# EDGAR Filing Document

**Accession Number:** 0000917469
**File Stem:** 0001752724-23-046214
**Filing Date:** 2023-2
**Character Count:** 262410
**Document Hash:** 758f904b66c4a1857e985610045928cc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046214.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046214

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LOOMIS SAYLES FUNDS I
- **CENTRAL INDEX KEY:** 0000917469
- **IRS NUMBER:** 043219179
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08282
- **FILM NUMBER:** 23682088

**BUSINESS ADDRESS:**
- **STREET 1:** 888 BOYLSTON STREET
- **STREET 2:** 8TH FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199
- **BUSINESS PHONE:** 617-449-2810

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LOOMIS SAYLES FUNDS II
- **DATE OF NAME CHANGE:** 20031119

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

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

## Series and Classes Contracts Data

### Loomis Sayles Bond Fund (Series ID: S000006638)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000018122 | Institutional Class | LSBDX           |
| C000018123 | Retail Class        | LSBRX           |
| C000018124 | Admin Class         | LBFAX           |
| C000125493 | Class N             | LSBNX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** LOOMIS SAYLES FUNDS I

- **b. Investment Company Act file number:** 811-08282

- **c. CIK number of Registrant:** 0000917469

- **d. LEI of Registrant:** 549300826G7KS737WZ11

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 888 BOYLSTON STREET

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02199-8197

  - **Telephone number:** 617-449-2139

**Item A.2. Information about the Series.**

- **a. Name of Series:** Loomis Sayles Bond Fund

- **b. EDGAR series identifier (if any):** S000006638

- **c. LEI of Series:** 838ITZYUJVZNC19KWD64

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $5111187110.00

**Total Liabilities:** $5446329.11

**Net Assets:** $5105740780.89

**Cash Not Reported:** $5342978.16

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -4176.37000000 | **1-Year:** -126193.88000000 | **5-Year:** -462935.75000000 | **10-Year:** -572302.06000000 | **30-Year:** -139214.98000000

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

- **3-Month:** -3018.92000000 | **1-Year:** -121304.19000000 | **5-Year:** -413519.66000000 | **10-Year:** -341640.38000000 | **30-Year:** -72970.51000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018123 | -0.04%               | 3.20%                | -0.41%               |
| Class ID C000018124 | -0.06%               | 3.19%                | -0.44%               |
| Class ID C000018122 | -0.02%               | 3.20%                | -0.39%               |
| Class ID C000125493 | -0.01%               | 3.22%                | -0.39%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-127181.87              | $-10817175.65                              |
| Month 2  | $-910778.10              | $134691315.51                              |
| Month 3  | $2166892.61              | $-31054840.43                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CLI Funding LLC                                | CLI Funding VIII LLC                                                             | CUSIP: 12565KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11522588 | PA      | $9825009.74   | 0.19%             | 2046-02-18      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                 | Synchrony Bank                                                                   | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   8885000 | PA      | $8675758.25   | 0.17%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                | IHS Holding Ltd                                                                  | CUSIP: 44963HAA3<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |   9835000 | PA      | $8118792.50   | 0.16%             | 2026-11-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                        | INEOS Quattro Finance 2 Plc                                                      | CUSIP: 45674GAA2<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |   1360000 | PA      | $1249500.00   | 0.02%             | 2026-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TORO CO                                        | Toro Co/The                                                                      | CUSIP: 891092AE8<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | DBT              | CORP              | US        |  27030000 | PA      | $27621022.30  | 0.54%             | 2037-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC BOR ESC                       | Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8090000 | PA      | $6957400.00   | 0.14%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                            | LCM 30 Ltd                                                                       | CUSIP: 50200YAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4215000 | PA      | $3597873.00   | 0.07%             | 2031-04-20      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                        | CarMax Auto Owner Trust 2022-1                                                   | CUSIP: 14317CAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1255000 | PA      | $1092191.61   | 0.02%             | 2028-07-17      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                        | Energean Israel Finance Ltd                                                      | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |  12510000 | PA      | $10899337.50  | 0.21%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                             | Tricon Residential 2021-SFR1 Trust                                               | CUSIP: 89614YAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5360000 | PA      | $4468936.45   | 0.09%             | 2038-07-17      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| DILLARDS INC                                   | Dillard's Inc                                                                    | CUSIP: 254063AU4<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |   7182000 | PA      | $7411608.54   | 0.15%             | 2026-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                              | Cisco Systems Inc                                                                | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     17920 | NS      | $853708.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding XXXI Ltd                                                    | CUSIP: 55819DAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1260000 | PA      | $1175200.74   | 0.02%             | 2031-01-23      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                        | SCF Equipment Leasing 2021-1 LLC                                                 | CUSIP: 783897AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    725000 | PA      | $632387.05    | 0.01%             | 2030-09-20      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| BlackRock Inc                                  | BlackRock Inc                                                                    | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |      1376 | NS      | $975074.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BARINGS BDC INC                                | Barings BDC Inc                                                                  | CUSIP: 06759LAC7<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |   9790000 | PA      | $8297791.26   | 0.16%             | 2026-11-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                   | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |   4025000 | PA      | $372876.00    | 0.01%             | 2025-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                      | United Parcel Service Inc                                                        | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     10447 | NS      | $1816106.48   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential Trust                     | Progress Residential 2021-SFR7 Trust                                             | CUSIP: 74333PAL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1445000 | PA      | $1106530.86   | 0.02%             | 2040-08-17      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Accenture PLC                                  | Accenture PLC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      4264 | NS      | $1137805.76   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC 2014-USA OA LLC                                                             | CUSIP: 12649AAL3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    630000 | PA      | $508696.40    | 0.01%             | 2037-09-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                       | Volcan Cia Minera SAA                                                            | CUSIP: 92863UAB2<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |   2865000 | PA      | $2468329.12   | 0.05%             | 2026-02-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                  | CommScope Inc                                                                    | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |  16765000 | PA      | $13515943.00  | 0.26%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DILLARDS INC                                   | Dillard's Inc                                                                    | CUSIP: 254063AW0<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2253982.50   | 0.04%             | 2027-05-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                            | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |   3695000 | PA      | $2956000.00   | 0.06%             | 2031-07-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC                                | RingCentral Inc                                                                  | CUSIP: 76680RAH0<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |   6935000 | PA      | $5443975.00   | 0.11%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                          | Owl Rock Capital Corp                                                            | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   7975000 | PA      | $6261765.12   | 0.12%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AASET 2021-1 Trust                             | Aaset 2021-1 Trust                                                               | CUSIP: 00038PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6993753 | PA      | $5586126.02   | 0.11%             | 2041-11-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                           | CUSIP: 225401AZ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   5690000 | PA      | $4998551.20   | 0.10%             | 2033-08-12      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                        | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |  18780000 | PA      | $14987285.10  | 0.29%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                         | Marriott International Inc/MD                                                    | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |  11290000 | PA      | $9142446.23   | 0.18%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      5980 | NS      | $1238278.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  36985000 | PA      | $27296594.33  | 0.53%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freed ABS Trust                                | FREED ABS Trust 2022-1FP                                                         | CUSIP: 35633KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3565000 | PA      | $3259650.98   | 0.06%             | 2029-03-19      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     14316 | NS      | $2528921.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5810000 | PA      | $4644425.69   | 0.09%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                | Weyerhaeuser Co                                                                  | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |   2252000 | PA      | $2489324.45   | 0.05%             | 2032-03-15      | Fixed         | 7.38%                 | 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        |   2915000 | PA      | $2508388.69   | 0.05%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                | Republic Finance Issuance Trust 2021-A                                           | CUSIP: 76042UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $694966.32    | 0.01%             | 2031-12-22      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                      | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  18900000 | PA      | $13465101.83  | 0.26%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                            | Global Payments Inc                                                              | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $1774278.77   | 0.03%             | 2031-11-15      | Fixed         | 2.90%                 | 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        |   3880000 | PA      | $3463979.42   | 0.07%             | 2027-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      2931 | NS      | $1553957.58   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                          | Uber Technologies Inc                                                            | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |  18940000 | PA      | $15996534.60  | 0.31%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BN35                                 | BANK 2021-BNK35                                                                  | CUSIP: 06540CCL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10990000 | PA      | $8482180.91   | 0.17%             | 2064-06-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                          | HPEFS Equipment Trust 2021-1                                                     | CUSIP: 40440YAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3980000 | PA      | $3754082.86   | 0.07%             | 2031-03-20      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                          | Molina Healthcare Inc                                                            | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   6470000 | PA      | $5372942.53   | 0.11%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                         | Penn Entertainment Inc                                                           | CUSIP: 707569AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3339000 | PA      | $4921686.00   | 0.10%             | 2026-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  46770000 | PA      | $27589626.27  | 0.54%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                   | AGL CLO 12 Ltd                                                                   | CUSIP: 00120BAJ9<br>LEI: 54930005OE1IFBESDA27 | Long             | ABS-CBDO         | CORP              | KY        |   7240000 | PA      | $6540152.64   | 0.13%             | 2034-07-20      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                       | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    460000 | PA      | $98591.80     | 0.00%             | 2024-08-03      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd                       | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |  19485000 | PA      | $2652103.35   | 0.05%             | 2024-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                           | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                           | CUSIP: 46590XAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   5695000 | PA      | $4713436.00   | 0.09%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                       | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |   1845000 | PA      | $249794.55    | 0.00%             | 2025-07-23      | Fixed         | 9.95%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                        | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  37985000 | PA      | $39252939.30  | 0.77%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust          | PRPM 2022-5 LLC                                                                  | CUSIP: 69377VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9753207 | PA      | $9679362.11   | 0.19%             | 2027-09-27      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                        | DCP Midstream Operating LP                                                       | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53005.34     | 0.00%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RBSCF Trust                                    | RBS Commercial Funding Inc 2013-GSP Trust                                        | CUSIP: 74932QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5770000 | PA      | $5553468.63   | 0.11%             | 2032-01-15      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC       | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RDN1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1680000 | PA      | $1602771.41   | 0.03%             | 2025-09-22      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                     | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   5785000 | PA      | $4253515.55   | 0.08%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 B PTT                        | United Airlines 2020-1 Class B Pass Through Trust                                | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3665220 | PA      | $3450364.80   | 0.07%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                     | Flagship Credit Auto Trust 2021-4                                                | CUSIP: 33845AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5951000 | PA      | $5440602.96   | 0.11%             | 2027-12-15      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                 | Carvana Auto Receivables Trust 2021-P4                                           | CUSIP: 14687KAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3032000 | PA      | $2492394.66   | 0.05%             | 2028-02-10      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                             | NextEra Energy Inc                                                               | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21018 | NS      | $1757104.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes        | Santander Bank NA - SBCLN                                                        | CUSIP: 80290CAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2305615 | PA      | $2217616.83   | 0.04%             | 2031-12-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE C0-ISSUER INC                       | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15738000 | PA      | $11754082.68  | 0.23%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                     | FIXED INC CLEARING CORP.REPO                                                     | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   2941726 | PA      | $2941726.21   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2080000 | PA      | $1993457.96   | 0.04%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DILLARDS INC                                   | Dillard's Inc                                                                    | CUSIP: 254067AN1<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |   4680000 | PA      | $4632264.00   | 0.09%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                            | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |   8000000 | PA      | $6568320.00   | 0.13%             | 2028-07-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos Inc                          | Bausch Health Cos Inc                                                            | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   1045000 | PA      | $505098.88    | 0.01%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                       | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    575000 | PA      | $123527.25    | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal                                  | ArcelorMittal SA                                                                 | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   1145000 | PA      | $1161991.80   | 0.02%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                          | Time Warner Cable LLC                                                            | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   6190000 | PA      | $4531727.23   | 0.09%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                       | EQT Corp                                                                         | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |  11753000 | PA      | $10849961.07  | 0.21%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HIN Timeshare Trust 2020-A                     | HIN Timeshare Trust 2020-A                                                       | CUSIP: 40439HAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     68231 | PA      | $62541.19     | 0.00%             | 2039-10-09      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| iHeartMedia Inc                                | iHeartMedia Inc                                                                  | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    705779 | NS      | $4326425.27   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DCP MIDSTREAM OPERATING                        | DCP Midstream Operating LP                                                       | CUSIP: 26439XAH6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   9050000 | PA      | $8868303.87   | 0.17%             | 2036-11-03      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC 2021-RPL6 Trust                                                             | CUSIP: 12657GAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3716673 | PA      | $2812488.23   | 0.06%             | 2060-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                            | Global Payments Inc                                                              | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   3460000 | PA      | $3345025.83   | 0.07%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                     | AbbVie Inc                                                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     17775 | NS      | $2872617.75   | 0.06%             |  |  |  | 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        |   1144600 | PA      | $950804.34    | 0.02%             | 2049-12-05      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                  | Owens Corning                                                                    | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   6344000 | PA      | $6713760.29   | 0.13%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                           | Freeport-McMoRan Inc                                                             | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |  34855000 | PA      | $32916440.19  | 0.64%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SANCHEZ ENERGY CORP                            | SANCHEZ ENERGY CORP                                                              | CUSIP: 799ESCAH1<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |  12420000 | PA      | $170775.00    | 0.00%             | 2021-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TELADOC HEALTH INC                             | Teladoc Health Inc                                                               | CUSIP: 87918AAF2<br>LEI: 549300I2PVFBC9MFAC61 | Long             | DBT              | CORP              | US        |  36387000 | PA      | $27952304.19  | 0.55%             | 2027-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee          | VOLT XCIV LLC                                                                    | CUSIP: 92873AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8812314 | PA      | $7966444.59   | 0.16%             | 2051-02-27      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                  | Cable One Inc                                                                    | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    195000 | PA      | $153172.50    | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC           | SoFi Professional Loan Program 2017-A LLC                                        | CUSIP: 83404FAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    630000 | PA      | $578168.01    | 0.01%             | 2040-03-26      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust            | Exeter Automobile Receivables Trust 2022-6                                       | CUSIP: 30168AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2010000 | PA      | $2010915.56   | 0.04%             | 2028-05-15      | Fixed         | 6.32%                 | 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        |  36625000 | PA      | $30971931.25  | 0.61%             | 2029-02-01      | Fixed         | 4.38%                 | 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        |   5485000 | PA      | $4201605.99   | 0.08%             | 2036-06-16      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                     | Navient Private Education Refi Loan Trust 2021-F                                 | CUSIP: 63942GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5895000 | PA      | $3798441.48   | 0.07%             | 2070-02-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                       | Shimao Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |   1515000 | PA      | $272699.65    | 0.01%             | 2027-01-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Battalion Oil Corp                             | Battalion Oil Corp                                                               | CUSIP: 07134L107<br>LEI: 3XHTN2NNIMMPORDAMJ28 | Long             | EC               | CORP              | US        |     93585 | NS      | $908710.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                     | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  13741000 | PA      | $12314026.83  | 0.24%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LOGAN GROUP CO LTD                             | Logan Group Co Ltd                                                               | CUSIP: 000000000<br>LEI: 549300NJ0E6Q0S1VOG90 | Long             | DBT              | CORP              | KY        |   5965000 | PA      | $1331507.30   | 0.03%             | 2025-07-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                        | Energean Israel Finance Ltd                                                      | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |   9555000 | PA      | $8551725.00   | 0.17%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | COMM 2012-CCRE3 Mortgage Trust                                                   | CUSIP: 12624PAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1819488 | PA      | $1635666.21   | 0.03%             | 2045-10-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                   | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      2144 | NS      | $1180679.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                          | Costco Wholesale Corp                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      1663 | NS      | $759159.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mission Lane Credit Card Master Trust          | Mission Lane Credit Card Master Trust                                            | CUSIP: 60510MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1245000 | PA      | $1205547.82   | 0.02%             | 2026-09-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                    | Ovintiv Inc                                                                      | CUSIP: 292505AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15296000 | PA      | $15391559.31  | 0.30%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NexPoint Diversified Real Estate Trust         | NexPoint Diversified Real Estate Trust                                           | CUSIP: 65340G205<br>LEI: 5493008KGR2NU3OXMR64 | Long             | EC               |  | US        |    170568 | NS      | $1912067.28   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC       | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RDS0<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   6300000 | PA      | $5776734.60   | 0.11%             | 2026-03-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust          | PRPM 2021-8 LLC                                                                  | CUSIP: 69360MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7279208 | PA      | $6521738.65   | 0.13%             | 2026-09-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   4195000 | PA      | $2979186.68   | 0.06%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC 2014-USA OA LLC                                                             | CUSIP: 12649AAJ8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   6710000 | PA      | $5695717.07   | 0.11%             | 2037-09-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2275000 | PA      | $1901487.02   | 0.04%             | 2032-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                     | Flagship Credit Auto Trust 2021-2                                                | CUSIP: 33844WAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5245000 | PA      | $4671387.92   | 0.09%             | 2027-06-15      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                       | Mill City Mortgage Loan Trust 2019-GS1                                           | CUSIP: 59981BAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1720000 | PA      | $1384448.30   | 0.03%             | 2059-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                           | CUSIP: 225401AU2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    510000 | PA      | $352382.68    | 0.01%             | 2032-05-14      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| MBIA INSURANCE CO                              | MBIA Insurance Corp                                                              | CUSIP: 55276GAA3<br>LEI: 5493004M1UUDNTDXS107 | Long             | DBT              | CORP              | US        |  13985000 | PA      | $1398500.00   | 0.03%             | 2033-01-15      | Fixed         | 15.34%                | No            |                  3 | On Loan: No      |
| Williams Cos Inc/The                           | Williams Cos Inc/The                                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     37203 | NS      | $1223978.70   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Signal Peak CLO, LLC                           | Signal Peak CLO 1 LTD                                                            | CUSIP: 82666TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6075000 | PA      | $5925202.65   | 0.12%             | 2034-04-17      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1438000 | PA      | $831682.20    | 0.02%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program 2021-A LLC          | ELFI Graduate Loan Program 2021-A LLC                                            | CUSIP: 28628BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    763709 | PA      | $652841.05    | 0.01%             | 2046-12-26      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Crown City CLO I                               | Crown City CLO I                                                                 | CUSIP: 22823RAS8<br>LEI: 549300K60T4GC7BSX929 | Long             | ABS-CBDO         | CORP              | KY        |   6075000 | PA      | $5326450.65   | 0.10%             | 2034-07-20      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                 | Home Partners of America 2021-2 Trust                                            | CUSIP: 43732VAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12687594 | PA      | $10354585.10  | 0.20%             | 2026-12-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                    | CUSIP: 097023CF0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   6180000 | PA      | $3950871.65   | 0.08%             | 2059-03-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                            | NCL Corp Ltd                                                                     | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |  10030000 | PA      | $7878264.10   | 0.15%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | United States Treasury Note/Bond                                                 | CUSIP: 91282CEA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 103730000 | PA      | $99985995.31  | 1.96%             | 2024-02-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                      | MSBAM Commercial Mortgage Securities Trust 2012-CKSV                             | CUSIP: 553514AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1380537 | PA      | $1111332.09   | 0.02%             | 2030-10-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Barrick Gold Corp                              | Barrick Gold Corp                                                                | CUSIP: 067901AA6<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | DBT              | CORP              | CA        |   3950000 | PA      | $3940834.89   | 0.08%             | 2034-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                 | Carvana Auto Receivables Trust 2021-N4                                           | CUSIP: 14687HAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6410000 | PA      | $5820010.14   | 0.11%             | 2028-09-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                            | Braskem Netherlands Finance BV                                                   | CUSIP: 10554TAE5<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |  10170000 | PA      | $7878357.29   | 0.15%             | 2050-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                    | Extended Stay America Trust 2021-ESH                                             | CUSIP: 30227FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4217150 | PA      | $4047884.11   | 0.08%             | 2038-07-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | US ULTRA BOND CBT MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1082 | NC      | $-3771600.95  | -0.07%            |  |  |  | No            |                  1 | 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        |   1284185 | PA      | $980524.71    | 0.02%             | 2041-09-17      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                       | iHeartCommunications Inc                                                         | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   6670000 | PA      | $5672351.43   | 0.11%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                           | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   8165000 | PA      | $6973658.73   | 0.14%             | 2026-06-05      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                       | Embraer Netherlands Finance BV                                                   | CUSIP: 29082HAB8<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |   4055000 | PA      | $3882662.50   | 0.08%             | 2027-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                     | Progress Residential Trust                                                       | CUSIP: 74333HAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2300000 | PA      | $1882825.54   | 0.04%             | 2038-07-17      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                 | CarVal CLO III Ltd                                                               | CUSIP: 14686WAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5225000 | PA      | $4767713.23   | 0.09%             | 2032-07-20      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                         | Credit Suisse Group AG                                                           | CUSIP: 225401AF5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    605000 | PA      | $484936.79    | 0.01%             | 2029-01-12      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  35342000 | PA      | $27514020.90  | 0.54%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                     | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     52164 | NS      | $1824175.08   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corp                                                                    | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   3415000 | PA      | $2275694.36   | 0.04%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                     | Masco Corp                                                                       | CUSIP: 574599AT3<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |   4534000 | PA      | $4955756.44   | 0.10%             | 2029-08-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                         | Aviation Capital Group LLC                                                       | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   3260000 | PA      | $2838085.13   | 0.06%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                | Cemex SAB de CV                                                                  | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |  57099000 | PA      | $48193548.76  | 0.94%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ascent Resources - Utica                       | Ascent Resources - Utica 2020 Fixed 2nd Lien Term Loan                           | CUSIP: 000000000<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | LON              | CORP              | US        |  16469000 | PA      | $17358326.00  | 0.34%             | 2025-11-01      | Floating      | 12.94%                | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust               | OneMain Financial Issuance Trust 2018-2                                          | CUSIP: 68269CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1145000 | PA      | $1122491.36   | 0.02%             | 2033-03-14      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust          | Westlake Automobile Receivables Trust 2021-3                                     | CUSIP: 96043JAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10510000 | PA      | $9329033.34   | 0.18%             | 2027-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| PELOTON INTERACTIVE INC                        | Peloton Interactive Inc                                                          | CUSIP: 70614WAB6<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1075992.80   | 0.02%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust   | American Credit Acceptance Receivables Trust 2022-1                              | CUSIP: 02530WAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3685000 | PA      | $3315557.75   | 0.06%             | 2028-03-13      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6805000 | PA      | $5822760.58   | 0.11%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                            | CUSIP: 31283HQA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3903 | PA      | $3880.18      | 0.00%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                      | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   6825000 | PA      | $5221698.85   | 0.10%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                               | CSC Holdings LLC                                                                 | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $783946.10    | 0.02%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                        | Jefferies Financial Group Inc                                                    | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   5731000 | PA      | $5779778.37   | 0.11%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CKE Restaurants Holdings Inc                   | Hardee's Funding LLC                                                             | CUSIP: 411707AK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3422875 | PA      | $2728589.30   | 0.05%             | 2051-06-20      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                       | iHeartCommunications Inc                                                         | CUSIP: 45174HBE6<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   2905000 | PA      | $2460777.04   | 0.05%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                                         | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   4310000 | PA      | $4187774.69   | 0.08%             | 2029-07-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                              | DISH Network Corp                                                                | CUSIP: 25470MAD1<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                           | Country Garden Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |   7770000 | PA      | $4110873.90   | 0.08%             | 2031-01-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                 | Carvana Auto Receivables Trust 2021-N3                                           | CUSIP: 14687GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6243116 | PA      | $6034335.67   | 0.12%             | 2028-06-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| LOGAN GROUP CO LTD                             | Logan Group Co Ltd                                                               | CUSIP: 000000000<br>LEI: 549300NJ0E6Q0S1VOG90 | Long             | DBT              | CORP              | KY        |   5148000 | PA      | $1159226.64   | 0.02%             | 2026-12-14      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                     | Progress Residential Trust                                                       | CUSIP: 74333HAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4495000 | PA      | $3726254.31   | 0.07%             | 2038-07-17      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                             | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   8140000 | PA      | $7092219.20   | 0.14%             | 2033-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| iStar Inc                                      | iStar Inc                                                                        | CUSIP: 45031U705<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EP               |  | US        |     16004 | NS      | $392578.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Octagon Credit Partners 46, LTD                | Octagon Investment Partners 46 Ltd                                               | CUSIP: 67577VAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4920000 | PA      | $4425097.20   | 0.09%             | 2036-07-15      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust          | PRPM 2021-5 LLC                                                                  | CUSIP: 69358DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10422699 | PA      | $9428895.00   | 0.18%             | 2026-06-25      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| Tobacco Settlement Financing Corp/VA           | TOBACCO SETTLEMENT FING CORP VA                                                  | CUSIP: 88880NAT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  89440000 | PA      | $80571210.10  | 1.58%             | 2046-06-01      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                    | Netflix Inc                                                                      | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |  22040000 | PA      | $20554482.40  | 0.40%             | 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        |   3175000 | PA      | $293243.00    | 0.01%             | 2027-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Corp Trust 2013-PEMB                                      | CUSIP: 36197VAC2<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |   3760000 | PA      | $3283439.18   | 0.06%             | 2033-03-05      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Verde CLO Ltd                                  | VERDE CLO Ltd                                                                    | CUSIP: 92338BAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5300000 | PA      | $5204032.90   | 0.10%             | 2032-04-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                           | FirstKey Homes 2021-SFR2 Trust                                                   | CUSIP: 33767TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3120000 | PA      | $2563512.74   | 0.05%             | 2038-09-17      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust     | Mercury Financial Credit Card Master Trust                                       | CUSIP: 58940BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4573401.00   | 0.09%             | 2026-03-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                       | Microchip Technology Inc                                                         | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     22248 | NS      | $1562922.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Financial Issuance Trust               | OneMain Financial Issuance Trust 2020-2                                          | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1835000 | PA      | $1603001.68   | 0.03%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                    | Hertz Vehicle Financing III LLC                                                  | CUSIP: 42806MAY5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   8512000 | PA      | $8115749.38   | 0.16%             | 2025-03-25      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                            | NCL Corp Ltd                                                                     | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   7630000 | PA      | $6604222.80   | 0.13%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                 | Synchrony Bank                                                                   | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   4370000 | PA      | $4311005.00   | 0.08%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                          | Uber Technologies Inc                                                            | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |  33255000 | PA      | $28973585.03  | 0.57%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EL PASO ENERGY CAP TRST                        | El Paso Energy Capital Trust I                                                   | CUSIP: 283678209<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    369422 | NS      | $16638434.40  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Auto Loan Trust              | Credit Acceptance Auto Loan Trust 2021-3                                         | CUSIP: 22535GAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4020000 | PA      | $3624334.31   | 0.07%             | 2030-09-16      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                           | Western Digital Corp                                                             | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |  10601000 | PA      | $9983173.72   | 0.20%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  16368000 | PA      | $13495743.36  | 0.26%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                         | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14125000 | PA      | $11517685.18  | 0.23%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AGFC Capital Trust I                           | AGFC Capital Trust I                                                             | CUSIP: 00846NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3100000 | PA      | $1668265.00   | 0.03%             | 2067-01-15      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| ENEL GENERACION CHILE SA                       | Enel Generacion Chile SA/Cayman Islands                                          | CUSIP: 29244TAA9<br>LEI: 549300PVHXUFEIE6LY50 | Long             | DBT              | CORP              | CL        |   8663000 | PA      | $9139465.00   | 0.18%             | 2027-02-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                    | Hertz Vehicle Financing III LLC                                                  | CUSIP: 42806MAM1<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |  11029000 | PA      | $9701715.00   | 0.19%             | 2026-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                       | EQT Corp                                                                         | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |  11721000 | PA      | $9932799.23   | 0.19%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                      | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11                      | CUSIP: 61762TAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1705000 | PA      | $1258319.84   | 0.02%             | 2046-08-15      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                         | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              |  | US        |   6163000 | PA      | $6102972.38   | 0.12%             | 2024-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                           | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |  17905000 | PA      | $13995622.30  | 0.27%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                  | Ballyrock CLO 2019-2 Ltd                                                         | CUSIP: 05875MAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1340000 | PA      | $1289394.90   | 0.03%             | 2030-11-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                            | Elevance Health Inc                                                              | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      3090 | NS      | $1585077.30   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  12050000 | PA      | $9420217.16   | 0.18%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                          | Bausch Health Cos Inc                                                            | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    640000 | PA      | $308120.01    | 0.01%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                         | Telecom Italia Capital SA                                                        | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |  11370000 | PA      | $9301683.30   | 0.18%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                            | Travel + Leisure Co                                                              | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |  10440000 | PA      | $8506826.56   | 0.17%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                 | PulteGroup Inc                                                                   | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  50680000 | PA      | $48458268.87  | 0.95%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                       | Shimao Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |   4675000 | PA      | $865997.00    | 0.02%             | 2026-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                    | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2995000 | PA      | $1959524.45   | 0.04%             | 2048-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BENTLEY SYSTEMS                                | Bentley Systems Inc                                                              | CUSIP: 08265TAD1<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |    475000 | PA      | $386650.00    | 0.01%             | 2027-07-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                         | Marlette Funding Trust 2021-3                                                    | CUSIP: 57108QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3210000 | PA      | $2874251.66   | 0.06%             | 2031-12-15      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                              | Expedia Group Inc                                                                | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2255000 | PA      | $1912905.59   | 0.04%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                        | Procter & Gamble Co/The                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     17070 | NS      | $2587129.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WENDYS FUNDING LLC                             | Wendy's Funding LLC                                                              | CUSIP: 95058XAK4<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |  11081250 | PA      | $8946159.08   | 0.18%             | 2051-06-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                  | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1104519.34   | 0.02%             | 2030-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                       | EQT Corp                                                                         | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   2690000 | PA      | $2472204.37   | 0.05%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                           | Lockheed Martin Corp                                                             | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      4520 | NS      | $2198934.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Inc                                  | TransDigm Inc                                                                    | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   5995000 | PA      | $5912209.05   | 0.12%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                       | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  30029000 | PA      | $25739728.81  | 0.50%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                       | Snap Inc                                                                         | CUSIP: 83304AAF3<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   8590000 | PA      | $6000115.00   | 0.12%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                       | Stewart Information Services Corp                                                | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |  17110000 | PA      | $13111858.56  | 0.26%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FRTKL                                          | FRTKL 2021-SFR1                                                                  | CUSIP: 30322DAU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1930000 | PA      | $1600670.78   | 0.03%             | 2038-09-17      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                 | JPMorgan Chase Bank NA - CACLN                                                   | CUSIP: 46591HCF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1814743 | PA      | $1690467.53   | 0.03%             | 2029-02-26      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                 | EPR Properties                                                                   | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   4125000 | PA      | $2988567.49   | 0.06%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                    | Hertz Vehicle Financing LLC                                                      | CUSIP: 42806MBG3<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |   6205000 | PA      | $5719514.60   | 0.11%             | 2026-09-25      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| SLAM 2021-1 LLC                                | Slam 2021-1 Ltd                                                                  | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14961362 | PA      | $12378133.24  | 0.24%             | 2046-06-15      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC       | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RET7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   3470000 | PA      | $2869490.48   | 0.06%             | 2028-02-20      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                       | Western Midstream Operating LP                                                   | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   2635000 | PA      | $2300144.20   | 0.05%             | 2030-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust               | SMB Private Education Loan Trust 2021-B                                          | CUSIP: 78449YAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5735000 | PA      | $4566954.84   | 0.09%             | 2051-07-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                    | Cummins Inc                                                                      | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      3497 | NS      | $847288.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Benefit Street Partners CLO Ltd                | Benefit Street Partners CLO XVI Ltd                                              | CUSIP: 08181VAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10720000 | PA      | $10136253.12  | 0.20%             | 2032-01-17      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                    | Netflix Inc                                                                      | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |  17879000 | PA      | $18402629.25  | 0.36%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Alta Wind Holdings LLC                         | Alta Wind Holdings LLC                                                           | CUSIP: 021345AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  27703640 | PA      | $27379278.30  | 0.54%             | 2035-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      7925 | NS      | $1900573.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust 2020-2                                                 | CUSIP: 89176UAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    495000 | PA      | $387794.78    | 0.01%             | 2060-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                               | CSC Holdings LLC                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |  45882000 | PA      | $25355955.94  | 0.50%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                          | Toorak Mortgage Corp 2021-1 Ltd                                                  | CUSIP: 89053BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12050000 | PA      | $11395607.88  | 0.22%             | 2024-06-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER                     | Elara HGV Timeshare Issuer 2021-A LLC                                            | CUSIP: 28416LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    759600 | PA      | $673465.57    | 0.01%             | 2035-08-27      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                            | American Tower Corp                                                              | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |      6679 | NS      | $1415012.94   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                              | General Motors Co                                                                | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   3505000 | PA      | $2848760.25   | 0.06%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                      | Packaging Corp of America                                                        | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      6067 | NS      | $776029.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                          | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   9725000 | PA      | $8877866.14   | 0.17%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SANCHEZ ENERGY CORP                            | SANCHEZ ENERGY CORP                                                              | CUSIP: 799ESCAJ7<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |  27050000 | PA      | $371937.50    | 0.01%             | 2023-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                       | Neuberger Berman CLO XX Ltd                                                      | CUSIP: 64130TBC8<br>LEI: 549300NPF57YF6WBDP72 | Long             | ABS-CBDO         | CORP              | KY        |   9225000 | PA      | $8879901.98   | 0.17%             | 2034-07-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                          | HPEFS Equipment Trust                                                            | CUSIP: 40441RAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3645000 | PA      | $3302034.66   | 0.06%             | 2029-11-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| 2020 CASH EXCH TRUST                           | 2020 Cash Mandatory Exchangeable Trust                                           | CUSIP: 901375105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     19569 | NS      | $22387327.38  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                       | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1232526.75   | 0.02%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                       | Scientific Games International Inc                                               | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    415000 | PA      | $398400.00    | 0.01%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                   | AGL CLO 12 Ltd                                                                   | CUSIP: 00120BAE0<br>LEI: 54930005OE1IFBESDA27 | Long             | ABS-CBDO         | CORP              | KY        |   7140000 | PA      | $6809503.68   | 0.13%             | 2034-07-20      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                  | UniCredit SpA                                                                    | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |  22400000 | PA      | $18198837.22  | 0.36%             | 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        |   6250000 | PA      | $579000.00    | 0.01%             | 2025-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AGL CLO 7 LTD                                  | AGL CLO 7 Ltd                                                                    | CUSIP: 008511AS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1805000 | PA      | $1668639.47   | 0.03%             | 2034-07-15      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                             | Ally Financial Inc                                                               | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |  15605000 | PA      | $9772631.25   | 0.19%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                       | Brighthouse Financial Inc                                                        | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |   6099000 | PA      | $4461459.36   | 0.09%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                   | Centene Corp                                                                     | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   8940000 | PA      | $7025052.00   | 0.14%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MED Trust                                      | Med Trust 2021-MDLN                                                              | CUSIP: 58403YAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1905000 | PA      | $1814229.23   | 0.04%             | 2038-11-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                  | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9430000 | PA      | $6083387.30   | 0.12%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                   | Newmont Corp                                                                     | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     23710 | NS      | $1119112.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                             | Ally Financial Inc                                                               | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |  20700000 | PA      | $13843125.00  | 0.27%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                            | DT Auto Owner Trust 2021-4                                                       | CUSIP: 26253WAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7980000 | PA      | $7014523.74   | 0.14%             | 2027-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                   | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  17166000 | PA      | $14345967.98  | 0.28%             | 2026-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                | NGPL PipeCo LLC                                                                  | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    205000 | PA      | $213305.94    | 0.00%             | 2037-12-15      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                    | Legacy Mortgage Asset Trust 2021-GS4                                             | CUSIP: 52475WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2595718 | PA      | $2320291.18   | 0.05%             | 2060-11-25      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | US 10YR NOTE (CBT)MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      3994 | NC      | $-2684175.69  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                            | Global Payments Inc                                                              | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   7515000 | PA      | $7156914.01   | 0.14%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                   | Navient Corp                                                                     | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   5750000 | PA      | $4096216.11   | 0.08%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GMR HYDERABAD INTERNATIO                       | GMR Hyderabad International Airport Ltd                                          | CUSIP: 36256WAC8<br>LEI: 335800NSPGIN89SVOU83 | Long             | DBT              | CORP              | IN        |    315000 | PA      | $292994.10    | 0.01%             | 2026-02-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                            | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    637000 | PA      | $586250.21    | 0.01%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                      | BPR Trust 2022-STAR                                                              | CUSIP: 055980AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7790000 | PA      | $7665962.17   | 0.15%             | 2024-08-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corp                                                                    | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |  13160000 | PA      | $9396766.40   | 0.18%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust          | PRPM 2021-3 LLC                                                                  | CUSIP: 69357PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11574090 | PA      | $10318429.78  | 0.20%             | 2026-04-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                  | DISH DBS Corp                                                                    | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14719000 | PA      | $11869254.41  | 0.23%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FRTKL                                          | FRTKL 2021-SFR1                                                                  | CUSIP: 30322DAS8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2210000 | PA      | $1837982.30   | 0.04%             | 2038-09-17      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                           | Glencore Funding LLC                                                             | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  28195000 | PA      | $23072677.04  | 0.45%             | 2031-04-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                          | Palmer Square CLO 2013-2 Ltd                                                     | CUSIP: 69688AAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5120000 | PA      | $4668134.40   | 0.09%             | 2031-10-17      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                          | Uber Technologies Inc                                                            | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |  20723000 | PA      | $19894077.31  | 0.39%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                          | Palmer Square CLO 2013-2 Ltd                                                     | CUSIP: 69688AAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12640000 | PA      | $12208685.28  | 0.24%             | 2031-10-17      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                              | Expedia Group Inc                                                                | CUSIP: 30212PBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2171154.59   | 0.04%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NATURA COSMETICOS SA                           | Natura Cosmeticos SA                                                             | CUSIP: 63883KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   9385000 | PA      | $7658253.85   | 0.15%             | 2028-05-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                       | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |   3575000 | PA      | $761510.75    | 0.01%             | 2026-01-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                       | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |  15545000 | PA      | $14051121.46  | 0.28%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BBSG Mortgage Trust                            | BBSG 2016-MRP Mortgage Trust                                                     | CUSIP: 055287AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    505000 | PA      | $437376.01    | 0.01%             | 2036-06-05      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                         | Marvell Technology Inc                                                           | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8630000 | PA      | $6941442.81   | 0.14%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| General Motors Co                              | General Motors Co                                                                | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1617924.82   | 0.03%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                        | DCP Midstream Operating LP                                                       | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   7685000 | PA      | $6356494.05   | 0.12%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                       | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd        | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  37797936 | PA      | $37578777.70  | 0.74%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                        | BioMarin Pharmaceutical Inc                                                      | CUSIP: 09061GAH4<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |  13963000 | PA      | $14818931.90  | 0.29%             | 2024-08-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                          | Bausch Health Cos Inc                                                            | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   4435000 | PA      | $2127292.10   | 0.04%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                     | Progress Residential 2021-SFR9 Trust                                             | CUSIP: 74333QAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1705000 | PA      | $1323971.03   | 0.03%             | 2040-11-17      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                          | Micron Technology Inc                                                            | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |  19330000 | PA      | $19634966.90  | 0.38%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust 2017-3                                                 | CUSIP: 89169DAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    430000 | PA      | $402555.29    | 0.01%             | 2057-07-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                    | Ovintiv Inc                                                                      | CUSIP: 012873AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1931861.61   | 0.04%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | United States Treasury Note/Bond                                                 | CUSIP: 91282CBN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 149270000 | PA      | $148274261.63 | 2.90%             | 2023-02-28      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                         | Southwestern Energy Co                                                           | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $1837368.50   | 0.04%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust          | PRPM 2021-9 LLC                                                                  | CUSIP: 69360XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7867146 | PA      | $7082094.44   | 0.14%             | 2026-10-25      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc                                                                      | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     11239 | NS      | $1593577.81   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIMAO GROUP HLDGS LTD                         | Shimao Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $73624.00     | 0.00%             | 2030-07-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AIG CLO Ltd                                    | AIG CLO 2021-2 LLC                                                               | CUSIP: 00142DAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5605000 | PA      | $5175231.02   | 0.10%             | 2034-07-20      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                             | Ford Motor Co                                                                    | CUSIP: 345370BT6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1567004.40   | 0.03%             | 2028-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                            | DT Auto Owner Trust 2020-3                                                       | CUSIP: 26253AAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3680000 | PA      | $3560323.09   | 0.07%             | 2026-06-15      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP Paribas SA                                                                   | CUSIP: 09659T2B6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  14253000 | PA      | $10451154.78  | 0.20%             | 2035-08-12      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                            | Braskem Netherlands Finance BV                                                   | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   1995000 | PA      | $1696664.91   | 0.03%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                            | NCL Corp Ltd                                                                     | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |  16620000 | PA      | $11383702.80  | 0.22%             | 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        |     30600 | NS      | $1946466.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARM FIN CO LLC                          | Teva Pharmaceutical Finance Co LLC                                               | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |   9370000 | PA      | $8236854.79   | 0.16%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                  | TopBuild Corp                                                                    | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |   5995000 | PA      | $4871596.95   | 0.10%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                             | Seagate HDD Cayman                                                               | CUSIP: 81180WBG5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    615825 | PA      | $675436.86    | 0.01%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                           | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAF5<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    995000 | PA      | $846302.23    | 0.02%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALPEK SA DE CV                                 | Alpek SAB de CV                                                                  | CUSIP: 020564AE0<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |   5450000 | PA      | $4541219.91   | 0.09%             | 2031-02-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                           | Times China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |   7485000 | PA      | $1213393.35   | 0.02%             | 2026-03-22      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                             | THL Credit Wind River 2018-3 CLO Ltd                                             | CUSIP: 88432UAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $600160.40    | 0.01%             | 2031-01-20      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                       | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |  11490000 | PA      | $9201192.00   | 0.18%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Brex Inc                                       | Brex Commercial Charge Card Master Trust                                         | CUSIP: 05601DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1445000 | PA      | $1429322.62   | 0.03%             | 2024-07-15      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                           | CUSIP: 225401AV0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |  11645000 | PA      | $10606964.70  | 0.21%             | 2028-08-11      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | Commercial Mortgage Pass Through Certificates                                    | CUSIP: 12624NAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    181047 | PA      | $155227.67    | 0.00%             | 2030-10-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC 2014-USA OA LLC                                                             | CUSIP: 12649AAN9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   2530000 | PA      | $1860786.41   | 0.04%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| BB-UBS Trust                                   | BB-UBS Trust                                                                     | CUSIP: 05490AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    594598 | PA      | $578584.13    | 0.01%             | 2030-06-05      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| 510 Assets Backed Trust                        | 510 Asset Backed 2021-NPL1 Trust                                                 | CUSIP: 33835CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10690423 | PA      | $9752541.64   | 0.19%             | 2061-06-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                    | OCP Clo 2019-17 Ltd                                                              | CUSIP: 67113LAU0<br>LEI: 2549003HLFPQ7ATPYA23 | Long             | ABS-CBDO         | CORP              | KY        |  11920000 | PA      | $10728929.76  | 0.21%             | 2032-07-20      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                  | DISH DBS Corp                                                                    | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  26600000 | PA      | $22406111.00  | 0.44%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LIVONGO HEALTH                                 | Livongo Health Inc                                                               | CUSIP: 539183AA1<br>LEI: 54930061HKCVF1H2O156 | Long             | DBT              | CORP              | US        |   6370000 | PA      | $5576170.60   | 0.11%             | 2025-06-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                          | Continental Resources Inc/OK                                                     | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |  12960000 | PA      | $9599319.20   | 0.19%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                    | Ovintiv Inc                                                                      | CUSIP: 698900AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    553000 | PA      | $580431.18    | 0.01%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC BOR ESC                       | Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2019978.82   | 0.04%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                     | Masco Corp                                                                       | CUSIP: 574599AY2<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |   4057000 | PA      | $4153024.28   | 0.08%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                 | Carvana Auto Receivables Trust 2021-P3                                           | CUSIP: 14687JAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6400000 | PA      | $5095488.64   | 0.10%             | 2027-10-12      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                               | CSC Holdings LLC                                                                 | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1047562.50   | 0.02%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                               | Antares Holdings LP                                                              | CUSIP: 03666HAB7<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |  27210000 | PA      | $27778429.96  | 0.54%             | 2025-05-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                              | Ares Capital Corp                                                                | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |  12465000 | PA      | $9994798.98   | 0.20%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust               | First Investors Auto Owner Trust 2022-2                                          | CUSIP: 32058KAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2820000 | PA      | $2915970.24   | 0.06%             | 2028-10-16      | Fixed         | 8.71%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                        | SCF Equipment Leasing 2022-2 LLC                                                 | CUSIP: 78397WAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4060000 | PA      | $3959436.24   | 0.08%             | 2032-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                     | Progress Residential 2021-SFR9 Trust                                             | CUSIP: 74333QAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1175000 | PA      | $916328.92    | 0.02%             | 2040-11-17      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                  | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    815000 | PA      | $686145.69    | 0.01%             | 2027-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                       | Brighthouse Financial Inc                                                        | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |  20335000 | PA      | $19340130.26  | 0.38%             | 2030-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5935000 | PA      | $4487821.17   | 0.09%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                       | OHA Credit Funding 3 LTD                                                         | CUSIP: 67112RAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12430000 | PA      | $11996155.71  | 0.23%             | 2035-07-02      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                 | Home Partners of America 2021-2 Trust                                            | CUSIP: 43732VAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6348658 | PA      | $5180209.12   | 0.10%             | 2026-12-17      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                 | Air Lease Corp                                                                   | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   6606000 | PA      | $6178860.00   | 0.12%             | 2028-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WestRock MWV LLC                               | WestRock MWV LLC                                                                 | CUSIP: 961548AY0<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |   3445000 | PA      | $3870845.72   | 0.08%             | 2031-02-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                      | Nelnet Student Loan Trust 2021-A                                                 | CUSIP: 64035DAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $2582823.43   | 0.05%             | 2062-04-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NATL LIFE INSURANCE-VRMT                       | National Life Insurance Co                                                       | CUSIP: 636792AA1<br>LEI: 0JRPR7R1EOV4Z2M47L22 | Long             | DBT              | CORP              | US        |  38476000 | PA      | $50217720.92  | 0.98%             | 2039-09-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                    | Extended Stay America Trust 2021-ESH                                             | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3031077 | PA      | $2901817.80   | 0.06%             | 2038-07-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust 2020-1                                                 | CUSIP: 89178WBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    905000 | PA      | $735085.35    | 0.01%             | 2060-01-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                           | Pertamina Persero PT                                                             | CUSIP: 69370PAA9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |   8465000 | PA      | $8435683.93   | 0.17%             | 2044-05-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| NLV FINANCIAL CORP                             | NLV Financial Corp                                                               | CUSIP: 65486AAA1<br>LEI: UV78A3V7RXYC94JD0985 | Long             | DBT              | CORP              | US        |  12950000 | PA      | $14220654.00  | 0.28%             | 2033-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                     | GLS Auto Receivables Issuer Trust 2021-3                                         | CUSIP: 36263LAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10265000 | PA      | $9179605.59   | 0.18%             | 2027-07-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                    | MetLife Inc                                                                      | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |  10175000 | PA      | $13499070.75  | 0.26%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                    | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  22105000 | PA      | $19367671.09  | 0.38%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | United States Treasury Note/Bond                                                 | CUSIP: 91282CDV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  73585000 | PA      | $70604232.80  | 1.38%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                          | Owl Rock Capital Corp                                                            | CUSIP: 69121KAD6<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |  14750000 | PA      | $13540772.43  | 0.27%             | 2026-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VIBRANT CLO LTD                                | Vibrant CLO XIV Ltd                                                              | CUSIP: 92557EAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2135000 | PA      | $1908429.53   | 0.04%             | 2034-10-20      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA INS CO                         | Mutual of Omaha Insurance Co                                                     | CUSIP: 628312AA8<br>LEI: P2LER0UPV1DKOU8RO042 | Long             | DBT              | CORP              | US        |  57985000 | PA      | $60335097.26  | 1.18%             | 2036-06-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                          | Bausch Health Cos Inc                                                            | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    580000 | PA      | $277963.76    | 0.01%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                       | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |   2400000 | PA      | $325128.00    | 0.01%             | 2025-01-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| General Electric Co                            | General Electric Co                                                              | CUSIP: 369604BQ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2043480.42   | 0.04%             | 2023-03-15      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                        | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |  25967000 | PA      | $15876879.73  | 0.31%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                | MVW 2021-2 LLC                                                                   | CUSIP: 55400KAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12050722 | PA      | $10859279.32  | 0.21%             | 2039-05-20      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                          | DB Master Finance LLC                                                            | CUSIP: 233046AQ4<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |  10751400 | PA      | $8836865.95   | 0.17%             | 2051-11-20      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | United States Treasury Note/Bond                                                 | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 222380000 | PA      | $194964715.63 | 3.82%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                          | Time Warner Cable LLC                                                            | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    535000 | PA      | $466106.35    | 0.01%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                   | Broadcom Inc                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      3545 | NS      | $1982115.85   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                        | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   5031000 | PA      | $4399609.50   | 0.09%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                              | DISH Network Corp                                                                | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        | 184765000 | PA      | $115755272.50 | 2.27%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                 | Open Text Corp                                                                   | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   4150000 | PA      | $4150000.00   | 0.08%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                          | DB Master Finance LLC                                                            | CUSIP: 233046AL5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   1673775 | PA      | $1526121.26   | 0.03%             | 2049-05-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   4640000 | PA      | $4021534.40   | 0.08%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                           | Entegris Escrow Corp                                                             | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |  19780000 | PA      | $18038119.79  | 0.35%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                        | Central China Real Estate Ltd                                                    | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |   1455000 | PA      | $407123.55    | 0.01%             | 2024-08-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                             | Ford Motor Co                                                                    | CUSIP: 345370BP4<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1644701.00   | 0.03%             | 2026-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                             | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     20983 | NS      | $24340280.00  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| INTESA SANPAOLO SPA                            | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   3380000 | PA      | $2491296.60   | 0.05%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SINO OCEAN LAND IV                             | Sino-Ocean Land Treasure IV Ltd                                                  | CUSIP: 000000000<br>LEI: 213800EAGXDYG9QWS896 | Long             | DBT              | CORP              | VG        |   2735000 | PA      | $1482917.00   | 0.03%             | 2029-08-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                        | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: 00652MAG7<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |  19345000 | PA      | $16980516.94  | 0.33%             | 2027-08-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                             | Home Depot Inc/The                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      4153 | NS      | $1311766.58   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                         | United States Treasury Note/Bond                                                 | CUSIP: 91282CDM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  76545000 | PA      | $73644662.49  | 1.44%             | 2023-11-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                           | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   5470000 | PA      | $5600553.47   | 0.11%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                   | Centene Corp                                                                     | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  23625000 | PA      | $18485927.22  | 0.36%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                              | Iron Mountain Inc                                                                | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |  13265000 | PA      | $11569733.00  | 0.23%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                    | Aker BP ASA                                                                      | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |  17555000 | PA      | $15385148.28  | 0.30%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                       | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |   6810000 | PA      | $1455978.00   | 0.03%             | 2025-01-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 42, Ltd.           | Octagon Investment Partners 42 Ltd                                               | CUSIP: 67576PAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10585000 | PA      | $10019178.83  | 0.20%             | 2034-07-15      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                      | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   9495000 | PA      | $6731840.68   | 0.13%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                             | Seagate HDD Cayman                                                               | CUSIP: 81180WBC4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    845000 | PA      | $699398.05    | 0.01%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                       | Western Midstream Operating LP                                                   | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   6105000 | PA      | $5019695.04   | 0.10%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                             | Unity Software Inc                                                               | CUSIP: 91332UAB7<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |   7845000 | PA      | $5871982.50   | 0.12%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                      | Block Inc                                                                        | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   8675000 | PA      | $6921999.38   | 0.14%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                            | Abbott Laboratories                                                              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     13744 | NS      | $1508953.76   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                             | Ford Motor Co                                                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   2355000 | PA      | $1766112.70   | 0.03%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                      | BPR Trust 2021-NRD                                                               | CUSIP: 05592CAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11095000 | PA      | $9758092.44   | 0.19%             | 2038-12-15      | Floating      | 11.20%                | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                             | CommScope Technologies LLC                                                       | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |  14400000 | PA      | $9780502.75   | 0.19%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clarivate PLC                                  | Clarivate PLC                                                                    | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EC               | CORP              | JE        |      7905 | NS      | $65927.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SINO OCEAN LAND IV                             | Sino-Ocean Land Treasure IV Ltd                                                  | CUSIP: 000000000<br>LEI: 213800EAGXDYG9QWS896 | Long             | DBT              | CORP              | VG        |   5250000 | PA      | $2674875.00   | 0.05%             | 2030-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                   | Ecopetrol SA                                                                     | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   6170000 | PA      | $4712891.87   | 0.09%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust 2015-4                                                 | CUSIP: 89171UAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $164795.31    | 0.00%             | 2055-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                     | Affirm Asset Securitization Trust 2021-B                                         | CUSIP: 00834DAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1290000 | PA      | $1172526.28   | 0.02%             | 2026-08-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust 2019-4                                                 | CUSIP: 89178BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1195000 | PA      | $969646.42    | 0.02%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Prologis Inc                                   | Prologis Inc                                                                     | CUSIP: 74340W202<br>LEI: 529900DFH19P073LZ636 | Long             | EP               |  | US        |    169007 | NS      | $9320736.05   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                    | Ovintiv Inc                                                                      | CUSIP: 292505AE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4156000 | PA      | $4179881.91   | 0.08%             | 2037-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                       | Western Midstream Operating LP                                                   | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $938713.60    | 0.02%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SHENTON AIRCRAFT INVESTMENT LTD                | Shenton Aircraft Investment I Ltd                                                | CUSIP: 82321UAA1<br>LEI: 254900877LAQRYY3YZ51 | Long             | ABS-O            | CORP              | KY        |    899626 | PA      | $688223.25    | 0.01%             | 2042-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                           | FirstKey Homes 2021-SFR1 Trust                                                   | CUSIP: 33767WAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7995000 | PA      | $6666242.99   | 0.13%             | 2038-08-17      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| S-JETS Limited                                 | S-Jets 2017-1 Ltd                                                                | CUSIP: 784309AA4<br>LEI: 635400FR77IW5YEET913 | Long             | ABS-O            | CORP              | BM        |   1128492 | PA      | $874592.34    | 0.02%             | 2042-08-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust   | American Credit Acceptance Receivables Trust 2022-4                              | CUSIP: 02529XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1470000 | PA      | $1488598.59   | 0.03%             | 2029-02-15      | Fixed         | 7.86%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust  | JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9                    | CUSIP: 46639EAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    435000 | PA      | $403325.74    | 0.01%             | 2047-12-15      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust          | PRPM 2021-10 LLC                                                                 | CUSIP: 69360HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6952591 | PA      | $6303044.83   | 0.12%             | 2026-10-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                 | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  35370000 | PA      | $31152817.22  | 0.61%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                          | Uber Technologies Inc                                                            | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |  44403000 | PA      | $44434082.10  | 0.87%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                   | Navient Corp                                                                     | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    445000 | PA      | $389558.79    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OWL ROCK TECHNOLOGY FINA                       | Owl Rock Technology Finance Corp                                                 | CUSIP: 691205AC2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |  13420000 | PA      | $12151539.59  | 0.24%             | 2025-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                    | Legacy Mortgage Asset Trust 2020-GS5                                             | CUSIP: 52475JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1783620 | PA      | $1754606.46   | 0.03%             | 2060-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust            | Exeter Automobile Receivables Trust 2021-1                                       | CUSIP: 30165XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11340000 | PA      | $10360902.13  | 0.20%             | 2027-04-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                        | United Airlines 2020-1 Class A Pass Through Trust                                | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25478007 | PA      | $25096600.98  | 0.49%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST               | SoFi Consumer Loan Program 2021-1 Trust                                          | CUSIP: 83407CAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1440000 | PA      | $1304882.35   | 0.03%             | 2030-09-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                  | CoreVest American Finance 2021-2 Trust                                           | CUSIP: 21873BAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4647000 | PA      | $3397365.01   | 0.07%             | 2054-07-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust 2017-4                                                 | CUSIP: 89173UAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1690000 | PA      | $1368144.40   | 0.03%             | 2057-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                        | Central China Real Estate Ltd                                                    | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |    730000 | PA      | $225489.70    | 0.00%             | 2024-05-24      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                         | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |  10488000 | PA      | $9784503.66   | 0.19%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                 | VCAT 2021-NPL5 LLC                                                               | CUSIP: 91824AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9676683 | PA      | $8525635.10   | 0.17%             | 2051-08-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                 | Carvana Auto Receivables Trust 2021-N4                                           | CUSIP: 14687HAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2825000 | PA      | $2696610.81   | 0.05%             | 2028-09-11      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust               | SMB Private Education Loan Trust 2021-E                                          | CUSIP: 78450MAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7070000 | PA      | $5426133.80   | 0.11%             | 2051-02-15      | Fixed         | 2.49%                 | 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        |  53876000 | PA      | $41122227.07  | 0.81%             | 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        |   9035000 | PA      | $8348430.35   | 0.16%             | 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        |  11605000 | PA      | $7381265.44   | 0.14%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                       | First Quantum Minerals Ltd                                                       | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |  31810000 | PA      | $29844881.58  | 0.58%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                     | Deere & Co                                                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      3955 | NS      | $1695745.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GMR HYDERABAD INTERNATIO                       | GMR Hyderabad International Airport Ltd                                          | CUSIP: 36256WAA2<br>LEI: 335800NSPGIN89SVOU83 | Long             | DBT              | CORP              | IN        |   1845000 | PA      | $1599319.80   | 0.03%             | 2027-10-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                 | VCAT 2021-NPL6 LLC                                                               | CUSIP: 91824WAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15479206 | PA      | $13475675.09  | 0.26%             | 2051-09-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust 2016-3                                                 | CUSIP: 89172YAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3660000 | PA      | $3529941.53   | 0.07%             | 2056-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                               | CSC Holdings LLC                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |  22585000 | PA      | $18209156.25  | 0.36%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                                | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2900000 | PA      | $2864276.61   | 0.06%             | 2028-09-30      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Maps LTD                                       | MAPS 2021-1 Trust                                                                | CUSIP: 55292RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18189677 | PA      | $14739586.04  | 0.29%             | 2046-06-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                               | Duke Energy Corp                                                                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     11847 | NS      | $1220122.53   | 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        |   2739000 | PA      | $2332778.91   | 0.05%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                       | Devon Energy Corp                                                                | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   3985000 | PA      | $3710009.02   | 0.07%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     11335 | NS      | $13431975.00  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                    | Netflix Inc                                                                      | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2037387.24   | 0.04%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                        | Central China Real Estate Ltd                                                    | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |   2700000 | PA      | $1163766.07   | 0.02%             | 2023-04-24      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                          | Athene Global Funding                                                            | CUSIP: 04685A3F6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   5935000 | PA      | $5475697.89   | 0.11%             | 2025-01-07      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| SOLRR Aircraft 2021-1 Limited                  | Lunar 2021-1 Structured Aircraft Portfolio Notes                                 | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |  10066726 | PA      | $8227515.03   | 0.16%             | 2046-10-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                        | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1106424.41   | 0.02%             | 2030-07-15      | Fixed         | 8.88%                 | 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        |   4970000 | PA      | $4132553.01   | 0.08%             | 2059-11-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                            | FS KKR Capital Corp                                                              | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |  11475000 | PA      | $9250796.27   | 0.18%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                        | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: 00652MAH5<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |   5895000 | PA      | $4324100.40   | 0.08%             | 2031-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Foursight Capital Automobile Receivables Trust | Foursight Capital Automobile Receivables Trust 2021-2                            | CUSIP: 35105UAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5260000 | PA      | $4763088.85   | 0.09%             | 2027-09-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                           | FirstKey Homes 2021-SFR2 Trust                                                   | CUSIP: 33767TAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5272000 | PA      | $4368387.64   | 0.09%             | 2038-09-17      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                       | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |   6155000 | PA      | $5106349.63   | 0.10%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                    | MetLife Inc                                                                      | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $2364824.67   | 0.05%             | 2038-04-08      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                            | CIFI Holdings Group Co Ltd                                                       | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |    990000 | PA      | $259875.00    | 0.01%             | 2024-11-07      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST               | WFRBS Commercial Mortgage Trust 2013-C15                                         | CUSIP: 92938CAH0<br>LEI: 5493003CHVRASC16O965 | Long             | ABS-MBS          | CORP              | US        |   7750000 | PA      | $6610614.38   | 0.13%             | 2046-08-15      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                            | FS KKR Capital Corp                                                              | CUSIP: 302635AG2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   8178000 | PA      | $7251867.67   | 0.14%             | 2026-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freedom Financial                              | FREED ABS Trust 2021-2                                                           | CUSIP: 35635CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1630000 | PA      | $1582840.84   | 0.03%             | 2028-06-19      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                   | Centene Corp                                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   6921000 | PA      | $5673484.42   | 0.11%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                      | Nelnet Student Loan Trust 2021-D                                                 | CUSIP: 64034YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    863000 | PA      | $702444.89    | 0.01%             | 2062-04-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                | Prestige Auto Receivables Trust 2022-1                                           | CUSIP: 74113RAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8375000 | PA      | $8342422.93   | 0.16%             | 2028-08-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                            | LCM 30 Ltd                                                                       | CUSIP: 50200YAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1470000 | PA      | $1339497.81   | 0.03%             | 2031-04-20      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                   | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |   1585000 | PA      | $146660.05    | 0.00%             | 2026-08-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                       | iHeartCommunications Inc                                                         | CUSIP: 45174HBG1<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   5896000 | PA      | $4801348.64   | 0.09%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                       | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |   5930000 | PA      | $1267715.40   | 0.02%             | 2025-07-09      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                       | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |   1305000 | PA      | $176449.05    | 0.00%             | 2026-06-01      | Fixed         | 11.65%                | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  28145000 | PA      | $21301486.96  | 0.42%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                   | ARES Loan Funding I Ltd                                                          | CUSIP: 04018XAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3955000 | PA      | $3657085.67   | 0.07%             | 2034-10-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                    | Ovintiv Inc                                                                      | CUSIP: 012873AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2285000 | PA      | $2507461.36   | 0.05%             | 2030-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                         | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              |  | US        |   8621000 | PA      | $8113028.78   | 0.16%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOVNANIAN ENTERPRISES                          | Hovnanian Enterprises Inc                                                        | CUSIP: 442487112<br>LEI: 549300805N4EF0ROBT53 | Long             | EP               | CORP              | US        |     52867 | NS      | $1004473.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                 | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  20890000 | PA      | $18044769.88  | 0.35%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MED Trust                                      | Med Trust 2021-MDLN                                                              | CUSIP: 58403YAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6060000 | PA      | $5757321.18   | 0.11%             | 2038-11-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding XXIII Ltd                                                   | CUSIP: 55820TAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15835000 | PA      | $14751046.75  | 0.29%             | 2031-07-27      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                             | Ford Motor Co                                                                    | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |  14465000 | PA      | $10382874.30  | 0.20%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust 2017-1                                                 | CUSIP: 89173FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3262654.15   | 0.06%             | 2056-10-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                            | Travel + Leisure Co                                                              | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |  11584000 | PA      | $9606268.20   | 0.19%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                | NCL Finance Ltd                                                                  | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3695000 | PA      | $2727727.81   | 0.05%             | 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        |  56135000 | PA      | $52253844.06  | 1.02%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2013-G1                                             | CUSIP: 36197QAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3815000 | PA      | $3690086.60   | 0.07%             | 2031-04-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                              | Devon Energy Corp                                                                | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      4546 | NS      | $279624.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2021-V Ltd                                                          | CUSIP: 12565EAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4305000 | PA      | $4065456.89   | 0.08%             | 2034-07-15      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                       | EQT Corp                                                                         | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   2329000 | PA      | $2186367.85   | 0.04%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                       | Hess Midstream Operations LP                                                     | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3745000 | PA      | $3201679.03   | 0.06%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                      | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5830000 | PA      | $6051341.31   | 0.12%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                 | Starbucks Corp                                                                   | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     20119 | NS      | $1995804.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                            | Emerson Electric Co                                                              | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      9193 | NS      | $883079.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley BAML Trust                      | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11                      | CUSIP: 61762TAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11786000 | PA      | $11614739.99  | 0.23%             | 2046-08-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HLDGS LTD                         | Shimao Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |   1465000 | PA      | $273486.20    | 0.01%             | 2024-02-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust          | Wells Fargo Commercial Mortgage Trust 2013-LC12                                  | CUSIP: 94988QAQ4<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-MBS          | CORP              | US        |   9076751 | PA      | $8606158.68   | 0.17%             | 2046-07-15      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  25209000 | PA      | $18483585.93  | 0.36%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                      | College Ave Student Loans 2021-C LLC                                             | CUSIP: 19424WAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2157000 | PA      | $1679771.30   | 0.03%             | 2055-07-26      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Freedom Financial                              | FREED ABS Trust 2021-3FP                                                         | CUSIP: 30322MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3495000 | PA      | $3179773.72   | 0.06%             | 2028-11-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| CLARIVATE PLC                                  | Clarivate PLC                                                                    | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EP               | CORP              | JE        |    170945 | NS      | $6475396.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Navigator Aircraft ABS LLC                     | Navigator Aircraft ABS Ltd                                                       | CUSIP: 63943BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15350996 | PA      | $12894095.52  | 0.25%             | 2046-11-15      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                             | Tricon Residential 2021-SFR1 Trust                                               | CUSIP: 89614YAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2015000 | PA      | $1692118.01   | 0.03%             | 2038-07-17      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                  | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  44900000 | PA      | $37786155.35  | 0.74%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                          | Southwest Airlines Co                                                            | CUSIP: 844741BG2<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |  17869000 | PA      | $21460669.00  | 0.42%             | 2025-05-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                        | BioMarin Pharmaceutical Inc                                                      | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |  27688000 | PA      | $29752440.26  | 0.58%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO LTD                             | Shackleton 2017-X CLO Ltd                                                        | CUSIP: 81883DAS2<br>LEI: 549300IM8C0HSUTXDD32 | Long             | ABS-CBDO         | CORP              | KY        |   6015447 | PA      | $5924560.07   | 0.12%             | 2029-04-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust 2018-5                                                 | CUSIP: 89176VAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1960000 | PA      | $1566974.92   | 0.03%             | 2058-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                              | Lithia Motors Inc                                                                | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   5975000 | PA      | $4924535.25   | 0.10%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                      | College Ave Student Loans 2021-A LLC                                             | CUSIP: 19424KAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2760000 | PA      | $2476177.33   | 0.05%             | 2051-07-25      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS PROPERTIES                           | Highwoods Properties Inc                                                         | CUSIP: 431284207<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EP               |  | US        |      2318 | NS      | $2398868.37   | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| Credit Acceptance Auto Loan Trust              | Credit Acceptance Auto Loan Trust 2021-4                                         | CUSIP: 22535BAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8080000 | PA      | $7278908.40   | 0.14%             | 2031-02-18      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                   | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     14559 | NS      | $1237806.18   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                        | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    620000 | PA      | $625697.57    | 0.01%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                    | Ovintiv Inc                                                                      | CUSIP: 292505AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    828000 | PA      | $820336.30    | 0.02%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                   | Pioneer Natural Resources Co                                                     | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      6719 | NS      | $1534552.41   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                                         | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   3175000 | PA      | $3019259.68   | 0.06%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                       | First Quantum Minerals Ltd                                                       | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   7370000 | PA      | $6979549.19   | 0.14%             | 2026-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11015000 | PA      | $8113081.29   | 0.16%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                               | TriNet Group Inc                                                                 | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |  14700000 | PA      | $12086340.00  | 0.24%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust            | Exeter Automobile Receivables Trust 2021-3                                       | CUSIP: 30166AAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15295000 | PA      | $13880347.10  | 0.27%             | 2027-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Range Resources Corp                           | Range Resources Corp                                                             | CUSIP: 75281AAS8<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    190000 | PA      | $180481.58    | 0.00%             | 2025-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                   | QUALCOMM Inc                                                                     | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     15974 | NS      | $1756181.56   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                        | Central China Real Estate Ltd                                                    | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |   3675000 | PA      | $1010089.07   | 0.02%             | 2025-07-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                    | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4830000 | PA      | $4712337.67   | 0.09%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                    | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3525000 | PA      | $2429782.50   | 0.05%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VIII Ltd                           | Elmwood CLO VIII Ltd                                                             | CUSIP: 29003EAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4085000 | PA      | $3828686.68   | 0.07%             | 2034-01-20      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-2A PTT                         | Air Canada 2020-2 Class A Pass Through Trust                                     | CUSIP: 00909DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |  21828987 | PA      | $20477336.13  | 0.40%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  24940000 | PA      | $15165209.44  | 0.30%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                     | GLS Auto Receivables Issuer Trust 2021-4                                         | CUSIP: 36263DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16820000 | PA      | $14859075.62  | 0.29%             | 2027-10-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                      | Avnet Inc                                                                        | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |  15580000 | PA      | $14386567.64  | 0.28%             | 2032-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                       | Western Midstream Operating LP                                                   | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    840000 | PA      | $697176.90    | 0.01%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                       | Shimao Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |   6195000 | PA      | $1108905.00   | 0.02%             | 2031-01-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                            | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2346000 | PA      | $2082821.03   | 0.04%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                            | 522 Funding CLO 2018-3A Ltd                                                      | CUSIP: 33835NAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9977000 | PA      | $9295411.27   | 0.18%             | 2031-10-20      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                 | VCAT 2021-NPL1 LLC                                                               | CUSIP: 91790CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250853 | PA      | $236794.68    | 0.00%             | 2050-12-26      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC               | Planet Fitness Master Issuer LLC                                                 | CUSIP: 72703PAD5<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    203462 | PA      | $178403.65    | 0.00%             | 2051-12-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AGILE GROUP HOLDINGS LTD                       | Agile Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |   9560000 | PA      | $4423220.80   | 0.09%             | 2025-10-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AIG CLO Ltd                                    | AIG CLO 2021-1 LLC                                                               | CUSIP: 00141YAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10050000 | PA      | $9278933.85   | 0.18%             | 2034-04-22      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                     | Progress Residential 2021-SFR5 Trust                                             | CUSIP: 74333FAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    925000 | PA      | $765947.82    | 0.02%             | 2038-07-17      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO V Ltd                              | Elmwood CLO V Ltd                                                                | CUSIP: 29003BAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7745000 | PA      | $7332307.68   | 0.14%             | 2034-10-20      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                           | Glencore Funding LLC                                                             | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  18565000 | PA      | $15073851.75  | 0.30%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                     | Flagship Credit Auto Trust 2021-3                                                | CUSIP: 33846QAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6565000 | PA      | $5692994.68   | 0.11%             | 2027-09-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                       | EQT Corp                                                                         | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   2215000 | PA      | $2203098.05   | 0.04%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                  | Aircastle Ltd                                                                    | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   5325000 | PA      | $4100250.00   | 0.08%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                | Benefit Street Partners CLO XVI Ltd                                              | CUSIP: 08181VAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2245000 | PA      | $2062355.78   | 0.04%             | 2032-01-17      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     12644 | NS      | $1642834.92   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreVest American Finance Ltd                  | CAFL 2021-RTL1 Issuer LLC                                                        | CUSIP: 12468RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12850000 | PA      | $11685085.82  | 0.23%             | 2029-03-28      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Avon Products Inc                              | Avon Products Inc                                                                | CUSIP: 054303AZ5<br>LEI: 5493007RY69UEB1F1B45 | Long             | DBT              | CORP              | US        |  12778000 | PA      | $12233657.20  | 0.24%             | 2043-03-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                        | Darling Ingredients Inc                                                          | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    965000 | PA      | $943287.50    | 0.02%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Marks & Spencer PLC                            | Marks & Spencer PLC                                                              | CUSIP: 57069PAA0<br>LEI: 213800CN1RI3UCIZWB95 | Long             | DBT              | CORP              | GB        |   9245000 | PA      | $8169344.25   | 0.16%             | 2037-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                         | FMG Resources August 2006 Pty Ltd                                                | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |  14665000 | PA      | $12196638.38  | 0.24%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                       | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5300000 | PA      | $4455498.00   | 0.09%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                        | Blackstone Secured Lending Fund                                                  | CUSIP: 09261XAD4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |  22260000 | PA      | $18431635.71  | 0.36%             | 2027-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST               | WFRBS Commercial Mortgage Trust 2012-C10                                         | CUSIP: 92890NAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1955000 | PA      | $1813521.15   | 0.04%             | 2045-12-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                    | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $823676.47    | 0.02%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                         | Marlette Funding Trust 2021-2                                                    | CUSIP: 57108TAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1733000 | PA      | $1601713.47   | 0.03%             | 2031-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                     | Progress Residential 2021-SFR4                                                   | CUSIP: 74333EAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1145000 | PA      | $955105.19    | 0.02%             | 2038-05-17      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                          | Uber Technologies Inc                                                            | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1725919.81   | 0.03%             | 2026-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                           | Times China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |    440000 | PA      | $72745.20     | 0.00%             | 2025-07-08      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                       | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |  24005000 | PA      | $3249796.90   | 0.06%             | 2025-04-16      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LLC                | Domino's Pizza Master Issuer LLC                                                 | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7229900 | PA      | $6082088.31   | 0.12%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                       | First Quantum Minerals Ltd                                                       | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   9200000 | PA      | $8954730.02   | 0.18%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                  | Corevest American Finance 2021-1 Trust                                           | CUSIP: 21873LAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2715000 | PA      | $2088553.12   | 0.04%             | 2053-04-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                       | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19614000 | PA      | $15542880.30  | 0.30%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                            | CIFI Holdings Group Co Ltd                                                       | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |   2815000 | PA      | $725677.70    | 0.01%             | 2025-07-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                        | Central China Real Estate Ltd                                                    | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |    945000 | PA      | $337950.90    | 0.01%             | 2023-08-27      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| MED Trust                                      | Med Trust 2021-MDLN                                                              | CUSIP: 58403YAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2362076.50   | 0.05%             | 2038-11-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust          | PRPM 2021-4 LLC                                                                  | CUSIP: 693583AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11634360 | PA      | $10417814.55  | 0.20%             | 2026-04-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited               | Bain Capital Credit CLO 2017-2 Ltd                                               | CUSIP: 05683HAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5225000 | PA      | $4811989.88   | 0.09%             | 2034-07-25      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust             | Willis Engine Structured Trust VI                                                | CUSIP: 97064GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12327772 | PA      | $9022560.77   | 0.18%             | 2046-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                     | Progress Residential 2021-SFR7 Trust                                             | CUSIP: 74333PAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5280000 | PA      | $4063875.55   | 0.08%             | 2040-08-17      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                            | Ashtead Capital Inc                                                              | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2199879.18   | 0.04%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                          | Palmer Square CLO 2015-1 Ltd                                                     | CUSIP: 69689ABL3<br>LEI: 5493006ZPBFJJGSXB826 | Long             | ABS-CBDO         | CORP              | KY        |   2970000 | PA      | $2840546.61   | 0.06%             | 2034-05-21      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                        | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    985000 | PA      | $1087440.00   | 0.02%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                     | Progress Residential 2021-SFR5 Trust                                             | CUSIP: 74333FAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3535000 | PA      | $2943619.60   | 0.06%             | 2038-07-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                         | Anglo American Capital PLC                                                       | CUSIP: 034863BA7<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |  22660000 | PA      | $18502111.61  | 0.36%             | 2031-03-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                | T-Mobile US Inc                                                                  | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     30481 | NS      | $4267340.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                           | Targa Resources Corp                                                             | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    480000 | PA      | $470463.31    | 0.01%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                    | Gartner Inc                                                                      | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    945000 | PA      | $830390.40    | 0.02%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2014-1 A PTT                        | United Airlines 2014-1 Class A Pass Through Trust                                | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4070441 | PA      | $3781729.36   | 0.07%             | 2026-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WAVE 2017-1 LLC                                | WAVE 2017-1 Trust                                                                | CUSIP: 94353WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2746206 | PA      | $2073412.96   | 0.04%             | 2042-11-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                 | Var Energi ASA                                                                   | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |  10345000 | PA      | $10683465.95  | 0.21%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-2B PTT                         | American Airlines 2017-2 Class B Pass Through Trust                              | CUSIP: 02377DAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2673333 | PA      | $2402141.89   | 0.05%             | 2025-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp                                                             | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |  10145000 | PA      | $9646677.60   | 0.19%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                     | Navient Private Education Refi Loan Trust 2021-E                                 | CUSIP: 63942EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2565000 | PA      | $1634218.44   | 0.03%             | 2069-12-16      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                   | Navient Corp                                                                     | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   9706000 | PA      | $9199217.52   | 0.18%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | United States Treasury Note/Bond                                                 | CUSIP: 91282CCK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 213830000 | PA      | $209085646.88 | 4.10%             | 2023-06-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                 | Var Energi ASA                                                                   | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   4695000 | PA      | $4782335.36   | 0.09%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust   | American Credit Acceptance Receivables Trust 2021-4                              | CUSIP: 02530TAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12980000 | PA      | $11882047.76  | 0.23%             | 2028-02-14      | Fixed         | 1.82%                 | 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        |  11585000 | PA      | $11390603.70  | 0.22%             | 2031-05-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                          | Bausch Health Cos Inc                                                            | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   5560000 | PA      | $2668768.86   | 0.05%             | 2028-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                            | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  27510000 | PA      | $22669236.14  | 0.44%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                      | Nelnet Student Loan Trust 2021-D                                                 | CUSIP: 64034YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2120000 | PA      | $1714234.12   | 0.03%             | 2062-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                            | LCM 30 Ltd                                                                       | CUSIP: 50200YAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8760000 | PA      | $8368138.92   | 0.16%             | 2031-04-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                         | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              |  | US        |   7500000 | PA      | $7190625.00   | 0.14%             | 2025-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SPLUNK INC                                     | Splunk Inc                                                                       | CUSIP: 848637AF1<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |   7165000 | PA      | $6045827.00   | 0.12%             | 2027-06-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| MBIA INSURANCE CO                              | MBIA Insurance Corp                                                              | CUSIP: 000000000<br>LEI: 5493004M1UUDNTDXS107 | Long             | DBT              | CORP              | US        |     80000 | PA      | $8000.00      | 0.00%             | 2033-01-15      | Fixed         | 16.03%                | No            |                  3 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                     | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  47298000 | PA      | $35991158.64  | 0.70%             | 2035-09-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                        | Central China Real Estate Ltd                                                    | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |   3680000 | PA      | $1043758.40   | 0.02%             | 2024-07-16      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                 | Merck & Co Inc                                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     14093 | NS      | $1563618.35   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                       | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |   1735000 | PA      | $235318.05    | 0.00%             | 2025-11-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                     | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  17805000 | PA      | $13576312.50  | 0.27%             | 2028-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                       | OHA Credit Funding 3 LTD                                                         | CUSIP: 67112RAY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9720000 | PA      | $9082649.88   | 0.18%             | 2035-07-02      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC       | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377REN0<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |  13000000 | PA      | $12164594.00  | 0.24%             | 2025-03-20      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| CINC BELL TEL                                  | Cincinnati Bell Telephone Co LLC                                                 | CUSIP: 171875AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3825000 | PA      | $3336968.25   | 0.07%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                    | Netflix Inc                                                                      | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |  13137000 | PA      | $13314743.61  | 0.26%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                               | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  13095000 | PA      | $12811624.20  | 0.25%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                | Cemex SAB de CV                                                                  | CUSIP: 151290BX0<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   3605000 | PA      | $3363057.49   | 0.07%             | 2030-09-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| IQOR US Inc.                                   | IQOR US Inc.                                                                     | CUSIP: 942AEX002<br>LEI: 549300LKMK4MMQCMDH78 | Long             | EC               | CORP              | US        |     17622 | NS      | $123354.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | COMM 2012-LC4 Mortgage Trust                                                     | CUSIP: 126192AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2429303 | PA      | $2424776.95   | 0.05%             | 2044-12-10      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                       | Western Midstream Operating LP                                                   | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   3495000 | PA      | $2879181.00   | 0.06%             | 2050-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC                                | Spotify USA Inc                                                                  | CUSIP: 84921RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7780000 | PA      | $6262900.00   | 0.12%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                    | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   8855000 | PA      | $6217670.63   | 0.12%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Aimco                                          | Aimco CLO 12 Ltd                                                                 | CUSIP: 00140LAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7810000 | PA      | $7659688.74   | 0.15%             | 2032-01-17      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                        | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |  10545000 | PA      | $9390819.59   | 0.18%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                    | Netflix Inc                                                                      | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   2757000 | PA      | $2674290.00   | 0.05%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Altice USA Inc                                 | Altice USA Inc                                                                   | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |   2006877 | NS      | $9231634.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal                                  | ArcelorMittal SA                                                                 | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |  19906000 | PA      | $19195350.43  | 0.38%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Trust                | CoreVest American Finance 2021-3 Trust                                           | CUSIP: 21873NAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2280000 | PA      | $1723984.61   | 0.03%             | 2054-10-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                           | Western Digital Corp                                                             | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   6775000 | PA      | $5241614.25   | 0.10%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                          | Bausch Health Cos Inc                                                            | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   3015000 | PA      | $1460978.55   | 0.03%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                     | GLS Auto Receivables Issuer Trust 2021-2                                         | CUSIP: 36261XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8425000 | PA      | $7643305.75   | 0.15%             | 2027-04-15      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC 2021-RPL4 Trust                                                             | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16825792 | PA      | $14974887.22  | 0.29%             | 2060-12-27      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC       | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377REK6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1745000 | PA      | $1450523.92   | 0.03%             | 2027-08-20      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                              | Ares Capital Corp                                                                | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |  17495000 | PA      | $12838705.92  | 0.25%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                           | JetBlue Airways Corp                                                             | CUSIP: 477143AP6<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |   5645000 | PA      | $4115640.00   | 0.08%             | 2026-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                        | Bristol-Myers Squibb Co                                                          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     15366 | NS      | $1105583.70   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                           | CUSIP: 225401AY4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |  11755000 | PA      | $11036171.88  | 0.22%             | 2026-07-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                    | Legacy Mortgage Asset Trust 2021-GS2                                             | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7921840 | PA      | $7160480.40   | 0.14%             | 2061-04-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                      | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3790000 | PA      | $3737352.35   | 0.07%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                     | Progress Residential 2021-SFR4                                                   | CUSIP: 74333EAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1635000 | PA      | $1365189.68   | 0.03%             | 2038-05-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                       | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1298469.60   | 0.03%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN                            | Genm Capital Labuan Ltd                                                          | CUSIP: 37231BAA6<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |  19755000 | PA      | $14708527.57  | 0.29%             | 2031-04-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                                | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  22550000 | PA      | $16635811.50  | 0.33%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                           | Times China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |   1120000 | PA      | $182011.20    | 0.00%             | 2027-01-14      | Fixed         | 5.75%                 | 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        |  13505000 | PA      | $11738163.81  | 0.23%             | 2035-02-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-3 B PTT                        | American Airlines 2016-3 Class B Pass Through Trust                              | CUSIP: 023771S41<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2910400 | PA      | $2585366.48   | 0.05%             | 2025-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                         | Telecom Italia Capital SA                                                        | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |   5545000 | PA      | $4190356.50   | 0.08%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                             | Aqua Finance Trust 2021-A                                                        | CUSIP: 03842VAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2410000 | PA      | $2028672.21   | 0.04%             | 2046-07-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-27

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

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer