# EDGAR Filing Document

**Accession Number:** 0000872649
**File Stem:** 0001752724-25-211958
**Filing Date:** 2025-8
**Character Count:** 241567
**Document Hash:** 9f983b957b362fbcf6064bf71e8db570
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-211958.hdr.sgml**: 20250829

**ACCESSION NUMBER**: 0001752724-25-211958

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250829

**DATE AS OF CHANGE**: 20250829

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LOOMIS SAYLES FUNDS II
- **CENTRAL INDEX KEY:** 0000872649

**ORGANIZATION NAME:**
- **EIN:** 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:** 251276015

**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:** 2025-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2635238970.35

**Total Liabilities:** $49596089.50

**Net Assets:** $2585642880.85

**Cash Not Reported:** $2879591.21

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1008.01000000 | **1-Year:** -32151.71000000 | **5-Year:** -165770.91000000 | **10-Year:** -217479.41000000 | **30-Year:** -75363.07000000

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

- **3-Month:** -2020.57000000 | **1-Year:** -62406.60000000 | **5-Year:** -221494.94000000 | **10-Year:** -85089.47000000 | **30-Year:** -18342.01000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000125487 | 0.40%                | 0.70%                | 2.17%                |
| Class ID C000082999 | 0.28%                | 0.65%                | 2.13%                |
| Class ID C000018254 | 0.32%                | 0.78%                | 2.17%                |
| Class ID C000018253 | 0.23%                | 0.68%                | 2.05%                |
| Class ID C000018251 | 0.30%                | 0.75%                | 2.14%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-9658127.07             | $-10251940.46                              |
| Month 2  | $2973463.37              | $11448951.65                               |
| Month 3  | $-1002480.52             | $37820316.39                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BOEING CO/THE                                    | Boeing Co/The                                                                   | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   9835000 | PA      | $10766530.68  | 0.42%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                            | Time Warner Cable LLC                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    720000 | PA      | $743629.84    | 0.03%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                              | LCM 30 Ltd                                                                      | CUSIP: 50200YAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2965000 | PA      | $2938759.75   | 0.11%             | 2031-04-20      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                             | Republic of Uzbekistan International Bond                                       | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  10895000 | PA      | $11195702.00  | 0.43%             | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                          | JPMorgan Chase Bank NA                                                          | CUSIP: 4662AA612<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | SN               | CORP              | US        |    110103 | PA      | $4329529.40   | 0.17%             | 2026-04-23      | Fixed         | 16.22%                | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                          | Energean Israel Finance Ltd                                                     | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |   8120000 | PA      | $7470400.00   | 0.29%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                           | CFLD Cayman Investment Ltd                                                      | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |    948132 | PA      | $22461.25     | 0.00%             | 2031-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DILLARDS INC                                     | Dillard's Inc                                                                   | CUSIP: 254063AU4<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1529535.00   | 0.06%             | 2026-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR FUTR OPTN AUG25C 109.2                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -1500 | NC      | $-515625.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Focus Brands Funding LLC                         | FOCUS Brands Funding                                                            | CUSIP: 34417RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1477500 | PA      | $1559319.96   | 0.06%             | 2053-10-30      | Fixed         | 8.24%                 | No            |                  2 | On Loan: No      |
| Volofin Finance Designated Activity Company      | Volofin Finance Designated Activity Co                                          | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1206629 | PA      | $1226096.66   | 0.05%             | 2037-06-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                   | Salesforce Inc                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     23335 | NS      | $6363221.15   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Financing BV                             | Flutter Financing BV 2024 Term Loan B                                           | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |   3106348 | PA      | $3094698.81   | 0.12%             | 2030-11-30      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                     | Yuzhou Group Holdings Co Ltd                                                    | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |   3155000 | PA      | $228737.50    | 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        |     49761 | NS      | $5022875.34   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MEX BONOS DESARR FIX RT                          | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        | 436900000 | PA      | $21225081.40  | 0.82%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust            | Westlake Automobile Receivables Trust 2023-1                                    | CUSIP: 96042XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1540000 | PA      | $1573940.37   | 0.06%             | 2028-11-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |  23185000 | PA      | $31838927.16  | 1.23%             | 2035-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Blackrock Inc                                    | Blackrock Inc                                                                   | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |      1232 | NS      | $1292676.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RUBRIK INC                                       | Rubrik Inc                                                                      | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1041640.63   | 0.04%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                          | SCF Equipment Leasing 2024-1 LLC                                                | CUSIP: 783896AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    440000 | PA      | $454135.88    | 0.02%             | 2032-09-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| China Evergrande Group                           | China Evergrande Group                                                          | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |    335000 | PA      | $3785.50      | 0.00%             | 2024-03-29      | None          | 0.00%                 | 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        |   8597541 | PA      | $8067846.53   | 0.31%             | 2045-09-10      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                         | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   8105000 | PA      | $8219466.10   | 0.32%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| China Evergrande Group                           | China Evergrande Group                                                          | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |   4045000 | PA      | $48095.05     | 0.00%             | 2025-06-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                           | Northern Oil & Gas Inc                                                          | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    898000 | PA      | $936165.00    | 0.04%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds             | Chile Government International Bonds                                            | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   8175000 | PA      | $4944076.50   | 0.19%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                    | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   5370000 | PA      | $5842398.90   | 0.23%             | 2033-08-12      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corporation              | Six Flags Entertainment Corporation 2024 Term Loan B                            | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |   1488750 | PA      | $1488750.00   | 0.06%             | 2031-05-01      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  15030000 | PA      | $14701923.81  | 0.57%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |  12300000 | PA      | $12453048.90  | 0.48%             | 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        |     10265 | NS      | $2361771.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                                | Post Holdings Inc                                                               | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   7340000 | PA      | $6813056.26   | 0.26%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                | Johnson & Johnson                                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     25233 | NS      | $3854340.75   | 0.15%             |  |  |  | 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              |  | US        |   3845000 | PA      | $3384040.25   | 0.13%             | 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        |    649594 | PA      | $577164.05    | 0.02%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                          | Turkiye Government Bond                                                         | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        | 148295000 | PA      | $3638568.68   | 0.14%             | 2026-08-12      | Fixed         | 36.00%                | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds          | Colombia Government International Bonds                                         | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  12625000 | PA      | $13053366.25  | 0.50%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                    | AppLovin Corp                                                                   | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1556888.45   | 0.06%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                | PRPM 2025-2 LLC                                                                 | CUSIP: 69382HAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3825000 | PA      | $3862924.88   | 0.15%             | 2030-05-25      | Variable      | 9.56%                 | No            |                  2 | On Loan: No      |
| AGILE GROUP HOLDINGS LTD                         | Agile Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |   1225000 | PA      | $74529.00     | 0.00%             | 2025-01-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                           | UnitedHealth Group Inc                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     16862 | NS      | $5260438.14   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1281376.21   | 0.05%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                            | Molina Healthcare Inc                                                           | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   4280000 | PA      | $3895696.23   | 0.15%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLSEC Holdings 22T LLC                           | Clsec Holdings 22t LLC                                                          | CUSIP: 12567UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8264389 | PA      | $7890557.33   | 0.31%             | 2037-05-11      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| SBA Senior Finance II LLC                        | SBA Senior Finance II LLC 2024 Term Loan B                                      | CUSIP: 78404XAJ4<br>LEI: 549300PVT2ADFWMYEW87 | Long             | LON              |  | US        |   2947117 | PA      | $2949710.75   | 0.11%             | 2031-01-25      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2140000 | PA      | $1818127.16   | 0.07%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KYRGYZ REP INTL BOND                             | Kyrgyz Republic International Bond                                              | CUSIP: 50158LAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |   6925000 | PA      | $6820848.00   | 0.26%             | 2030-06-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  27080000 | PA      | $17448087.03  | 0.67%             | 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      | $4973125.39   | 0.19%             | 2034-07-20      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    710000 | PA      | $715855.37    | 0.03%             | 2028-02-20      | Fixed         | 7.32%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd                         | Kaisa Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |   6925000 | PA      | $289672.75    | 0.01%             | 2024-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                           | Guidewire Software Inc                                                          | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |    780000 | PA      | $919620.00    | 0.04%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                         | Kaisa Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |   1415000 | PA      | $58312.15     | 0.00%             | 2025-07-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fortiva Retail Credit Master Note Business Trust | Fortiva Retail Credit Master Note Business Trust                                | CUSIP: 34962AAW2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6145000 | PA      | $6238256.52   | 0.24%             | 2029-11-15      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   6895000 | PA      | $5815513.35   | 0.22%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                              | Axon Enterprise Inc                                                             | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1163517.65   | 0.04%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                          | SCF Equipment Leasing 2024-1 LLC                                                | CUSIP: 783896AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    435000 | PA      | $457076.25    | 0.02%             | 2033-06-21      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385BC4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   6510000 | PA      | $6467777.96   | 0.25%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                         | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9630000 | PA      | $8615654.28   | 0.33%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                              | Reach ABS Trust 2025-1                                                          | CUSIP: 75525PAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    695000 | PA      | $705177.58    | 0.03%             | 2032-08-16      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| DILLARDS INC                                     | Dillard's Inc                                                                   | CUSIP: 254067AN1<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |   3325000 | PA      | $3500593.25   | 0.14%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                             | Republic of Uzbekistan International Bond                                       | CUSIP: 91822Q2J5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   7475000 | PA      | $7704781.50   | 0.30%             | 2032-05-25      | Fixed         | 6.95%                 | 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      | $3187200.00   | 0.12%             | 2033-03-05      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| HIN Timeshare Trust 2020-A                       | HIN Timeshare Trust 2020-A                                                      | CUSIP: 40439HAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30304 | PA      | $29495.84     | 0.00%             | 2039-10-09      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING LLC                       | Vivint Solar Financing V LLC                                                    | CUSIP: 92854VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1691998 | PA      | $1601838.06   | 0.06%             | 2048-04-30      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| iHeartMedia Inc                                  | iHeartMedia Inc                                                                 | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    461939 | NS      | $813012.64    | 0.03%             |  |  |  | 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      | $1941483.24   | 0.08%             | 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      | $1684256.47   | 0.07%             | 2047-06-10      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                       | AbbVie Inc                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     23888 | NS      | $4434090.56   | 0.17%             |  |  |  | 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        |    741825 | PA      | $706269.11    | 0.03%             | 2049-12-05      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| SANCHEZ ENERGY CORP                              | SANCHEZ ENERGY CORP                                                             | CUSIP: 799ESCAH1<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |   9520000 | PA      | $95200.00     | 0.00%             | 2021-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                           | Northern Oil & Gas Inc                                                          | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1382173.82   | 0.05%             | 2028-03-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                | PRPM 2025-2 LLC                                                                 | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350147 | PA      | $353011.02    | 0.01%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                             | Republic of Uzbekistan International Bond                                       | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   4575000 | PA      | $5526007.97   | 0.21%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                  | Fair Isaac Corp                                                                 | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   5995000 | PA      | $6049948.91   | 0.23%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                            | Quikrete Holdings Inc                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |  13230000 | PA      | $13604672.54  | 0.53%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                 | Planet Fitness Master Issuer LLC                                                | CUSIP: 72703PAF0<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |   4734225 | PA      | $4800745.60   | 0.19%             | 2054-06-05      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                         | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |   7250000 | PA      | $7175954.45   | 0.28%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                         | Shimao Group Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |   1830000 | PA      | $91554.90     | 0.00%             | 2027-01-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                            | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4437930.20   | 0.17%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Battalion Oil Corp                               | Battalion Oil Corp                                                              | CUSIP: 07134L107<br>LEI: 3XHTN2NNIMMPORDAMJ28 | Long             | EC               | CORP              | US        |      9229 | NS      | $11905.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRP Advisors, LLC                                | PRPM 2021-4 LLC                                                                 | CUSIP: 693583AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2721960 | PA      | $2713738.29   | 0.10%             | 2026-04-25      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| LOGAN GROUP CO LTD                               | Logan Group Co Ltd                                                              | CUSIP: 000000000<br>LEI: 549300NJ0E6Q0S1VOG90 | Long             | DBT              | CORP              | KY        |   3345000 | PA      | $231039.15    | 0.01%             | 2025-07-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                     | Business Jet Securities 2024-2 LLC                                              | CUSIP: 12326TAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1825243 | PA      | $1825631.36   | 0.07%             | 2039-09-15      | Fixed         | 7.97%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                          | Energean Israel Finance Ltd                                                     | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |   6945000 | PA      | $6606431.25   | 0.26%             | 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        |      6951 | NS      | $2818352.46   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                            | Costco Wholesale Corp                                                           | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      2705 | NS      | $2677787.70   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Diversified Real Estate Trust           | NexPoint Diversified Real Estate Trust                                          | CUSIP: 65340G205<br>LEI: 5493008KGR2NU3OXMR64 | Long             | EC               |  | US        |      3292 | NS      | $13793.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amynta Agency Borrower Inc                       | Amynta Agency Borrower Inc 2024 1st Lien Term Loan B                            | CUSIP: 57810JAL2<br>LEI: 5493000GP6HBRVTWBO85 | Long             | LON              | CORP              | US        |  13349293 | PA      | $13344487.37  | 0.52%             | 2031-12-29      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Wave USA                                         | WAVE 2019-1 LLC                                                                 | CUSIP: 94354KAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9147801 | PA      | $7495808.43   | 0.29%             | 2044-09-15      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                         | Sunac China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |   3169406 | PA      | $380328.72    | 0.01%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KWG GROUP HOLDINGS                               | KWG Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 549300LK82ZOM9ZE7H90 | Long             | DBT              | CORP              | KY        |   1380000 | PA      | $89258.40     | 0.00%             | 2026-08-14      | None          | 0.00%                 | 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      | $2556303.75   | 0.10%             | 2037-09-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5425000 | PA      | $5572915.99   | 0.22%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                    | EchoStar Corp                                                                   | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |  25930000 | PA      | $26707900.00  | 1.03%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                      | BioMarin Pharmaceutical Inc                                                     | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |    110189 | NS      | $6057089.33   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                         | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   1110000 | PA      | $1109254.08   | 0.04%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MBIA INSURANCE CO                                | MBIA Insurance Corp                                                             | CUSIP: 55276GAA3<br>LEI: 5493004M1UUDNTDXS107 | Long             | DBT              | CORP              | US        |  12510000 | PA      | $500400.00    | 0.02%             | 2033-01-15      | Variable      | 15.78%                | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                             | Williams Cos Inc/The                                                            | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     62021 | NS      | $3895539.01   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| REMIC FUNDING TRUST 98-1                         | Redwood Funding Trust 2025-1                                                    | CUSIP: 757912AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3911792 | PA      | $4050566.31   | 0.16%             | 2055-05-27      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                    | ZF North America Capital Inc                                                    | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   3165000 | PA      | $2925222.58   | 0.11%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Crown City CLO I                                 | Crown City CLO I                                                                | CUSIP: 22823RAS8<br>LEI: 549300K60T4GC7BSX929 | Long             | ABS-CBDO         | CORP              | KY        |   4775000 | PA      | $4785944.30   | 0.19%             | 2034-07-20      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust    | JP Morgan Chase Commercial Mortgage Securities Trust 2025-BMS                   | CUSIP: 46596CAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1795000 | PA      | $1784558.49   | 0.07%             | 2042-01-15      | Floating      | 7.46%                 | 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        |   8293673 | PA      | $7948456.26   | 0.31%             | 2026-12-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                              | NCL Corp Ltd                                                                    | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1039000 | PA      | $1040298.75   | 0.04%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                    | Aircastle Ltd                                                                   | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   2570000 | PA      | $2654983.06   | 0.10%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                         | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co   | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5520000 | PA      | $5528114.40   | 0.21%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds       | Philippines Government International Bonds                                      | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |  11330000 | PA      | $7727060.00   | 0.30%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                              | Synchrony Financial                                                             | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   3980000 | PA      | $4089366.06   | 0.16%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                        | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   7065000 | PA      | $7193959.78   | 0.28%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                         | iHeartCommunications Inc                                                        | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   4694750 | PA      | $3635473.56   | 0.14%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LP                            | Citadel Securities LP 2024 First Lien Term Loan                                 | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |   2226817 | PA      | $2234900.40   | 0.09%             | 2031-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US LONG BOND(CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -414 | NC      | $-1436946.39  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                     | Comcast Corp                                                                    | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    138665 | NS      | $4948953.85   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS INC                                       | Leidos Inc                                                                      | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3215055.85   | 0.12%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                                | Add Hero Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |    638303 | PA      | $12766.07     | 0.00%             | 2030-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                           | China Aoyuan Group Ltd                                                          | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |    459809 | PA      | $6221.21      | 0.00%             | 2031-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                   | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   6065000 | PA      | $6128330.73   | 0.24%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                       | Leidos Inc                                                                      | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   6380000 | PA      | $6477261.06   | 0.25%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   9230000 | PA      | $10954028.12  | 0.42%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                  | Cemex SAB de CV                                                                 | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |  13695000 | PA      | $12625091.82  | 0.49%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                | PRPM 2024-2 LLC                                                                 | CUSIP: 74448BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2438795 | PA      | $2469623.31   | 0.10%             | 2029-03-25      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| TYLER TECHNOLOGIES INC                           | Tyler Technologies Inc                                                          | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |    460000 | PA      | $565340.00    | 0.02%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                             | Republic of Uzbekistan International Bond                                       | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   4915000 | PA      | $5923231.84   | 0.23%             | 2029-02-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                 | CSC Holdings LLC                                                                | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $672636.55    | 0.03%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                         | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    860000 | PA      | $910150.04    | 0.04%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                            | CUSIP: 378272BL1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  17930000 | PA      | $18537520.40  | 0.72%             | 2033-05-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                          | Jefferies Financial Group Inc                                                   | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   3893000 | PA      | $4034233.84   | 0.16%             | 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        |   2232000 | PA      | $2034914.85   | 0.08%             | 2051-06-20      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                          | Sensata Technologies BV                                                         | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    655000 | PA      | $655881.63    | 0.03%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ZHENRO PROPERTIES GROUP                          | Zhenro Properties Group Ltd                                                     | CUSIP: 000000000<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |    365000 | PA      | $912.50       | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                 | Antares Holdings LP                                                             | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    585000 | PA      | $562493.57    | 0.02%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| China Evergrande Group                           | China Evergrande Group                                                          | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |   1405000 | PA      | $15876.50     | 0.00%             | 2022-04-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                            | Directv Financing LLC / Directv Financing Co-Obligor Inc                        | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8670000 | PA      | $8417038.96   | 0.33%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LOGAN GROUP CO LTD                               | Logan Group Co Ltd                                                              | CUSIP: 000000000<br>LEI: 549300NJ0E6Q0S1VOG90 | Long             | DBT              | CORP              | KY        |   1320000 | PA      | $90235.20     | 0.00%             | 2026-12-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                    | CME Group Inc                                                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     12409 | NS      | $3420168.58   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tobacco Settlement Financing Corp/VA             | TOBACCO SETTLEMENT FING CORP VA                                                 | CUSIP: 88880NAT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  28335000 | PA      | $22297208.19  | 0.86%             | 2046-06-01      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance Plc             | Trafigura Securitisation Finance PLC                                            | CUSIP: 892725AZ5<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |   2605000 | PA      | $2608759.02   | 0.10%             | 2027-11-15      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                     | Yuzhou Group Holdings Co Ltd                                                    | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |  23285000 | PA      | $1645085.25   | 0.06%             | 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      | $4749863.22   | 0.18%             | 2053-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                     | Alphabet Inc                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     34444 | NS      | $6070066.12   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB INTERNATIONAL LIMITED                        | HUB International Limited 2025 Term Loan B                                      | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   3668715 | PA      | $3678877.48   | 0.14%             | 2030-06-20      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| ITRON INC                                        | Itron Inc                                                                       | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |    496000 | PA      | $589744.00    | 0.02%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                               | Aqua Finance Trust 2024-A                                                       | CUSIP: 03837DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1160000 | PA      | $1181000.64   | 0.05%             | 2050-04-18      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-291628.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                          | BNP Paribas Issuance BV                                                         | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |     10409 | PA      | $3632945.94   | 0.14%             | 2026-03-19      | Fixed         | 12.41%                | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                  | DR Horton Inc                                                                   | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $2102696.45   | 0.08%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber ABS Issuer LLC                       | Uniti Fiber Abs Issuer Llc                                                      | CUSIP: 91326EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    610000 | PA      | $619060.94    | 0.02%             | 2055-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                  | CLI Funding VIII LLC                                                            | CUSIP: 12572DAA2<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |   2700000 | PA      | $2666903.40   | 0.10%             | 2050-06-21      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                             | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   7565000 | PA      | $6810410.92   | 0.26%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                                     | DoorDash Inc                                                                    | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |    667000 | PA      | $722598.05    | 0.03%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                               | Bausch + Lomb Corp                                                              | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |   1675000 | PA      | $1748281.25   | 0.07%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ZHENRO PROPERTIES GROUP                          | Zhenro Properties Group Ltd                                                     | CUSIP: 000000000<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |    715000 | PA      | $893.75       | 0.00%             | 2025-02-05      | None          | 0.00%                 | 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      | $751892.10    | 0.03%             | 2046-08-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                                    | Snowflake Inc                                                                   | CUSIP: 833445AC3<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |    743000 | PA      | $1156108.00   | 0.04%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                              | Elevance Health Inc                                                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     11565 | NS      | $4498322.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   4030000 | PA      | $3651138.93   | 0.14%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds       | Philippines Government International Bonds                                      | CUSIP: 718286DH7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   6240000 | PA      | $6365041.18   | 0.25%             | 2050-02-04      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                              | Travel + Leisure Co                                                             | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |  12700000 | PA      | $12274030.57  | 0.47%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                         | Shimao Group Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    280000 | PA      | $13946.80     | 0.00%             | 2026-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   6175000 | PA      | $6921875.96   | 0.27%             | 2036-02-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |   1740000 | PA      | $1685626.25   | 0.07%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                          | Procter & Gamble Co/The                                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     22271 | NS      | $3548215.72   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                         | Sunac China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |   1580867 | PA      | $189704.04    | 0.01%             | 2026-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                             | Republic of Uzbekistan International Bond                                       | CUSIP: 91822QVX2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   2210000 | PA      | $2354951.58   | 0.09%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                       | Evergy Inc                                                                      | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    987000 | PA      | $1154296.50   | 0.04%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10845000 | PA      | $10815015.42  | 0.42%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VIII Ltd                             | Elmwood CLO VIII Ltd                                                            | CUSIP: 29003EAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2885000 | PA      | $2904972.86   | 0.11%             | 2037-04-20      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                             | Lockheed Martin Corp                                                            | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     12522 | NS      | $5799439.08   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                          | Central China Real Estate Ltd                                                   | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |   4415000 | PA      | $187637.50    | 0.01%             | 2025-08-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                   | EPR Properties                                                                  | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   2735000 | PA      | $2484351.34   | 0.10%             | 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        |   2052500 | PA      | $2051980.74   | 0.08%             | 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        |   8325000 | PA      | $7881602.18   | 0.30%             | 2046-06-15      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                  | Stream Innovations 2024-1 Issuer Trust                                          | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    264710 | PA      | $274828.36    | 0.01%             | 2044-07-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                           | Choice Hotels International Inc                                                 | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1254712.12   | 0.05%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                          | Central China Real Estate Ltd                                                   | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |   1957000 | PA      | $83172.50     | 0.00%             | 2025-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                      | Royal Caribbean Cruises Ltd                                                     | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |      5966 | NS      | $1868193.24   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                         | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   6105000 | PA      | $5338693.99   | 0.21%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GS FINANCE CORP                                  | GS Finance Corp                                                                 | CUSIP: 36263Y275<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |    157808 | PA      | $3930239.96   | 0.15%             | 2026-03-30      | Fixed         | 12.80%                | No            |                  2 | On Loan: No      |
| Alta Wind Holdings LLC                           | Alta Wind Holdings LLC                                                          | CUSIP: 021345AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18227888 | PA      | $17464608.86  | 0.68%             | 2035-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                   | Microsoft Corp                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      9269 | NS      | $4610493.29   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 2YR NOTE (CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      2374 | NC      | $2251219.03   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                                 | CSC Holdings LLC                                                                | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |  48110000 | PA      | $22373838.39  | 0.87%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                 | Paramount Global                                                                | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |    119329 | NS      | $1539344.10   | 0.06%             |  |  |  | No            |                  1 | 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        |    202370 | PA      | $191385.11    | 0.01%             | 2035-08-27      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                   | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    616000 | PA      | $1354892.00   | 0.05%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                        | Packaging Corp of America                                                       | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |     26437 | NS      | $4982052.65   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS INC                                | HERC HOLDINGS INC TERM LOAN B                                                   | CUSIP: 000000000<br>LEI: 549300TP80QLITMSBP82 | Long             | LON              | CORP              | US        |   1075000 | PA      | $1078139.00   | 0.04%             | 2032-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SANCHEZ ENERGY CORP                              | SANCHEZ ENERGY CORP                                                             | CUSIP: 799ESCAJ7<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |  17908000 | PA      | $179080.00    | 0.01%             | 2023-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                           | Jazz Investments I Ltd                                                          | CUSIP: 472145AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    892000 | PA      | $945520.00    | 0.04%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                  | Cemex SAB de CV                                                                 | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   1160000 | PA      | $1171890.00   | 0.05%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                     | SM Energy Co                                                                    | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2042463.59   | 0.08%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC                    | Truist Insurance Holdings LLC 2024 Term Loan B                                  | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1734409 | PA      | $1734044.41   | 0.07%             | 2031-05-06      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                    | UniCredit SpA                                                                   | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |  14800000 | PA      | $14714424.92  | 0.57%             | 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      | $663568.85    | 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      | $1249429.71   | 0.05%             | 2034-07-15      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                | Credit Acceptance Auto Loan Trust 2024-1                                        | CUSIP: 22537GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1030000 | PA      | $1069515.95   | 0.04%             | 2034-07-17      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                   | Air Lease Corp                                                                  | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   7035000 | PA      | $6994447.45   | 0.27%             | 2026-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                         | Sunac China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |   4777164 | PA      | $573259.68    | 0.02%             | 2029-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                             | CUSIP: 912797NU7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  19725000 | PA      | $19324155.06  | 0.75%             | 2025-12-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kestrel Aircraft Funding Limited                 | Kestrel Aircraft Funding Ltd                                                    | CUSIP: 49255PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    284579 | PA      | $278912.76    | 0.01%             | 2038-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                         | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2061803.40   | 0.08%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                   | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   8710000 | PA      | $8781916.12   | 0.34%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                    | DISH DBS Corp                                                                   | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15865000 | PA      | $14092711.33  | 0.55%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                                      | Datadog Inc                                                                     | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1882335.00   | 0.07%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                         | Republic of South Africa Government Bond                                        | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        | 122940000 | PA      | $6490952.56   | 0.25%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                         | Sunac China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |   2249452 | PA      | $270249.16    | 0.01%             | 2030-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                    | Boeing Co/The                                                                   | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2281709.68   | 0.09%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORPORATION                             | Carnival Corporation 2025 Term Loan (2027)                                      | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |    946074 | PA      | $945184.90    | 0.04%             | 2027-08-08      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                         | Discovery Communications LLC                                                    | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    215000 | PA      | $174085.50    | 0.01%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC               | MetroNet Infrastructure Issuer LLC                                              | CUSIP: 59170JAG3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    505000 | PA      | $519794.48    | 0.02%             | 2054-04-20      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| BBSG Mortgage Trust                              | BBSG 2016-MRP Mortgage Trust                                                    | CUSIP: 055287AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    335000 | PA      | $302382.06    | 0.01%             | 2036-06-05      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                    | Wolfspeed Inc                                                                   | CUSIP: 977852AD4<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $581625.00    | 0.02%             | 2029-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RKJ2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $908238.60    | 0.04%             | 2028-04-20      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                              | Axon Enterprise Inc                                                             | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2293242.80   | 0.09%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd                         | Sunac China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | EC               | CORP              | KY        |    723818 | NS      | $132381.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                         | iHeartCommunications Inc                                                        | CUSIP: 45174HBK2<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $918083.60    | 0.04%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                 | CSC Holdings LLC                                                                | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    415000 | PA      | $292029.24    | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Labrador Aviation Finance Limited                | Labrador Aviation Finance Ltd 2016-1A                                           | CUSIP: 50543LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    744441 | PA      | $723953.21    | 0.03%             | 2042-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust             | Castlelake Aircraft Securitization Trust 2018-1                                 | CUSIP: 14856CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2028037 | PA      | $1878414.81   | 0.07%             | 2043-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                            | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  15260000 | PA      | $16548103.01  | 0.64%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KWG GROUP HOLDINGS                               | KWG Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 549300LK82ZOM9ZE7H90 | Long             | DBT              | CORP              | KY        |   3760000 | PA      | $243272.00    | 0.01%             | 2026-02-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                        | Linde PLC                                                                       | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |      3091 | NS      | $1450235.38   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GS FINANCE CORP                                  | GS Finance Corp                                                                 | CUSIP: 36263Y259<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |       663 | PA      | $3480158.26   | 0.13%             | 2025-08-25      | Fixed         | 14.40%                | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                         | Shimao Group Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $20500.00     | 0.00%             | 2030-07-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                                | Add Hero Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |    785632 | PA      | $51702.45     | 0.00%             | 2029-09-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | BARCLAYS BANK PLC                                                               | CUSIP: 06748N525<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      4479 | PA      | $2888989.40   | 0.11%             | 2026-04-07      | Fixed         | 14.92%                | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                    | UniCredit SpA                                                                   | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   3065000 | PA      | $2775653.33   | 0.11%             | 2032-06-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                            | Civitas Resources Inc                                                           | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1862961.73   | 0.07%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| VStrong Auto Receivables Trust                   | VStrong Auto Receivables Trust 2024-A                                           | CUSIP: 92891PAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $207814.40    | 0.01%             | 2030-07-15      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| FRESHPET INC                                     | Freshpet Inc                                                                    | CUSIP: 358039AB1<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | DBT              | CORP              | US        |    388000 | PA      | $481896.00    | 0.02%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN CO LLC                            | Teva Pharmaceutical Finance Co LLC                                              | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |   7960000 | PA      | $8183715.80   | 0.32%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                     | Hilton Grand Vacations Trust 2024-1B                                            | CUSIP: 43283YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    403596 | PA      | $411376.90    | 0.02%             | 2039-09-15      | Fixed         | 8.85%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust    | BHG Securitization Trust 2024-1CON                                              | CUSIP: 08862HAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1215000 | PA      | $1243864.88   | 0.05%             | 2035-04-17      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                      | Paychex Inc                                                                     | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1989798.89   | 0.08%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust         | Castlelake Aircraft Structured Trust 2019-1                                     | CUSIP: 14855MAA6<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |    473438 | PA      | $449229.92    | 0.02%             | 2039-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                         | Apollo Global Management Inc                                                    | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |     10550 | NS      | $789667.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS INC                                     | Synopsys Inc                                                                    | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   4165000 | PA      | $4141086.11   | 0.16%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                    | AppLovin Corp                                                                   | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   3090000 | PA      | $3130219.56   | 0.12%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                            | Molina Healthcare Inc                                                           | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2787300.60   | 0.11%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                 | Exxon Mobil Corp                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     47644 | NS      | $5136023.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                           | China Aoyuan Group Ltd                                                          | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |   1155773 | PA      | $3663.80      | 0.00%             | 2099-12-31      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                             | Times China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |   4030000 | PA      | $137020.00    | 0.01%             | 2026-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                   | Whirlpool Corp                                                                  | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1218890.76   | 0.05%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                            | Toorak Mortgage Trust 2024-RRTL1                                                | CUSIP: 89054YAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $804878.00    | 0.03%             | 2039-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | Barclays Bank PLC                                                               | CUSIP: 06748N566<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      3297 | PA      | $3375934.58   | 0.13%             | 2025-11-14      | Fixed         | 12.27%                | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                 | CSC Holdings LLC                                                                | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $758426.05    | 0.03%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | Commercial Mortgage Pass Through Certificates                                   | CUSIP: 12624NAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     81213 | PA      | $77947.79     | 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      | $1278400.50   | 0.05%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RJA3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    715000 | PA      | $736073.05    | 0.03%             | 2030-06-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited              | TMCL VII Holdings Ltd                                                           | CUSIP: 87257FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |   7525000 | PA      | $7525270.90   | 0.29%             | 2050-07-23      | Fixed         | 8.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                          | BNP Paribas Issuance BV                                                         | CUSIP: 937EFE903<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |     12072 | PA      | $3646317.34   | 0.14%             | 2025-11-24      | Fixed         | 11.60%                | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                    | Boeing Co/The                                                                   | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |     75641 | NS      | $5143588.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARM FNC NL II                             | Teva Pharmaceutical Finance Netherlands II BV                                   | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |   4695000 | PA      | $6258651.54   | 0.24%             | 2029-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                    | DISH DBS Corp                                                                   | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22190000 | PA      | $20137425.00  | 0.78%             | 2026-12-01      | Fixed         | 5.25%                 | 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      | $7620687.35   | 0.29%             | 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        |  11400000 | PA      | $9583778.79   | 0.37%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                         | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc       | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1607941.42   | 0.06%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  89295000 | PA      | $89281047.66  | 3.45%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                         | Sensata Technologies Inc                                                        | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   3650000 | PA      | $3756397.50   | 0.15%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC              | Hilton Grand Vacations Borrower LLC 2021 Term Loan B                            | CUSIP: 43283LAH4<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |    121349 | PA      | $121216.84    | 0.00%             | 2028-08-02      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                 | CSC Holdings LLC                                                                | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   5540000 | PA      | $2576100.00   | 0.10%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                     | SM Energy Co                                                                    | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   3445000 | PA      | $3394677.61   | 0.13%             | 2032-08-01      | Fixed         | 7.00%                 | 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      | $977904.84    | 0.04%             | 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      | $1940261.81   | 0.08%             | 2032-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                           | Republic of Uzbekistan International Bond                                       | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    200000 | PA      | $196252.33    | 0.01%             | 2029-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc                                       | Kaseya Inc 2025 1st Lien Term Loan B                                            | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |   5171201 | PA      | $5188989.83   | 0.20%             | 2032-03-20      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                 | RCO VIII Mortgage LLC 2025-3                                                    | CUSIP: 74939GAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205000 | PA      | $207391.94    | 0.01%             | 2030-05-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                          | BNP Paribas Issuance BV                                                         | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |      2303 | PA      | $1378362.49   | 0.05%             | 2025-11-03      | Fixed         | 18.24%                | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                  | TJX Cos Inc/The                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     24877 | NS      | $3072060.73   | 0.12%             |  |  |  | No            |                  1 | 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        |   4146836 | PA      | $3957990.78   | 0.15%             | 2026-12-17      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NATL LIFE INSURANCE-VRMT                         | National Life Insurance Co                                                      | CUSIP: 636792AA1<br>LEI: 0JRPR7R1EOV4Z2M47L22 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $26515600.00  | 1.03%             | 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      | $5774592.30   | 0.22%             | 2032-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NLV FINANCIAL CORP                               | NLV Financial Corp                                                              | CUSIP: 65486AAA1<br>LEI: UV78A3V7RXYC94JD0985 | Long             | DBT              | CORP              | US        |   8920000 | PA      | $9677754.00   | 0.37%             | 2033-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                               | Credit Agricole SA                                                              | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   8790000 | PA      | $9139894.83   | 0.35%             | 2035-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | Barclays Bank PLC                                                               | CUSIP: 06748N624<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      5459 | PA      | $1315273.17   | 0.05%             | 2026-01-16      | Fixed         | 14.47%                | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                   | Var Energi ASA                                                                  | CUSIP: 92212WAG5<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   1420000 | PA      | $1468497.84   | 0.06%             | 2035-05-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORPORATION                             | Carnival Corporation 2025 Term Loan (2028)                                      | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |   6114202 | PA      | $6108454.25   | 0.24%             | 2028-10-18      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                         | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   3185000 | PA      | $3324615.53   | 0.13%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                   | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   7895000 | PA      | $7438069.93   | 0.29%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                      | Hertz Vehicle Financing III LLC                                                 | CUSIP: 42806MCJ6<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1295000 | PA      | $1309704.98   | 0.05%             | 2027-06-25      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                          | United Rentals North America Inc                                                | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   6985000 | PA      | $7194710.66   | 0.28%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VIBRANT CLO LTD                                  | Vibrant CLO XIV Ltd                                                             | CUSIP: 92557EAL7<br>LEI: 5493000EYXFKXA2VRV24 | Long             | ABS-CBDO         | CORP              | KY        |   1540000 | PA      | $1531836.00   | 0.06%             | 2034-10-20      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1188632.98   | 0.05%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                         | JH North America Holdings Inc                                                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |   4570000 | PA      | $4645880.33   | 0.18%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                      | SBNA Auto Receivables Trust 2024-A                                              | CUSIP: 78437PAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $178099.08    | 0.01%             | 2030-01-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds             | Chile Government International Bonds                                            | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   3060000 | PA      | $3152106.00   | 0.12%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                         | Kaisa Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |   1600000 | PA      | $65792.00     | 0.00%             | 2025-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REMIC FUNDING TRUST 98-1                         | Redwood Funding Trust 2023-1                                                    | CUSIP: 75806CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    584704 | PA      | $582503.75    | 0.02%             | 2059-07-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                          | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |  25290000 | PA      | $18187341.44  | 0.70%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                   | Mastercard Inc                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      7254 | NS      | $4076312.76   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Demeter Issuer LLC                        | Sunrun Demeter Issuer 2021-2 LLC                                                | CUSIP: 86772HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    437379 | PA      | $387027.69    | 0.01%             | 2057-01-30      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust    | BHG Securitization Trust 2024-1CON                                              | CUSIP: 08862HAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330000 | PA      | $338558.39    | 0.01%             | 2035-04-17      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                     | Broadcom Inc                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     14619 | NS      | $4029727.35   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| JH NORTH AMERICA HOLDING                         | JH North America Holdings Inc                                                   | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |   3210000 | PA      | $3238029.69   | 0.13%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ADVANCED ENERGY IND                              | Advanced Energy Industries Inc                                                  | CUSIP: 007973AE0<br>LEI: 549300756XI3QLFT2U27 | Long             | DBT              | CORP              | US        |    501000 | PA      | $600147.90    | 0.02%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                         | Sunac China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |   1577037 | PA      | $186043.05    | 0.01%             | 2025-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                         | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   3215000 | PA      | $2975778.60   | 0.12%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                    | EchoStar Corp                                                                   | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   9171509 | PA      | $10799451.85  | 0.42%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RJS4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    680000 | PA      | $688873.32    | 0.03%             | 2029-06-20      | Fixed         | 7.31%                 | 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      | $53550.00     | 0.00%             | 2024-08-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                        | Bausch & Lomb Corporation 2023 Incremental Term Loan                            | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |   1653364 | PA      | $1651297.06   | 0.06%             | 2028-09-29      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                          | BNP Paribas Issuance BV                                                         | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |     20252 | PA      | $4329398.26   | 0.17%             | 2026-03-12      | Fixed         | 12.42%                | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Issuer LLC            | New Economy Assets - Phase 1 Sponsor LLC                                        | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1180000 | PA      | $1110955.72   | 0.04%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                          | JPMorgan Chase Bank NA                                                          | CUSIP: 466303104<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | SN               | CORP              | US        |     10700 | PA      | $2588385.80   | 0.10%             | 2025-12-10      | None          | 14.92%                | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                               | Home Depot Inc/The                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      3745 | NS      | $1373066.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RKG8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    670000 | PA      | $673116.17    | 0.03%             | 2027-10-20      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                    | CUSIP: 225401BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3695000 | PA      | $4568423.92   | 0.18%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| VERTEX INC                                       | Vertex Inc                                                                      | CUSIP: 92538JAB2<br>LEI: 549300QMYW171MP1PL50 | Long             | DBT              | CORP              | US        |    486000 | PA      | $581021.67    | 0.02%             | 2029-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                | Iron Mountain Inc                                                               | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |   9980000 | PA      | $9804535.63   | 0.38%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                               | Ardonagh Finco Ltd                                                              | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |   6780000 | PA      | $7088279.82   | 0.27%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                       | LAD Auto Receivables Trust 2024-3                                               | CUSIP: 505709AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200216.44    | 0.01%             | 2032-02-17      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| HANGER INC                                       | Hanger Inc 2024 Term Loan B                                                     | CUSIP: 41043BAH1<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |   3179254 | PA      | $3182305.88   | 0.12%             | 2031-10-23      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                            | Helmerich & Payne Inc                                                           | CUSIP: 423452AK7<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |  10605000 | PA      | $9668373.40   | 0.37%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                              | Resideo Funding Inc 2024 M&A 1st lien Term Loan B                               | CUSIP: 76090LAK0<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |   6438129 | PA      | $6413986.16   | 0.25%             | 2031-06-13      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                           | China Aoyuan Group Ltd                                                          | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |    103296 | PA      | $1705.42      | 0.00%             | 2028-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                        | Block Inc                                                                       | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |  10821000 | PA      | $9925760.17   | 0.38%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                              | Abbott Laboratories                                                             | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     21718 | NS      | $2953865.18   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BPR Trust                                        | BPR Trust 2021-NRD                                                              | CUSIP: 05592CAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7375000 | PA      | $7205891.25   | 0.28%             | 2038-12-15      | Floating      | 11.18%                | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                     | CaixaBank SA                                                                    | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1715000 | PA      | $1732590.76   | 0.07%             | 2036-07-03      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                        | PG&E Corp                                                                       | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |     25390 | NS      | $954664.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fort Greene Park CLO                             | Fort Greene Park CLO LLC                                                        | CUSIP: 18914KAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4390000 | PA      | $4303789.18   | 0.17%             | 2034-04-22      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                          | Aircastle Ltd / Aircastle Ireland DAC                                           | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3695000 | PA      | $3796572.19   | 0.15%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GRANITE CONSTRUCTION INC                         | Granite Construction Inc                                                        | CUSIP: 387328AD9<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |    337000 | PA      | $699780.50    | 0.03%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                   | NRG Energy Inc 2024 Term Loan                                                   | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |   1563128 | PA      | $1565082.03   | 0.06%             | 2031-04-16      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                | Expedia Group Inc                                                               | CUSIP: 30212PBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10335000 | PA      | $10406237.91  | 0.40%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                               | Leviathan Bond Ltd                                                              | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    805000 | PA      | $799292.55    | 0.03%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                    | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1138195.51   | 0.04%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |  23330000 | PA      | $27603695.66  | 1.07%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                         | Global Auto Holdings Ltd/AAG FH UK Ltd                                          | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   3680000 | PA      | $3600728.57   | 0.14%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| EDELMAN FINANCIAL CENTER LLC                     | Edelman Financial Center LLC 2024 Term Loan                                     | CUSIP: 27943UAM8<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |   9394131 | PA      | $9398076.36   | 0.36%             | 2028-04-07      | Floating      | 7.33%                 | 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      | $697075.48    | 0.03%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                              | Ashtead Capital Inc                                                             | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   2870000 | PA      | $2937315.51   | 0.11%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Prologis Inc                                     | Prologis Inc                                                                    | CUSIP: 74340W202<br>LEI: 529900DFH19P073LZ636 | Long             | EP               |  | US        |    115797 | NS      | $6369992.97   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                     | Yuzhou Group Holdings Co Ltd                                                    | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |   1245000 | PA      | $89005.05     | 0.00%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Volofin Finance Designated Activity Company      | Volofin Finance Designated Activity Co                                          | CUSIP: 92873RAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1686937 | PA      | $1723721.09   | 0.07%             | 2037-06-15      | Fixed         | 6.21%                 | 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      | $1866000.00   | 0.07%             | 2046-04-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                 | Onemain Financial Issuance Trust 2025-1                                         | CUSIP: 68270DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    435000 | PA      | $441120.45    | 0.02%             | 2038-07-14      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| SHENTON AIRCRAFT INVESTMENT LTD                  | Shenton Aircraft Investment I Ltd                                               | CUSIP: 82321UAA1<br>LEI: 254900877LAQRYY3YZ51 | Long             | ABS-O            | CORP              | KY        |    617401 | PA      | $599336.21    | 0.02%             | 2042-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    900000 | PA      | $905498.18    | 0.04%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TEREX CORPORATION                                | Terex Corporation 2024 Term Loan B                                              | CUSIP: 88078FBM9<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | LON              | CORP              | US        |    930000 | PA      | $934557.00    | 0.04%             | 2031-10-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                        | BAUSCH + LOMB CORPORATION 2025 TERM LOAN B                                      | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |  13555611 | PA      | $13564150.71  | 0.52%             | 2030-06-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2540000 | PA      | $1497076.00   | 0.06%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                              | Ashtead Capital Inc                                                             | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2161242.88   | 0.08%             | 2033-05-30      | Fixed         | 5.55%                 | 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      | $274780.80    | 0.01%             | 2047-12-15      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                           | Marlette Funding Trust 2023-4                                                   | CUSIP: 57108UAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2400000 | PA      | $2505328.80   | 0.10%             | 2033-12-15      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust        | GoodLeap Home Improvement Solutions Trust 2024-1                                | CUSIP: 381935AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    861651 | PA      | $876152.15    | 0.03%             | 2046-10-20      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                    | CAFL 2023-RTL1 Issuer LLC                                                       | CUSIP: 124762AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3245000 | PA      | $3271235.83   | 0.13%             | 2030-12-28      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                         | Foundation Finance Trust 2023-2                                                 | CUSIP: 35042RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    527796 | PA      | $563962.68    | 0.02%             | 2049-06-15      | Fixed         | 9.10%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  18003000 | PA      | $13389731.25  | 0.52%             | 2032-03-15      | Fixed         | 4.28%                 | 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      | $979953.86    | 0.04%             | 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      | $54144.45     | 0.00%             | 2024-05-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                       | NetApp Inc                                                                      | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |   2710000 | PA      | $2791388.10   | 0.11%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bundesschatzanweisungen                          | Bundesschatzanweisungen                                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   5405000 | PA      | $6403432.49   | 0.25%             | 2027-03-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN IV                                | Teva Pharmaceutical Finance Netherlands IV BV                                   | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |   1245000 | PA      | $1267329.00   | 0.05%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                | Post Holdings Inc                                                               | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1301310.00   | 0.05%             | 2027-08-15      | Fixed         | 2.50%                 | 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        |   5270000 | PA      | $4885389.44   | 0.19%             | 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        |  10470000 | PA      | $10298081.55  | 0.40%             | 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        |  15115000 | PA      | $12750182.68  | 0.49%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                       | Deere & Co                                                                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      1394 | NS      | $708835.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COINBASE GLOBAL INC                              | Coinbase Global Inc                                                             | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    459000 | PA      | $599224.50    | 0.02%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC              | Hilton Grand Vacations Borrower LLC 2024 Incremental Term Loan B                | CUSIP: 43283LAK7<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |  11988462 | PA      | $11967002.35  | 0.46%             | 2031-01-17      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                         | Brazil Notas do Tesouro Nacional Serie F                                        | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        | 120998000 | PA      | $19530680.90  | 0.76%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                 | CSC Holdings LLC                                                                | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |  14005000 | PA      | $12822363.04  | 0.50%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | BNP Paribas SA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | SN               | CORP              | FR        |     16711 | PA      | $4332256.00   | 0.17%             | 2025-08-15      | Fixed         | 11.15%                | No            |                  2 | On Loan: No      |
| REMIC FUNDING TRUST 98-1                         | Redwood Funding Trust 2024-1                                                    | CUSIP: 75806FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1969350 | PA      | $1996780.95   | 0.08%             | 2054-12-25      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Maps LTD                                         | MAPS 2021-1 Trust                                                               | CUSIP: 55292RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3584408 | PA      | $3376831.50   | 0.13%             | 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        |     40715 | NS      | $4804370.00   | 0.19%             |  |  |  | No            |                  1 | 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      | $12510000.00  | 0.48%             | 2034-10-15      | Floating      | 10.57%                | No            |                  2 | On Loan: No      |
| GRYPHON DEBT MERGER SUB INC                      | GRYPHON DEBT MERGER SUB INC TERM LOAN B                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9005000 | PA      | $8997525.85   | 0.35%             | 2032-06-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2530000 | PA      | $2699403.21   | 0.10%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                         | Citigroup Global Markets Holdings Inc/United States                             | CUSIP: 17332B520<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |      4706 | PA      | $3776158.75   | 0.15%             | 2025-10-02      | Fixed         | 17.15%                | No            |                  2 | On Loan: No      |
| CIENA CORPORATION                                | Ciena Corporation 2025 Repriced Term Loan B                                     | CUSIP: 17178HAR3<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | LON              | CORP              | US        |   1270930 | PA      | $1275696.05   | 0.05%             | 2030-10-24      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                   | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   4230000 | PA      | $4327932.96   | 0.17%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                                     | Parsons Corp                                                                    | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |   1311000 | PA      | $1393593.00   | 0.05%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC                            | Whistler Pipeline LLC                                                           | CUSIP: 96337RAC6<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1600329.53   | 0.06%             | 2034-09-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                 | CIFC Funding 2021-V Ltd                                                         | CUSIP: 12565EAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3095000 | PA      | $3102174.21   | 0.12%             | 2038-01-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| FLUOR CORP                                       | Fluor Corp                                                                      | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |    732000 | PA      | $960384.00    | 0.04%             | 2029-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                         | Sunac China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |   4765631 | PA      | $571065.56    | 0.02%             | 2028-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                          | BNP Paribas Issuance BV                                                         | CUSIP: 937ZBF907<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |     15956 | PA      | $4397056.83   | 0.17%             | 2026-03-26      | Fixed         | 12.71%                | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                         | Marriott Ownership Resorts Inc                                                  | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |   4155000 | PA      | $3990489.01   | 0.15%             | 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        |   3946658 | PA      | $3709858.09   | 0.14%             | 2046-08-15      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    835000 | PA      | $911540.28    | 0.04%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                    | ZF North America Capital Inc                                                    | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2120914.60   | 0.08%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                            | Directv Financing LLC                                                           | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6790000 | PA      | $6658204.67   | 0.26%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                  | Prestige Auto Receivables Trust 2022-1                                          | CUSIP: 74113RAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2810000 | PA      | $2886920.94   | 0.11%             | 2028-08-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                     | Yuzhou Group Holdings Co Ltd                                                    | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |   5345000 | PA      | $370729.20    | 0.01%             | 2026-08-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   4530000 | PA      | $3994729.04   | 0.15%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                  | Trans Union LLC 2024 Term Loan B8                                               | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |  12610840 | PA      | $12620928.85  | 0.49%             | 2031-06-24      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                              | NCL Corp Ltd                                                                    | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1445000 | PA      | $1545246.88   | 0.06%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                         | Kaisa Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |   7075000 | PA      | $290994.75    | 0.01%             | 2026-06-01      | None          | 0.00%                 | 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      | $2679576.93   | 0.10%             | 2034-10-15      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC                       | Applebee's Funding LLC / IHOP Funding LLC                                       | CUSIP: 03789XAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5925000 | PA      | $6010718.16   | 0.23%             | 2053-03-05      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| HANGER INC                                       | Hanger Inc 2024 Delayed Draw Term Loan                                          | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |    410218 | PA      | $410611.83    | 0.02%             | 2031-10-23      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| HOVNANIAN ENTERPRISES                            | Hovnanian Enterprises Inc                                                       | CUSIP: 442487112<br>LEI: 549300805N4EF0ROBT53 | Long             | EP               | CORP              | US        |    208246 | NS      | $3429811.62   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fixed Income Clearing Corp                       | FIXED INC CLEARING CORP.REPO                                                    | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        | 106113455 | PA      | $106113454.67 | 4.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US ULTRA BOND CBT SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -660 | NC      | $-2440372.44  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Philippines Government International Bonds       | Philippines Government International Bonds                                      | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   5130000 | PA      | $3328435.67   | 0.13%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                            | Continental Resources Inc/OK                                                    | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   9276000 | PA      | $9364899.42   | 0.36%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Corp Trust 2012-TMSQ                                     | CUSIP: 36197QAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1057821 | PA      | $1024186.04   | 0.04%             | 2031-04-10      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds             | Chile Government International Bonds                                            | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   3835000 | PA      | $3315779.35   | 0.13%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                          | Jefferies Financial Group Inc                                                   | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   6075000 | PA      | $6354557.95   | 0.25%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                             | FLUTTER FINANCING BV 2025 TERM LOAN B                                           | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |   1675000 | PA      | $1672906.25   | 0.06%             | 2032-06-04      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                           | Marlette Funding Trust 2024-1                                                   | CUSIP: 57108VAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    690000 | PA      | $693802.59    | 0.03%             | 2034-07-17      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                 | CSC Holdings LLC                                                                | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   6425000 | PA      | $4451812.08   | 0.17%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                              | Synchrony Financial                                                             | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1785432.08   | 0.07%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                                | Add Hero Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |    839361 | PA      | $12590.41     | 0.00%             | 2031-09-30      | Fixed         | 9.80%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                          | JPMorgan Chase Bank NA                                                          | CUSIP: 466303302<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | SN               | CORP              | US        |      4508 | PA      | $1336559.98   | 0.05%             | 2025-09-18      | Fixed         | 18.96%                | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                         | Hess Midstream Operations LP                                                    | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2530000 | PA      | $2432526.18   | 0.09%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                   | Mariner Finance Issuance Trust 2024-A                                           | CUSIP: 567928AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    505000 | PA      | $521014.66    | 0.02%             | 2036-09-22      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust    | JP Morgan Chase Commercial Mortgage Securities Trust 2025-BMS                   | CUSIP: 46596CAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2595000 | PA      | $2579658.36   | 0.10%             | 2042-01-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                              | Emerson Electric Co                                                             | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     31793 | NS      | $4238960.69   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                         | Sensata Technologies Inc                                                        | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    600000 | PA      | $546913.14    | 0.02%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTERDIGITAL INC                                 | InterDigital Inc                                                                | CUSIP: 45867GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    303000 | PA      | $882487.50    | 0.03%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                         | Simon Property Group Inc                                                        | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |     16335 | NS      | $2626014.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIMAO GROUP HLDGS LTD                           | Shimao Group Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |   1970000 | PA      | $99012.20     | 0.00%             | 2024-02-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust            | Wells Fargo Commercial Mortgage Trust 2013-LC12                                 | CUSIP: 94988QAQ4<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-MBS          | CORP              | US        |    241594 | PA      | $231330.95    | 0.01%             | 2046-07-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| GITSIT Mortgage Loan Trust                       | GITSIT Mortgage Loan Trust 2024-NPL1                                            | CUSIP: 375925AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1023175 | PA      | $1028342.65   | 0.04%             | 2054-06-25      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                           | Republic of Uzbekistan International Bond                                       | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   3500000 | PA      | $3120225.85   | 0.12%             | 2030-11-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                            | Pinnacle West Capital Corp                                                      | CUSIP: 723484AK7<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    328000 | PA      | $355224.00    | 0.01%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                           | Venture Global LNG Inc                                                          | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |  14300000 | PA      | $13902442.84  | 0.54%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE 3 INC                      | Fortress Intermediate 3 Inc Term Loan B                                         | CUSIP: 34966LAB0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |  13468225 | PA      | $13485060.28  | 0.52%             | 2031-06-27      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| KDAC Aviation Finance Limited                    | KDAC Aviation Finance Ltd                                                       | CUSIP: 48244XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    370855 | PA      | $360775.21    | 0.01%             | 2042-12-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| AGILE GROUP HOLDINGS LTD                         | Agile Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |   1650000 | PA      | $100765.50    | 0.00%             | 2025-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                            | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   4085000 | PA      | $4374311.96   | 0.17%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ascent Education Funding Trust                   | Ascent Education Funding Trust 2024-A                                           | CUSIP: 04362VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    652662 | PA      | $666886.72    | 0.03%             | 2050-10-25      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                   | Carvana Auto Receivables Trust 2024-N3                                          | CUSIP: 14687WAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3020000 | PA      | $3072312.44   | 0.12%             | 2032-04-12      | Fixed         | 7.66%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS PROPERTIES                             | Highwoods Properties Inc                                                        | CUSIP: 431284207<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EP               |  | US        |      1596 | NS      | $1598205.80   | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| Frontier Issuer LLC                              | Frontier Issuer LLC                                                             | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3440000 | PA      | $3494262.56   | 0.14%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                         | Global Auto Holdings Ltd/AAG FH UK Ltd                                          | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   7520000 | PA      | $6944720.00   | 0.27%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ASHLAND INC                                      | Ashland Inc                                                                     | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |  10887000 | PA      | $9701120.46   | 0.38%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                   | Morgan Stanley                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     32635 | NS      | $4596966.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOM ENERGY CORP                                | Bloom Energy Corp                                                               | CUSIP: 093712AK3<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |    303000 | PA      | $448137.00    | 0.02%             | 2028-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                 | TriNet Group Inc                                                                | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |   2145000 | PA      | $2015770.19   | 0.08%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                       | Citadel LP                                                                      | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1483646.66   | 0.06%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                     | QUALCOMM Inc                                                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     18960 | NS      | $3019569.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                | Barclays Bank PLC                                                               | CUSIP: 06748N582<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |     92572 | PA      | $3445289.25   | 0.13%             | 2026-04-29      | Fixed         | 20.38%                | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                          | Central China Real Estate Ltd                                                   | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |   3260000 | PA      | $138550.00    | 0.01%             | 2025-07-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                       | NetApp Inc                                                                      | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2228509.82   | 0.09%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                          | Sensata Technologies BV                                                         | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   5200000 | PA      | $4945620.26   | 0.19%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6375000 | PA      | $6558264.42   | 0.25%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    345000 | PA      | $327943.88    | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                         | Uruguay Government International Bond                                           | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        | 283105000 | PA      | $7478098.46   | 0.29%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | Barclays Bank PLC                                                               | CUSIP: 06748N475<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      3446 | PA      | $3397813.34   | 0.13%             | 2026-03-09      | Fixed         | 13.61%                | No            |                  2 | On Loan: No      |
| FIRST ADVANTAGE HOLDINGS LLC                     | First Advantage Holdings LLC 2024 Term Loan B                                   | CUSIP: 78477MAG6<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |  19214357 | PA      | $19208400.23  | 0.74%             | 2031-10-31      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| China Aoyuan Group Ltd                           | China Aoyuan Group Ltd                                                          | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | EC               | CORP              | KY        |    288943 | NS      | $4437.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Navigator Aircraft ABS LLC                       | Navigator Aircraft ABS Ltd                                                      | CUSIP: 63943BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  10498176 | PA      | $9779910.74   | 0.38%             | 2046-11-15      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| ASPLUNDH TREE EXPERT LLC                         | Asplundh Tree Expert LLC 2024 Incremental Term Loan B                           | CUSIP: 04538FAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6809265 | PA      | $6814235.76   | 0.26%             | 2031-05-23      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                    | Boeing Co/The                                                                   | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2360000 | PA      | $2592099.06   | 0.10%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                  | SEB Funding LLC                                                                 | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    897750 | PA      | $881000.14    | 0.03%             | 2052-01-30      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                         | Shimao Group Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |   2880000 | PA      | $141811.20    | 0.01%             | 2031-01-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                         | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |  13685000 | PA      | $12752621.79  | 0.49%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust       | Mercury Financial Credit Card Master Trust                                      | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4285000 | PA      | $4326808.75   | 0.17%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                              | 522 Funding CLO 2018-3A Ltd                                                     | CUSIP: 33835NAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6730000 | PA      | $6738244.25   | 0.26%             | 2031-10-20      | Floating      | 7.63%                 | 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        |   1666667 | PA      | $1662138.85   | 0.06%             | 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        |    130612 | PA      | $127189.02    | 0.00%             | 2051-12-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                       | DaVita Inc 2024 Extended Term Loan B1                                           | CUSIP: 23918VBB9<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | LON              | CORP              | US        |   1175000 | PA      | $1180734.00   | 0.05%             | 2031-05-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AGILE GROUP HOLDINGS LTD                         | Agile Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |   6150000 | PA      | $372936.00    | 0.01%             | 2025-10-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                           | Republic of Uzbekistan International Bond                                       | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   7040000 | PA      | $6200012.33   | 0.24%             | 2031-10-19      | Fixed         | 3.90%                 | 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      | $2272440.00   | 0.09%             | 2046-08-15      | Variable      | 4.29%                 | 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        |   2144990 | PA      | $2004165.76   | 0.08%             | 2046-10-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Sunrun Issuer                                    | Sunrun Atlas Issuer 2019-2 LLC                                                  | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1157050 | PA      | $1095458.29   | 0.04%             | 2055-02-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                             | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10180000 | PA      | $10513639.32  | 0.41%             | 2030-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                         | Permian Resources Operating LLC                                                 | CUSIP: 15136AAA0<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    248000 | PA      | $597804.00    | 0.02%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                    | AppLovin Corp                                                                   | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   8850000 | PA      | $8985365.71   | 0.35%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                          | JPMorgan Chase Bank NA                                                          | CUSIP: 4662AA570<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | SN               | CORP              | US        |     74411 | PA      | $4179018.94   | 0.16%             | 2026-04-06      | Fixed         | 12.28%                | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                   | Whirlpool Corp                                                                  | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1139931.30   | 0.04%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust      | AASET 2025-1                                                                    | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2316830 | PA      | $2369576.98   | 0.09%             | 2050-02-16      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                          | Light & Wonder International Inc                                                | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   9165000 | PA      | $9191697.10   | 0.36%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                           | CFLD Cayman Investment Ltd                                                      | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |   4375535 | PA      | $131266.05    | 0.01%             | 2031-01-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                        | Apple Inc                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     17850 | NS      | $3662284.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 188340000 | PA      | $190090974.38 | 7.35%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                         | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $417581.60    | 0.02%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                        | College Ave Student Loans 2024-B LLC                                            | CUSIP: 19423UAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3835000 | PA      | $3923523.69   | 0.15%             | 2054-08-25      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                    | Wolfspeed Inc                                                                   | CUSIP: 977852AB8<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $300712.50    | 0.01%             | 2028-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                             | Matador Resources Co                                                            | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |  20420000 | PA      | $20269036.98  | 0.78%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CYBERARK SOFTWARE LTD                            | CyberArk Software Ltd                                                           | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |   1200000 | PA      | $1233000.00   | 0.05%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                         | Citigroup Global Markets Holdings Inc/United States                             | CUSIP: 17332B504<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |      4785 | PA      | $3489044.34   | 0.13%             | 2025-10-15      | Fixed         | 20.67%                | No            |                  2 | On Loan: No      |
| Island Finance Trust 2025-1                      | Island Finance Trust 2025-1                                                     | CUSIP: 463920AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    415000 | PA      | $422812.38    | 0.02%             | 2035-03-19      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                 | WFRBS Commercial Mortgage Trust 2012-C10                                        | CUSIP: 92890NAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    712530 | PA      | $672936.44    | 0.03%             | 2045-12-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                              | Global Payments Inc                                                             | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1123000 | PA      | $1002839.00   | 0.04%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ZHENRO PROPERTIES GROUP                          | Zhenro Properties Group Ltd                                                     | CUSIP: 000000000<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |   4535000 | PA      | $14738.75     | 0.00%             | 2026-01-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                     | Ecopetrol SA                                                                    | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   2795000 | PA      | $2696801.87   | 0.10%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                          | Turkiye Government Bond                                                         | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        | 779595000 | PA      | $19373633.60  | 0.75%             | 2026-02-18      | Fixed         | 37.00%                | No            |                  2 | On Loan: No      |
| Ascent Education Funding Trust                   | Ascent Education Funding Trust 2024-A                                           | CUSIP: 04362VAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    495000 | PA      | $504871.29    | 0.02%             | 2050-10-25      | Fixed         | 8.01%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                         | Kaisa Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |   8085000 | PA      | $336982.80    | 0.01%             | 2025-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC               | Alliant Holdings Intermediate LLC 2024 Term Loan B6                             | CUSIP: 01881UAM7<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |  10850576 | PA      | $10851769.51  | 0.42%             | 2031-09-19      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RJQ8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1070000 | PA      | $1069936.87   | 0.04%             | 2029-04-20      | Fixed         | 7.59%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                              | Frontier Issuer LLC                                                             | CUSIP: 35910EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3675000 | PA      | $3864681.45   | 0.15%             | 2053-08-20      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                               | Seagate HDD Cayman                                                              | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    345000 | PA      | $620482.50    | 0.02%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Thunderbolt Aircraft Lease Limited/ US LLC       | Thunderbolt III Aircraft Lease Ltd                                              | CUSIP: 88607AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    264460 | PA      | $255962.70    | 0.01%             | 2039-11-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                            | Micron Technology Inc                                                           | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |  12400000 | PA      | $12954366.92  | 0.50%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc            | Hilton Domestic Operating Company Inc 2023 Term Loan B4                         | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |   4583402 | PA      | $4597014.61   | 0.18%             | 2030-11-08      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds             | Chile Government International Bonds                                            | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  16140000 | PA      | $9778419.00   | 0.38%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust               | Willis Engine Structured Trust VI                                               | CUSIP: 97064GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7779421 | PA      | $7231430.51   | 0.28%             | 2046-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  15485000 | PA      | $14850127.23  | 0.57%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | Barclays Bank PLC                                                               | CUSIP: 06748N509<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      6536 | PA      | $4287495.14   | 0.17%             | 2026-03-23      | Fixed         | 10.77%                | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                              | Ashtead Capital Inc                                                             | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1549479.15   | 0.06%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                    | ZF North America Capital Inc                                                    | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $2059521.00   | 0.08%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                             | Wingstop Funding LLC                                                            | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1990000 | PA      | $2039895.27   | 0.08%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                            | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                        | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2555000 | PA      | $2646928.90   | 0.10%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                              | Kimberly-Clark Corp                                                             | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     37785 | NS      | $4871242.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust                          | NYMT Loan Trust Series 2025-R1                                                  | CUSIP: 67120XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    917673 | PA      | $917655.80    | 0.04%             | 2030-02-25      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| WAVE 2017-1 LLC                                  | WAVE 2017-1 Trust                                                               | CUSIP: 94353WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    779926 | PA      | $756544.36    | 0.03%             | 2042-11-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                   | Var Energi ASA                                                                  | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   1475000 | PA      | $1671659.26   | 0.06%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ryan LLC                                         | Ryan LLC Term Loan                                                              | CUSIP: 78350LAZ8<br>LEI: 549300TG86D8HZC6TE67 | Long             | LON              | CORP              | US        |   7494528 | PA      | $7501572.40   | 0.29%             | 2030-11-14      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd               | Teva Pharmaceutical Industries Ltd                                              | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |    151708 | NS      | $2542626.08   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORPORATION LTD                              | NCL Corp Ltd                                                                    | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   4060000 | PA      | $4147811.67   | 0.16%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ziply Fiber Issuer, LLC                          | Ziply Fiber Issuer LLC                                                          | CUSIP: 98979QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1185000 | PA      | $1275902.30   | 0.05%             | 2054-04-20      | Fixed         | 11.17%                | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE (CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     16086 | NC      | $17079446.00  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                | Barclays Bank PLC                                                               | CUSIP: 06748N426<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |     16162 | PA      | $3884155.26   | 0.15%             | 2026-01-29      | Fixed         | 13.42%                | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                         | Discovery Communications LLC                                                    | CUSIP: 25470DAD1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1358021.20   | 0.05%             | 2040-06-01      | Fixed         | 6.35%                 | 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      | $200600.00    | 0.01%             | 2024-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                   | Merck & Co Inc                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     90605 | NS      | $7172291.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MERITAGE HOMES CORP                              | Meritage Homes Corp                                                             | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   9610000 | PA      | $9637292.40   | 0.37%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                         | Citigroup Global Markets Holdings Inc/United States                             | CUSIP: 17332B363<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |     32150 | PA      | $3952639.22   | 0.15%             | 2026-02-11      | Fixed         | 11.83%                | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                         | Kaisa Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |   4795000 | PA      | $193813.90    | 0.01%             | 2025-11-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                         | Uruguay Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        | 293070000 | PA      | $7301807.09   | 0.28%             | 2028-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $960081.92    | 0.04%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                             | Colgate-Palmolive Co                                                            | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     43544 | NS      | $3958149.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cemex SAB de CV                                  | Cemex SAB de CV                                                                 | CUSIP: 151290889<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |    940337 | NS      | $6516535.41   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                          | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    685000 | PA      | $699536.39    | 0.03%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEA LTD                                          | Sea Ltd                                                                         | CUSIP: 81141RAF7<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |    667000 | PA      | $1184781.58   | 0.05%             | 2025-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| IQOR US Inc.                                     | IQOR US Inc.                                                                    | CUSIP: 942AEX002<br>LEI: 549300LKMK4MMQCMDH78 | Long             | EC               | CORP              | US        |     23768 | NS      | $27737.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                 | Antares Holdings LP                                                             | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    495000 | PA      | $475002.58    | 0.02%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                   | Sunnova Helios V Issuer LLC                                                     | CUSIP: 86746EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1249761 | PA      | $655331.01    | 0.03%             | 2048-02-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                          | BNP Paribas Issuance BV                                                         | CUSIP: 938JAG901<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |      8618 | PA      | $1283173.84   | 0.05%             | 2025-08-01      | Fixed         | 12.76%                | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC                                  | Spotify USA Inc                                                                 | CUSIP: 84921RAB6<br>LEI: 2138008WM218QBKRII94 | Long             | DBT              | CORP              | US        |    277000 | PA      | $419627.30    | 0.02%             | 2026-03-15      | None          | 0.00%                 | 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      | $8775264.73   | 0.34%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds              | Oman Government International Bonds                                             | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |  15610000 | PA      | $16342483.64  | 0.63%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP LLC                         | Ryan Specialty Group LLC 2024 USD Term Loan B                                   | CUSIP: 78350UAJ4<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |    943260 | PA      | $941684.76    | 0.04%             | 2031-09-15      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XXXI Ltd                                                   | CUSIP: 55819DBG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    990000 | PA      | $994950.00    | 0.04%             | 2037-07-23      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                              | Frontier Issuer LLC                                                             | CUSIP: 35910EAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6080000 | PA      | $6824870.53   | 0.26%             | 2054-06-20      | Fixed         | 11.16%                | No            |                  2 | On Loan: No      |
| Altice USA Inc                                   | Altice USA Inc                                                                  | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |   1317588 | NS      | $2819638.32   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC Holdings LLC                                 | CSC Holdings LLC 2022 Term Loan B6                                              | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |   1432989 | PA      | $1411508.14   | 0.05%             | 2028-01-18      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| China Evergrande Group                           | China Evergrande Group                                                          | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |   1800000 | PA      | $20340.00     | 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      | $1351680.88   | 0.05%             | 2054-10-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                  | SEB Funding LLC                                                                 | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3195000 | PA      | $3267280.80   | 0.13%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                   | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   6880000 | PA      | $6996409.60   | 0.27%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AGILE GROUP HOLDINGS LTD                         | Agile Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |   1120000 | PA      | $69283.20     | 0.00%             | 2026-05-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kapitus Asset Securitization LLC                 | Kapitus Asset Securitization V LLC                                              | CUSIP: 48555NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2705000 | PA      | $2712644.33   | 0.10%             | 2032-04-10      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| CKE Restaurants Holdings Inc                     | Hardee's Funding LLC                                                            | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1007250 | PA      | $1039093.91   | 0.04%             | 2054-03-20      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR ULTRA FUT SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -3654 | NC      | $-8770296.81  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| NUTANIX INC                                      | Nutanix Inc                                                                     | CUSIP: 67059NAH1<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |    643000 | PA      | $904701.00    | 0.03%             | 2027-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                      | SBNA Auto Receivables Trust 2024-A                                              | CUSIP: 78437PAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $246544.56    | 0.01%             | 2030-04-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Light and Wonder International, Inc.             | Light and Wonder International Inc 2024 Term Loan B2                            | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |    648462 | PA      | $648138.04    | 0.03%             | 2029-04-14      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                           | CFLD Cayman Investment Ltd                                                      | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |   8274825 | PA      | $248244.75    | 0.01%             | 2031-01-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                    | ZF North America Capital Inc                                                    | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $1997452.62   | 0.08%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     72646 | NS      | $3362783.34   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2014-GC22                                          | CUSIP: 36253BAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $781327.80    | 0.03%             | 2047-06-10      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                             | Teva Pharmaceutical Finance Netherlands II BV                                   | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |   3990000 | PA      | $5593424.26   | 0.22%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AASET 2021-2 Trust                               | Aaset 2021-2 Trust                                                              | CUSIP: 00258BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2228114 | PA      | $2067815.34   | 0.08%             | 2047-01-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| ARDONAGH MIDCO 3 PLC                             | Ardonagh Midco 3 PLC 2024 USD Term Loan B                                       | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |  13875225 | PA      | $13753816.78  | 0.53%             | 2031-02-15      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                       | Citadel LP                                                                      | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1132983.43   | 0.04%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                            | Uber Technologies Inc                                                           | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    675000 | PA      | $962887.50    | 0.04%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                             | Times China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |    720000 | PA      | $23400.00     | 0.00%             | 2027-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                              | Gilead Sciences Inc                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     24308 | NS      | $2695027.96   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of South Africa                         | Republic of South Africa Government Bond                                        | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        | 597250000 | PA      | $29169733.18  | 1.13%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY                                   | Ryan Specialty LLC                                                              | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |   3635000 | PA      | $3663592.91   | 0.14%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                            | Civitas Resources Inc                                                           | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   3010000 | PA      | $3043438.48   | 0.12%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                    | EchoStar Corp                                                                   | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |  23075671 | PA      | $21059557.93  | 0.81%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                              | CIFI Holdings Group Co Ltd                                                      | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |   4060000 | PA      | $404497.80    | 0.02%             | 2026-08-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                     | DC Commercial Mortgage Trust 2023-DC                                            | CUSIP: 24023AAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3755000 | PA      | $3883627.53   | 0.15%             | 2040-09-12      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer