02-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                           | CDW LLC / CDW Finance Corp                                                                                                 | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $368132.00    | 0.01%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                 | Carnival Corp                                                                                                              | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   8710000 | PA      | $6219288.40   | 0.19%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust         | PRPM 2021-3 LLC                                                                                                            | CUSIP: 69357PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7586994 | PA      | $6763889.32   | 0.21%             | 2026-04-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                 | DISH DBS Corp                                                                                                              | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15865000 | PA      | $12793377.35  | 0.39%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                         | Uber Technologies Inc                                                                                                      | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |  18350000 | PA      | $17615997.61  | 0.54%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                        | CFLD Cayman Investment Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |   2835000 | PA      | $330532.65    | 0.01%             | 2025-01-13      | Fixed         | 8.05%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                         | Palmer Square CLO 2013-2 Ltd                                                                                               | CUSIP: 69688AAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9695000 | PA      | $9364177.52   | 0.29%             | 2031-10-17      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                             | Expedia Group Inc                                                                                                          | CUSIP: 30212PBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1415271.14   | 0.04%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NATURA COSMETICOS SA                          | Natura Cosmeticos SA                                                                                                       | CUSIP: 63883KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   6110000 | PA      | $4985821.10   | 0.15%             | 2028-05-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                      | Sunac China Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |   8570000 | PA      | $1825495.70   | 0.06%             | 2026-01-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                      | Teva Pharmaceutical Finance Netherlands III BV                                                                             | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |  12705000 | PA      | $11484046.20  | 0.35%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BBSG Mortgage Trust                           | BBSG 2016-MRP Mortgage Trust                                                                                               | CUSIP: 055287AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    335000 | PA      | $290140.52    | 0.01%             | 2036-06-05      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| General Motors Co                             | General Motors Co                                                                                                          | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $1960000.36   | 0.06%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                       | DCP Midstream Operating LP                                                                                                 | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |  11365000 | PA      | $9400332.45   | 0.29%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                      | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd                                                  | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  24279065 | PA      | $24138290.95  | 0.74%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                       | BioMarin Pharmaceutical Inc                                                                                                | CUSIP: 09061GAH4<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |   7490000 | PA      | $7949137.00   | 0.25%             | 2024-08-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| CT TRUST                                      | CT Trust                                                                                                                   | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |  10875000 | PA      | $9568260.00   | 0.30%             | 2032-02-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                         | Micron Technology Inc                                                                                                      | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |  12925000 | PA      | $13128916.04  | 0.41%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                   | Ovintiv Inc                                                                                                                | CUSIP: 012873AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1277263.87   | 0.04%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | United States Treasury Note/Bond                                                                                           | CUSIP: 91282CBN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 127470000 | PA      | $126619683.32 | 3.91%             | 2023-02-28      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| KWG GROUP HOLDINGS                            | KWG Group Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300LK82ZOM9ZE7H90 | Long             | DBT              | CORP              | KY        |   3760000 | PA      | $1467377.60   | 0.05%             | 2026-02-13      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                        | Southwestern Energy Co                                                                                                     | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1106694.05   | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust         | PRPM 2021-9 LLC                                                                                                            | CUSIP: 69360XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5213840 | PA      | $4693557.87   | 0.14%             | 2026-10-25      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                   | Walmart Inc                                                                                                                | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     11162 | NS      | $1582659.98   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIMAO GROUP HLDGS LTD                        | Shimao Group Holdings Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $73624.00     | 0.00%             | 2030-07-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AIG CLO Ltd                                   | AIG CLO 2021-2 LLC                                                                                                         | CUSIP: 00142DAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3780000 | PA      | $3490164.72   | 0.11%             | 2034-07-20      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                            | Ford Motor Co                                                                                                              | CUSIP: 345370BT6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1225477.80   | 0.04%             | 2028-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                           | Braskem Netherlands Finance BV                                                                                             | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   1320000 | PA      | $1122605.35   | 0.03%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                           | NCL Corp Ltd                                                                                                               | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   9760000 | PA      | $6685014.40   | 0.21%             | 2027-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                              | Coca-Cola Co/The                                                                                                           | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     30389 | NS      | $1933044.29   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARM FIN CO LLC                         | Teva Pharmaceutical Finance Co LLC                                                                                         | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |   7750000 | PA      | $6812766.77   | 0.21%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                   | Legacy Mortgage Asset Trust 2021-GS2                                                                                       | CUSIP: 52476DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4025000 | PA      | $3402146.55   | 0.10%             | 2061-04-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                 | TopBuild Corp                                                                                                              | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |   3985000 | PA      | $3238250.85   | 0.10%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                               | Yum! Brands Inc                                                                                                            | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |  19175000 | PA      | $16949296.39  | 0.52%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                       | Royal Caribbean Cruises Ltd                                                                                                | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    230000 | PA      | $185919.96    | 0.01%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                | Home Partners of America 2021-1 Trust                                                                                      | CUSIP: 437300AL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6840251 | PA      | $5260768.29   | 0.16%             | 2041-09-17      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                          | Times China Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |   4030000 | PA      | $653303.30    | 0.02%             | 2026-03-22      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                            | THL Credit Wind River 2018-3 CLO Ltd                                                                                       | CUSIP: 88432UAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $342948.80    | 0.01%             | 2031-01-20      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                      | Hilton Domestic Operating Co Inc                                                                                           | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   7620000 | PA      | $6102096.00   | 0.19%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Brex Inc                                      | Brex Commercial Charge Card Master Trust                                                                                   | CUSIP: 05601DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    975000 | PA      | $964421.84    | 0.03%             | 2024-07-15      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                        | Credit Suisse Group AG                                                                                                     | CUSIP: 225401AV0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   7690000 | PA      | $7004513.40   | 0.22%             | 2028-08-11      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                           | Commercial Mortgage Pass Through Certificates                                                                              | CUSIP: 12624NAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    119110 | PA      | $102123.46    | 0.00%             | 2030-10-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                  | CSMC 2014-USA OA LLC                                                                                                       | CUSIP: 12649AAN9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   1690000 | PA      | $1242975.90   | 0.04%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| 510 Assets Backed Trust                       | 510 Asset Backed 2021-NPL1 Trust                                                                                           | CUSIP: 33835CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7218923 | PA      | $6585599.84   | 0.20%             | 2061-06-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                | Morgan Stanley Capital I Trust 2012-C4                                                                                     | CUSIP: 61760VAE3<br>LEI: 5493005SNWQW3UUOQX45 | Long             | ABS-MBS          | CORP              | US        |   2630755 | PA      | $2429461.59   | 0.07%             | 2045-03-15      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                   | OCP Clo 2019-17 Ltd                                                                                                        | CUSIP: 67113LAU0<br>LEI: 2549003HLFPQ7ATPYA23 | Long             | ABS-CBDO         | CORP              | KY        |   8055000 | PA      | $7250128.29   | 0.22%             | 2032-07-20      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                 | DISH DBS Corp                                                                                                              | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22190000 | PA      | $18691413.65  | 0.58%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.               | Long: S5600000. CDS USD R F  5.00000 35600000.00_FEE CCPCDX / Short: S5600000. CDS USD P V 03MEVENT 35600000.00_PRO CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  35244000 | OU      | $1026164.30   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LIVONGO HEALTH                                | Livongo Health Inc                                                                                                         | CUSIP: 539183AA1<br>LEI: 54930061HKCVF1H2O156 | Long             | DBT              | CORP              | US        |   9665000 | PA      | $8460547.70   | 0.26%             | 2025-06-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2020-SFR1 Trust                | FirstKey Homes 2020-SFR1 Trust                                                                                             | CUSIP: 33767MAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7660000 | PA      | $6981250.46   | 0.22%             | 2037-08-17      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                         | Continental Resources Inc/OK                                                                                               | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |  10240000 | PA      | $7584647.27   | 0.23%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                   | Ovintiv Inc                                                                                                                | CUSIP: 698900AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $377857.55    | 0.01%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC BOR ESC                      | Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc                                           | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1424187.09   | 0.04%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                    | Masco Corp                                                                                                                 | CUSIP: 574599AY2<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |   1859000 | PA      | $1903000.28   | 0.06%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                              | CSC Holdings LLC                                                                                                           | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   6030000 | PA      | $3368961.00   | 0.10%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                              | Antares Holdings LP                                                                                                        | CUSIP: 03666HAB7<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20417809.60  | 0.63%             | 2025-05-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust              | First Investors Auto Owner Trust 2022-2                                                                                    | CUSIP: 32058KAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    940000 | PA      | $971990.08    | 0.03%             | 2028-10-16      | Fixed         | 8.71%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                       | SCF Equipment Leasing 2022-2 LLC                                                                                           | CUSIP: 78397WAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1930000 | PA      | $1882195.06   | 0.06%             | 2032-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LANTHEUS HOLDINGS INC                         | Lantheus Holdings Inc                                                                                                      | CUSIP: 516544AA1<br>LEI: 5299005HUB5IOJGO7S39 | Long             | DBT              | CORP              | US        |   4105000 | PA      | $4133324.50   | 0.13%             | 2027-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                 | Wolfspeed Inc                                                                                                              | CUSIP: 977852AA0<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1050367.50   | 0.03%             | 2028-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                        | General Motors Financial Co Inc                                                                                            | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    540000 | PA      | $454624.14    | 0.01%             | 2027-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                               | MARB BondCo PLC                                                                                                            | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |  24285000 | PA      | $18640775.25  | 0.58%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                      | OHA Credit Funding 3 LTD                                                                                                   | CUSIP: 67112RAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8250000 | PA      | $7962050.25   | 0.25%             | 2035-07-02      | Floating      | 5.89%                 | 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        |   4200031 | PA      | $3427029.62   | 0.11%             | 2026-12-17      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WestRock MWV LLC                              | WestRock MWV LLC                                                                                                           | CUSIP: 961548AY0<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $2309024.08   | 0.07%             | 2031-02-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| NATL LIFE INSURANCE-VRMT                      | National Life Insurance Co                                                                                                 | CUSIP: 636792AA1<br>LEI: 0JRPR7R1EOV4Z2M47L22 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $26103400.00  | 0.81%             | 2039-09-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| JSW STEEL LTD                                 | JSW Steel Ltd                                                                                                              | CUSIP: 46635UAD1<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | DBT              | CORP              | IN        |   6230000 | PA      | $4915652.79   | 0.15%             | 2032-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                          | Pertamina Persero PT                                                                                                       | CUSIP: 69370PAA9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |   6535000 | PA      | $6512367.92   | 0.20%             | 2044-05-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| NLV FINANCIAL CORP                            | NLV Financial Corp                                                                                                         | CUSIP: 65486AAA1<br>LEI: UV78A3V7RXYC94JD0985 | Long             | DBT              | CORP              | US        |   8920000 | PA      | $9795230.40   | 0.30%             | 2033-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC      | Avis Budget Rental Car Funding AESOP LLC                                                                                   | CUSIP: 05377REP5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   7500000 | PA      | $6837144.75   | 0.21%             | 2025-09-22      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | United States Treasury Note/Bond                                                                                           | CUSIP: 91282CDV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  71835000 | PA      | $68925121.47  | 2.13%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                         | Owl Rock Capital Corp                                                                                                      | CUSIP: 69121KAD6<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |  14750000 | PA      | $13540772.43  | 0.42%             | 2026-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VIBRANT CLO LTD                               | Vibrant CLO XIV Ltd                                                                                                        | CUSIP: 92557EAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1540000 | PA      | $1376572.12   | 0.04%             | 2034-10-20      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                      | Kaisa Group Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |   1600000 | PA      | $216752.00    | 0.01%             | 2025-01-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                       | Teva Pharmaceutical Finance Netherlands III BV                                                                             | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |  21480000 | PA      | $13133414.58  | 0.41%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | United States Treasury Note/Bond                                                                                           | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23325000 | PA      | $20449464.84  | 0.63%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                  | Broadcom Inc                                                                                                               | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      3520 | NS      | $1968137.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                       | Teva Pharmaceutical Finance Netherlands III BV                                                                             | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   3295000 | PA      | $2881477.50   | 0.09%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                             | DISH Network Corp                                                                                                          | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        | 143750000 | PA      | $90059375.00  | 2.78%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                | Open Text Corp                                                                                                             | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   2735000 | PA      | $2735000.00   | 0.08%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                      | Warnermedia Holdings Inc                                                                                                   | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   3070000 | PA      | $2660799.70   | 0.08%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                          | Entegris Escrow Corp                                                                                                       | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |  13035000 | PA      | $11887102.71  | 0.37%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                       | Central China Real Estate Ltd                                                                                              | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |   1260000 | PA      | $352560.60    | 0.01%             | 2024-08-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                            | Ford Motor Co                                                                                                              | CUSIP: 345370BP4<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1400077.75   | 0.04%             | 2026-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                          | Bank of America Corp                                                                                                       | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     11789 | NS      | $13675240.00  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ADANI PORTS AND SPECIAL                       | Adani Ports & Special Economic Zone Ltd                                                                                    | CUSIP: 00652MAG7<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |  14685000 | PA      | $12890095.18  | 0.40%             | 2027-08-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                            | Home Depot Inc/The                                                                                                         | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      4124 | NS      | $1302606.64   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                        | United States Treasury Note/Bond                                                                                           | CUSIP: 91282CDM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 137335000 | PA      | $132131291.70 | 4.08%             | 2023-11-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                        | Credit Suisse Group AG                                                                                                     | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   3695000 | PA      | $3783189.23   | 0.12%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| BILIBILI INC                                  | Bilibili Inc                                                                                                               | CUSIP: 090040AF3<br>LEI: 5493008V60M52L3PIS45 | Long             | DBT              | CORP              | KY        |   5925000 | PA      | $4354875.00   | 0.13%             | 2026-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                  | Centene Corp                                                                                                               | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  21450000 | PA      | $16784048.21  | 0.52%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                           | Petroleos Mexicanos                                                                                                        | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   6586000 | PA      | $4777531.82   | 0.15%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                             | Iron Mountain Inc                                                                                                          | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |  13195000 | PA      | $11508679.00  | 0.36%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                        | CFLD Cayman Investment Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |   2370000 | PA      | $269326.80    | 0.01%             | 2023-01-13      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| AKER BP ASA                                   | Aker BP ASA                                                                                                                | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |  12155000 | PA      | $10652604.81  | 0.33%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                      | Sunac China Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |   3610000 | PA      | $771818.00    | 0.02%             | 2025-01-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 42, Ltd.          | Octagon Investment Partners 42 Ltd                                                                                         | CUSIP: 67576PAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7155000 | PA      | $6772529.48   | 0.21%             | 2034-07-15      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                      | Western Midstream Operating LP                                                                                             | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   4055000 | PA      | $3334129.96   | 0.10%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                            | Unity Software Inc                                                                                                         | CUSIP: 91332UAB7<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |   5165000 | PA      | $3866002.50   | 0.12%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                     | Block Inc                                                                                                                  | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   5770000 | PA      | $4604027.25   | 0.14%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                           | Abbott Laboratories                                                                                                        | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     13649 | NS      | $1498523.71   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                            | Ford Motor Co                                                                                                              | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1218655.26   | 0.04%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                     | BPR Trust 2021-NRD                                                                                                         | CUSIP: 05592CAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7375000 | PA      | $6486339.05   | 0.20%             | 2038-12-15      | Floating      | 11.20%                | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                            | CommScope Technologies LLC                                                                                                 | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |  15295000 | PA      | $10388388.17  | 0.32%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clarivate PLC                                 | Clarivate PLC                                                                                                              | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EC               | CORP              | JE        |      5336 | NS      | $44502.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOPETROL SA                                  | Ecopetrol SA                                                                                                               | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   4085000 | PA      | $3120285.79   | 0.10%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                            | Leviathan Bond Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    550000 | PA      | $538043.00    | 0.02%             | 2025-06-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                            | Leviathan Bond Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |  10835000 | PA      | $10510058.35  | 0.32%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                     | Towd Point Mortgage Trust 2019-4                                                                                           | CUSIP: 89178BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    795000 | PA      | $645078.58    | 0.02%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Prologis Inc                                  | Prologis Inc                                                                                                               | CUSIP: 74340W202<br>LEI: 529900DFH19P073LZ636 | Long             | EP               |  | US        |    116192 | NS      | $6407988.80   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                  | Yuzhou Group Holdings Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |   1245000 | PA      | $115237.20    | 0.00%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust | JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11                                                             | CUSIP: 46639YAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3110000 | PA      | $2888522.28   | 0.09%             | 2046-04-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                   | Ovintiv Inc                                                                                                                | CUSIP: 292505AE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2715000 | PA      | $2730601.39   | 0.08%             | 2037-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                  | Navient Corp                                                                                                               | CUSIP: 78442FET1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   4774000 | PA      | $4676702.16   | 0.14%             | 2024-03-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                      | Western Midstream Operating LP                                                                                             | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    745000 | PA      | $618886.40    | 0.02%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SHENTON AIRCRAFT INVESTMENT LTD               | Shenton Aircraft Investment I Ltd                                                                                          | CUSIP: 82321UAA1<br>LEI: 254900877LAQRYY3YZ51 | Long             | ABS-O            | CORP              | KY        |    591860 | PA      | $452778.46    | 0.01%             | 2042-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| S-JETS Limited                                | S-Jets 2017-1 Ltd                                                                                                          | CUSIP: 784309AA4<br>LEI: 635400FR77IW5YEET913 | Long             | ABS-O            | CORP              | BM        |    758346 | PA      | $587726.06    | 0.02%             | 2042-08-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust  | American Credit Acceptance Receivables Trust 2022-4                                                                        | CUSIP: 02529XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    635000 | PA      | $643034.08    | 0.02%             | 2029-02-15      | Fixed         | 7.86%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust | JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9                                                              | CUSIP: 46639EAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290000 | PA      | $268883.82    | 0.01%             | 2047-12-15      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                              | T-Mobile USA Inc                                                                                                           | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  27610000 | PA      | $24318045.90  | 0.75%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                         | Uber Technologies Inc                                                                                                      | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |  38025000 | PA      | $38051617.50  | 1.17%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                  | Navient Corp                                                                                                               | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    135000 | PA      | $118180.76    | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OWL ROCK TECHNOLOGY FINA                      | Owl Rock Technology Finance Corp                                                                                           | CUSIP: 691205AC2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   7155000 | PA      | $6478708.33   | 0.20%             | 2025-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                       | United Airlines 2020-1 Class A Pass Through Trust                                                                          | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19826766 | PA      | $19529959.22  | 0.60%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                     | Towd Point Mortgage Trust 2017-4                                                                                           | CUSIP: 89173UAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1120000 | PA      | $906699.25    | 0.03%             | 2057-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                       | Central China Real Estate Ltd                                                                                              | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |   1305000 | PA      | $403101.45    | 0.01%             | 2024-05-24      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                        | VICI Properties LP / VICI Note Co Inc                                                                                      | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |   6885000 | PA      | $6423179.61   | 0.20%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                      | Charles River Laboratories International Inc                                                                               | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $1825150.00   | 0.06%             | 2031-03-15      | Fixed         | 4.00%                 | 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        |  37540000 | PA      | $28653359.64  | 0.88%             | 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        |   6090000 | PA      | $5627220.90   | 0.17%             | 2026-06-08      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                         | Bausch Health Cos Inc                                                                                                      | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |  16925000 | PA      | $10765007.97  | 0.33%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                      | First Quantum Minerals Ltd                                                                                                 | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |  35930000 | PA      | $33710361.37  | 1.04%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                    | Deere & Co                                                                                                                 | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      3928 | NS      | $1684169.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GMR HYDERABAD INTERNATIO                      | GMR Hyderabad International Airport Ltd                                                                                    | CUSIP: 36256WAA2<br>LEI: 335800NSPGIN89SVOU83 | Long             | DBT              | CORP              | IN        |   1240000 | PA      | $1074881.60   | 0.03%             | 2027-10-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                              | CSC Holdings LLC                                                                                                           | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |  16340000 | PA      | $13174125.00  | 0.41%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                             | NatWest Group PLC                                                                                                          | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1830000 | PA      | $1807457.31   | 0.06%             | 2028-09-30      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                       | SBA Communications Corp                                                                                                    | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |  17545000 | PA      | $14588492.05  | 0.45%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Maps LTD                                      | MAPS 2021-1 Trust                                                                                                          | CUSIP: 55292RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12267730 | PA      | $9940872.90   | 0.31%             | 2046-06-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                              | Duke Energy Corp                                                                                                           | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     11765 | NS      | $1211677.35   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW LLC/CDW FINANCE                           | CDW LLC / CDW Finance Corp                                                                                                 | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1477682.15   | 0.05%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                         | Palmer Square CLO 2021-4 Ltd                                                                                               | CUSIP: 69702GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12510000 | PA      | $11265605.28  | 0.35%             | 2034-10-15      | Floating      | 10.13%                | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                         | Wells Fargo & Co                                                                                                           | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      7500 | NS      | $8887500.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                   | Netflix Inc                                                                                                                | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1279401.94   | 0.04%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                       | Central China Real Estate Ltd                                                                                              | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |   2060000 | PA      | $887910.41    | 0.03%             | 2023-04-24      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                         | Athene Global Funding                                                                                                      | CUSIP: 04685A3F6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   3965000 | PA      | $3658153.69   | 0.11%             | 2025-01-07      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                      | Occidental Petroleum Corp                                                                                                  | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    590000 | PA      | $666112.66    | 0.02%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                          | FirstKey Homes 2021-SFR1 Trust                                                                                             | CUSIP: 33767WAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1965000 | PA      | $1650838.94   | 0.05%             | 2038-08-17      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                           | FS KKR Capital Corp                                                                                                        | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   7650000 | PA      | $6167197.52   | 0.19%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                       | Adani Ports & Special Economic Zone Ltd                                                                                    | CUSIP: 00652MAH5<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |   4150000 | PA      | $3044108.00   | 0.09%             | 2031-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                      | Marriott Ownership Resorts Inc                                                                                             | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |   4155000 | PA      | $3447097.11   | 0.11%             | 2029-06-15      | Fixed         | 4.50%                 | 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        |   4000000 | PA      | $3411930.00   | 0.11%             | 2046-08-15      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                           | FS KKR Capital Corp                                                                                                        | CUSIP: 302635AG2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   5351000 | PA      | $4745016.37   | 0.15%             | 2026-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                  | Centene Corp                                                                                                               | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   4510000 | PA      | $3697069.03   | 0.11%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust               | Prestige Auto Receivables Trust 2022-1                                                                                     | CUSIP: 74113RAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2810000 | PA      | $2799069.66   | 0.09%             | 2028-08-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                           | LCM 30 Ltd                                                                                                                 | CUSIP: 50200YAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    980000 | PA      | $892998.54    | 0.03%             | 2031-04-20      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                  | Yuzhou Group Holdings Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |   5345000 | PA      | $494572.85    | 0.02%             | 2026-08-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                      | iHeartCommunications Inc                                                                                                   | CUSIP: 45174HBG1<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   3925000 | PA      | $3196284.50   | 0.10%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER                         | Grifols Escrow Issuer SA                                                                                                   | CUSIP: 39843UAA0<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |   1309000 | PA      | $1130282.23   | 0.03%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                      | Sunac China Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |   4000000 | PA      | $855120.00    | 0.03%             | 2025-07-09      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                      | Kaisa Group Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |   7075000 | PA      | $956610.75    | 0.03%             | 2026-06-01      | Fixed         | 11.65%                | No            |                  2 | On Loan: No      |
| United States Treasury                        | United States Treasury Note/Bond                                                                                           | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55170000 | PA      | $38364700.51  | 1.18%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                  | ARES Loan Funding I Ltd                                                                                                    | CUSIP: 04018XAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2675000 | PA      | $2473502.95   | 0.08%             | 2034-10-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                   | Ovintiv Inc                                                                                                                | CUSIP: 012873AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1640549.12   | 0.05%             | 2030-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                        | VICI Properties LP / VICI Note Co Inc                                                                                      | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              |  | US        |   5680000 | PA      | $5345319.97   | 0.16%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                           | Travel + Leisure Co                                                                                                        | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    680000 | PA      | $665217.93    | 0.02%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HOVNANIAN ENTERPRISES                         | Hovnanian Enterprises Inc                                                                                                  | CUSIP: 442487112<br>LEI: 549300805N4EF0ROBT53 | Long             | EP               | CORP              | US        |    208246 | NS      | $3956674.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLFSPEED INC                                 | Wolfspeed Inc                                                                                                              | CUSIP: 977852AC6<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1368760.00   | 0.04%             | 2029-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MED Trust                                     | Med Trust 2021-MDLN                                                                                                        | CUSIP: 58403YAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4010000 | PA      | $3809712.53   | 0.12%             | 2038-11-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                      | Madison Park Funding XXIII Ltd                                                                                             | CUSIP: 55820TAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10665000 | PA      | $9934948.76   | 0.31%             | 2031-07-27      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                            | Ford Motor Co                                                                                                              | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   8880000 | PA      | $6374000.95   | 0.20%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                           | Travel + Leisure Co                                                                                                        | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |   7670000 | PA      | $6360503.89   | 0.20%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                               | NCL Finance Ltd                                                                                                            | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2415000 | PA      | $1782804.51   | 0.06%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                         | Continental Resources Inc/OK                                                                                               | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |  37116000 | PA      | $34549811.64  | 1.07%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                  | GS Mortgage Securities Trust 2013-G1                                                                                       | CUSIP: 36197QAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2535000 | PA      | $2451997.26   | 0.08%             | 2031-04-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                             | Devon Energy Corp                                                                                                          | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      4515 | NS      | $277717.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CIFC Funding Ltd                              | CIFC Funding 2021-V Ltd                                                                                                    | CUSIP: 12565EAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3095000 | PA      | $2922784.92   | 0.09%             | 2034-07-15      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                      | EQT Corp                                                                                                                   | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1440993.84   | 0.04%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                      | Hess Midstream Operations LP                                                                                               | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2530000 | PA      | $2162950.05   | 0.07%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                   | Oracle Corp                                                                                                                | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3860000 | PA      | $4006548.45   | 0.12%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                | Starbucks Corp                                                                                                             | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     19980 | NS      | $1982016.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                           | Emerson Electric Co                                                                                                        | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      9130 | NS      | $877027.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIMAO GROUP HLDGS LTD                        | Shimao Group Holdings Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |   1970000 | PA      | $367759.60    | 0.01%             | 2024-02-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust         | Wells Fargo Commercial Mortgage Trust 2013-LC12                                                                            | CUSIP: 94988QAQ4<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-MBS          | CORP              | US        |   5285000 | PA      | $5010994.42   | 0.15%             | 2046-07-15      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                              | Deutsche Bank AG/New York NY                                                                                               | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  16322000 | PA      | $11967515.15  | 0.37%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| CLARIVATE PLC                                 | Clarivate PLC                                                                                                              | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EP               | CORP              | JE        |    121037 | NS      | $4584881.56   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILE GROUP HOLDINGS LTD                      | Agile Group Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |   1650000 | PA      | $875110.50    | 0.03%             | 2025-04-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                         | Southwest Airlines Co                                                                                                      | CUSIP: 844741BG2<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |  16795000 | PA      | $20170795.00  | 0.62%             | 2025-05-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                       | BioMarin Pharmaceutical Inc                                                                                                | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |  27195000 | PA      | $29222681.77  | 0.90%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                             | Lithia Motors Inc                                                                                                          | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   3975000 | PA      | $3276155.25   | 0.10%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS PROPERTIES                          | Highwoods Properties Inc                                                                                                   | CUSIP: 431284207<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EP               |  | US        |      1596 | NS      | $1651679.86   | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| ASHLAND LLC                                   | Ashland LLC                                                                                                                | CUSIP: 04433LAA0<br>LEI: 6O4MRU8C1MS0K34UQF79 | Long             | DBT              | CORP              | US        |  13380000 | PA      | $10694243.30  | 0.33%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                | Morgan Stanley                                                                                                             | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     14458 | NS      | $1229219.16   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                      | Occidental Petroleum Corp                                                                                                  | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    370000 | PA      | $373400.16    | 0.01%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                   | Ovintiv Inc                                                                                                                | CUSIP: 292505AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $535001.93    | 0.02%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                  | Pioneer Natural Resources Co                                                                                               | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      6673 | NS      | $1524046.47   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE US HOLDINGS LLC                      | Celanese US Holdings LLC                                                                                                   | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $1977971.69   | 0.06%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                      | First Quantum Minerals Ltd                                                                                                 | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   2630000 | PA      | $2490666.81   | 0.08%             | 2026-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                      | Charter Communications Operating LLC / Charter Communications Operating Capital                                            | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7180000 | PA      | $5288417.94   | 0.16%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Co                        | Southwestern Energy Co                                                                                                     | CUSIP: 845467AL3<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    151000 | PA      | $148357.25    | 0.00%             | 2025-01-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                              | TriNet Group Inc                                                                                                           | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |   9620000 | PA      | $7909564.00   | 0.24%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                  | QUALCOMM Inc                                                                                                               | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     15863 | NS      | $1743978.22   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                       | Central China Real Estate Ltd                                                                                              | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |   3260000 | PA      | $896024.59    | 0.03%             | 2025-07-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                     | Boeing Co/The                                                                                                              | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3230000 | PA      | $3151314.84   | 0.10%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LIQUID TELECOM FINANCE                        | Liquid Telecommunications Financing Plc                                                                                    | CUSIP: 536333AB3<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | GB        |    490000 | PA      | $352530.50    | 0.01%             | 2026-09-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                    | Progress Residential 2021-SFR4                                                                                             | CUSIP: 74333EAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11507000 | PA      | $9777950.13   | 0.30%             | 2038-05-17      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                       | Sensata Technologies BV                                                                                                    | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   5200000 | PA      | $4485000.00   | 0.14%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                     | Boeing Co/The                                                                                                              | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2385000 | PA      | $1643980.50   | 0.05%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VIII Ltd                          | Elmwood CLO VIII Ltd                                                                                                       | CUSIP: 29003EAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2890000 | PA      | $2708666.95   | 0.08%             | 2034-01-20      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-2A PTT                        | Air Canada 2020-2 Class A Pass Through Trust                                                                               | CUSIP: 00909DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |  13096644 | PA      | $12285699.44  | 0.38%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                      | Charter Communications Operating LLC / Charter Communications Operating Capital                                            | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16530000 | PA      | $10051359.74  | 0.31%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Navigator Aircraft ABS LLC                    | Navigator Aircraft ABS Ltd                                                                                                 | CUSIP: 63943BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13636273 | PA      | $11147993.87  | 0.34%             | 2046-11-15      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                     | Avnet Inc                                                                                                                  | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |  10205000 | PA      | $9423294.14   | 0.29%             | 2032-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                      | Western Midstream Operating LP                                                                                             | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    560000 | PA      | $464784.60    | 0.01%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                      | Shimao Group Holdings Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |   2880000 | PA      | $515520.00    | 0.02%             | 2031-01-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                           | CDW LLC / CDW Finance Corp                                                                                                 | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1313970.64   | 0.04%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                           | 522 Funding CLO 2018-3A Ltd                                                                                                | CUSIP: 33835NAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6730000 | PA      | $6270233.32   | 0.19%             | 2031-10-20      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC      | Avis Budget Rental Car Funding AESOP LLC                                                                                   | CUSIP: 05377REQ3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4233214.50   | 0.13%             | 2026-08-20      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC              | Planet Fitness Master Issuer LLC                                                                                           | CUSIP: 72703PAD5<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    133988 | PA      | $117485.33    | 0.00%             | 2051-12-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AGILE GROUP HOLDINGS LTD                      | Agile Group Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |   6150000 | PA      | $2845482.00   | 0.09%             | 2025-10-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | United States Treasury Note/Bond                                                                                           | CUSIP: 91282CDA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12675000 | PA      | $12253655.24  | 0.38%             | 2023-09-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST              | WFRBS Commercial Mortgage Trust 2013-C15                                                                                   | CUSIP: 92938CAJ6<br>LEI: 5493003CHVRASC16O965 | Long             | ABS-MBS          | CORP              | US        |   2612000 | PA      | $2126781.04   | 0.07%             | 2046-08-15      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| AIG CLO Ltd                                   | AIG CLO 2021-1 LLC                                                                                                         | CUSIP: 00141YAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4390000 | PA      | $4053186.03   | 0.13%             | 2034-04-22      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| SOLRR Aircraft 2021-1 Limited                 | Lunar 2021-1 Structured Aircraft Portfolio Notes                                                                           | CUSIP: 83438LAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   2671877 | PA      | $2130829.87   | 0.07%             | 2046-10-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO V Ltd                             | Elmwood CLO V Ltd                                                                                                          | CUSIP: 29003BAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5230000 | PA      | $4951319.45   | 0.15%             | 2034-10-20      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                      | Scientific Games International Inc                                                                                         | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |  12590000 | PA      | $12009726.90  | 0.37%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                      | EQT Corp                                                                                                                   | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1452154.92   | 0.04%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                 | Aircastle Ltd                                                                                                              | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   3585000 | PA      | $2760450.00   | 0.09%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd               | Benefit Street Partners CLO XVI Ltd                                                                                        | CUSIP: 08181VAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1505000 | PA      | $1382559.22   | 0.04%             | 2032-01-17      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                     | Apple Inc                                                                                                                  | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     12556 | NS      | $1631401.08   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreVest American Finance Ltd                 | CAFL 2021-RTL1 Issuer LLC                                                                                                  | CUSIP: 12468RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8555000 | PA      | $7779448.19   | 0.24%             | 2029-03-28      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Avon Products Inc                             | Avon Products Inc                                                                                                          | CUSIP: 054303AZ5<br>LEI: 5493007RY69UEB1F1B45 | Long             | DBT              | CORP              | US        |  11880000 | PA      | $11373912.00  | 0.35%             | 2043-03-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                       | Darling Ingredients Inc                                                                                                    | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    635000 | PA      | $620712.50    | 0.02%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Marks & Spencer PLC                           | Marks & Spencer PLC                                                                                                        | CUSIP: 57069PAA0<br>LEI: 213800CN1RI3UCIZWB95 | Long             | DBT              | CORP              | GB        |   6365000 | PA      | $5624432.25   | 0.17%             | 2037-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                        | FMG Resources August 2006 Pty Ltd                                                                                          | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   9590000 | PA      | $7975844.67   | 0.25%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                      | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                                        | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3515000 | PA      | $2954919.90   | 0.09%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                        | CFLD Cayman Investment Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |   2955000 | PA      | $351338.45    | 0.01%             | 2022-09-28      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST              | WFRBS Commercial Mortgage Trust 2012-C10                                                                                   | CUSIP: 92890NAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1315000 | PA      | $1219836.47   | 0.04%             | 2045-12-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| ZHENRO PROPERTIES GROUP                       | Zhenro Properties Group Ltd                                                                                                | CUSIP: 000000000<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |   4535000 | PA      | $227067.45    | 0.01%             | 2026-01-07      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                      | EQT Corp                                                                                                                   | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2109695.70   | 0.07%             | 2025-10-01      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                     | Boeing Co/The                                                                                                              | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    415000 | PA      | $284854.78    | 0.01%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                         | Uber Technologies Inc                                                                                                      | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1128871.97   | 0.03%             | 2026-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                    | Progress Residential Trust                                                                                                 | CUSIP: 74333HAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5465000 | PA      | $4533944.35   | 0.14%             | 2038-07-17      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                      | Kaisa Group Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |   8085000 | PA      | $1094547.30   | 0.03%             | 2025-04-16      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                      | First Quantum Minerals Ltd                                                                                                 | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   1810000 | PA      | $1761745.80   | 0.05%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ZILLOW GROUP INC                              | Zillow Group Inc                                                                                                           | CUSIP: 98954MAG6<br>LEI: 2549002XEELQDIR6FU05 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1209000.00   | 0.04%             | 2026-09-01      | Fixed         | 1.38%                 | 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        |  13540000 | PA      | $10729611.47  | 0.33%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                       | Central China Real Estate Ltd                                                                                              | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |   4415000 | PA      | $1578892.30   | 0.05%             | 2023-08-27      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited              | Bain Capital Credit CLO 2017-2 Ltd                                                                                         | CUSIP: 05683HAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3025000 | PA      | $2785888.88   | 0.09%             | 2034-07-25      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust            | Willis Engine Structured Trust VI                                                                                          | CUSIP: 97064GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8809594 | PA      | $6447644.80   | 0.20%             | 2046-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                           | Ashtead Capital Inc                                                                                                        | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1463397.89   | 0.05%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                         | Palmer Square CLO 2015-1 Ltd                                                                                               | CUSIP: 69689ABL3<br>LEI: 5493006ZPBFJJGSXB826 | Long             | ABS-CBDO         | CORP              | KY        |    970000 | PA      | $927720.61    | 0.03%             | 2034-05-21      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                      | Occidental Petroleum Corp                                                                                                  | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    590000 | PA      | $651360.00    | 0.02%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                      | Charles River Laboratories International Inc                                                                               | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $1751112.00   | 0.05%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                          | OneMain Finance Corp                                                                                                       | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1796000 | PA      | $1487034.12   | 0.05%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                        | CFLD Cayman Investment Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |    800000 | PA      | $88000.00     | 0.00%             | 2022-04-08      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                          | Targa Resources Corp                                                                                                       | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    320000 | PA      | $313642.20    | 0.01%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                | Var Energi ASA                                                                                                             | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   6875000 | PA      | $7099935.08   | 0.22%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                        | CCO Holdings LLC / CCO Holdings Capital Corp                                                                               | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16130000 | PA      | $13076591.00  | 0.40%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-2B PTT                        | American Airlines 2017-2 Class B Pass Through Trust                                                                        | CUSIP: 02377DAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    636586 | PA      | $572008.51    | 0.02%             | 2025-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                          | OneMain Finance Corp                                                                                                       | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   4075000 | PA      | $3874836.00   | 0.12%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                  | Navient Corp                                                                                                               | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    950000 | PA      | $900397.35    | 0.03%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                | Var Energi ASA                                                                                                             | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   3035000 | PA      | $3091456.40   | 0.10%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                         | Bausch Health Cos Inc                                                                                                      | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   9205000 | PA      | $4418348.45   | 0.14%             | 2028-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD                                 | HTA Group Ltd/Mauritius                                                                                                    | CUSIP: 000000000<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |  20720000 | PA      | $19062400.00  | 0.59%             | 2025-12-18      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                           | CDW LLC / CDW Finance Corp                                                                                                 | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18245000 | PA      | $15034540.65  | 0.46%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                        | VICI Properties LP / VICI Note Co Inc                                                                                      | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              |  | US        |   4920000 | PA      | $4717050.00   | 0.15%             | 2025-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SPLUNK INC                                    | Splunk Inc                                                                                                                 | CUSIP: 848637AF1<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |  11790000 | PA      | $9948402.00   | 0.31%             | 2027-06-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                  | Barclays PLC                                                                                                               | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   9000000 | PA      | $6848501.58   | 0.21%             | 2035-09-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                       | Central China Real Estate Ltd                                                                                              | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |   4720000 | PA      | $1338733.60   | 0.04%             | 2024-07-16      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                | Merck & Co Inc                                                                                                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     13996 | NS      | $1552856.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                      | Kaisa Group Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |   4795000 | PA      | $650345.85    | 0.02%             | 2025-11-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                  | Barclays PLC                                                                                                               | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  11885000 | PA      | $9062312.50   | 0.28%             | 2028-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                      | OHA Credit Funding 3 LTD                                                                                                   | CUSIP: 67112RAY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6450000 | PA      | $6027067.05   | 0.19%             | 2035-07-02      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| CINC BELL TEL                                 | Cincinnati Bell Telephone Co LLC                                                                                           | CUSIP: 171875AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $305343.50    | 0.01%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                   | Netflix Inc                                                                                                                | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   8735000 | PA      | $8853184.55   | 0.27%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                            | Energy Transfer LP                                                                                                         | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   8515000 | PA      | $8330735.40   | 0.26%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                               | Cemex SAB de CV                                                                                                            | CUSIP: 151290BX0<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   2395000 | PA      | $2234264.27   | 0.07%             | 2030-09-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BEAUTY HEALTH CO/THE                          | Beauty Health Co/The                                                                                                       | CUSIP: 88331LAA6<br>LEI: 5493001Z2JZQT4C63C50 | Long             | DBT              | CORP              | US        |    895000 | PA      | $676620.00    | 0.02%             | 2026-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| IQOR US Inc.                                  | IQOR US Inc.                                                                                                               | CUSIP: 942AEX002<br>LEI: 549300LKMK4MMQCMDH78 | Long             | EC               | CORP              | US        |     23768 | NS      | $166376.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                              | Antares Holdings LP                                                                                                        | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    495000 | PA      | $396532.06    | 0.01%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                           | COMM 2012-LC4 Mortgage Trust                                                                                               | CUSIP: 126192AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    516522 | PA      | $515559.37    | 0.02%             | 2044-12-10      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                      | Western Midstream Operating LP                                                                                             | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $1902978.00   | 0.06%             | 2050-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC                               | Spotify USA Inc                                                                                                            | CUSIP: 84921RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5100000 | PA      | $4105500.00   | 0.13%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                     | Boeing Co/The                                                                                                              | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $4212989.70   | 0.13%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                       | Teva Pharmaceutical Finance Netherlands III BV                                                                             | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   8725000 | PA      | $7770023.80   | 0.24%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                   | Netflix Inc                                                                                                                | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1750850.00   | 0.05%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Altice USA Inc                                | Altice USA Inc                                                                                                             | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |   1317588 | NS      | $6060904.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal                                 | ArcelorMittal SA                                                                                                           | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |  14335000 | PA      | $13823236.63  | 0.43%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                | VCAT 2021-NPL6 LLC                                                                                                         | CUSIP: 91824WAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7865000 | PA      | $6076584.73   | 0.19%             | 2051-09-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                         | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                      | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3580000 | PA      | $3277848.00   | 0.10%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| China Evergrande Group                        | China Evergrande Group                                                                                                     | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |   1800000 | PA      | $127494.00    | 0.00%             | 2022-03-23      | None          | 0.00%                 | 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        |   1510000 | PA      | $1141761.74   | 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        |   3725000 | PA      | $2881920.75   | 0.09%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                  | CSMC 2021-RPL4 Trust                                                                                                       | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10932797 | PA      | $9730145.34   | 0.30%             | 2060-12-27      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| AGILE GROUP HOLDINGS LTD                      | Agile Group Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |   1120000 | PA      | $508076.80    | 0.02%             | 2026-05-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                                   | Nutanix Inc                                                                                                                | CUSIP: 67059NAH1<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |   5380000 | PA      | $4500370.00   | 0.14%             | 2027-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                             | Ares Capital Corp                                                                                                          | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |  11555000 | PA      | $8479636.87   | 0.26%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                       | Bristol-Myers Squibb Co                                                                                                    | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     15260 | NS      | $1097957.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                            | Ally Financial Inc                                                                                                         | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6194077.62   | 0.19%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                          | OneMain Finance Corp                                                                                                       | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   8855000 | PA      | $6607066.34   | 0.20%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                        | Credit Suisse Group AG                                                                                                     | CUSIP: 225401AY4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   7760000 | PA      | $7285469.48   | 0.22%             | 2026-07-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| AASET 2021-2 Trust                            | Aaset 2021-2 Trust                                                                                                         | CUSIP: 00258BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3103649 | PA      | $2260896.30   | 0.07%             | 2047-01-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                        | Pacific Gas and Electric Co                                                                                                | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2440619.28   | 0.08%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                      | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                                        | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    885000 | PA      | $832714.20    | 0.03%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN                           | Genm Capital Labuan Ltd                                                                                                    | CUSIP: 37231BAA6<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |  12960000 | PA      | $9649330.16   | 0.30%             | 2031-04-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                             | NatWest Group PLC                                                                                                          | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  14965000 | PA      | $11040129.45  | 0.34%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                          | Times China Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |    720000 | PA      | $117007.20    | 0.00%             | 2027-01-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-3 B PTT                       | American Airlines 2016-3 Class B Pass Through Trust                                                                        | CUSIP: 023771S41<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1144069 | PA      | $1016299.38   | 0.03%             | 2025-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                        | Telecom Italia Capital SA                                                                                                  | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |   3409000 | PA      | $2576181.30   | 0.08%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                           | Go Daddy Operating Co LLC / GD Finance Co Inc                                                                              | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10550000 | PA      | $8832374.86   | 0.27%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                           | CIFI Holdings Group Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |   4060000 | PA      | $1047195.80   | 0.03%             | 2026-08-17      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

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

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer