# EDGAR Filing Document

**Accession Number:** 0000052136
**File Stem:** 0001752724-25-139093
**Filing Date:** 2025-6
**Character Count:** 304482
**Document Hash:** ee2c73c91a6b24c02dc07f33d5d93201
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-139093.hdr.sgml**: 20250613

**ACCESSION NUMBER**: 0001752724-25-139093

**CONFORMED SUBMISSION TYPE**: NPORT-P/A

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20241231

**FILED AS OF DATE**: 20250613

**DATE AS OF CHANGE**: 20250613

**PERIOD START**: 20241231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Natixis Funds Trust II
- **CENTRAL INDEX KEY:** 0000052136

**ORGANIZATION NAME:**
- **EIN:** 041990692
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-00242
- **FILM NUMBER:** 251047628

**BUSINESS ADDRESS:**
- **STREET 1:** 888 BOYLSTON STREET
- **STREET 2:** 8TH FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199
- **BUSINESS PHONE:** 800-283-1155

**MAIL ADDRESS:**
- **STREET 1:** 888 BOYLSTON STREET
- **STREET 2:** 8TH FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** IXIS Advisor Funds Trust II
- **DATE OF NAME CHANGE:** 20050502

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CDC NVEST FUNDS TRUST II
- **DATE OF NAME CHANGE:** 20010503

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NVEST FUNDS TRUST II
- **DATE OF NAME CHANGE:** 20000202

## Series and Classes Contracts Data

### Loomis Sayles Strategic Alpha Fund (Series ID: S000030600)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000094853 | Class A      | LABAX           |
| C000094854 | Class C      | LABCX           |
| C000094855 | Class Y      | LASYX           |
| C000190722 | Class N      | LASNX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Natixis Funds Trust II

- **b. Investment Company Act file number:** 811-00242

- **c. CIK number of Registrant:** 0000052136

- **d. LEI of Registrant:** R4B5ZXLI2IMIOWT67V76

- **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 Alpha Fund

- **b. EDGAR series identifier (if any):** S000030600

- **c. LEI of Series:** XW1RTFP3MQA6N2KPMD54

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

- **a. Date of fiscal year-end:** 2024-12-31

- **b. Date as of which information is reported:** 2024-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $598542004.21

**Total Liabilities:** $1295206.45

**Net Assets:** $597246797.76

**Cash Not Reported:** $17008787.72

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -569.53000000 | **1-Year:** -13518.38000000 | **5-Year:** -42551.98000000 | **10-Year:** -32381.88000000 | **30-Year:** -6153.56000000

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

- **3-Month:** -593.27000000 | **1-Year:** -12524.27000000 | **5-Year:** -9636.04000000 | **10-Year:** -17175.88000000 | **30-Year:** -5237.29000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000094853 | -0.41%               | 0.93%                | 0.05%                |
| Class ID C000094854 | -0.52%               | 0.94%                | -0.05%               |
| Class ID C000094855 | -0.31%               | 0.94%                | 0.01%                |
| Class ID C000190722 | -0.41%               | 1.04%                | 0.03%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $215927.65               | $-5942611.48                               |
| Month 2  | $-1183844.49             | $5899552.65                                |
| Month 3  | $-245398.60              | $-5733694.89                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Trafigura Securitisation Finance Plc              | Trafigura Securitisation Finance PLC                                                                                           | CUSIP: 892725AW2<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |      950000 | PA      | $950194.75    | 0.16%             | 2027-11-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                     | Boeing Co/The                                                                                                                  | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      795000 | PA      | $844963.04    | 0.14%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                  | CIFC Funding 2013-II Ltd                                                                                                       | CUSIP: 12549BAU2<br>LEI: 2549009RG3XZEWMXDF59 | Long             | ABS-CBDO         | CORP              | KY        |      730000 | PA      | $730485.45    | 0.12%             | 2030-10-18      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                              | Republic of Uzbekistan International Bond                                                                                      | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      520000 | PA      | $506438.40    | 0.08%             | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                   | Republic Finance Issuance Trust 2024-B                                                                                         | CUSIP: 76042GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      220000 | PA      | $222859.12    | 0.04%             | 2037-11-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR3                                                                                                 | CUSIP: 74333VAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      570000 | PA      | $554192.13    | 0.09%             | 2026-05-17      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                                                                        | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2520000 | PA      | $2482432.65   | 0.42%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                            | CFLD Cayman Investment Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |      239712 | PA      | $6218.13      | 0.00%             | 2031-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Focus Brands Funding LLC                          | FOCUS Brands Funding                                                                                                           | CUSIP: 34417RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      247500 | PA      | $260748.45    | 0.04%             | 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        |      301307 | PA      | $301663.86    | 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        |         642 | NS      | $214639.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Business Jet Securities, LLC                      | Business Jet Securities 2024-1 LLC                                                                                             | CUSIP: 12327CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      399847 | PA      | $406630.05    | 0.07%             | 2039-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2019-G                                                                               | CUSIP: 63941JAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      695000 | PA      | $600391.74    | 0.10%             | 2068-10-15      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | PURCHASED USD / SOLD ZAR                                                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $504484.44    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                         | United Parcel Service Inc                                                                                                      | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |        2218 | NS      | $279689.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C3                                                                   | CUSIP: 46635TAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1945000 | PA      | $1762486.84   | 0.30%             | 2046-02-15      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR7 Trust                                                                                           | CUSIP: 74333PAL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      415000 | PA      | $363718.53    | 0.06%             | 2040-08-17      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                             | Tricon American Homes 2020-SFR1                                                                                                | CUSIP: 89613GAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1040000 | PA      | $1009939.74   | 0.17%             | 2038-07-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Blackrock Inc                                     | Blackrock Inc                                                                                                                  | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |          89 | NS      | $91234.79     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SCF Equipment Trust Llc                           | SCF Equipment Leasing 2024-1 LLC                                                                                               | CUSIP: 783896AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      105000 | PA      | $106016.72    | 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        |      220000 | PA      | $3986.40      | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                            | MICROSOFT CORP                                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -2 | NC      | $-615.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX INC                                        | Vertex Inc                                                                                                                     | CUSIP: 92538JAA4<br>LEI: 549300QMYW171MP1PL50 | Long             | DBT              | CORP              | US        |       29000 | PA      | $45849.61     | 0.01%             | 2029-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                          | Embraer Netherlands Finance BV                                                                                                 | CUSIP: 29082HAD4<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |     1055000 | PA      | $1097212.66   | 0.18%             | 2030-07-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit          | Ford Credit Auto Owner Trust 2023-REV2                                                                                         | CUSIP: 34535CAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      460000 | PA      | $472526.17    | 0.08%             | 2036-02-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2022-2                                                                                   | CUSIP: 96042VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1920000 | PA      | $1930116.86   | 0.32%             | 2027-09-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust             | Mission Lane Credit Card Master Trust                                                                                          | CUSIP: 60510MAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      420000 | PA      | $422471.20    | 0.07%             | 2028-07-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                 | PRPM 2024-5 LLC                                                                                                                | CUSIP: 69381KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      145566 | PA      | $144360.68    | 0.02%             | 2029-09-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                  | AmWINS Group Inc 2021 Term Loan B                                                                                              | CUSIP: 03234TAW8<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |      193884 | PA      | $194376.35    | 0.03%             | 2028-02-19      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| China Evergrande Group                            | China Evergrande Group                                                                                                         | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |     1020000 | PA      | $18462.00     | 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        |       36000 | PA      | $42138.00     | 0.01%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                    | Carval Clo X-C Ltd                                                                                                             | CUSIP: 146918AC1<br>LEI: 254900DAR7W0XP2CHD65 | Long             | ABS-CBDO         | CORP              | KY        |     1925000 | PA      | $1941310.53   | 0.33%             | 2037-07-20      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| DROPBOX INC                                       | Dropbox Inc                                                                                                                    | CUSIP: 26210CAD6<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |      178000 | PA      | $181671.25    | 0.03%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AASET 2021-1 Trust                                | Aaset 2021-1 Trust                                                                                                             | CUSIP: 00038PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1102882 | PA      | $1028938.23   | 0.17%             | 2041-11-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                            | ALPHABET INC                                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -5 | NC      | $-697.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                                                   | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1500000 | PA      | $1585065.00   | 0.27%             | 2033-08-12      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                | Alternative Loan Trust 2003-22CB                                                                                               | CUSIP: 12669FEE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      197571 | PA      | $197171.66    | 0.03%             | 2033-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                                                                       | CUSIP: 05377RJM7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      205000 | PA      | $202221.08    | 0.03%             | 2030-12-20      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                                                                    | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     1725000 | PA      | $1712113.56   | 0.29%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| tvc mortgage trust                                | TVC Mortgage Trust 2024-RRTL1                                                                                                  | CUSIP: 87306WAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      525000 | PA      | $520612.05    | 0.09%             | 2039-07-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                | Union Pacific Corp                                                                                                             | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |         745 | NS      | $169889.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                 | Johnson & Johnson                                                                                                              | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |        1942 | NS      | $280852.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Countrywide Home Loans                            | CHL Mortgage Pass-Through Trust 2004-HYB4                                                                                      | CUSIP: 12669FV75<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       19744 | PA      | $17814.63     | 0.00%             | 2034-09-20      | Variable      | 5.88%                 | No            |                  3 | On Loan: No      |
| Wellfleet CLO Ltd                                 | Wellfleet CLO 2024-1 Ltd                                                                                                       | CUSIP: 94951AAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1055000 | PA      | $1066426.71   | 0.18%             | 2037-07-18      | Floating      | 7.37%                 | 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        |     1215383 | PA      | $1081629.22   | 0.18%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                                                                           | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     3900000 | PA      | $4120556.43   | 0.69%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                 | PRPM 2024-7 LLC                                                                                                                | CUSIP: 74448LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      371173 | PA      | $372828.46    | 0.06%             | 2029-11-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                   | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5325000 | PA      | $5232452.25   | 0.88%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds              | Chile Government International Bonds                                                                                           | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      805000 | PA      | $692445.15    | 0.12%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                                                                       | CUSIP: 05377REC4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     1800000 | PA      | $1776906.72   | 0.30%             | 2027-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AGILE GROUP HOLDINGS LTD                          | Agile Group Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |      430000 | PA      | $41361.70     | 0.01%             | 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        |         526 | NS      | $266082.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 20754NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      836924 | PA      | $860724.18    | 0.14%             | 2042-05-25      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd                              | OHA Loan Funding 2013-1 Ltd                                                                                                    | CUSIP: 67706HCA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      885000 | PA      | $897036.00    | 0.15%             | 2037-04-23      | Floating      | 6.98%                 | 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        |      415000 | PA      | $334955.09    | 0.06%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2021-D                                                                                               | CUSIP: 64034YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      810000 | PA      | $688888.72    | 0.12%             | 2062-04-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd                          | Kaisa Group Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     1875000 | PA      | $114843.75    | 0.02%             | 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        |      155000 | PA      | $151202.50    | 0.03%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                             | Pinnacle West Capital Corp                                                                                                     | CUSIP: 723484AJ0<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |      142000 | PA      | $148816.00    | 0.02%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      205000 | PA      | $11842.85     | 0.00%             | 2025-07-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MLCC Mortgage Investors Inc                       | Merrill Lynch Mortgage Investors Trust Series MLCC 2006-2                                                                      | CUSIP: 590219AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        7191 | PA      | $6648.70      | 0.00%             | 2036-05-25      | Variable      | 6.63%                 | No            |                  3 | 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        |     1100000 | PA      | $1110781.10   | 0.19%             | 2029-11-15      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                                                                   | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1740000 | PA      | $1421008.86   | 0.24%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                          | First Quantum Minerals Ltd                                                                                                     | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     1885000 | PA      | $2004602.95   | 0.34%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2017-B                                                                                        | CUSIP: 83189DAC4<br>LEI: 549300NWENTZ8X7JUC78 | Long             | ABS-O            | CORP              | US        |      163029 | PA      | $162813.60    | 0.03%             | 2035-10-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                           | SCF Equipment Leasing 2024-1 LLC                                                                                               | CUSIP: 783896AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $101264.00    | 0.02%             | 2033-06-21      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                          | Mill City Mortgage Loan Trust 2021-NMR1                                                                                        | CUSIP: 59982HAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      245000 | PA      | $209297.89    | 0.04%             | 2060-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Kapitus Asset Securitization LLC                  | Kapitus Asset Securitization IV LLC                                                                                            | CUSIP: 48555MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $494355.50    | 0.08%             | 2031-09-10      | Fixed         | 5.49%                 | 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        |     3720000 | PA      | $3098255.72   | 0.52%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                      | MH Sub I LLC 2023 Term Loan                                                                                                    | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |      536565 | PA      | $536468.63    | 0.09%             | 2028-05-03      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| Aimco                                             | AIMCO CLO 16 Ltd                                                                                                               | CUSIP: 00901FAN6<br>LEI: 254900Q0PCRO7XC6LM21 | Long             | ABS-CBDO         | CORP              | KY        |      700000 | PA      | $706087.20    | 0.12%             | 2037-07-17      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Education Funding Trust                           | Education Funding Trust Trust                                                                                                  | CUSIP: 28141PAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      661365 | PA      | $608961.24    | 0.10%             | 2041-07-25      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2023-5                                                                                     | CUSIP: 30168DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      960000 | PA      | $999357.41    | 0.17%             | 2030-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                  | CIFC Funding 2017-V Ltd                                                                                                        | CUSIP: 12551MAN9<br>LEI: 635400BTAKRBKGRV3X14 | Long             | ABS-CBDO         | CORP              | KY        |     1750000 | PA      | $1760185.00   | 0.29%             | 2037-07-17      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds            | Turkiye Government International Bonds                                                                                         | CUSIP: 900123DL1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1045000 | PA      | $1035856.25   | 0.17%             | 2032-07-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                        | AbbVie Inc                                                                                                                     | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |        1711 | NS      | $304044.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Master Issuer LLC                  | Planet Fitness Master Issuer LLC                                                                                               | CUSIP: 72703PAC7<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |     2921250 | PA      | $2686900.31   | 0.45%             | 2049-12-05      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee             | VOLT XCIV LLC                                                                                                                  | CUSIP: 92873AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      516008 | PA      | $515370.58    | 0.09%             | 2051-02-27      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                              | Republic of Uzbekistan International Bond                                                                                      | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      470000 | PA      | $488855.19    | 0.08%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                             | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                          | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $33411.24     | 0.01%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                         | PG&E Corp                                                                                                                      | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      163000 | PA      | $176773.50    | 0.03%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                            | SLM Private Credit Student Loan Trust 2003-A                                                                                   | CUSIP: 78443CAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      223000 | PA      | $219039.74    | 0.04%             | 2032-06-15      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                  | OneMain Financial Issuance Trust 2021-1                                                                                        | CUSIP: 68269MAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      810000 | PA      | $722855.66    | 0.12%             | 2036-06-16      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                | Morgan Stanley Mortgage Loan Trust 2005-7                                                                                      | CUSIP: 61748HNZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      227162 | PA      | $137442.71    | 0.02%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2018-B                                                                                        | CUSIP: 78449LAD0<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-O            | CORP              | US        |      190000 | PA      | $181247.75    | 0.03%             | 2042-07-15      | Fixed         | 4.00%                 | 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        |     1381538 | PA      | $1386593.37   | 0.23%             | 2054-06-05      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                          | Shimao Group Holdings Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |      725000 | PA      | $50750.00     | 0.01%             | 2027-01-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                   | Prestige Auto Receivables Trust 2023-2                                                                                         | CUSIP: 74113VAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      210000 | PA      | $218757.61    | 0.04%             | 2029-08-15      | Fixed         | 7.71%                 | No            |                  2 | On Loan: No      |
| LOGAN GROUP CO LTD                                | Logan Group Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 549300NJ0E6Q0S1VOG90 | Long             | DBT              | CORP              | KY        |      400000 | PA      | $37260.00     | 0.01%             | 2025-07-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                           | Energean Israel Finance Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |      920000 | PA      | $852150.00    | 0.14%             | 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        |         337 | NS      | $175317.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                             | Costco Wholesale Corp                                                                                                          | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |         138 | NS      | $126445.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                                       | Ovintiv Inc                                                                                                                    | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103590.05    | 0.02%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2024-A                                                                                        | CUSIP: 831943AC9<br>LEI: 5493000RGRVHYZAIY180 | Long             | ABS-O            | CORP              | US        |      230000 | PA      | $231188.71    | 0.04%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust             | MASTR Adjustable Rate Mortgages Trust 2004-4                                                                                   | CUSIP: 576433MH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      181107 | PA      | $174117.51    | 0.03%             | 2034-05-25      | Variable      | 7.75%                 | No            |                  3 | On Loan: No      |
| Wave USA                                          | WAVE 2019-1 LLC                                                                                                                | CUSIP: 94354KAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1822786 | PA      | $1221303.41   | 0.20%             | 2044-09-15      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| Maps LTD                                          | MAPS 2018-1 Ltd                                                                                                                | CUSIP: 56564RAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |      248335 | PA      | $246968.09    | 0.04%             | 2043-05-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                          | Sunac China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      811149 | PA      | $107177.12    | 0.02%             | 2027-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KWG GROUP HOLDINGS                                | KWG Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300LK82ZOM9ZE7H90 | Long             | DBT              | CORP              | KY        |      645000 | PA      | $57469.50     | 0.01%             | 2026-08-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                  | IndyMac INDX Mortgage Loan Trust 2004-AR7                                                                                      | CUSIP: 45660NU45<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      327259 | PA      | $258453.15    | 0.04%             | 2034-09-25      | Floating      | 5.67%                 | No            |                  3 | On Loan: No      |
| ECHOSTAR CORP                                     | EchoStar Corp                                                                                                                  | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     8977597 | PA      | $9653479.25   | 1.62%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2024-A                                                                                       | CUSIP: 00834BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      225000 | PA      | $227010.15    | 0.04%             | 2029-02-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                       | BioMarin Pharmaceutical Inc                                                                                                    | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |       20331 | NS      | $1336356.63   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                          | Macquarie Airfinance Holdings Ltd                                                                                              | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      255000 | PA      | $249094.53    | 0.04%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                               | DT Auto Owner Trust 2020-3                                                                                                     | CUSIP: 26253AAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      465384 | PA      | $463883.58    | 0.08%             | 2026-06-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                                                   | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      375000 | PA      | $326168.31    | 0.05%             | 2032-05-14      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Bristol Park CLO, Ltd.                            | Bristol Park CLO LTD                                                                                                           | CUSIP: 11014PAN5<br>LEI: 549300XRS6MFERKEPO61 | Long             | ABS-CBDO         | CORP              | KY        |      915000 | PA      | $915834.48    | 0.15%             | 2029-04-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                | Aqua Finance Trust 2019-A                                                                                                      | CUSIP: 038370AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      180921 | PA      | $174857.26    | 0.03%             | 2040-07-16      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                              | Williams Cos Inc/The                                                                                                           | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |        2350 | NS      | $127182.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding LIX Ltd                                                                                                   | CUSIP: 55822EAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1900000 | PA      | $1915308.30   | 0.32%             | 2037-04-18      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2020-F                                                                               | CUSIP: 63941XAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1290000 | PA      | $1044274.22   | 0.17%             | 2069-07-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                     | ZF North America Capital Inc                                                                                                   | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      535000 | PA      | $507309.60    | 0.08%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye                               | Republic of Turkiye                                                                                                            | CUSIP: 900123DN7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1695000 | PA      | $1583638.50   | 0.27%             | 2035-01-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                                                                   | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     2685000 | PA      | $2681355.92   | 0.45%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                      | Ares XXXIX CLO Ltd                                                                                                             | CUSIP: 04015WBN3<br>LEI: 5493005YAOTYJUJV3S58 | Long             | ABS-CBDO         | CORP              | KY        |     1660000 | PA      | $1668125.70   | 0.28%             | 2037-07-18      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                  | ArcelorMittal SA                                                                                                               | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |      850000 | PA      | $908223.25    | 0.15%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                     | Aircastle Ltd                                                                                                                  | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |      405000 | PA      | $413426.53    | 0.07%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2014-USA OA LLC                                                                                                           | CUSIP: 12649AAQ2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     5680000 | PA      | $3127154.10   | 0.52%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds           | Colombia Government International Bonds                                                                                        | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      585000 | PA      | $588217.50    | 0.10%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: B28437096 IRS ZAR R V 03MJIBAR 828437096_FLO CCPVANILLA / Short: B28437096 IRS ZAR P F  7.58000 828437096_FIX CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   330000000 | OU      | $186959.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                                            | CUSIP: 91282CJV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1105000 | PA      | $1105021.29   | 0.19%             | 2026-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds        | Philippines Government International Bonds                                                                                     | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      385000 | PA      | $257488.00    | 0.04%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                    | Home Partners of America 2021-1 Trust                                                                                          | CUSIP: 437300AJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      225998 | PA      | $187569.73    | 0.03%             | 2041-09-17      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                               | Synchrony Financial                                                                                                            | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      805000 | PA      | $812389.34    | 0.14%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential Trust                                                                                                     | CUSIP: 74333HAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      585000 | PA      | $559873.55    | 0.09%             | 2038-07-17      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                                                                  | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      975000 | PA      | $833619.67    | 0.14%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carbone CLO, LTD                                  | Carbone Clo Ltd                                                                                                                | CUSIP: 141312AE8<br>LEI: 5493005I53NEC017LN87 | Long             | ABS-CBDO         | CORP              | KY        |      400000 | PA      | $400106.00    | 0.07%             | 2031-01-20      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                          | iHeartCommunications Inc                                                                                                       | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     1094700 | PA      | $856526.12    | 0.14%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                | Alternative Loan Trust 2004-16CB                                                                                               | CUSIP: 12667FLT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       97346 | PA      | $96000.18     | 0.02%             | 2034-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2019-RPL1 Trust                                                                                                           | CUSIP: 36167CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      128410 | PA      | $123409.12    | 0.02%             | 2068-10-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                      | Comcast Corp                                                                                                                   | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |        8580 | NS      | $322007.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                             | Micron Technology Inc                                                                                                          | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      340000 | PA      | $348235.30    | 0.06%             | 2033-02-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                    | MVW 2020-1 LLC                                                                                                                 | CUSIP: 55400EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       98087 | PA      | $96463.15     | 0.02%             | 2037-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 B PTT                           | United Airlines 2019-2 Class B Pass Through Trust                                                                              | CUSIP: 90932KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1560731 | PA      | $1466899.50   | 0.25%             | 2028-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                                 | Add Hero Holdings Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |      178463 | PA      | $3123.10      | 0.00%             | 2030-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                | Willis Engine Structured Trust V                                                                                               | CUSIP: 97064FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      641031 | PA      | $590174.08    | 0.10%             | 2045-03-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                            | China Aoyuan Group Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |      130747 | PA      | $2127.25      | 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        |      580000 | PA      | $578627.84    | 0.10%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                 | PRPM 2024-RCF1 LLC                                                                                                             | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       90698 | PA      | $88372.00     | 0.01%             | 2054-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                   | Cemex SAB de CV                                                                                                                | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     2945000 | PA      | $2566906.38   | 0.43%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2011-GC5                                                                                          | CUSIP: 36191YAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      540000 | PA      | $419185.91    | 0.07%             | 2044-08-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                          | Neuberger Berman CLO XIV Ltd                                                                                                   | CUSIP: 64129JBJ8<br>LEI: 549300Z5ZNFT7IECFZ07 | Long             | ABS-CBDO         | CORP              | KY        |     3300000 | PA      | $3307926.60   | 0.55%             | 2030-01-28      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                     | MASTR Alternative Loan Trust 2004-5                                                                                            | CUSIP: 576434RF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       72285 | PA      | $70598.18     | 0.01%             | 2034-06-25      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| PRP Advisors, LLC                                 | PRPM 2024-2 LLC                                                                                                                | CUSIP: 74448BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      559771 | PA      | $561222.66    | 0.09%             | 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        |       54000 | PA      | $65151.00     | 0.01%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                            | BROADCOM INC                                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -6 | NC      | $-1122.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Apidos CLO Ltd                                    | Apidos CLO XX                                                                                                                  | CUSIP: 03765LAV4<br>LEI: 5493008YDOADR1DMZM86 | Long             | ABS-CBDO         | CORP              | KY        |      480000 | PA      | $481209.60    | 0.08%             | 2031-07-16      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9                                                                  | CUSIP: 46639EAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1225245 | PA      | $1139490.20   | 0.19%             | 2047-12-15      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                      | Ford Credit Auto Lease Trust 2023-B                                                                                            | CUSIP: 34529NAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      285000 | PA      | $291759.92    | 0.05%             | 2028-06-15      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                            | QUALCOMM INC                                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -8 | NC      | $-1832.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PK ALIFT LOAN FUNDING                             | PK Alift Loan Funding 3 LP                                                                                                     | CUSIP: 69291VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      260384 | PA      | $261628.84    | 0.04%             | 2039-09-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| ZHENRO PROPERTIES GROUP                           | Zhenro Properties Group Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |      210000 | PA      | $1312.50      | 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        |     2790000 | PA      | $2639779.43   | 0.44%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                  | RCO VII Mortgage LLC 2024-1                                                                                                    | CUSIP: 754921AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      323754 | PA      | $324742.76    | 0.05%             | 2029-01-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                                                                   | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1213324.32   | 0.20%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                         | College Ave Student Loans 2021-A LLC                                                                                           | CUSIP: 19424KAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      340714 | PA      | $310570.44    | 0.05%             | 2051-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance                          | Horizon Aircraft Finance III Ltd                                                                                               | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      200346 | PA      | $187307.87    | 0.03%             | 2039-11-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| China Evergrande Group                            | China Evergrande Group                                                                                                         | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |      270000 | PA      | $4738.50      | 0.00%             | 2022-04-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                                                                | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      265000 | PA      | $265889.15    | 0.04%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LOGAN GROUP CO LTD                                | Logan Group Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 549300NJ0E6Q0S1VOG90 | Long             | DBT              | CORP              | KY        |      230000 | PA      | $21567.10     | 0.00%             | 2026-12-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                          | Republic of South Africa Government International Bond                                                                         | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      595000 | PA      | $579941.15    | 0.10%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                          | Republic of South Africa Government International Bond                                                                         | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      355000 | PA      | $340547.24    | 0.06%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Lex Commercial Loan Master Trust                  | LEX 2024-BBG Mortgage Trust                                                                                                    | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      180000 | PA      | $177118.92    | 0.03%             | 2033-10-13      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Starwood Retail Property Trust                    | Starwood Retail Property Trust 2014-STAR                                                                                       | CUSIP: 85571XAQ0<br>LEI: 5493007115G809OI4R97 | Long             | ABS-MBS          | CORP              | US        |     4243654 | PA      | $333975.57    | 0.06%             | 2027-11-15      | Floating      | 7.75%                 | No            |                  3 | On Loan: No      |
| TRIMBLE INC                                       | Trimble Inc                                                                                                                    | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |     1415000 | PA      | $1469321.41   | 0.25%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2023-B                                                                                       | CUSIP: 00792FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      625000 | PA      | $633633.13    | 0.11%             | 2028-09-15      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance Plc              | Trafigura Securitisation Finance PLC                                                                                           | CUSIP: 892725AZ5<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |      335000 | PA      | $338699.41    | 0.06%             | 2027-11-15      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                       | Netflix Inc                                                                                                                    | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     1430000 | PA      | $1423638.32   | 0.24%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                      | Yuzhou Group Holdings Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |     4400000 | PA      | $326876.00    | 0.05%             | 2027-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Starwood Retail Property Trust                    | Starwood Retail Property Trust 2014-STAR                                                                                       | CUSIP: 85571XAN7<br>LEI: 5493007115G809OI4R97 | Long             | ABS-MBS          | CORP              | US        |     1060000 | PA      | $342698.00    | 0.06%             | 2027-11-15      | Floating      | 7.75%                 | No            |                  3 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2024-1                                                                                   | CUSIP: 96043RAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      720000 | PA      | $733172.98    | 0.12%             | 2029-10-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                      | Alphabet Inc                                                                                                                   | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |        1475 | NS      | $279217.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Receivables Funding Co LLC                 | Sierra Timeshare 2023-1 Receivables Funding LLC                                                                                | CUSIP: 826943AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      102265 | PA      | $103685.50    | 0.02%             | 2040-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                | Aqua Finance Trust 2024-A                                                                                                      | CUSIP: 03837DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      250000 | PA      | $250342.50    | 0.04%             | 2050-04-18      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                 | Sierra Timeshare 2020-2 Receivables Funding LLC                                                                                | CUSIP: 826525AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      307199 | PA      | $304539.54    | 0.05%             | 2037-07-20      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                          | Microchip Technology Inc                                                                                                       | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |        2071 | NS      | $118771.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                                                                   | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      890000 | PA      | $887588.10    | 0.15%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                             | Uber Technologies Inc                                                                                                          | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     7735000 | PA      | $7480426.45   | 1.25%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR3                                                                                                 | CUSIP: 74333VAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      470000 | PA      | $456660.18    | 0.08%             | 2026-05-17      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                     | Aircastle Ltd                                                                                                                  | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     1190000 | PA      | $1229905.72   | 0.21%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                       | Hertz Vehicle Financing III LLC                                                                                                | CUSIP: 42806MAM1<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     1889000 | PA      | $1879870.46   | 0.31%             | 2026-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                             | Sixth Street CLO XV Ltd                                                                                                        | CUSIP: 83012BAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      430000 | PA      | $433400.87    | 0.07%             | 2037-10-24      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| ZHENRO PROPERTIES GROUP                           | Zhenro Properties Group Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |      220000 | PA      | $2200.00      | 0.00%             | 2025-02-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                          | EQT Corp                                                                                                                       | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22276.65     | 0.00%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                                     | Snowflake Inc                                                                                                                  | CUSIP: 833445AC3<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |       67000 | PA      | $79462.00     | 0.01%             | 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        |        3056 | NS      | $1127358.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Social Professional Loan Program LLC              | SoFi Professional Loan Program 2020-ATrust                                                                                     | CUSIP: 83406TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1350000 | PA      | $1134276.89   | 0.19%             | 2046-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                      | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1670000 | PA      | $1455103.23   | 0.24%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BENTLEY SYSTEMS                                   | Bentley Systems Inc                                                                                                            | CUSIP: 08265TAD1<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |      171000 | PA      | $153985.50    | 0.03%             | 2027-07-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                    | TD SYNNEX Corp                                                                                                                 | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |      855000 | PA      | $877416.24    | 0.15%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                           | Procter & Gamble Co/The                                                                                                        | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |        1231 | NS      | $206377.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                          | Sunac China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      404592 | PA      | $56610.51     | 0.01%             | 2026-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                            | DEERE + CO                                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -1 | NC      | $-391.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UZBEKISTAN INTL BOND                              | Republic of Uzbekistan International Bond                                                                                      | CUSIP: 91822QVX2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      220000 | PA      | $227165.84    | 0.04%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                        | Evergy Inc                                                                                                                     | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |      141000 | PA      | $153055.50    | 0.03%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXII Ltd              | Octagon Investment Partners XXII Ltd                                                                                           | CUSIP: 67572YBU5<br>LEI: 549300MQ9W5DWZ8QX450 | Long             | ABS-CBDO         | CORP              | KY        |      920000 | PA      | $920914.48    | 0.15%             | 2030-01-22      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                           | NYMT Loan Trust 2024-CP1                                                                                                       | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      398266 | PA      | $365338.90    | 0.06%             | 2068-02-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                              | Lockheed Martin Corp                                                                                                           | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |         398 | NS      | $193404.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTR Alternative Loans Trust                     | MASTR Alternative Loan Trust 2004-5                                                                                            | CUSIP: 576434RG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100432 | PA      | $99594.37     | 0.02%             | 2034-06-25      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                           | Central China Real Estate Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |     1000000 | PA      | $47500.00     | 0.01%             | 2025-08-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust      | American Credit Acceptance Receivables Trust 2023-3                                                                            | CUSIP: 02530EAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      405000 | PA      | $415355.57    | 0.07%             | 2029-10-12      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                      | Centene Corp                                                                                                                   | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     2150000 | PA      | $2033384.17   | 0.34%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds | Republic of Poland Government International Bonds                                                                              | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      385000 | PA      | $354119.15    | 0.06%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2012-LC4 Mortgage Trust                                                                                                   | CUSIP: 126192AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      140000 | PA      | $124601.40    | 0.02%             | 2044-12-10      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                      | Business Jet Securities 2024-1 LLC                                                                                             | CUSIP: 12327CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       95418 | PA      | $96463.24     | 0.02%             | 2039-05-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                           | Dryden XXVI Senior Loan Fund                                                                                                   | CUSIP: 26250UAU9<br>LEI: 549300ENU7ZZLTPT3E22 | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $300515.07    | 0.05%             | 2029-04-15      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                       | Hertz Vehicle Financing LLC                                                                                                    | CUSIP: 42806MBG3<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |     1050000 | PA      | $1038135.00   | 0.17%             | 2026-09-25      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                            | SALESFORCE INC                                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -2 | NC      | $-630.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Financial Issuance Trust                  | OneMain Financial Issuance Trust 2020-2                                                                                        | CUSIP: 682696AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1020000 | PA      | $954795.89    | 0.16%             | 2035-09-14      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2015-C                                                                                        | CUSIP: 78448RAE6<br>LEI: 549300GD7VLLBVPDNJ81 | Long             | ABS-O            | CORP              | US        |      299610 | PA      | $296652.09    | 0.05%             | 2043-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                            | Choice Hotels International Inc                                                                                                | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |      255000 | PA      | $255309.30    | 0.04%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Parallel Ltd                                      | Parallel 2017-1 Ltd                                                                                                            | CUSIP: 69915XAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2610000 | PA      | $2610631.36   | 0.44%             | 2029-07-20      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                          | Venture Global Calcasieu Pass LLC                                                                                              | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      950000 | PA      | $816166.57    | 0.14%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2018-C                                                                               | CUSIP: 63940VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1636536 | PA      | $1584155.15   | 0.27%             | 2042-06-16      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2004-S1                                                                                               | CUSIP: 466247EV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      498494 | PA      | $503816.86    | 0.08%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                    | Microsoft Corp                                                                                                                 | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |         595 | NS      | $250792.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                                                               | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     4965000 | PA      | $2593977.71   | 0.43%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                  | Paramount Global                                                                                                               | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |      105953 | NS      | $1108268.38   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust                           | NYMT Loan Trust Series 2024-BPL3                                                                                               | CUSIP: 67119RAB3<br>LEI: 254900Q6RDCV3HGA6340 | Long             | ABS-MBS          | CORP              | US        |      445000 | PA      | $438827.85    | 0.07%             | 2039-09-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                               | American Tower Corp                                                                                                            | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |         688 | NS      | $126186.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp                                                                                                                  | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |       88000 | PA      | $177056.00    | 0.03%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2024-2                                                                                   | CUSIP: 96042YAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      195000 | PA      | $197633.48    | 0.03%             | 2030-04-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                         | Packaging Corp of America                                                                                                      | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |         351 | NS      | $79020.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                            | Jazz Investments I Ltd                                                                                                         | CUSIP: 472145AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      200000 | PA      | $215200.00    | 0.04%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                                            | CUSIP: 91282CKS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4000000 | PA      | $4033118.12   | 0.68%             | 2026-05-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I Trust 2011-C2                                                                                         | CUSIP: 617459AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      649472 | PA      | $641681.19    | 0.11%             | 2044-06-15      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                    | Sunnova Helios XIII Issuer LLC                                                                                                 | CUSIP: 86745CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      428182 | PA      | $403449.09    | 0.07%             | 2051-02-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                | Alternative Loan Trust 2004-J10                                                                                                | CUSIP: 12667FVB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       98115 | PA      | $96351.60     | 0.02%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2023-3                                                                                   | CUSIP: 96041CAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      635000 | PA      | $652773.02    | 0.11%             | 2029-03-15      | Fixed         | 6.47%                 | 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        |      357169 | PA      | $357726.41    | 0.06%             | 2031-05-06      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                     | UniCredit SpA                                                                                                                  | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $193119.90    | 0.03%             | 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        |      415000 | PA      | $29083.20     | 0.00%             | 2025-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance                          | Horizon Aircraft Finance I Ltd                                                                                                 | CUSIP: 440405AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      299807 | PA      | $287812.82    | 0.05%             | 2038-12-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                 | Credit Acceptance Auto Loan Trust 2024-1                                                                                       | CUSIP: 22537GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $101540.10    | 0.02%             | 2034-07-17      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                                                               | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     2145000 | PA      | $1561545.03   | 0.26%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                           | Canada Government Bonds                                                                                                        | CUSIP: 135087R97<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2435000 | PA      | $1721278.79   | 0.29%             | 2026-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                                                                    | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      830000 | PA      | $874881.79    | 0.15%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                  | WFRBS Commercial Mortgage Trust 2011-C3                                                                                        | CUSIP: 92935VAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      941396 | PA      | $301387.96    | 0.05%             | 2044-03-15      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                                                                  | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1170000 | PA      | $1113114.13   | 0.19%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                          | Sunac China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |     1222621 | PA      | $141671.21    | 0.02%             | 2029-09-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ITRON INC                                         | Itron Inc                                                                                                                      | CUSIP: 465741AP1<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |       61000 | PA      | $64202.50     | 0.01%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Kestrel Aircraft Funding Limited                  | Kestrel Aircraft Funding Ltd                                                                                                   | CUSIP: 49255PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     1185702 | PA      | $1165675.22   | 0.20%             | 2038-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                           | GLP Capital LP / GLP Financing II Inc                                                                                          | CUSIP: 361841AS8<br>LEI: N/A                  | Long             | DBT              |  | US        |      245000 | PA      | $259350.88    | 0.04%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                      | Post CLO 2023-1 Ltd                                                                                                            | CUSIP: 73743CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2110000 | PA      | $2116838.51   | 0.35%             | 2036-04-20      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                                                                                            | CUSIP: 912797NF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    28140000 | PA      | $28031809.86  | 4.69%             | 2025-02-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MERIT MEDICAL SYSTEMS IN                          | Merit Medical Systems Inc                                                                                                      | CUSIP: 589889AA2<br>LEI: 549300OYTY138SP2CE83 | Long             | DBT              | CORP              | US        |       61000 | PA      | $76956.67     | 0.01%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                              | Blue Owl Finance LLC                                                                                                           | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1566695.30   | 0.26%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC                             | Whistler Pipeline LLC                                                                                                          | CUSIP: 96337RAB8<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |      290000 | PA      | $289575.34    | 0.05%             | 2031-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp                                                                                                                  | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     1880000 | PA      | $1875853.15   | 0.31%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DCAL Aviation Finance Limited                     | AIM Aviation Finance Ltd                                                                                                       | CUSIP: 001406AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     2218114 | PA      | $1441707.81   | 0.24%             | 2040-02-15      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                 | Credit Acceptance Auto Loan Trust 2024-2                                                                                       | CUSIP: 22536VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      290000 | PA      | $296801.95    | 0.05%             | 2034-10-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                                       | Datadog Inc                                                                                                                    | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |      279000 | PA      | $268398.00    | 0.04%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EverBright Solar Trust                            | EverBright Solar Trust 2024-A                                                                                                  | CUSIP: 29977FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      421370 | PA      | $412223.82    | 0.07%             | 2054-06-22      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                          | Sunac China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      575709 | PA      | $64479.41     | 0.01%             | 2030-09-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                     | Boeing Co/The                                                                                                                  | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      320000 | PA      | $335234.72    | 0.06%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| ELEMENT COMM AVIATION                             | ELEMENT COMM AVIATION                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         900 | PA      | $0.00         | 0.00%             | N/A             | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                          | Teva Pharmaceutical Finance Netherlands III BV                                                                                 | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $195164.27    | 0.03%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                | MetroNet Infrastructure Issuer LLC                                                                                             | CUSIP: 59170JAG3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |      110000 | PA      | $112294.38    | 0.02%             | 2054-04-20      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                   | Lehman XS Trust Series 2006-2N                                                                                                 | CUSIP: 525221HA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      230445 | PA      | $199098.20    | 0.03%             | 2046-02-25      | Floating      | 4.97%                 | No            |                  3 | On Loan: No      |
| American Credit Acceptance Receivables Trust      | American Credit Acceptance Receivables Trust 2023-4                                                                            | CUSIP: 02530CAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      730000 | PA      | $760487.72    | 0.13%             | 2030-09-12      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd                          | Sunac China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | EC               | CORP              | KY        |      185246 | NS      | $54577.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                                                               | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      400000 | PA      | $288012.44    | 0.05%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                | Willis Engine Structured Trust IV                                                                                              | CUSIP: 97064EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      458090 | PA      | $452555.34    | 0.08%             | 2043-09-15      | Variable      | 4.75%                 | 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        |     1830753 | PA      | $1772188.87   | 0.30%             | 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        |      335067 | PA      | $284117.74    | 0.05%             | 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        |     5245000 | PA      | $5564182.80   | 0.93%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                                                                 | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     1045000 | PA      | $1065131.59   | 0.18%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| KWG GROUP HOLDINGS                                | KWG Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300LK82ZOM9ZE7H90 | Long             | DBT              | CORP              | KY        |      845000 | PA      | $75255.70     | 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        |         201 | NS      | $84152.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wellfleet CLO Ltd                                 | Wellfleet CLO 2024-1 Ltd                                                                                                       | CUSIP: 94951AAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      565000 | PA      | $569378.19    | 0.10%             | 2037-07-18      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                 | PRPM 2021-9 LLC                                                                                                                | CUSIP: 69360XAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1175990 | PA      | $1172779.15   | 0.20%             | 2026-10-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR2 Trust                                                                                           | CUSIP: 74333DAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      795000 | PA      | $765995.86    | 0.13%             | 2038-04-19      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                    | Apidos CLO XXIII                                                                                                               | CUSIP: 03765YAY0<br>LEI: 635400C39IXGGYE6DH05 | Long             | ABS-CBDO         | CORP              | KY        |     3175000 | PA      | $3181369.05   | 0.53%             | 2033-04-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                            | Global Atlantic Fin Co                                                                                                         | CUSIP: 37959GAB3<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |      780000 | PA      | $669093.78    | 0.11%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                       | Walmart Inc                                                                                                                    | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |        1009 | NS      | $91163.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ADD HERO HOLDINGS                                 | Add Hero Holdings Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |      230894 | PA      | $19725.29     | 0.00%             | 2029-09-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                               | DT Auto Owner Trust 2023-3                                                                                                     | CUSIP: 23345WAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      665000 | PA      | $686409.68    | 0.11%             | 2029-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                     | UniCredit SpA                                                                                                                  | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $347047.37    | 0.06%             | 2032-06-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                                                                   | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      150000 | PA      | $155250.00    | 0.03%             | 2027-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                  | Coca-Cola Co/The                                                                                                               | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |        2078 | NS      | $129376.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESHPET INC                                      | Freshpet Inc                                                                                                                   | CUSIP: 358039AB1<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | DBT              | CORP              | US        |       20000 | PA      | $44220.00     | 0.01%             | 2028-04-01      | Fixed         | 3.00%                 | 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        |      195000 | PA      | $196518.86    | 0.03%             | 2035-04-17      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                                            | CUSIP: 91282CGV7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    18060000 | PA      | $17945541.86  | 3.00%             | 2026-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                                                                    | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      240000 | PA      | $235470.74    | 0.04%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust          | Castlelake Aircraft Structured Trust 2019-1                                                                                    | CUSIP: 14855MAA6<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |      130531 | PA      | $120096.92    | 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        |         486 | NS      | $42238.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust     | BHG Securitization Trust 2023-B                                                                                                | CUSIP: 08862GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      550000 | PA      | $565083.75    | 0.09%             | 2036-12-17      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds           | Colombia Government International Bonds                                                                                        | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1370000 | PA      | $1339723.00   | 0.22%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                     | AppLovin Corp                                                                                                                  | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |      615000 | PA      | $613496.51    | 0.10%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                              | Carnival Corporation 2024 Term Loan B1                                                                                         | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |     1082250 | PA      | $1087888.68   | 0.18%             | 2028-10-18      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation               | Banc of America Funding 2007-4 Trust                                                                                           | CUSIP: 05953YBT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       76111 | PA      | $64360.06     | 0.01%             | 2034-11-25      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Exxon Mobil Corp                                  | Exxon Mobil Corp                                                                                                               | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |        2539 | NS      | $273120.23    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                            | China Aoyuan Group Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |      337685 | PA      | $1779.60      | 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        |     1085000 | PA      | $40741.75     | 0.01%             | 2026-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR ULTRA FUT MAR25                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -423 | NC      | $645059.35    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SUBWAY FUNDING LLC                                | Subway Funding LLC                                                                                                             | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1595000 | PA      | $1615211.84   | 0.27%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust       | AASET 2024-2 Ltd                                                                                                               | CUSIP: 00038QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1228454 | PA      | $1221311.56   | 0.20%             | 2049-09-16      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ROC Securities Trust                              | Roc Mortgage Trust 2024-RTL1                                                                                                   | CUSIP: 77118UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      930000 | PA      | $923908.50    | 0.15%             | 2039-10-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                                                   | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      740000 | PA      | $764568.00    | 0.13%             | 2028-08-11      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                   | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      520000 | PA      | $518519.18    | 0.09%             | 2026-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2014-USA OA LLC                                                                                                           | CUSIP: 12649AAN9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     1890000 | PA      | $1409137.32   | 0.24%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                            | Motorola Solutions Inc                                                                                                         | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     1390000 | PA      | $1390562.81   | 0.23%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2020-H                                                                               | CUSIP: 63935BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      730000 | PA      | $601954.42    | 0.10%             | 2069-01-15      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Starwood Retail Property Trust                    | Starwood Retail Property Trust 2014-STAR                                                                                       | CUSIP: 85571XAS6<br>LEI: 5493007115G809OI4R97 | Long             | ABS-MBS          | CORP              | US        |     3575000 | PA      | $143000.00    | 0.02%             | 2027-11-15      | Floating      | 7.75%                 | No            |                  3 | On Loan: No      |
| Bank of America NA                                | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $41569.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                     | Boeing Co/The                                                                                                                  | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |       26624 | NS      | $1621135.36   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust    | Structured Adjustable Rate Mortgage Loan Trust                                                                                 | CUSIP: 863579TM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1574652 | PA      | $928811.94    | 0.16%             | 2035-07-25      | Floating      | 4.76%                 | 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        |      685000 | PA      | $817533.91    | 0.14%             | 2029-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                        | NLT 2023-1 Trust                                                                                                               | CUSIP: 62917MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      766695 | PA      | $702428.29    | 0.12%             | 2062-10-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                            | APPLE INC                                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -3 | NC      | $-403.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                                                                  | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4420000 | PA      | $4017563.42   | 0.67%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | Long: B75754900 CDS USD R V 03MEVENT 3757549003_PRO CCPCDX / Short: B75754900 CDS USD P F  5.00000 3757549003_FEE CCPCDX       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    26445000 | OU      | $-2040839.99  | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                  | FirstEnergy Corp                                                                                                               | CUSIP: 337932AR8<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      251000 | PA      | $251878.50    | 0.04%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SLAM 2021-1 LLC                                   | Slam 2021-1 Ltd                                                                                                                | CUSIP: 78449AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      843696 | PA      | $763788.71    | 0.13%             | 2046-06-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                             | Continental Resources Inc/OK                                                                                                   | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     1595000 | PA      | $1309259.15   | 0.22%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2023-3                                                                                              | CUSIP: 33846BAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      105000 | PA      | $103353.10    | 0.02%             | 2029-08-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Trust LLC             | OnDeck Asset Securitization Trust IV LLC                                                                                       | CUSIP: 67108SAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      165000 | PA      | $165030.36    | 0.03%             | 2031-10-17      | Fixed         | 7.03%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                                                               | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     1815000 | PA      | $1837584.73   | 0.31%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                              | Indonesia Treasury Bond                                                                                                        | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 22064000000 | PA      | $1363060.32   | 0.23%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                                                                 | CUSIP: 629377CG5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       62000 | PA      | $136028.00    | 0.02%             | 2048-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TIF Funding III LLC                               | TIF Funding III LLC                                                                                                            | CUSIP: 88655AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      155719 | PA      | $154269.51    | 0.03%             | 2049-04-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                      | Hilton Grand Vacations Trust 2018-A                                                                                            | CUSIP: 43284BAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       96533 | PA      | $95920.55     | 0.02%             | 2032-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                  | WFRBS Commercial Mortgage Trust 2012-C10                                                                                       | CUSIP: 92890NAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2245000 | PA      | $1844650.50   | 0.31%             | 2045-12-15      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| Ziply Fiber Issuer, LLC                           | Ziply Fiber Issuer LLC                                                                                                         | CUSIP: 98979QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      250000 | PA      | $257400.38    | 0.04%             | 2054-04-20      | Fixed         | 7.81%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2024-CBM Mortgage Trust                                                                                                   | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      130000 | PA      | $131508.78    | 0.02%             | 2041-12-10      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust               | Citigroup Commercial Mortgage Trust 2014-GC21                                                                                  | CUSIP: 17322MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2040000 | PA      | $1734887.40   | 0.29%             | 2047-05-10      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                       | Extended Stay America Trust 2021-ESH                                                                                           | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      541686 | PA      | $543040.58    | 0.09%             | 2038-07-15      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                                                                             | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     1010000 | PA      | $1014099.87   | 0.17%             | 2035-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                             | Open Text Corporation 2023 Term Loan B                                                                                         | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |      387627 | PA      | $387433.20    | 0.06%             | 2030-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                          | Cheniere Energy Partners LP                                                                                                    | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      485000 | PA      | $496489.59    | 0.08%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARLIGI VARL                          | Hazine Mustesarligi Varlik Kiralama AS                                                                                         | CUSIP: 421790AL0<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |     1195000 | PA      | $1181627.95   | 0.20%             | 2030-04-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTOR                          | National Health Investors Inc                                                                                                  | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              |  | US        |      455000 | PA      | $390868.90    | 0.07%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                                                                  | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1630000 | PA      | $1479738.50   | 0.25%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                                                               | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     1475000 | PA      | $1463463.66   | 0.25%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                   | MVW 2024-1 LLC                                                                                                                 | CUSIP: 62847RAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       95706 | PA      | $96592.18     | 0.02%             | 2043-02-20      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Corp Trust 2013-PEMB                                                                                    | CUSIP: 36197VAG3<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |     3195000 | PA      | $1081767.25   | 0.18%             | 2033-03-05      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                     | Boeing Co/The                                                                                                                  | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      330000 | PA      | $345021.85    | 0.06%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                     | MASTR Alternative Loan Trust 2004-8                                                                                            | CUSIP: 576434UQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      312467 | PA      | $305453.42    | 0.05%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                             | Palmer Square CLO 2024-2 LTD                                                                                                   | CUSIP: 69703LAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1650000 | PA      | $1653407.25   | 0.28%             | 2037-07-20      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust                        | BINOM Securitization Trust 2022-RPL1                                                                                           | CUSIP: 05552CAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2315000 | PA      | $1828763.42   | 0.31%             | 2061-02-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                               | Midocean Credit CLO XV Ltd                                                                                                     | CUSIP: 59801FAE3<br>LEI: 254900R5AXF91DYP1Y16 | Long             | ABS-CBDO         | CORP              | JE        |      600000 | PA      | $607984.80    | 0.10%             | 2037-07-21      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      855000 | PA      | $50633.10     | 0.01%             | 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        |      382529 | PA      | $382170.52    | 0.06%             | 2059-07-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2024-N3                                                                                         | CUSIP: 14687WAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      320000 | PA      | $312626.24    | 0.05%             | 2030-12-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                           | Teva Pharmaceutical Finance Netherlands III BV                                                                                 | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     7575000 | PA      | $5445664.32   | 0.91%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | New Residential Mortgage Loan Trust 2024-RTL1                                                                                  | CUSIP: 64831PAA3<br>LEI: 213800CVLC5IFCJL6C96 | Long             | ABS-MBS          | CORP              | US        |      785000 | PA      | $790802.72    | 0.13%             | 2039-03-25      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                    | Mastercard Inc                                                                                                                 | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |         580 | NS      | $305410.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                                                                           | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44289.82     | 0.01%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2024-NPL4 LLC                                                                                                             | CUSIP: 74143RAA1<br>LEI: 254900OXVJK5CT5B2O86 | Long             | ABS-O            | CORP              | US        |      282811 | PA      | $284035.65    | 0.05%             | 2054-07-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                            | SLM Private Credit Student Loan Trust 2003-B                                                                                   | CUSIP: 78443CAP9<br>LEI: 549300BLEHJGFV7XSO25 | Long             | ABS-O            | CORP              | US        |       75000 | PA      | $72286.20     | 0.01%             | 2033-03-15      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                 | GLS Auto Select Receivables Trust 2024-2                                                                                       | CUSIP: 379924AJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $103074.20    | 0.02%             | 2031-08-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2024-1                                                                                   | CUSIP: 96043RAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      290000 | PA      | $293613.98    | 0.05%             | 2029-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                          | RTX Corp                                                                                                                       | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1105645.16   | 0.19%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                      | Broadcom Inc                                                                                                                   | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |        1228 | NS      | $284699.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                           | Teva Pharmaceutical Finance Netherlands III BV                                                                                 | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      920000 | PA      | $884025.14    | 0.15%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                       | Southern Co/The                                                                                                                | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      780000 | PA      | $796101.84    | 0.13%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                    | Open Text Corp                                                                                                                 | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |       10000 | PA      | $10333.28     | 0.00%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2023-N1                                                                                         | CUSIP: 14688FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      265000 | PA      | $269253.67    | 0.05%             | 2029-07-10      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                          | Sunac China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      403612 | PA      | $56465.32     | 0.01%             | 2025-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| 720 East CLO Ltd.                                 | 720 East CLO V Ltd                                                                                                             | CUSIP: 81789MAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      975000 | PA      | $982615.73    | 0.16%             | 2037-07-20      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                          | Venture Global Calcasieu Pass LLC                                                                                              | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      815000 | PA      | $729856.24    | 0.12%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                          | Foundation Finance Trust 2024-2                                                                                                | CUSIP: 35040VAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      185000 | PA      | $187306.58    | 0.03%             | 2050-03-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                     | EchoStar Corp                                                                                                                  | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     2664655 | PA      | $2795980.50   | 0.47%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                           | Central China Real Estate Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |      410000 | PA      | $21525.00     | 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        |      909811 | PA      | $913222.33    | 0.15%             | 2028-09-29      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                          | Neuberger Berman Loan Advisers CLO 45 Ltd                                                                                      | CUSIP: 64134MAA4<br>LEI: 549300BQ0WQMX5H5TS32 | Long             | ABS-CBDO         | CORP              | KY        |      575000 | PA      | $575608.93    | 0.10%             | 2035-10-14      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                     | MASTR Alternative Loan Trust 2003-9                                                                                            | CUSIP: 576434KX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      105284 | PA      | $102041.13    | 0.02%             | 2033-11-25      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| Palmer Square BDC CLO Ltd                         | Palmer Square BDC CLO 1 Ltd                                                                                                    | CUSIP: 696928AC4<br>LEI: 254900LU0WIJ7Y0O9X14 | Long             | ABS-CBDO         | CORP              | KY        |     1945000 | PA      | $1960894.54   | 0.33%             | 2037-07-15      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                | Home Depot Inc/The                                                                                                             | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |         397 | NS      | $154429.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                                                   | CUSIP: 225401BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1030000 | PA      | $1243968.90   | 0.21%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                                                                                            | CUSIP: 912797MU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    18350000 | PA      | $18170608.38  | 3.04%             | 2025-03-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EWC Master Issuer LLC                             | EWC Master Issuer LLC                                                                                                          | CUSIP: 26929HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      195000 | PA      | $189779.64    | 0.03%             | 2052-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                        | LAD Auto Receivables Trust 2024-3                                                                                              | CUSIP: 505709AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $98400.09     | 0.02%             | 2032-02-17      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                     | CoreVest American Finance 2019-2Trust                                                                                          | CUSIP: 21872GAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1447397 | PA      | $1357923.43   | 0.23%             | 2052-06-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2024-3                                                                                  | CUSIP: 80287LAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      955000 | PA      | $970707.84    | 0.16%             | 2031-10-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds           | Colombia Government International Bonds                                                                                        | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      875000 | PA      | $847568.75    | 0.14%             | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                   | Republic Finance Issuance Trust 2024-A                                                                                         | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      435000 | PA      | $439264.31    | 0.07%             | 2032-08-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                     | Corevest American Finance 2020-2 Trust                                                                                         | CUSIP: 21872VAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      245000 | PA      | $232392.72    | 0.04%             | 2052-05-15      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                             | Helmerich & Payne Inc                                                                                                          | CUSIP: 423452AK7<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     2175000 | PA      | $2065095.55   | 0.35%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                            | China Aoyuan Group Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |       30180 | PA      | $404.41       | 0.00%             | 2028-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2023-X1                                                                                      | CUSIP: 00834KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       41748 | PA      | $41854.12     | 0.01%             | 2028-11-15      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                               | Abbott Laboratories                                                                                                            | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |        2190 | NS      | $247710.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BPR Trust                                         | BPR Trust 2021-NRD                                                                                                             | CUSIP: 05592CAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2155000 | PA      | $2102015.02   | 0.35%             | 2038-12-15      | Floating      | 11.27%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 20755CAB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       45000 | PA      | $46125.00     | 0.01%             | 2043-10-25      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2023-N4                                                                                         | CUSIP: 14688LAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      125000 | PA      | $129400.21    | 0.02%             | 2030-02-11      | Fixed         | 7.22%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                                | CommScope Technologies LLC                                                                                                     | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |     1010000 | PA      | $901081.60    | 0.15%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                                       | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      255000 | PA      | $264916.36    | 0.04%             | 2043-07-25      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                         | PG&E Corp                                                                                                                      | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |        1160 | NS      | $57756.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                             | Molina Healthcare Inc                                                                                                          | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      585000 | PA      | $554406.66    | 0.09%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                           | Aircastle Ltd / Aircastle Ireland DAC                                                                                          | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      460000 | PA      | $463096.15    | 0.08%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                             | ON Semiconductor Corp                                                                                                          | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |      205000 | PA      | $193007.50    | 0.03%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                | Leviathan Bond Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |      430000 | PA      | $427329.70    | 0.07%             | 2025-06-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                | Leviathan Bond Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |      180000 | PA      | $174364.20    | 0.03%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RFS Asset Securitization II LLC                   | RFS Asset Securitization II LLC                                                                                                | CUSIP: 74969DAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      645000 | PA      | $651895.05    | 0.11%             | 2031-07-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                         | BPR Trust 2022-SSP                                                                                                             | CUSIP: 05602HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1925000 | PA      | $1934501.61   | 0.32%             | 2039-05-15      | Floating      | 7.40%                 | 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        |      430000 | PA      | $437593.05    | 0.07%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                               | DT Auto Owner Trust 2022-2                                                                                                     | CUSIP: 23345AAG8<br>LEI: 549300XVMF0FUK76JG97 | Long             | ABS-O            | CORP              | US        |     2290000 | PA      | $2292904.18   | 0.38%             | 2028-03-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                          | Republic of South Africa Government Bond                                                                                       | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   338660000 | PA      | $15228708.19  | 2.55%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                      | Yuzhou Group Holdings Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |      325000 | PA      | $23188.75     | 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        |      393642 | PA      | $393732.51    | 0.07%             | 2037-06-15      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2016-C36                                                                                 | CUSIP: 95000MBV2<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |      440000 | PA      | $350823.84    | 0.06%             | 2059-11-15      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                                                                    | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      735000 | PA      | $722989.47    | 0.12%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                                                                       | CUSIP: 05377RJL9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      940000 | PA      | $939932.04    | 0.16%             | 2030-12-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                      | Centene Corp                                                                                                                   | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     1040000 | PA      | $926306.94    | 0.16%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                  | Bain Capital Credit CLO 2020-1 Ltd                                                                                             | CUSIP: 05684DAS2<br>LEI: 2549007DKQFBF2N6NR86 | Long             | ABS-CBDO         | CORP              | KY        |     1045000 | PA      | $1047726.41   | 0.18%             | 2033-04-18      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                            | Marlette Funding Trust 2023-4                                                                                                  | CUSIP: 57108UAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      695000 | PA      | $719001.83    | 0.12%             | 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        |      175000 | PA      | $175384.30    | 0.03%             | 2046-10-20      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                            | WALMART INC                                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -5 | NC      | $-367.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CoreVest American Finance Ltd                     | CAFL 2023-RTL1 Issuer LLC                                                                                                      | CUSIP: 124762AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      730000 | PA      | $742583.74    | 0.12%             | 2030-12-28      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                   | BAE Systems PLC                                                                                                                | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     2230000 | PA      | $2224202.00   | 0.37%             | 2034-03-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                          | Foundation Finance Trust 2023-2                                                                                                | CUSIP: 35042RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      140000 | PA      | $147632.03    | 0.02%             | 2049-06-15      | Fixed         | 9.10%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                           | Teva Pharmaceutical Finance Netherlands III BV                                                                                 | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      435000 | PA      | $468818.64    | 0.08%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                                                                    | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      560000 | PA      | $566709.24    | 0.09%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                                                               | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      570000 | PA      | $495310.87    | 0.08%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                             | Uber Technologies Inc                                                                                                          | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      235000 | PA      | $224911.20    | 0.04%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                           | Central China Real Estate Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |      625000 | PA      | $30368.75     | 0.01%             | 2024-05-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2011-GC5                                                                                          | CUSIP: 36191YAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3905000 | PA      | $2140738.18   | 0.36%             | 2044-08-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                 | Post Holdings Inc                                                                                                              | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       39000 | PA      | $45688.50     | 0.01%             | 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        |      105000 | PA      | $91486.17     | 0.02%             | 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        |     2330000 | PA      | $2282499.97   | 0.38%             | 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        |     1450000 | PA      | $1160000.00   | 0.19%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                        | Deere & Co                                                                                                                     | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |         241 | NS      | $102111.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EquipmentShare                                    | OWN Equipment Fund I LLC                                                                                                       | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      820000 | PA      | $820291.92    | 0.14%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC               | Hilton Grand Vacations Borrower LLC 2024 Incremental Term Loan B                                                               | CUSIP: 43283LAK7<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |      587032 | PA      | $588317.50    | 0.10%             | 2031-01-17      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                                      | Parsons Corp                                                                                                                   | CUSIP: 70202LAC6<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |      148000 | PA      | $173234.00    | 0.03%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 2YR NOTE (CBT) MAR25                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        1633 | NC      | $-169988.77   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Ziply Fiber Issuer, LLC                           | Ziply Fiber Issuer LLC                                                                                                         | CUSIP: 98979QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      765000 | PA      | $783972.00    | 0.13%             | 2054-04-20      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                 | GLS Auto Select Receivables Trust 2024-2                                                                                       | CUSIP: 379924AG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      105000 | PA      | $106698.27    | 0.02%             | 2030-06-17      | Fixed         | 5.93%                 | 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        |      229105 | PA      | $229734.54    | 0.04%             | 2054-12-25      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                  | Duke Energy Corp                                                                                                               | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |        1112 | NS      | $119806.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW LLC/CDW FINANCE                               | CDW LLC / CDW Finance Corp                                                                                                     | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | PA      | $18424.23     | 0.00%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC       | BBCMS 2020-BID Mortgage Trust                                                                                                  | CUSIP: 05493BAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2995000 | PA      | $2998743.75   | 0.50%             | 2037-10-15      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                            | VICI Properties LP / VICI Note Co Inc                                                                                          | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              |  | US        |     1180000 | PA      | $1111904.11   | 0.19%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                 | Credit Acceptance Auto Loan Trust 2024-3                                                                                       | CUSIP: 22535LAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      260000 | PA      | $255527.22    | 0.04%             | 2035-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC                             | Whistler Pipeline LLC                                                                                                          | CUSIP: 96337RAC6<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |      320000 | PA      | $320901.64    | 0.05%             | 2034-09-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                                                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1565000 | PA      | $1951693.83   | 0.33%             | 2025-01-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2016-C36                                                                                 | CUSIP: 95000MBU4<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |     1690000 | PA      | $1470007.46   | 0.25%             | 2059-11-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                          | Sunac China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |     1219670 | PA      | $152519.73    | 0.03%             | 2028-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                   | Golub Capital Partners CLO 41B-R Ltd                                                                                           | CUSIP: 38178AAA1<br>LEI: 2549005QZPXI5WPU4V74 | Long             | ABS-CBDO         | CORP              | KY        |      435000 | PA      | $435230.99    | 0.07%             | 2034-01-20      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Frontera Energy Corp                              | Frontera Energy Corp                                                                                                           | CUSIP: 35905B107<br>LEI: A25574TZFLBNK7NWQT47 | Long             | EC               | CORP              | CA        |          42 | NS      | $251.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | COSTCO WHOLESALE CORP                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -1 | NC      | $-435.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital                                                | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2180000 | PA      | $1451080.88   | 0.24%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SLAM LLC                                          | Slam Ltd                                                                                                                       | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      728277 | PA      | $712588.16    | 0.12%             | 2049-09-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                     | ZF North America Capital Inc                                                                                                   | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      560000 | PA      | $549668.00    | 0.09%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Textron Financial Corp                            | Textron Financial Corp                                                                                                         | CUSIP: 883199AR2<br>LEI: 4E8B2CNXPE5P5AY03O18 | Long             | DBT              | CORP              | US        |     1575000 | PA      | $1404616.50   | 0.24%             | 2042-02-15      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                      | Yuzhou Group Holdings Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |      555000 | PA      | $38894.40     | 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        |     1015000 | PA      | $864396.03    | 0.14%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee             | VOLT XCIII LLC                                                                                                                 | CUSIP: 92873CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      814120 | PA      | $813525.63    | 0.14%             | 2051-02-27      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                            | BRISTOL-MYERS SQUIBB CO                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -26 | NC      | $-1183.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     2045000 | PA      | $118834.95    | 0.02%             | 2026-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY INC                                  | Viper Energy Inc                                                                                                               | CUSIP: 92763MAB1<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |      455000 | PA      | $476357.84    | 0.08%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I Trust 2011-C2                                                                                         | CUSIP: 617459AK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2515000 | PA      | $2365367.06   | 0.40%             | 2044-06-15      | Variable      | 5.21%                 | 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        |     1510000 | PA      | $1544209.65   | 0.26%             | 2053-03-05      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LIMITED                         | HUB International Limited 2024 1st Lien Term Loan B                                                                            | CUSIP: 44332EAY2<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |      371137 | PA      | $372992.88    | 0.06%             | 2030-06-20      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                                                                                  | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      690000 | PA      | $684628.28    | 0.11%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds        | Philippines Government International Bonds                                                                                     | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      760000 | PA      | $481918.47    | 0.08%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2024-VLT4                                                                                                             | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      395000 | PA      | $397215.56    | 0.07%             | 2029-07-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2024-A                                                                                       | CUSIP: 00834BAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100813.80    | 0.02%             | 2029-02-15      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                   | NCL Finance Ltd                                                                                                                | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      335000 | PA      | $336075.02    | 0.06%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                             | Continental Resources Inc/OK                                                                                                   | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     4195000 | PA      | $4144242.26   | 0.69%             | 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        |      652662 | PA      | $597869.69    | 0.10%             | 2031-04-10      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds              | Chile Government International Bonds                                                                                           | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      600000 | PA      | $502433.90    | 0.08%             | 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        |     2015000 | PA      | $2076591.60   | 0.35%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | Standard Chartered PLC                                                                                                         | CUSIP: 853254BU3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     1030000 | PA      | $889544.87    | 0.15%             | 2036-02-18      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust     | Bridgecrest Lending Auto Securitization Trust 2024-2                                                                           | CUSIP: 10805MAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      875000 | PA      | $892526.08    | 0.15%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2024-VLT5                                                                                         | CUSIP: 05614JAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $99746.40     | 0.02%             | 2046-11-13      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                                                               | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $1543107.28   | 0.26%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                                 | Add Hero Holdings Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |      233782 | PA      | $3506.73      | 0.00%             | 2031-09-30      | Fixed         | 9.80%                 | 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        |      110000 | PA      | $110610.28    | 0.02%             | 2036-09-22      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                    | Starbucks Corp                                                                                                                 | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |        1226 | NS      | $111872.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2024-X2                                                                                      | CUSIP: 00833QAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      130000 | PA      | $130905.84    | 0.02%             | 2029-12-17      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners Ltd                           | OHA Credit Partners XI Ltd                                                                                                     | CUSIP: 67109FAY1<br>LEI: 549300OYGEU6QQMCEG78 | Long             | ABS-CBDO         | CORP              | KY        |      485000 | PA      | $487263.98    | 0.08%             | 2037-04-20      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                              | Indonesia Treasury Bond                                                                                                        | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 22853000000 | PA      | $1391821.70   | 0.23%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                               | Emerson Electric Co                                                                                                            | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |        1839 | NS      | $227907.27    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERDIGITAL INC                                  | InterDigital Inc                                                                                                               | CUSIP: 45867GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       28000 | PA      | $70346.37     | 0.01%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                           | Dryden 64 CLO Ltd                                                                                                              | CUSIP: 26251LAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250403.00    | 0.04%             | 2031-04-18      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HLDGS LTD                            | Shimao Group Holdings Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |      610000 | PA      | $40016.00     | 0.01%             | 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        |     1106481 | PA      | $1021282.12   | 0.17%             | 2046-07-15      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                                            | CUSIP: 91282CKH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    27660000 | PA      | $27735311.54  | 4.64%             | 2026-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GITSIT Mortgage Loan Trust 2023-NPL1              | GITSIT Mortgage Loan Trust 2024-NPL1                                                                                           | CUSIP: 375925AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      512082 | PA      | $515444.76    | 0.09%             | 2054-06-25      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 5YR NOTE (CBT) MAR25                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -174 | NC      | $78213.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                            | Republic of Uzbekistan International Bond                                                                                      | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      480000 | PA      | $399878.40    | 0.07%             | 2030-11-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AGILE GROUP HOLDINGS LTD                          | Agile Group Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |      540000 | PA      | $52255.80     | 0.01%             | 2025-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                        | MFA 2024-NPL1 Trust                                                                                                            | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      492923 | PA      | $492829.98    | 0.08%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                              | Booking Holdings Inc                                                                                                           | CUSIP: 09857LAN8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       65000 | PA      | $171514.73    | 0.03%             | 2025-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2024-A                                                                                       | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      240000 | PA      | $241797.84    | 0.04%             | 2029-02-15      | Fixed         | 5.61%                 | 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        |      146044 | PA      | $147118.19    | 0.02%             | 2050-10-25      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                               | Frontier Issuer LLC                                                                                                            | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2800000 | PA      | $2856044.80   | 0.48%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                           | Teva Pharmaceutical Finance Netherlands III BV                                                                                 | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      305000 | PA      | $340886.00    | 0.06%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                   | MVW Owner Trust 2019-1                                                                                                         | CUSIP: 55389PAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       89447 | PA      | $88342.92     | 0.01%             | 2036-11-20      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| PALO ALTO NETWORKS                                | Palo Alto Networks Inc                                                                                                         | CUSIP: 697435AF2<br>LEI: 549300QXR2YVZV231H43 | Long             | DBT              | CORP              | US        |       35000 | PA      | $128012.50    | 0.02%             | 2025-06-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                            | Rockford Tower CLO 2017-2 Ltd                                                                                                  | CUSIP: 77340GAN1<br>LEI: 549300G18KVCW7VUKI86 | Long             | ABS-CBDO         | CORP              | KY        |     2565000 | PA      | $2567178.71   | 0.43%             | 2029-10-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US ULTRA BOND CBT MAR25                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -42 | NC      | $159074.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                    | Morgan Stanley                                                                                                                 | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |        1392 | NS      | $175002.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2024-P1                                                                                         | CUSIP: 14688NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      209000 | PA      | $210805.20    | 0.04%             | 2031-03-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US LONG BOND(CBT) MAR25                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -158 | NC      | $413271.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                  | WFRBS Commercial Mortgage Trust 2011-C4                                                                                        | CUSIP: 92936CAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1699593 | PA      | $1465729.00   | 0.25%             | 2044-06-15      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                      | Hilton Grand Vacations Trust 2022-1D                                                                                           | CUSIP: 43283BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       47372 | PA      | $46373.34     | 0.01%             | 2034-06-20      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                      | QUALCOMM Inc                                                                                                                   | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |        1692 | NS      | $259925.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORPORATION                              | Carnival Corporation 2024 Term Loan B2                                                                                         | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |      359975 | PA      | $361886.26    | 0.06%             | 2027-08-08      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                                                                  | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1265000 | PA      | $1247267.94   | 0.21%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                                                                  | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       70000 | PA      | $64771.60     | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| China Aoyuan Group Ltd                            | China Aoyuan Group Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | EC               | CORP              | KY        |       84422 | NS      | $2326.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                                                   | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      865000 | PA      | $870659.36    | 0.15%             | 2035-02-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                 | GLS Auto Select Receivables Trust 2024-4                                                                                       | CUSIP: 36271BAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $98342.80     | 0.02%             | 2031-10-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Accelerated Assets LLC                            | Accelerated Assets 2018-1 LLC                                                                                                  | CUSIP: 00436MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      186919 | PA      | $183573.52    | 0.03%             | 2033-12-02      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2020-D                                                                               | CUSIP: 63941HAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      320000 | PA      | $269476.22    | 0.05%             | 2069-05-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                     | Boeing Co/The                                                                                                                  | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      485000 | PA      | $514646.38    | 0.09%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                        | Clover CLO 2021-2 LLC                                                                                                          | CUSIP: 00142DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      395000 | PA      | $395893.10    | 0.07%             | 2034-07-20      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                                                                           | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25774.99     | 0.00%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                          | Shimao Group Holdings Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |      825000 | PA      | $57230.25     | 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        |     1575000 | PA      | $1408582.10   | 0.24%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                             | Palmer Square CLO 2015-2 Ltd                                                                                                   | CUSIP: 69689CBA3<br>LEI: 549300PACXK2KP6J2T91 | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $300048.00    | 0.05%             | 2030-07-20      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp.                       | FIXED INC CLEARING CORP.REPO                                                                                                   | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |     6921433 | PA      | $6921433.03   | 1.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                                                                    | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     1615000 | PA      | $1611164.57   | 0.27%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AGILE GROUP HOLDINGS LTD                          | Agile Group Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |     1540000 | PA      | $149118.20    | 0.02%             | 2025-10-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR5 Trust                                                                                           | CUSIP: 74333FAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      400000 | PA      | $380455.80    | 0.06%             | 2038-07-17      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                          | Permian Resources Operating LLC                                                                                                | CUSIP: 15136AAA0<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       30000 | PA      | $75469.14     | 0.01%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                     | AppLovin Corp                                                                                                                  | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1538449.99   | 0.26%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                            | CFLD Cayman Investment Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |     1960135 | PA      | $68604.73     | 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        |         967 | NS      | $242156.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                                                                         | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1552000 | PA      | $1384813.90   | 0.23%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Springcastle SPV                                  | SpringCastle America Funding LLC                                                                                               | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1006155 | PA      | $923957.61    | 0.15%             | 2037-09-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                      | Drive Auto Receivables Trust 2024-1                                                                                            | CUSIP: 26208WAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      255000 | PA      | $256373.18    | 0.04%             | 2031-11-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities    | CSFB Mortgage-Backed Pass-Through Certificates Series 2003-27                                                                  | CUSIP: 22541QL75<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       91246 | PA      | $90559.76     | 0.02%             | 2033-11-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                                            | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      825000 | PA      | $826361.21    | 0.14%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation               | Banc of America Funding 2005-7 Trust                                                                                           | CUSIP: 05946XS61<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      137067 | PA      | $133046.77    | 0.02%             | 2035-11-25      | Fixed         | 5.75%                 | No            |                  3 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | Long: B78763256 CDS USD R V 03MEVENT 3787632567_PRO CCPCDX / Short: B78763256 CDS USD P F  5.00000 3787632567_FEE CCPCDX       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     5800000 | OU      | $-447603.40   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| ZHENRO PROPERTIES GROUP                           | Zhenro Properties Group Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |     1360000 | PA      | $13096.80     | 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        |      735000 | PA      | $708861.56    | 0.12%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2023-4                                                                                   | CUSIP: 96041AAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      815000 | PA      | $847115.65    | 0.14%             | 2029-07-16      | Fixed         | 7.19%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                 | Sierra Timeshare 2023-2 Receivables Funding LLC                                                                                | CUSIP: 82650BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       88585 | PA      | $90315.28     | 0.02%             | 2040-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust             | Mission Lane Credit Card Master Trust                                                                                          | CUSIP: 60510MAT5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      625000 | PA      | $630566.25    | 0.11%             | 2028-11-15      | Fixed         | 7.69%                 | 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        |      105000 | PA      | $104015.00    | 0.02%             | 2050-10-25      | Fixed         | 8.01%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                   | Golub Capital Partners CLO 74 B Ltd                                                                                            | CUSIP: 38190BAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      815000 | PA      | $818737.59    | 0.14%             | 2037-07-25      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     4525000 | PA      | $271364.25    | 0.05%             | 2025-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                           | Akamai Technologies Inc                                                                                                        | CUSIP: 00971TAN1<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |      203000 | PA      | $197934.88    | 0.03%             | 2029-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee             | VOLT XCII LLC                                                                                                                  | CUSIP: 91835MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      189099 | PA      | $188960.80    | 0.03%             | 2051-02-27      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                          | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                            | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2135000 | PA      | $1933493.34   | 0.32%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                | Seagate HDD Cayman                                                                                                             | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      144000 | PA      | $172872.00    | 0.03%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                          | Permian Resources Operating LLC                                                                                                | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     1290000 | PA      | $1273307.21   | 0.21%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                             | Micron Technology Inc                                                                                                          | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     1595000 | PA      | $1635948.90   | 0.27%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                     | Corevest American Finance 2020-4 Trust                                                                                         | CUSIP: 21873AAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1340000 | PA      | $1180270.93   | 0.20%             | 2052-12-15      | Fixed         | 2.25%                 | 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        |      216318 | PA      | $192463.36    | 0.03%             | 2046-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | Long: B78855052 CDS USD R V 03MEVENT 3788550523_PRO CCPCDX / Short: B78855052 CDS USD P F  5.00000 3788550523_FEE CCPCDX       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     8400000 | OU      | $-648253.20   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                                                                  | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     2980000 | PA      | $2771857.43   | 0.46%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2019-F                                                                               | CUSIP: 63935CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3410000 | PA      | $2909498.27   | 0.49%             | 2068-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds              | Chile Government International Bonds                                                                                           | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      630000 | PA      | $449503.97    | 0.08%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                     | ZF North America Capital Inc                                                                                                   | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      315000 | PA      | $315680.40    | 0.05%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR5 Trust                                                                                           | CUSIP: 74333FAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      930000 | PA      | $887154.81    | 0.15%             | 2038-07-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                              | Wingstop Funding LLC                                                                                                           | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      440000 | PA      | $436783.16    | 0.07%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                   | Star Parent Inc Term Loan B                                                                                                    | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |       86985 | PA      | $84875.74     | 0.01%             | 2030-09-27      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Corp Trust 2012-BWTR                                                                                    | CUSIP: 36192RAA0<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |      473225 | PA      | $380134.62    | 0.06%             | 2034-11-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                               | Kimberly-Clark Corp                                                                                                            | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |         674 | NS      | $88320.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2018-A                                                                               | CUSIP: 63940PAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      648762 | PA      | $634508.51    | 0.11%             | 2042-02-18      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Summit Materials LLC                              | Summit Materials LLC 2023 Incremental Term Loan B                                                                              | CUSIP: 86614DAK4<br>LEI: 549300C97P3BW8QROE16 | Long             | LON              | CORP              | US        |     1557288 | PA      | $1557568.25   | 0.26%             | 2029-01-12      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2023-3                                                                                       | CUSIP: 36267PAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      240000 | PA      | $244642.75    | 0.04%             | 2029-05-15      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| WAVE 2017-1 LLC                                   | WAVE 2017-1 Trust                                                                                                              | CUSIP: 94353WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1197802 | PA      | $1110949.21   | 0.19%             | 2042-11-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2018-C                                                                                        | CUSIP: 78449QAD9<br>LEI: 549300V1P5RKG8RJI005 | Long             | ABS-O            | CORP              | US        |      510000 | PA      | $485402.70    | 0.08%             | 2042-11-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                    | Var Energi ASA                                                                                                                 | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      410000 | PA      | $459140.11    | 0.08%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                            | MICROCHIP TECHNOLOGY INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -10 | NC      | $-1250.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD            | Goldentree Loan Management US Clo 3 Ltd                                                                                        | CUSIP: 38138BAL4<br>LEI: 549300TB55YBQBSW5Z77 | Long             | ABS-CBDO         | CORP              | KY        |      320000 | PA      | $320718.72    | 0.05%             | 2030-04-20      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2024-5                                                                                     | CUSIP: 30165BAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      365000 | PA      | $357145.93    | 0.06%             | 2031-02-18      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2022-DNA4                                                                                        | CUSIP: 35564KWS4<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | USGSE             | US        |      573209 | PA      | $582315.14    | 0.10%             | 2042-05-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                              | Birch Grove Clo 9 Ltd                                                                                                          | CUSIP: 09077WAA6<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |     1335000 | PA      | $1340114.39   | 0.22%             | 2037-10-22      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                           | NYMT Loan Trust Series 2024-BPL2                                                                                               | CUSIP: 67120TAA8<br>LEI: 254900HCG7N4R7AWFZ60 | Long             | ABS-MBS          | CORP              | US        |      820000 | PA      | $828382.04    | 0.14%             | 2039-05-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                            | Rockford Tower CLO 2018-1 Ltd                                                                                                  | CUSIP: 77342JAA1<br>LEI: 549300KPFGDIQ0PMP224 | Long             | ABS-CBDO         | CORP              | KY        |     1027812 | PA      | $1028943.09   | 0.17%             | 2031-05-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2012-CCRE3 Mortgage Trust                                                                                                 | CUSIP: 12624PAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2485686 | PA      | $2261999.15   | 0.38%             | 2045-10-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                   | Golub Capital Partners CLO 74 B Ltd                                                                                            | CUSIP: 38190BAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      470000 | PA      | $475242.38    | 0.08%             | 2037-07-25      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                            | VICI Properties LP / VICI Note Co Inc                                                                                          | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              |  | US        |        5000 | PA      | $4980.34      | 0.00%             | 2025-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UGI CORP                                          | UGI Corp                                                                                                                       | CUSIP: 902681AA3<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |       45000 | PA      | $51097.50     | 0.01%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2024-N1                                                                                         | CUSIP: 14687QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100796.60    | 0.02%             | 2030-05-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2023-SFR2 Trust                                                                                           | CUSIP: 74331GAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      235000 | PA      | $221478.34    | 0.04%             | 2040-10-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                             | HPEFS Equipment Trust 2023-2                                                                                                   | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      150000 | PA      | $152691.75    | 0.03%             | 2031-07-21      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower, LLC                         | Boost Newco Borrower LLC 2024 USD Term Loan B                                                                                  | CUSIP: 92943EAE6<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |     2413950 | PA      | $2423509.24   | 0.41%             | 2031-01-31      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                           | Central China Real Estate Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |      485000 | PA      | $22188.75     | 0.00%             | 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        |        3505 | NS      | $348677.40    | 0.06%             |  |  |  | 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        |      930000 | PA      | $987134.75    | 0.17%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     2125000 | PA      | $127096.25    | 0.02%             | 2025-11-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Maps LTD                                          | MAPS 2018-1 Ltd                                                                                                                | CUSIP: 56564RAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |      265568 | PA      | $261348.27    | 0.04%             | 2043-05-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                   | Republic Finance Issuance Trust 2024-B                                                                                         | CUSIP: 76042GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      430000 | PA      | $437045.98    | 0.07%             | 2037-11-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                     | CommScope LLC                                                                                                                  | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1276299.67   | 0.21%             | 2028-07-01      | Fixed         | 7.12%                 | 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        |       70000 | PA      | $52581.00     | 0.01%             | 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        |         781 | NS      | $71000.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cemex SAB de CV                                   | Cemex SAB de CV                                                                                                                | CUSIP: 151290889<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |      287957 | NS      | $1624077.48   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                       | Netflix Inc                                                                                                                    | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      365000 | PA      | $378226.71    | 0.06%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WORKIVA INC                                       | Workiva Inc                                                                                                                    | CUSIP: 98139AAD7<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | DBT              | CORP              | US        |      143000 | PA      | $151365.50    | 0.03%             | 2028-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SEA LTD                                           | Sea Ltd                                                                                                                        | CUSIP: 81141RAF7<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |       39000 | PA      | $49354.50     | 0.01%             | 2025-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                | Alternative Loan Trust 2004-16CB                                                                                               | CUSIP: 12667FLZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       79593 | PA      | $77909.54     | 0.01%             | 2034-08-25      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Options Clearing Corp.                            | UNITEDHEALTH GROUP INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -2 | NC      | $-1410.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ANTARES HOLDINGS                                  | Antares Holdings LP                                                                                                            | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |      465000 | PA      | $435816.11    | 0.07%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC                                   | Spotify USA Inc                                                                                                                | CUSIP: 84921RAB6<br>LEI: 2138008WM218QBKRII94 | Long             | DBT              | CORP              | US        |      770000 | PA      | $818587.00    | 0.14%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                               | JPMorgan Chase & Co                                                                                                            | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |         711 | NS      | $170433.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                | Morgan Stanley Mortgage Loan Trust 2005-7                                                                                      | CUSIP: 61748HPQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      432421 | PA      | $388984.04    | 0.07%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Aimco                                             | Aimco CLO 12 Ltd                                                                                                               | CUSIP: 00140LAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1248063 | PA      | $1250359.11   | 0.21%             | 2032-01-17      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                                | Liberty Media Corp-Liberty Formula One                                                                                         | CUSIP: 531229AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70000 | PA      | $85435.00     | 0.01%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                               | Nigeria Government International Bond                                                                                          | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      750000 | PA      | $765750.00    | 0.13%             | 2034-12-09      | Fixed         | 10.38%                | 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        |      209216 | PA      | $209739.27    | 0.04%             | 2031-09-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                       | Netflix Inc                                                                                                                    | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      860000 | PA      | $876555.14    | 0.15%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Altice USA Inc                                    | Altice USA Inc                                                                                                                 | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |      184712 | NS      | $445155.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| China Evergrande Group                            | China Evergrande Group                                                                                                         | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |      630000 | PA      | $11025.00     | 0.00%             | 2022-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                              | Western Digital Corp                                                                                                           | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     1240000 | PA      | $1103719.29   | 0.18%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                   | SEB Funding LLC                                                                                                                | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      535000 | PA      | $548885.39    | 0.09%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2021-RPL4 Trust                                                                                                           | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1609722 | PA      | $1604616.00   | 0.27%             | 2060-12-27      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| AGILE GROUP HOLDINGS LTD                          | Agile Group Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |      425000 | PA      | $40795.75     | 0.01%             | 2026-05-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CKE Restaurants Holdings Inc                      | Hardee's Funding LLC                                                                                                           | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      143912 | PA      | $146989.87    | 0.02%             | 2054-03-20      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                                       | Nutanix Inc                                                                                                                    | CUSIP: 67059NAH1<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |      113000 | PA      | $136504.00    | 0.02%             | 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        |      100000 | PA      | $101805.50    | 0.02%             | 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        |      118818 | PA      | $119136.92    | 0.02%             | 2029-04-14      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                            | CFLD Cayman Investment Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |     2379845 | PA      | $110424.81    | 0.02%             | 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        |      360000 | PA      | $346296.33    | 0.06%             | 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        |        5327 | NS      | $301295.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tricon American Homes                             | Tricon American Homes 2020-SFR2 Trust                                                                                          | CUSIP: 89613JAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1170000 | PA      | $1066651.79   | 0.18%             | 2039-11-17      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| BLACKLINE INC                                     | BlackLine Inc                                                                                                                  | CUSIP: 09239BAE9<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |       43000 | PA      | $46629.20     | 0.01%             | 2029-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                            | SLM Private Credit Student Loan Trust 2003-B                                                                                   | CUSIP: 78443CAN4<br>LEI: 549300BLEHJGFV7XSO25 | Long             | ABS-O            | CORP              | US        |      747000 | PA      | $719970.55    | 0.12%             | 2033-03-15      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners Ltd                           | OHA Credit Partners XI Ltd                                                                                                     | CUSIP: 67109FBC8<br>LEI: 549300OYGEU6QQMCEG78 | Long             | ABS-CBDO         | CORP              | KY        |     1090000 | PA      | $1105560.84   | 0.19%             | 2037-04-20      | Floating      | 6.82%                 | 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        |      570000 | PA      | $717339.94    | 0.12%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust            | Banc of America Alternative Loan Trust 2003-8                                                                                  | CUSIP: 05948XTV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      161898 | PA      | $157393.56    | 0.03%             | 2033-10-25      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                                                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      920000 | PA      | $1145509.91   | 0.19%             | 2027-01-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                        | Leidos Inc                                                                                                                     | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10136.89     | 0.00%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                 | PRPM 2023-RCF2 LLC                                                                                                             | CUSIP: 69380RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       81846 | PA      | $79928.39     | 0.01%             | 2053-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd                              | OHA Loan Funding 2016-1 Ltd                                                                                                    | CUSIP: 67110UBE8<br>LEI: 54930016024GMIAF7A82 | Long             | ABS-CBDO         | CORP              | KY        |     1535000 | PA      | $1545015.88   | 0.26%             | 2037-07-20      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Fastenal Co                                       | Fastenal Co                                                                                                                    | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |        1694 | NS      | $121815.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                             | Uber Technologies Inc                                                                                                          | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      196000 | PA      | $215600.00    | 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        |      210000 | PA      | $7885.50      | 0.00%             | 2027-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust     | BHG Securitization Trust 2022-A                                                                                                | CUSIP: 054977AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2340000 | PA      | $2296909.13   | 0.38%             | 2035-02-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                    | Crockett Partners Equipment Co IIA LLC                                                                                         | CUSIP: 22689LAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      442374 | PA      | $447699.68    | 0.07%             | 2031-01-20      | Fixed         | 10.16%                | No            |                  2 | On Loan: No      |
| Republic of South Africa                          | Republic of South Africa Government Bond                                                                                       | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    25790000 | PA      | $1163405.84   | 0.19%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                    | Galaxy XXVI CLO Ltd                                                                                                            | CUSIP: 36321LAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1030000 | PA      | $1031986.87   | 0.17%             | 2031-11-22      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                      | TICP CLO VII Ltd                                                                                                               | CUSIP: 87248TAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1030000 | PA      | $1032575.00   | 0.17%             | 2033-04-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                | Willis Engine Structured Trust V                                                                                               | CUSIP: 97064FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      198674 | PA      | $185554.37    | 0.03%             | 2045-03-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                            | Global Atlantic Fin Co                                                                                                         | CUSIP: 37959GAA5<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |      425000 | PA      | $402576.01    | 0.07%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                            | STARBUCKS CORP                                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -4 | NC      | $-286.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                                                                                            | CUSIP: 912797LX3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    27990000 | PA      | $27967091.58  | 4.68%             | 2025-01-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2024-1                                                                                       | CUSIP: 36269HAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      200000 | PA      | $201444.80    | 0.03%             | 2029-12-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                     | EchoStar Corp                                                                                                                  | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     3098235 | PA      | $2809940.64   | 0.47%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DSLA Mortgage Loan Trust                          | DSLA Mortgage Loan Trust 2005-AR5                                                                                              | CUSIP: 23332UFF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      322226 | PA      | $167516.42    | 0.03%             | 2045-09-19      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                               | CIFI Holdings Group Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |     1110000 | PA      | $140137.50    | 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        |      920000 | PA      | $937833.28    | 0.16%             | 2040-09-12      | Variable      | 7.14%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-05

**Name of Applicant:** Natixis Funds Trust II

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer