# EDGAR Filing Document

**Accession Number:** 0000917469
**File Stem:** 0001752724-23-046227
**Filing Date:** 2023-2
**Character Count:** 232098
**Document Hash:** 964eadec2a41f0742a8a022721585196
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046227.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046227

**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:** 23682104

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

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

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

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

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

## Series and Classes Contracts Data

### Loomis Sayles Investment Grade Fixed Income Fund (Series ID: S000006646)

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

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

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

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

- **a. Name of Series:** Loomis Sayles Investment Grade Fixed Income Fund

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

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

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

- **a. Date of fiscal year-end:** 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:** $193679685.39

**Total Liabilities:** $339298.18

**Net Assets:** $193340387.21

**Cash Not Reported:** $166491.30

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -279.12000000 | **1-Year:** -7535.40000000 | **5-Year:** -24933.02000000 | **10-Year:** -25459.87000000 | **30-Year:** -6655.26000000

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

- **3-Month:** -56.93000000 | **1-Year:** -2012.91000000 | **5-Year:** -5701.14000000 | **10-Year:** -4307.49000000 | **30-Year:** -734.58000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018133 | -1.14%               | 3.47%                | -0.30%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-96693.75               | $-2084671.42                               |
| Month 2  | $-1263134.86             | $6838651.31                                |
| Month 3  | $-183012.88              | $-514794.12                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Micron Technology Inc                             | Micron Technology Inc                                                            | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    155000 | PA      | $148787.47    | 0.08%             | 2029-02-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                    | Synchrony Bank                                                                   | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    330000 | PA      | $322228.50    | 0.17%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2020-1                                    | CUSIP: 80287AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    129218 | PA      | $128598.10    | 0.07%             | 2025-12-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                       | Equinix Inc                                                                      | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   1175000 | PA      | $934758.63    | 0.48%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RDV3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $90462.85     | 0.05%             | 2026-08-20      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                      | Drive Auto Receivables Trust 2019-1                                              | CUSIP: 26208NAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     42359 | PA      | $42255.24     | 0.02%             | 2026-06-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                           | CarMax Auto Owner Trust 2022-1                                                   | CUSIP: 14317CAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $87027.22     | 0.05%             | 2028-07-17      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                     | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    240000 | PA      | $172389.08    | 0.09%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                   | CUSIP: 09659T2A8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1040000 | PA      | $919043.25    | 0.48%             | 2033-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                           | Energean Israel Finance Ltd                                                      | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    370000 | PA      | $322362.50    | 0.17%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR3                                                   | CUSIP: 74333VAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $84606.41     | 0.04%             | 2026-05-17      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                    | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79982.00     | 0.04%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                    | Air Lease Corp                                                                   | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    125000 | PA      | $104246.63    | 0.05%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2021-A                                 | CUSIP: 63942BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $95153.45     | 0.05%             | 2069-05-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| WestRock MWV LLC                                  | WestRock MWV LLC                                                                 | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    104000 | PA      | $117269.78    | 0.06%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                    | Palmer Square Loan Funding 2021-3 Ltd                                            | CUSIP: 69702BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    136623 | PA      | $134707.25    | 0.07%             | 2029-07-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| BARINGS BDC INC                                   | Barings BDC Inc                                                                  | CUSIP: 06759LAC7<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |    310000 | PA      | $262749.26    | 0.14%             | 2026-11-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR7 Trust                                             | CUSIP: 74333PAL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $76576.53     | 0.04%             | 2040-08-17      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                | Ally Financial Inc                                                               | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    245000 | PA      | $237343.22    | 0.12%             | 2025-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                          | Volcan Cia Minera SAA                                                            | CUSIP: 92863UAB2<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |     85000 | PA      | $73231.40     | 0.04%             | 2026-02-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                     | CommScope Inc                                                                    | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    250000 | PA      | $201550.00    | 0.10%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2036630.83   | 1.05%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                         | Jabil Inc                                                                        | CUSIP: 466313AL7<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    130000 | PA      | $115198.98    | 0.06%             | 2026-04-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                             | Owl Rock Capital Corp                                                            | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    440000 | PA      | $345476.70    | 0.18%             | 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        |    230112 | PA      | $183797.33    | 0.10%             | 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        |    500000 | PA      | $439240.00    | 0.23%             | 2033-08-12      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84392.73     | 0.04%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    110000 | PA      | $87784.95     | 0.05%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                 | Sierra Timeshare 2021-1 Receivables Funding LLC                                  | CUSIP: 82652QAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     38283 | PA      | $34996.43     | 0.02%             | 2037-11-20      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                                    | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    165000 | PA      | $133614.14    | 0.07%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 31395LFN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    134997 | PA      | $136868.71    | 0.07%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | 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        |    190000 | PA      | $151883.11    | 0.08%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                  | WFRBS Commercial Mortgage Trust 2014-C20                                         | CUSIP: 92890FAY2<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $150589.37    | 0.08%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                      | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $427463.55    | 0.22%             | 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        |     85000 | PA      | $67028.31     | 0.03%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $973394.41    | 0.50%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2018-C                                          | CUSIP: 78449QAB3<br>LEI: 549300V1P5RKG8RJI005 | Long             | ABS-O            | CORP              | US        |    130962 | PA      | $123097.75    | 0.06%             | 2035-11-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                       | Aker BP ASA                                                                      | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   1160000 | PA      | $1020443.57   | 0.53%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                             | Uber Technologies Inc                                                            | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    245000 | PA      | $206924.55    | 0.11%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr | GM Financial Consumer Automobile Receivables Trust 2021-1                        | CUSIP: 36261LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    294922 | PA      | $285317.56    | 0.15%             | 2025-10-16      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BN35                                    | BANK 2021-BNK35                                                                  | CUSIP: 06540CCL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345000 | PA      | $266274.11    | 0.14%             | 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        |    115000 | PA      | $108472.24    | 0.06%             | 2031-03-20      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    335000 | PA      | $272836.03    | 0.14%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                   | CUSIP: 09659T2C4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1145000 | PA      | $710358.00    | 0.37%             | 2041-01-26      | Fixed         | 2.82%                 | 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        |   1580000 | PA      | $932042.11    | 0.48%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                    | CPS Auto Receivables Trust 2020-C                                                | CUSIP: 12597TAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    109395 | PA      | $108631.08    | 0.06%             | 2026-08-17      | Fixed         | 1.71%                 | 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        |    185000 | PA      | $153114.25    | 0.08%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2014-LC16                                  | CUSIP: 94988XAW6<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    155000 | PA      | $148204.04    | 0.08%             | 2050-08-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                               | Meritage Homes Corp                                                              | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    260000 | PA      | $220494.30    | 0.11%             | 2029-04-15      | Fixed         | 3.88%                 | 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        |    519051 | PA      | $515120.64    | 0.27%             | 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        |     50000 | PA      | $48186.68     | 0.02%             | 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        |    350000 | PA      | $336865.52    | 0.17%             | 2032-01-15      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                     | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    225000 | PA      | $165434.92    | 0.09%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Hardee's Funding                                  | Hardee's Funding LLC                                                             | CUSIP: 411707AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    148412 | PA      | $139380.56    | 0.07%             | 2048-06-20      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR ULTRA FUT MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        76 | NC      | $-59743.37    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Honda Auto Receivables Owner Trust                | Honda Auto Receivables 2020-1 Owner Trust                                        | CUSIP: 43813RAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1276654.60   | 0.66%             | 2026-10-21      | Fixed         | 1.63%                 | 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        |    865000 | PA      | $646033.90    | 0.33%             | 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        |   1813093 | PA      | $1813093.35   | 0.94%             |  |  |  | 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        |     75000 | PA      | $71879.49     | 0.04%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                          | EQT Corp                                                                         | CUSIP: 26884LAH2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95223.25     | 0.05%             | 2025-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2021-A                                          | CUSIP: 78448YAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    168750 | PA      | $161453.77    | 0.08%             | 2053-01-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                 | Credit Acceptance Auto Loan Trust 2021-2                                         | CUSIP: 22537CAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $235862.90    | 0.12%             | 2030-06-17      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                  | Crown Castle Inc                                                                 | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     55000 | PA      | $48113.63     | 0.02%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                          | EQT Corp                                                                         | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    430000 | PA      | $396961.05    | 0.21%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                  | Planet Fitness Master Issuer LLC                                                 | CUSIP: 72703PAB9<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    191500 | PA      | $179323.47    | 0.09%             | 2048-09-05      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                           | DCP Midstream Operating LP                                                       | CUSIP: 26439XAH6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122490.39    | 0.06%             | 2036-11-03      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                              | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125680.16    | 0.07%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                     | Owens Corning                                                                    | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    778000 | PA      | $823345.76    | 0.43%             | 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        |    500000 | PA      | $472191.08    | 0.24%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                             | American Homes 4 Rent LP                                                         | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     85000 | PA      | $65562.90     | 0.03%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TELADOC HEALTH INC                                | Teladoc Health Inc                                                               | CUSIP: 87918AAF2<br>LEI: 549300I2PVFBC9MFAC61 | Long             | DBT              | CORP              | US        |    600000 | PA      | $460916.88    | 0.24%             | 2027-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                      | Drive Auto Receivables Trust 2021-2                                              | CUSIP: 262104AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    690000 | PA      | $635789.81    | 0.33%             | 2029-03-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee             | VOLT XCIV LLC                                                                    | CUSIP: 92873AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    253811 | PA      | $229448.29    | 0.12%             | 2051-02-27      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO 2022-16 Ltd        | Morgan Stanley Eaton Vance CLO 2022-16 Ltd                                       | CUSIP: 61774JAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    530000 | PA      | $503471.91    | 0.26%             | 2035-04-15      | Floating      | 5.81%                 | 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        |    100000 | PA      | $91772.70     | 0.05%             | 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        |     75000 | PA      | $75034.16     | 0.04%             | 2028-05-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                  | OneMain Financial Issuance Trust 2021-1                                          | CUSIP: 68269MAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $183844.20    | 0.10%             | 2036-06-16      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| AGL CLO 5 Ltd                                     | AGL CLO 5 Ltd                                                                    | CUSIP: 00119TAK0<br>LEI: 549300N06ILVP775P131 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $238452.00    | 0.12%             | 2034-07-20      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                        | Hasbro Inc                                                                       | CUSIP: 418056AH0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    360000 | PA      | $363828.60    | 0.19%             | 2028-07-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2021-F                                 | CUSIP: 63942GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    195000 | PA      | $125648.19    | 0.06%             | 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        |    200000 | PA      | $35999.95     | 0.02%             | 2027-01-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                     | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    380000 | PA      | $340537.82    | 0.18%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                           | Energean Israel Finance Ltd                                                      | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    280000 | PA      | $250600.00    | 0.13%             | 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        |    112573 | PA      | $101199.50    | 0.05%             | 2045-10-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31403DVL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6933 | PA      | $7082.82      | 0.00%             | 2036-09-01      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                       | Ovintiv Inc                                                                      | CUSIP: 292505AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $442748.83    | 0.23%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    265000 | PA      | $188196.54    | 0.10%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                             | DB Master Finance LLC                                                            | CUSIP: 233046AF8<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    238125 | PA      | $216520.63    | 0.11%             | 2047-11-20      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee             | VOLT XCVII LLC                                                                   | CUSIP: 91835EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    354838 | PA      | $312121.62    | 0.16%             | 2051-04-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                           | CarMax Auto Owner Trust 2021-3                                                   | CUSIP: 14317DAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $87204.04     | 0.05%             | 2028-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                           | Dryden 53 CLO Ltd                                                                | CUSIP: 26243EAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    455000 | PA      | $438502.61    | 0.23%             | 2031-01-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2014-USA OA LLC                                                             | CUSIP: 12649AAJ8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $84884.01     | 0.04%             | 2037-09-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                      | Drive Auto Receivables Trust 2021-1                                              | CUSIP: 262108AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340000 | PA      | $318620.77    | 0.16%             | 2029-01-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                              | CUSIP: 83368RAY8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1685000 | PA      | $1322888.83   | 0.68%             | 2035-07-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                   | MVW 2021-1W LLC                                                                  | CUSIP: 55389TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     56796 | PA      | $50834.36     | 0.03%             | 2041-01-22      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2021-2                                                | CUSIP: 33844WAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $155861.37    | 0.08%             | 2027-06-15      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| WestRock MWV LLC                                  | WestRock MWV LLC                                                                 | CUSIP: 582834AP2<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    137000 | PA      | $152129.34    | 0.08%             | 2047-03-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                       | Textron Inc                                                                      | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $956055.48    | 0.49%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO Ltd                               | 522 Funding CLO 2021-7 Ltd                                                       | CUSIP: 33833VAJ4<br>LEI: 5493001LTHURD55KD110 | Long             | ABS-CBDO         | CORP              | KY        |    395000 | PA      | $351971.86    | 0.18%             | 2034-04-23      | Floating      | 7.22%                 | 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        |     30000 | PA      | $17350.81     | 0.01%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                       | Legacy Mortgage Asset Trust 2020-RPL1                                            | CUSIP: 52474HAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    485000 | PA      | $411393.54    | 0.21%             | 2059-09-25      | Variable      | 3.25%                 | 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        |    403475 | PA      | $329283.74    | 0.17%             | 2026-12-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners Ltd                   | Octagon Investment Partners 18-R Ltd                                             | CUSIP: 67576FAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $288403.80    | 0.15%             | 2031-04-16      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                     | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     80000 | PA      | $62837.60     | 0.03%             | 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        |  15220000 | PA      | $14670653.13  | 7.59%             | 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        |     97564 | PA      | $78539.37     | 0.04%             | 2030-10-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                               | Braskem Netherlands Finance BV                                                   | CUSIP: 10554TAE5<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $309866.56    | 0.16%             | 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        |    136667 | PA      | $131181.44    | 0.07%             | 2038-07-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                 | World Omni Auto Receivables Trust 2021-B                                         | CUSIP: 98163LAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1085000 | PA      | $1040643.03   | 0.54%             | 2026-06-15      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US ULTRA BOND CBT MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        84 | NC      | $-153808.85   | -0.08%            |  |  |  | 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        |     87360 | PA      | $66702.36     | 0.03%             | 2041-09-17      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                            | Credit Suisse Group AG                                                           | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $213522.93    | 0.11%             | 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        |    111000 | PA      | $106282.50    | 0.05%             | 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        |    100000 | PA      | $81861.98     | 0.04%             | 2038-07-17      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2019-RPL1 Trust                                                             | CUSIP: 36167CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    152681 | PA      | $143192.11    | 0.07%             | 2068-10-25      | Variable      | 2.65%                 | 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        |   1285000 | PA      | $1000382.46   | 0.52%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                    | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    225000 | PA      | $151092.04    | 0.08%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust        | Mercury Financial Credit Card Master Trust                                       | CUSIP: 58940BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $252824.60    | 0.13%             | 2026-03-20      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                        | Masco Corp                                                                       | CUSIP: 574599AT3<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    104000 | PA      | $113674.17    | 0.06%             | 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        |    350000 | PA      | $304702.39    | 0.16%             | 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        |   1045000 | PA      | $882016.47    | 0.46%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PELOTON INTERACTIVE INC                           | Peloton Interactive Inc                                                          | CUSIP: 70614WAB6<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |     45000 | PA      | $31855.05     | 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        |    100000 | PA      | $89974.43     | 0.05%             | 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        |    220000 | PA      | $188245.02    | 0.10%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9                    | CUSIP: 46639EAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420000 | PA      | $396843.26    | 0.21%             | 2047-12-15      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    190000 | PA      | $145365.98    | 0.08%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                           | Jefferies Financial Group Inc                                                    | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    733000 | PA      | $739238.80    | 0.38%             | 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        |     98500 | PA      | $78520.56     | 0.04%             | 2051-06-20      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                          | iHeartCommunications Inc                                                         | CUSIP: 45174HBE6<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21177.08     | 0.01%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACLN                   | JPMorgan Chase Bank NA - CACLN                                                   | CUSIP: 46591HBT6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90758 | PA      | $87244.46     | 0.05%             | 2028-09-25      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                  | Antares Holdings LP                                                              | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    955000 | PA      | $772019.13    | 0.40%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                          | Celanese US Holdings LLC                                                         | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77731.32     | 0.04%             | 2029-07-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2021-1                                                | CUSIP: 33843WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $148649.39    | 0.08%             | 2027-03-15      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                              | Country Garden Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $105814.00    | 0.05%             | 2031-01-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                           | John Deere Capital Corp                                                          | CUSIP: 24422EVY2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    340000 | PA      | $318012.43    | 0.16%             | 2025-01-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LOGAN GROUP CO LTD                                | Logan Group Co Ltd                                                               | CUSIP: 000000000<br>LEI: 549300NJ0E6Q0S1VOG90 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $45036.00     | 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        |    150000 | PA      | $124346.64    | 0.06%             | 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        |    250000 | PA      | $217820.00    | 0.11%             | 2033-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2019-2                                    | CUSIP: 80286GAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    229235 | PA      | $227790.79    | 0.12%             | 2025-07-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                        | Cigna Corp                                                                       | CUSIP: 125523AX8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11023.32     | 0.01%             | 2027-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                  | OneMain Financial Issuance Trust 2018-2                                          | CUSIP: 68269CAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $137749.72    | 0.07%             | 2033-03-14      | Fixed         | 3.89%                 | 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        |    356857 | PA      | $322831.12    | 0.17%             | 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        |    825000 | PA      | $743193.74    | 0.38%             | 2046-06-01      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                         | Jabil Inc                                                                        | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    375000 | PA      | $329261.00    | 0.17%             | 2030-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                       | Netflix Inc                                                                      | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    935000 | PA      | $871980.08    | 0.45%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                  | MDC Holdings Inc                                                                 | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    195000 | PA      | $108972.05    | 0.06%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust      | American Credit Acceptance Receivables Trust 2021-3                              | CUSIP: 025286AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    335000 | PA      | $310982.41    | 0.16%             | 2027-11-15      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Corp Trust 2013-PEMB                                      | CUSIP: 36197VAC2<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $109156.89    | 0.06%             | 2033-03-05      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                          | Caterpillar Financial Services Corp                                              | CUSIP: 14913R2L0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   2680000 | PA      | $2524552.34   | 1.31%             | 2024-05-17      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HLDGS LTD                            | Shimao Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $37058.00     | 0.02%             | 2022-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                              | FirstKey Homes 2021-SFR2 Trust                                                   | CUSIP: 33767TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $86272.06     | 0.04%             | 2038-09-17      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                 | Magnetite XIV-R LTD                                                              | CUSIP: 55954LAE3<br>LEI: 549300XD71H6EU9N2I97 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $242500.00    | 0.13%             | 2031-10-18      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2014-GC18                                           | CUSIP: 36252RAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $119580.86    | 0.06%             | 2047-01-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                       | Hertz Vehicle Financing III LLC                                                  | CUSIP: 42806MAY5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    305000 | PA      | $290801.64    | 0.15%             | 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        |    250000 | PA      | $216390.00    | 0.11%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                    | Synchrony Bank                                                                   | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    255000 | PA      | $251557.50    | 0.13%             | 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        |    210000 | PA      | $182963.55    | 0.09%             | 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        |     12375 | NS      | $557358.86    | 0.29%             |  |  |  | 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        |    250000 | PA      | $225393.93    | 0.12%             | 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        |    310000 | PA      | $291933.20    | 0.15%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR3                                                   | CUSIP: 74333VAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $84388.41     | 0.04%             | 2026-05-17      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                          | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    430000 | PA      | $354543.60    | 0.18%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                       | Hertz Vehicle Financing III LLC                                                  | CUSIP: 42806MAM1<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    548000 | PA      | $482050.94    | 0.25%             | 2026-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                          | Flex Ltd                                                                         | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    170000 | PA      | $169630.84    | 0.09%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                            | Marvell Technology Inc                                                           | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $249700.15    | 0.13%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                          | EQT Corp                                                                         | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    385000 | PA      | $326262.92    | 0.17%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                            | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              |  | US        |    215000 | PA      | $212905.90    | 0.11%             | 2024-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Corp Trust 2013-PEMB                                      | CUSIP: 36197VAA6<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $104316.47    | 0.05%             | 2033-03-05      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                              | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    300000 | PA      | $234498.00    | 0.12%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust      | American Credit Acceptance Receivables Trust 2020-3                              | CUSIP: 025297AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $96445.30     | 0.05%             | 2026-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                              | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    275000 | PA      | $249675.35    | 0.13%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    400000 | PA      | $312704.30    | 0.16%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                   | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    415000 | PA      | $364993.51    | 0.19%             | 2028-01-20      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                               | Travel + Leisure Co                                                              | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    190000 | PA      | $154817.72    | 0.08%             | 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        |   1226000 | PA      | $1172254.10   | 0.61%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                 | Sierra Timeshare 2019-3 Receivables Funding LLC                                  | CUSIP: 82652NAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     36032 | PA      | $33917.61     | 0.02%             | 2036-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                          | Shimao Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $37048.00     | 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        |     85000 | PA      | $55612.55     | 0.03%             | 2048-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                            | Marlette Funding Trust 2021-3                                                    | CUSIP: 57108QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $94017.58     | 0.05%             | 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        |   1210000 | PA      | $1026437.14   | 0.53%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust               | Toyota Auto Receivables 2020-A Owner Trust                                       | CUSIP: 89232HAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    141773 | PA      | $140944.73    | 0.07%             | 2024-05-15      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                    | TD SYNNEX Corp                                                                   | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    545000 | PA      | $463232.72    | 0.24%             | 2026-08-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                | Wendy's Funding LLC                                                              | CUSIP: 95058XAK4<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    261025 | PA      | $210731.75    | 0.11%             | 2051-06-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Recette CLO LLC                                   | Recette Clo Ltd                                                                  | CUSIP: 75620TAX6<br>LEI: 549300392I5L5XOJ0016 | Long             | ABS-CBDO         | CORP              | KY        |    360000 | PA      | $337694.04    | 0.17%             | 2034-04-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    140000 | PA      | $113799.37    | 0.06%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                          | EQT Corp                                                                         | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91903.51     | 0.05%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    391000 | PA      | $287291.29    | 0.15%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                          | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $321435.89    | 0.17%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                          | Stewart Information Services Corp                                                | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |    555000 | PA      | $425311.60    | 0.22%             | 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        |    100000 | PA      | $82936.31     | 0.04%             | 2038-09-17      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                       | Hertz Vehicle Financing LLC                                                      | CUSIP: 42806MBG3<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $230439.75    | 0.12%             | 2026-09-25      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| SLAM 2021-1 LLC                                   | Slam 2021-1 Ltd                                                                  | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    493879 | PA      | $408605.85    | 0.21%             | 2046-06-15      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                   | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     85000 | PA      | $74198.20     | 0.04%             | 2030-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| OWL ROCK TECHNOLOGY FINA                          | Owl Rock Technology Finance Corp                                                 | CUSIP: 691205AG3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    110000 | PA      | $89670.82     | 0.05%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2021-B                                          | CUSIP: 78449YAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $167229.38    | 0.09%             | 2051-07-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust        | JPMBB Commercial Mortgage Securities Trust 2015-C32                              | CUSIP: 46590JAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $98725.70     | 0.05%             | 2048-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                       | Netflix Inc                                                                      | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    645000 | PA      | $663890.37    | 0.34%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr | GM Financial Consumer Automobile Receivables Trust 2021-2                        | CUSIP: 380149AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    805183 | PA      | $773660.96    | 0.40%             | 2026-04-16      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                      | Business Jet Securities 2021-1 LLC                                               | CUSIP: 12327BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    136889 | PA      | $120195.81    | 0.06%             | 2036-04-15      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2022-2                                       | CUSIP: 30166QAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $98396.80     | 0.05%             | 2028-07-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    800000 | PA      | $442107.25    | 0.23%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| INVESCO CLO 2021-1, Ltd                           | Invesco CLO 2021-1 Ltd                                                           | CUSIP: 46090XAJ0<br>LEI: 25490016C8NV86EY2059 | Long             | ABS-CBDO         | CORP              | KY        |    255000 | PA      | $233078.16    | 0.12%             | 2034-04-15      | Floating      | 7.13%                 | 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        |    390000 | PA      | $368820.50    | 0.19%             | 2024-06-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                 | General Motors Co                                                                | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1614000 | PA      | $1311811.43   | 0.68%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Aimco                                             | AIMCO CLO Series 2017-A                                                          | CUSIP: 00900CAS3<br>LEI: 549300MMTPNJGGRMPB33 | Long             | ABS-CBDO         | CORP              | KY        |    355000 | PA      | $323367.37    | 0.17%             | 2034-04-20      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                             | Micron Technology Inc                                                            | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    120000 | PA      | $108836.93    | 0.06%             | 2030-02-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                         | Jabil Inc                                                                        | CUSIP: 466313AH6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    330000 | PA      | $307219.20    | 0.16%             | 2028-01-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                          | Neuberger Berman CLO XX Ltd                                                      | CUSIP: 64130TBC8<br>LEI: 549300NPF57YF6WBDP72 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $240647.75    | 0.12%             | 2034-07-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| 2020 CASH EXCH TRUST                              | 2020 Cash Mandatory Exchangeable Trust                                           | CUSIP: 901375105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       250 | NS      | $286005.00    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                               | Travel + Leisure Co                                                              | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9490.90      | 0.00%             | 2027-04-01      | Fixed         | 6.00%                 | 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        |     70000 | PA      | $63206.50     | 0.03%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                     | UniCredit SpA                                                                    | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    540000 | PA      | $438721.97    | 0.23%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                 | Credit Acceptance Auto Loan Trust 2020-3                                         | CUSIP: 22536BAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $235586.05    | 0.12%             | 2030-02-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                          | Brighthouse Financial Inc                                                        | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    159000 | PA      | $116309.57    | 0.06%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                      | Centene Corp                                                                     | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    155000 | PA      | $121799.00    | 0.06%             | 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        |    100000 | PA      | $95235.13     | 0.05%             | 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        |    125000 | PA      | $80638.75     | 0.04%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2021-3                                    | CUSIP: 80287EAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    485000 | PA      | $449354.39    | 0.23%             | 2027-09-15      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                     | Commonbond Student Loan Trust 2019-A-GS                                          | CUSIP: 20268CAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95253 | PA      | $84150.13     | 0.04%             | 2047-01-25      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                  | WFRBS Commercial Mortgage Trust 2011-C3                                          | CUSIP: 92935VAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72926 | PA      | $29068.45     | 0.02%             | 2044-03-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                     | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    950000 | PA      | $821157.63    | 0.42%             | 2027-11-24      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                      | Ford Credit Auto Owner Trust 2021-A                                              | CUSIP: 34532NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    862153 | PA      | $837474.45    | 0.43%             | 2025-08-15      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                             | Time Warner Cable LLC                                                            | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    145000 | PA      | $120331.83    | 0.06%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                | Honda Auto Receivables 2021-1 Owner Trust                                        | CUSIP: 43813GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    469832 | PA      | $454471.48    | 0.24%             | 2025-04-21      | Fixed         | 0.27%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                              | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    280000 | PA      | $266658.14    | 0.14%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2020-3                                     | CUSIP: 96042QAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $118450.31    | 0.06%             | 2026-02-17      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                      | Navient Corp                                                                     | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     29000 | PA      | $20659.18     | 0.01%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                               | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $23008.25     | 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        |    290000 | PA      | $285382.42    | 0.15%             | 2024-08-15      | Floating      | 7.57%                 | 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        |    275574 | PA      | $245676.90    | 0.13%             | 2026-04-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp                                                             | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    314000 | PA      | $303308.11    | 0.16%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FRTKL                                             | FRTKL 2021-SFR1                                                                  | CUSIP: 30322DAS8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $83166.62     | 0.04%             | 2038-09-17      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| TIF Funding II LLC                                | TIF Funding II LLC                                                               | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    246923 | PA      | $204784.44    | 0.11%             | 2046-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                 | DISH Network Corp                                                                | CUSIP: 25470MAF6<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    180000 | PA      | $115219.80    | 0.06%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                             | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    645000 | PA      | $527819.71    | 0.27%             | 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        |    250000 | PA      | $227936.25    | 0.12%             | 2031-10-17      | Floating      | 6.93%                 | 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        |    250000 | PA      | $241469.25    | 0.12%             | 2031-10-17      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL FUNDING LLC                            | GE Capital Funding LLC                                                           | CUSIP: 36166NAK9<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |    274000 | PA      | $260091.24    | 0.13%             | 2032-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                 | Expedia Group Inc                                                                | CUSIP: 30212PBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $221136.12    | 0.11%             | 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        |    300000 | PA      | $244803.00    | 0.13%             | 2028-05-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    235000 | PA      | $180363.79    | 0.09%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                          | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    240000 | PA      | $216935.94    | 0.11%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2021-1 LLC                                                                  | CUSIP: 693577AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    343319 | PA      | $321005.65    | 0.17%             | 2026-01-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                            | Marvell Technology Inc                                                           | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $201084.67    | 0.10%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                           | SCF Equipment Leasing 2022-1 LLC                                                 | CUSIP: 784033AJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $88564.30     | 0.05%             | 2031-11-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                 | General Motors Co                                                                | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231132.12    | 0.12%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Aimco                                             | Aimco CLO 14 Ltd                                                                 | CUSIP: 00144GAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    675000 | PA      | $620724.60    | 0.32%             | 2034-04-20      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                            | Orbia Advance Corp SAB de CV                                                     | CUSIP: 68560EAB4<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    525000 | PA      | $412167.00    | 0.21%             | 2031-05-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                           | DCP Midstream Operating LP                                                       | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    240000 | PA      | $198511.20    | 0.10%             | 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        |    409526 | PA      | $407151.90    | 0.21%             | 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        |    150000 | PA      | $159195.00    | 0.08%             | 2024-08-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR9 Trust                                             | CUSIP: 74333QAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $77652.26     | 0.04%             | 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        |    580000 | PA      | $589150.58    | 0.30%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                              | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                           | CUSIP: 46590XAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    225000 | PA      | $183802.67    | 0.10%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                       | Ovintiv Inc                                                                      | CUSIP: 012873AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $42575.46     | 0.02%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                | Honda Auto Receivables 2021-2 Owner Trust                                        | CUSIP: 43811JAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    317724 | PA      | $306664.45    | 0.16%             | 2025-08-15      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                            | Southwestern Energy Co                                                           | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     65000 | PA      | $55548.35     | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2019-2                                         | CUSIP: 36257NAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    132642 | PA      | $131699.17    | 0.07%             | 2025-02-18      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                               | Braskem Netherlands Finance BV                                                   | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $170091.72    | 0.09%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN CO LLC                             | Teva Pharmaceutical Finance Co LLC                                               | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131860.00    | 0.07%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR2 Trust                                             | CUSIP: 74333DAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $198819.52    | 0.10%             | 2038-04-19      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                              | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAF5<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4252.78      | 0.00%             | 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        |    200000 | PA      | $166650.27    | 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        |    200000 | PA      | $32422.00     | 0.02%             | 2026-03-22      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                 | Sierra Timeshare 2019-2 Receivables Funding LLC                                  | CUSIP: 82652MAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     54259 | PA      | $50654.36     | 0.03%             | 2036-05-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CANYON CAPITAL CLO LTD                            | Canyon CLO 2021-4 Ltd                                                            | CUSIP: 13877PAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $238384.50    | 0.12%             | 2034-10-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                             | Sixth Street CLO XVIII Ltd                                                       | CUSIP: 83012HAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    310000 | PA      | $290632.13    | 0.15%             | 2034-04-20      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Brex Inc                                          | Brex Commercial Charge Card Master Trust                                         | CUSIP: 05601DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $237396.14    | 0.12%             | 2024-07-15      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp                                                             | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1244000 | PA      | $1126478.54   | 0.58%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                            | Credit Suisse Group AG                                                           | CUSIP: 225401AV0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    395000 | PA      | $359789.70    | 0.19%             | 2028-08-11      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| BB-UBS Trust                                      | BB-UBS Trust                                                                     | CUSIP: 05490AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38736 | PA      | $37692.77     | 0.02%             | 2030-06-05      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                    | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $143196.95    | 0.07%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Foursight Capital Automobile Receivables Trust    | Foursight Capital Automobile Receivables Trust 2021-1                            | CUSIP: 35105WAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270000 | PA      | $249516.88    | 0.13%             | 2027-03-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| LIVONGO HEALTH                                    | Livongo Health Inc                                                               | CUSIP: 539183AA1<br>LEI: 54930061HKCVF1H2O156 | Long             | DBT              | CORP              | US        |    130000 | PA      | $113799.40    | 0.06%             | 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        |    765000 | PA      | $566626.48    | 0.29%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                        | Masco Corp                                                                       | CUSIP: 574599AY2<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    211000 | PA      | $215994.11    | 0.11%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                         | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30                      | CUSIP: 61766NBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    495000 | PA      | $417751.44    | 0.22%             | 2049-09-15      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                               | DT Auto Owner Trust 2021-3                                                       | CUSIP: 23344QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    690000 | PA      | $604533.43    | 0.31%             | 2027-05-17      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co                                                              | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    385000 | PA      | $400796.75    | 0.21%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                 | Ares Capital Corp                                                                | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    395000 | PA      | $316722.47    | 0.16%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                | Alcon Finance Corp                                                               | CUSIP: 01400EAE3<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201015.72    | 0.10%             | 2032-12-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                           | SCF Equipment Leasing 2022-2 LLC                                                 | CUSIP: 78397WAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $112151.52    | 0.06%             | 2032-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                   | Prestige Auto Receivables Trust 2020-1                                           | CUSIP: 74114BAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $166218.69    | 0.09%             | 2028-02-15      | Fixed         | 3.67%                 | 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        |    165000 | PA      | $124766.72    | 0.06%             | 2049-07-01      | Fixed         | 5.12%                 | 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        |    209029 | PA      | $170558.18    | 0.09%             | 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        |    196000 | PA      | $183326.76    | 0.09%             | 2028-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NATL LIFE INSURANCE-VRMT                          | National Life Insurance Co                                                       | CUSIP: 636792AA1<br>LEI: 0JRPR7R1EOV4Z2M47L22 | Long             | DBT              | CORP              | US        |   1488000 | PA      | $1942092.96   | 1.00%             | 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        |     97619 | PA      | $93456.31     | 0.05%             | 2038-07-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                              | Pertamina Persero PT                                                             | CUSIP: 69370PAA9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    780000 | PA      | $777298.70    | 0.40%             | 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        |   1560000 | PA      | $1713067.20   | 0.89%             | 2033-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2021-1                                    | CUSIP: 80286NAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    315000 | PA      | $297628.07    | 0.15%             | 2026-11-16      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                          | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $26957.56     | 0.01%             | 2023-01-31      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                    | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    510000 | PA      | $446845.16    | 0.23%             | 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        |   4225000 | PA      | $4053854.50   | 2.10%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $905630.21    | 0.47%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                          | Microchip Technology Inc                                                         | CUSIP: 595017BC7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    295000 | PA      | $273158.26    | 0.14%             | 2024-09-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                             | Owl Rock Capital Corp                                                            | CUSIP: 69121KAD6<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1762595.46   | 0.91%             | 2026-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust                        | BINOM Securitization Trust 2022-RPL1                                             | CUSIP: 05552CAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $214779.27    | 0.11%             | 2061-02-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                      | AutoZone Inc                                                                     | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    650000 | PA      | $601865.88    | 0.31%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                           | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    425000 | PA      | $259855.74    | 0.13%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                      | Voya CLO 2018-3 Ltd                                                              | CUSIP: 92917KAC8<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-CBDO         | CORP              | KY        |    255000 | PA      | $244093.14    | 0.13%             | 2031-10-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                 | ONEOK Partners LP                                                                | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     43000 | PA      | $40824.06     | 0.02%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                             | DB Master Finance LLC                                                            | CUSIP: 233046AQ4<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    351450 | PA      | $288866.24    | 0.15%             | 2051-11-20      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                         | BPR Trust 2021-NRD                                                               | CUSIP: 05592CAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $95971.92     | 0.05%             | 2038-12-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                 | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7125000 | PA      | $6246621.09   | 3.23%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited               | Textainer Marine Containers VII Ltd                                              | CUSIP: 88315LAL2<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    226133 | PA      | $189936.24    | 0.10%             | 2046-02-20      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KUW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    246571 | PA      | $245338.28    | 0.13%             | 2042-04-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                    | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1103903.60   | 0.57%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                    | Morgan Stanley                                                                   | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    533000 | PA      | $517139.30    | 0.27%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                 | DISH Network Corp                                                                | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    965000 | PA      | $604572.50    | 0.31%             | 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        |    165000 | PA      | $165000.00    | 0.09%             | 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        |     58050 | PA      | $52929.06     | 0.03%             | 2049-05-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                  | OneMain Financial Issuance Trust 2022-S1                                         | CUSIP: 68267HAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310000 | PA      | $285510.62    | 0.15%             | 2035-05-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                          | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    155000 | PA      | $134340.05    | 0.07%             | 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        |    670000 | PA      | $610997.99    | 0.32%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                | Morgan Stanley Mortgage Loan Trust 2005-3AR                                      | CUSIP: 61745M4T7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4490 | PA      | $3824.20      | 0.00%             | 2035-07-25      | Variable      | 4.28%                 | No            |                  3 | On Loan: No      |
| US AIRWAYS 2012-2A PTT                            | US Airways 2012-2 Class A Pass Through Trust                                     | CUSIP: 90345WAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380845 | PA      | $346893.77    | 0.18%             | 2025-06-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    180000 | PA      | $145430.13    | 0.08%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                | Ally Financial Inc                                                               | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $155934.04    | 0.08%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp                                                             | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    536000 | PA      | $508396.33    | 0.26%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp                                                             | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      1095 | NS      | $1270200.00   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| ADANI PORTS AND SPECIAL                           | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: 00652MAG7<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    210000 | PA      | $184332.31    | 0.10%             | 2027-08-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RDQ4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    620000 | PA      | $577039.39    | 0.30%             | 2026-03-20      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                 | CUSIP: 91282CDM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4890000 | PA      | $4704714.87   | 2.43%             | 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        |    250000 | PA      | $255966.80    | 0.13%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                      | Centene Corp                                                                     | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    810000 | PA      | $633803.22    | 0.33%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                               | Georgia-Pacific LLC                                                              | CUSIP: 373298BP2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    552000 | PA      | $596405.85    | 0.31%             | 2028-06-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                           | John Deere Capital Corp                                                          | CUSIP: 24422EVX4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    220000 | PA      | $211826.95    | 0.11%             | 2024-01-10      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    315000 | PA      | $263899.22    | 0.14%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $177246.99    | 0.09%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2020-H                                 | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     38212 | PA      | $34294.54     | 0.02%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2020-2                                    | CUSIP: 80285RAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $218934.45    | 0.11%             | 2026-09-15      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                   | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    195000 | PA      | $160334.24    | 0.08%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                 | Credit Acceptance Auto Loan Trust 2020-2                                         | CUSIP: 22535MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    370000 | PA      | $353741.09    | 0.18%             | 2029-11-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2020-A                                          | CUSIP: 78449UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    460223 | PA      | $419895.89    | 0.22%             | 2037-09-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                                | CommScope Technologies LLC                                                       | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    155000 | PA      | $105276.24    | 0.05%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SINO OCEAN LAND IV                                | Sino-Ocean Land Treasure IV Ltd                                                  | CUSIP: 000000000<br>LEI: 213800EAGXDYG9QWS896 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $101900.00    | 0.05%             | 2030-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                           | Fidelity National Information Services Inc                                       | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    175000 | PA      | $168564.22    | 0.09%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                  | Crown Castle Inc                                                                 | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   1415000 | PA      | $1135158.17   | 0.59%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XV Ltd                | Octagon Investment Partners XV Ltd                                               | CUSIP: 67590EBG8<br>LEI: 549300VYCI9AZ4NZBX86 | Long             | ABS-CBDO         | CORP              | KY        |    315000 | PA      | $311218.74    | 0.16%             | 2030-07-19      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| KONINKIJKE AHOLD DLHAIZE                          | Koninklijke Ahold Delhaize NV                                                    | CUSIP: 24668PAE7<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |     39000 | PA      | $38630.82     | 0.02%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2021-B                                         | CUSIP: 00834DAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $90893.51     | 0.05%             | 2026-08-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LLC                   | Domino's Pizza Master Issuer LLC                                                 | CUSIP: 25755TAK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    162240 | PA      | $150005.81    | 0.08%             | 2048-07-25      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                   | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29075.20     | 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        |     59186 | PA      | $45277.84     | 0.02%             | 2042-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                           | HCA Inc                                                                          | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1192000 | PA      | $1148822.27   | 0.59%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                              | FirstKey Homes 2021-SFR1 Trust                                                   | CUSIP: 33767WAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $216788.39    | 0.11%             | 2038-08-17      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RDL5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $96617.83     | 0.05%             | 2025-09-22      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| S-JETS Limited                                    | S-Jets 2017-1 Ltd                                                                | CUSIP: 784309AA4<br>LEI: 635400FR77IW5YEET913 | Long             | ABS-O            | CORP              | BM        |    427322 | PA      | $331178.97    | 0.17%             | 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        |     60000 | PA      | $60759.13     | 0.03%             | 2029-02-15      | Fixed         | 7.86%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    620000 | PA      | $546077.09    | 0.28%             | 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        |    375000 | PA      | $375262.50    | 0.19%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                  | Carlyle US CLO 2021-9 Ltd                                                        | CUSIP: 14317KAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    270000 | PA      | $259107.66    | 0.13%             | 2034-10-20      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2021-RPL3 Trust                                                             | CUSIP: 12661GAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $70531.61     | 0.04%             | 2060-01-25      | Fixed         | 3.75%                 | 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        |    463231 | PA      | $455695.34    | 0.24%             | 2060-06-25      | Variable      | 3.25%                 | 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        |    403096 | PA      | $397061.16    | 0.21%             | 2027-10-15      | Fixed         | 5.88%                 | 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        |    160000 | PA      | $116974.05    | 0.06%             | 2054-07-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                 | Magnetite XV Ltd                                                                 | CUSIP: 55953MAN2<br>LEI: 549300B3V0K3DX0M2K31 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $245447.75    | 0.13%             | 2031-07-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                 | CUSIP: 91282CCU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1120000 | PA      | $1086181.25   | 0.56%             | 2023-08-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2021-A                                 | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    191684 | PA      | $165731.37    | 0.09%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                            | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |    365000 | PA      | $340517.15    | 0.18%             | 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        |    313880 | PA      | $276543.54    | 0.14%             | 2051-08-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| TACO BELL FUNDING, LLC                            | Taco Bell Funding LLC                                                            | CUSIP: 87342RAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    455400 | PA      | $365853.79    | 0.19%             | 2051-08-25      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                          | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    995000 | PA      | $759459.05    | 0.39%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                   | Cemex SAB de CV                                                                  | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    310000 | PA      | $286443.10    | 0.15%             | 2026-06-08      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $63604.18     | 0.03%             | 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        |    200000 | PA      | $187644.65    | 0.10%             | 2027-10-15      | Fixed         | 6.88%                 | 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        |    120000 | PA      | $115735.79    | 0.06%             | 2056-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                 | NatWest Group PLC                                                                | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197536.32    | 0.10%             | 2028-09-30      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                               | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $102202.80    | 0.05%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |       317 | NS      | $375645.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                       | Netflix Inc                                                                      | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106214.50    | 0.05%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO                            | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | CUSIP: 05969BAD5<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |    420000 | PA      | $415590.00    | 0.21%             | 2025-04-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | Athene Global Funding                                                            | CUSIP: 04685A3F6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    975000 | PA      | $899545.99    | 0.47%             | 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        |    319093 | PA      | $260794.01    | 0.13%             | 2046-10-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                               | FS KKR Capital Corp                                                              | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    390000 | PA      | $314406.15    | 0.16%             | 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        |    300000 | PA      | $220056.00    | 0.11%             | 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        |    170000 | PA      | $153940.13    | 0.08%             | 2027-09-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                              | ERAC USA Finance LLC                                                             | CUSIP: 26882PAR3<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    562000 | PA      | $590058.46    | 0.31%             | 2034-06-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                              | FirstKey Homes 2021-SFR2 Trust                                                   | CUSIP: 33767TAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205000 | PA      | $169863.33    | 0.09%             | 2038-09-17      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                         | BPR Trust 2021-NRD                                                               | CUSIP: 05592CAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95000 | PA      | $87546.41     | 0.05%             | 2038-12-15      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2019-4                                                 | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    258180 | PA      | $239730.20    | 0.12%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                          | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33185.05     | 0.02%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                               | CIFI Holdings Group Co Ltd                                                       | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $52500.00     | 0.03%             | 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        |    145000 | PA      | $123682.46    | 0.06%             | 2046-08-15      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Freedom Financial                                 | FREED ABS Trust 2021-2                                                           | CUSIP: 35635CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $97106.80     | 0.05%             | 2028-06-19      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROP LP                          | Corporate Office Properties LP                                                   | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |     85000 | PA      | $63614.13     | 0.03%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                      | Centene Corp                                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    110000 | PA      | $90172.42     | 0.05%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US AIRWAYS 2011-1A PTT                            | US Airways 2011-1 Class A Pass Through Trust                                     | CUSIP: 903436AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    164465 | PA      | $164848.66    | 0.09%             | 2023-10-22      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31412EJ23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1673 | PA      | $1686.44      | 0.00%             | 2037-02-01      | Floating      | 3.74%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2021-2                                     | CUSIP: 96042RAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $248881.33    | 0.13%             | 2026-12-15      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                          | iHeartCommunications Inc                                                         | CUSIP: 45174HBG1<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44788.70     | 0.02%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee             | VOLT XCIII LLC                                                                   | CUSIP: 92873CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    283562 | PA      | $255095.60    | 0.13%             | 2051-02-27      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-2 B PTT                           | United Airlines 2016-2 Class B Pass Through Trust                                | CUSIP: 90933JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200116 | PA      | $179271.68    | 0.09%             | 2025-10-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                    | Galaxy XXVI CLO Ltd                                                              | CUSIP: 36321LAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $240974.75    | 0.12%             | 2031-11-22      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                 | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6495000 | PA      | $4516562.08   | 2.34%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                            | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              |  | US        |    295000 | PA      | $277617.85    | 0.14%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding XXV Ltd                                                     | CUSIP: 55820RAJ1<br>LEI: 254900B0583OW8RQ8N33 | Long             | ABS-CBDO         | CORP              | KY        |    310418 | PA      | $306439.35    | 0.16%             | 2029-04-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RDY7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $543738.24    | 0.28%             | 2027-02-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Alinea CLO LTD                                    | Alinea CLO 2018-1 Ltd                                                            | CUSIP: 016269AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $578856.60    | 0.30%             | 2031-07-20      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                               | Travel + Leisure Co                                                              | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9782.62      | 0.01%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    305000 | PA      | $263458.82    | 0.14%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2021-RPL1 Trust                                                             | CUSIP: 12660KAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    211239 | PA      | $199287.57    | 0.10%             | 2060-09-27      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                      | Dell Equipment Finance Trust 2020-2                                              | CUSIP: 24704GAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | PA      | $152128.01    | 0.08%             | 2026-03-23      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| MED Trust                                         | Med Trust 2021-MDLN                                                              | CUSIP: 58403YAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $190010.60    | 0.10%             | 2038-11-15      | Floating      | 6.12%                 | 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        |    115000 | PA      | $107201.49    | 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        |     65000 | PA      | $53902.58     | 0.03%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                             | Continental Resources Inc/OK                                                     | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    960000 | PA      | $893625.91    | 0.46%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                      | Drive Auto Receivables Trust 2018-5                                              | CUSIP: 26208MAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     69623 | PA      | $69560.80     | 0.04%             | 2026-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                 | Battalion CLO VIII Ltd                                                           | CUSIP: 07132ACE1<br>LEI: 549300WH2OE0BGHQQP83 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $240643.75    | 0.12%             | 2030-07-18      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    225000 | PA      | $156486.51    | 0.08%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                          | EQT Corp                                                                         | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70406.87     | 0.04%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                      | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    275000 | PA      | $285440.63    | 0.15%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust          | Americredit Automobile Receivables Trust 2018-3                                  | CUSIP: 03066MAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230000 | PA      | $228334.66    | 0.12%             | 2024-11-18      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                       | Rad CLO 15 Ltd                                                                   | CUSIP: 750103AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $238791.00    | 0.12%             | 2034-01-20      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                       | Equinix Inc                                                                      | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    885000 | PA      | $747072.41    | 0.39%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HLDGS LTD                            | Shimao Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $37336.00     | 0.02%             | 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        |    110000 | PA      | $104296.95    | 0.05%             | 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        |    400000 | PA      | $293285.51    | 0.15%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                          | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $7250.02      | 0.00%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freedom Financial                                 | FREED ABS Trust 2021-3FP                                                         | CUSIP: 30322MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215000 | PA      | $195608.40    | 0.10%             | 2028-11-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                             | Southwest Airlines Co                                                            | CUSIP: 844741BG2<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    210000 | PA      | $252210.00    | 0.13%             | 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        |    465000 | PA      | $499670.79    | 0.26%             | 2027-05-15      | Fixed         | 1.25%                 | 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        |    240000 | PA      | $191874.48    | 0.10%             | 2058-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                  | First Investors Auto Owner Trust 2021-1                                          | CUSIP: 32059FAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    285000 | PA      | $258331.98    | 0.13%             | 2027-03-15      | Fixed         | 1.62%                 | 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        |    100000 | PA      | $89716.57     | 0.05%             | 2051-07-25      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr | GM Financial Consumer Automobile Receivables Trust 2020-1                        | CUSIP: 36258NAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    196904 | PA      | $195587.21    | 0.10%             | 2024-09-16      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                         | CIM Trust 2021-NR2                                                               | CUSIP: 12565CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    338042 | PA      | $311034.81    | 0.16%             | 2059-07-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                          | Celanese US Holdings LLC                                                         | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57056.88     | 0.03%             | 2032-07-15      | Fixed         | 6.38%                 | 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        |    265000 | PA      | $195185.34    | 0.10%             | 2032-02-01      | Fixed         | 2.30%                 | 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        |    495000 | PA      | $449216.86    | 0.23%             | 2027-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                    | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112198.52    | 0.06%             | 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        |     45000 | PA      | $31018.50     | 0.02%             | 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        |    275000 | PA      | $257745.13    | 0.13%             | 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        |   1115404 | PA      | $1046338.50   | 0.54%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                            | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     70000 | PA      | $57766.97     | 0.03%             | 2028-04-01      | Fixed         | 2.25%                 | 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        |    890000 | PA      | $541180.29    | 0.28%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                       | Legacy Mortgage Asset Trust 2019-GS7                                             | CUSIP: 52474MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86857 | PA      | $86702.25     | 0.04%             | 2059-11-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                    | Air Lease Corp                                                                   | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    290000 | PA      | $240322.02    | 0.12%             | 2030-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MDC Holdings Inc                                  | MDC Holdings Inc                                                                 | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    510000 | PA      | $414339.42    | 0.21%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2014-GC18                                           | CUSIP: 36252RBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185000 | PA      | $169364.93    | 0.09%             | 2047-01-10      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                          | Caterpillar Financial Services Corp                                              | CUSIP: 14913R2S5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    895000 | PA      | $863374.89    | 0.45%             | 2024-01-10      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                   | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20749.31     | 0.01%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                               | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $93220.89     | 0.05%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                    | VCAT 2021-NPL1 LLC                                                               | CUSIP: 91790CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    102042 | PA      | $96323.26     | 0.05%             | 2050-12-26      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                              | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    255000 | PA      | $237505.59    | 0.12%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AIG CLO Ltd                                       | AIG CLO 2021-1 LLC                                                               | CUSIP: 00141YAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    430000 | PA      | $397009.11    | 0.21%             | 2034-04-22      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                             | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1014937.50   | 0.52%             | 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        |    210000 | PA      | $182106.46    | 0.09%             | 2027-09-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     80000 | PA      | $64703.21     | 0.03%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                          | EQT Corp                                                                         | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84543.27     | 0.04%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                          | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $47799.46     | 0.02%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                  | WFRBS Commercial Mortgage Trust 2014-C24                                         | CUSIP: 92939KBR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    655000 | PA      | $594651.12    | 0.31%             | 2047-11-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                    | Galaxy XXV CLO Ltd                                                               | CUSIP: 36319XAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $240751.50    | 0.12%             | 2031-10-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Merlin Aviation Holdings DAC                      | Merlin Aviation Holdings DAC                                                     | CUSIP: 59010RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     86912 | PA      | $66490.27     | 0.03%             | 2032-12-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                           | Blackstone Secured Lending Fund                                                  | CUSIP: 09261XAD4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $919097.74    | 0.48%             | 2027-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                    | Morgan Stanley                                                                   | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188878.59    | 0.10%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                               | DT Auto Owner Trust 2021-2                                                       | CUSIP: 23345EAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $105620.26    | 0.05%             | 2027-02-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                          | EQT Corp                                                                         | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124392.44    | 0.06%             | 2025-10-01      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                    | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    390000 | PA      | $267694.85    | 0.14%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                            | Diamondback Energy Inc                                                           | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    190000 | PA      | $157331.61    | 0.08%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                            | Marlette Funding Trust 2021-2                                                    | CUSIP: 57108TAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $92424.32     | 0.05%             | 2031-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                              | Edison International                                                             | CUSIP: 281020AR8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93423.12     | 0.05%             | 2025-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR4                                                   | CUSIP: 74333EAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $83415.30     | 0.04%             | 2038-05-17      | Fixed         | 2.56%                 | 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        |    600850 | PA      | $505459.65    | 0.26%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                     | Corevest American Finance 2021-1 Trust                                           | CUSIP: 21873LAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $76926.45     | 0.04%             | 2053-04-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee             | VOLT XCII LLC                                                                    | CUSIP: 91835MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113797 | PA      | $98192.71     | 0.05%             | 2051-02-27      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                          | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $261504.56    | 0.14%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee             | VOLT XCVI LLC                                                                    | CUSIP: 92873FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    176546 | PA      | $160047.98    | 0.08%             | 2051-03-27      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| MED Trust                                         | Med Trust 2021-MDLN                                                              | CUSIP: 58403YAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94483.06     | 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        |    100482 | PA      | $89974.96     | 0.05%             | 2026-04-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR7 Trust                                             | CUSIP: 74333PAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $126996.11    | 0.07%             | 2040-08-17      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    220000 | PA      | $184495.53    | 0.10%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LEND                            | Oaktree Specialty Lending Corp                                                   | CUSIP: 67401PAC2<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    155000 | PA      | $131614.27    | 0.07%             | 2027-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                               | Ashtead Capital Inc                                                              | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191293.84    | 0.10%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    195000 | PA      | $168182.86    | 0.09%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust          | AmeriCredit Automobile Receivables Trust 2021-1                                  | CUSIP: 03063FAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $209141.54    | 0.11%             | 2026-12-18      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR5 Trust                                             | CUSIP: 74333FAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $99924.85     | 0.05%             | 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        |    735000 | PA      | $600134.69    | 0.31%             | 2031-03-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2021-2                                       | CUSIP: 30166RAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $139847.25    | 0.07%             | 2026-11-16      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                  | First Investors Auto Owner Trust 2019-1                                          | CUSIP: 32059TAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    201662 | PA      | $200770.54    | 0.10%             | 2025-04-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                   | T-Mobile US Inc                                                                  | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      1641 | NS      | $229740.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                             | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24503.30     | 0.01%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WAVE 2017-1 LLC                                   | WAVE 2017-1 Trust                                                                | CUSIP: 94353WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155341 | PA      | $117283.97    | 0.06%             | 2042-11-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                    | Var Energi ASA                                                                   | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    385000 | PA      | $397596.36    | 0.21%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                             | Continental Resources Inc/OK                                                     | CUSIP: 212015AL5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12968.54     | 0.01%             | 2023-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2021-E                                 | CUSIP: 63942EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $63712.22     | 0.03%             | 2069-12-16      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                  | CUSIP: 37045XDG8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    315000 | PA      | $299124.99    | 0.15%             | 2024-03-08      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                     | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     85000 | PA      | $74913.96     | 0.04%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                    | Var Energi ASA                                                                   | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    220000 | PA      | $224092.39    | 0.12%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                         | BPR Trust 2021-NRD                                                               | CUSIP: 05592CAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65000 | PA      | $59144.09     | 0.03%             | 2038-12-15      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 292480AJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    588000 | PA      | $480978.12    | 0.25%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    370000 | PA      | $282638.49    | 0.15%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                               | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    890000 | PA      | $733392.23    | 0.38%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                            | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              |  | US        |    265000 | PA      | $254068.75    | 0.13%             | 2025-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                     | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1245000 | PA      | $947376.05    | 0.49%             | 2035-09-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                               | CUSIP: 225313AN5<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    640000 | PA      | $395311.10    | 0.20%             | 2041-01-11      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited               | Textainer Marine Containers VII Ltd                                              | CUSIP: 88315LAQ1<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    364000 | PA      | $309423.33    | 0.16%             | 2046-04-20      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                     | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    555000 | PA      | $423187.50    | 0.22%             | 2028-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                       | Netflix Inc                                                                      | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    425000 | PA      | $430750.25    | 0.22%             | 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        |    330000 | PA      | $322858.80    | 0.17%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2021-2 LLC                                                                  | CUSIP: 69359UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130406 | PA      | $120062.03    | 0.06%             | 2026-03-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                   | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    120000 | PA      | $98856.00     | 0.05%             | 2050-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1014512.52   | 0.52%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                           | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $178109.43    | 0.09%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                       | Netflix Inc                                                                      | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58200.00     | 0.03%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                 | NatWest Group PLC                                                                | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    655000 | PA      | $566877.24    | 0.29%             | 2027-06-14      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                    | Morgan Stanley                                                                   | CUSIP: 61746BCY0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1727000 | PA      | $1803460.52   | 0.93%             | 2026-08-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Trust                   | CoreVest American Finance 2021-3 Trust                                           | CUSIP: 21873NAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $75613.36     | 0.04%             | 2054-10-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                              | Western Digital Corp                                                             | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    140000 | PA      | $108313.80    | 0.06%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                              | FirstKey Homes 2022-SFR2 Trust                                                   | CUSIP: 33767PAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    360000 | PA      | $315435.67    | 0.16%             | 2039-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                  | CIFC Funding 2021-VI Ltd                                                         | CUSIP: 12553SAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $240732.50    | 0.12%             | 2034-10-15      | Floating      | 5.73%                 | 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        |    285000 | PA      | $258556.93    | 0.13%             | 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        |    535727 | PA      | $476794.78    | 0.25%             | 2060-12-27      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                 | Ares Capital Corp                                                                | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    565000 | PA      | $414625.26    | 0.21%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                         | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12                      | CUSIP: 61762XAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55000 | PA      | $52127.43     | 0.03%             | 2046-10-15      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | Athene Global Funding                                                            | CUSIP: 04685A2Z3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    490000 | PA      | $422659.65    | 0.22%             | 2026-06-29      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                            | Credit Suisse Group AG                                                           | CUSIP: 225401AY4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    405000 | PA      | $380233.91    | 0.20%             | 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        |    234721 | PA      | $212162.39    | 0.11%             | 2061-04-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                          | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    415000 | PA      | $374554.10    | 0.19%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98610.88     | 0.05%             | 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        |    100000 | PA      | $83497.84     | 0.04%             | 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        |     80000 | PA      | $75273.60     | 0.04%             | 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        |    425000 | PA      | $316432.51    | 0.16%             | 2031-04-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                      | Tapestry Inc                                                                     | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    125000 | PA      | $97288.08     | 0.05%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LLC                   | Domino's Pizza Master Issuer LLC                                                 | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     97250 | PA      | $84008.44     | 0.04%             | 2049-10-25      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                              | Times China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $32502.00     | 0.02%             | 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        |    430000 | PA      | $373743.83    | 0.19%             | 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        |     39066 | PA      | $34702.90     | 0.02%             | 2025-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2019-4                                       | CUSIP: 30167GAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    254637 | PA      | $250363.30    | 0.13%             | 2025-09-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                    | Amazon.com Inc                                                                   | CUSIP: 023135BW5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2680000 | PA      | $2524286.83   | 1.31%             | 2024-05-12      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    740000 | PA      | $560970.75    | 0.29%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                | Sunnova Helios X Issuer LLC                                                      | CUSIP: 86744WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    353418 | PA      | $339741.36    | 0.18%             | 2049-11-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                | Aqua Finance Trust 2021-A                                                        | CUSIP: 03842VAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $84177.27     | 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