# EDGAR Filing Document

**Accession Number:** 0000052136
**File Stem:** 0001752724-23-046351
**Filing Date:** 2023-2
**Character Count:** 298735
**Document Hash:** 3259f3aec43c063606550ffe9ccff641
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046351.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046351

**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:** Natixis Funds Trust II
- **CENTRAL INDEX KEY:** 0000052136
- **IRS NUMBER:** 041990692
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-00242
- **FILM NUMBER:** 23682186

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

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

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

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

- **a. Name of Series:** Loomis Sayles Strategic Alpha Fund

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

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

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

- **a. Date of fiscal year-end:** 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:** $851443114.38

**Total Liabilities:** $2359466.80

**Net Assets:** $849083647.58

**Cash Not Reported:** $18607758.52

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -926.37000000 | **1-Year:** -28764.26000000 | **5-Year:** -55643.79000000 | **10-Year:** -33921.63000000 | **30-Year:** -16642.81000000

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

- **3-Month:** -972.50000000 | **1-Year:** -29521.25000000 | **5-Year:** -40229.62000000 | **10-Year:** -34216.24000000 | **30-Year:** -13198.78000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000094853 | 0.44%                | 1.54%                | 0.15%                |
| Class ID C000094854 | 0.33%                | 1.43%                | 0.20%                |
| Class ID C000094855 | 0.33%                | 1.65%                | 0.22%                |
| Class ID C000190722 | 0.44%                | 1.54%                | 0.24%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-70092.16               | $1174098.70                                |
| Month 2  | $-459172.00              | $17032431.15                               |
| Month 3  | $-4035883.58             | $1826087.97                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| IHS HOLDING LTD                                | IHS Holding Ltd                                                                                                                | CUSIP: 44963HAA3<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    1695000 | PA      | $1399222.50   | 0.16%             | 2026-11-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                        | INEOS Quattro Finance 2 Plc                                                                                                    | CUSIP: 45674GAA2<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |     210000 | PA      | $192937.50    | 0.02%             | 2026-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC BOR ESC                       | Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc                                               | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1234100.00   | 0.15%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                            | DT Auto Owner Trust 2019-2                                                                                                     | CUSIP: 26252TAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     903354 | PA      | $893546.00    | 0.11%             | 2025-02-18      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2013-II Ltd                                                                                                       | CUSIP: 12549BAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     730000 | PA      | $685553.95    | 0.08%             | 2030-10-18      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                            | LCM 30 Ltd                                                                                                                     | CUSIP: 50200YAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     310000 | PA      | $264612.25    | 0.03%             | 2031-04-20      | Floating      | 7.24%                 | 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        |    1565000 | PA      | $1415743.60   | 0.17%             | 2026-08-20      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                     | Progress Residential 2021-SFR3                                                                                                 | CUSIP: 74333VAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     570000 | PA      | $482256.54    | 0.06%             | 2026-05-17      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                                                                  | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1245466.20   | 0.15%             | 2025-05-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | ELEVANCE HEALTH INC                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -3 | NC      | $-2085.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                         | China Aoyuan Group Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |     710000 | PA      | $58063.80     | 0.01%             | 2024-02-08      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Basswood Park CLO Ltd                          | Basswood Park CLO Ltd                                                                                                          | CUSIP: 070252AG6<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-CBDO         | CORP              | KY        |    1830000 | PA      | $1635031.80   | 0.19%             | 2034-04-20      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| EVERI HOLDINGS INC                             | Everi Holdings Inc                                                                                                             | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |     330000 | PA      | $283458.96    | 0.03%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                              | Cisco Systems Inc                                                                                                              | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       2771 | NS      | $132010.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding XXXI Ltd                                                                                                  | CUSIP: 55819DAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     300000 | PA      | $279809.70    | 0.03%             | 2031-01-23      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Recette CLO LLC                                | Recette Clo Ltd                                                                                                                | CUSIP: 75620TAZ1<br>LEI: 549300392I5L5XOJ0016 | Long             | ABS-CBDO         | CORP              | KY        |     340000 | PA      | $297351.76    | 0.04%             | 2034-04-20      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                     | Navient Private Education Refi Loan Trust 2019-G                                                                               | CUSIP: 63941JAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     695000 | PA      | $555109.71    | 0.07%             | 2068-10-15      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                       | Allison Transmission Inc                                                                                                       | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    1640000 | PA      | $1520835.91   | 0.18%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2020-SFR1 Trust                 | FirstKey Homes 2020-SFR1 Trust                                                                                                 | CUSIP: 33767MAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1715000 | PA      | $1531080.14   | 0.18%             | 2037-08-17      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| BlackRock Inc                                  | BlackRock Inc                                                                                                                  | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |        213 | NS      | $150938.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OHA Loan Funding Ltd                           | OHA Loan Funding 2016-1 Ltd                                                                                                    | CUSIP: 67110UAQ2<br>LEI: 54930016024GMIAF7A82 | Long             | ABS-CBDO         | CORP              | KY        |    1570000 | PA      | $1480023.30   | 0.17%             | 2033-01-20      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| BARINGS BDC INC                                | Barings BDC Inc                                                                                                                | CUSIP: 06759LAC7<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |    1870000 | PA      | $1584971.36   | 0.19%             | 2026-11-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                      | United Parcel Service Inc                                                                                                      | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       1613 | NS      | $280403.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust  | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C3                                                                   | CUSIP: 46635TAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1945000 | PA      | $1814677.22   | 0.21%             | 2046-02-15      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                     | Progress Residential 2021-SFR7 Trust                                                                                           | CUSIP: 74333PAL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     415000 | PA      | $317792.60    | 0.04%             | 2040-08-17      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust            | Exeter Automobile Receivables Trust 2020-2                                                                                     | CUSIP: 30167YAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1265000 | PA      | $1252259.81   | 0.15%             | 2026-04-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                          | Tricon American Homes 2020-SFR1                                                                                                | CUSIP: 89613GAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1040000 | PA      | $922137.74    | 0.11%             | 2038-07-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Accenture PLC                                  | Accenture PLC                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |        659 | NS      | $175847.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                         | UNITEDHEALTH GROUP INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -3 | NC      | $-2287.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| China Evergrande Group                         | China Evergrande Group                                                                                                         | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |     220000 | PA      | $15567.20     | 0.00%             | 2024-03-29      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | ABBOTT LABORATORIES                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -16 | NC      | $-3072.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DCP MIDSTREAM OPERATING                        | DCP Midstream Operating LP                                                                                                     | CUSIP: 23311VAG2<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    2340000 | PA      | $2318238.00   | 0.27%             | 2025-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust          | Westlake Automobile Receivables Trust 2022-2                                                                                   | CUSIP: 96042VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1920000 | PA      | $1829516.16   | 0.22%             | 2027-09-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                | IHS Holding Ltd                                                                                                                | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    1525000 | PA      | $1230004.00   | 0.14%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| China Evergrande Group                         | China Evergrande Group                                                                                                         | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |    1020000 | PA      | $73654.20     | 0.01%             | 2025-06-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                        | HCA Inc                                                                                                                        | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2365000 | PA      | $2380112.35   | 0.28%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                            | SoftBank Group Corp                                                                                                            | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |     750000 | PA      | $600000.00    | 0.07%             | 2031-07-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC                                | RingCentral Inc                                                                                                                | CUSIP: 76680RAH0<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |    1260000 | PA      | $989100.00    | 0.12%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                          | Owl Rock Capital Corp                                                                                                          | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    2415000 | PA      | $1896195.96   | 0.22%             | 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        |    1754602 | PA      | $1401454.64   | 0.17%             | 2041-11-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust         | Santander Drive Auto Receivables Trust 2020-1                                                                                  | CUSIP: 80287AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3210000 | PA      | $3204743.63   | 0.38%             | 2028-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                                                                         | CUSIP: 225401AZ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    1000000 | PA      | $878480.00    | 0.10%             | 2033-08-12      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust             | Alternative Loan Trust 2003-22CB                                                                                               | CUSIP: 12669FEE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     265956 | PA      | $257939.74    | 0.03%             | 2033-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                        | Royal Caribbean Cruises Ltd                                                                                                    | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    3090000 | PA      | $2465959.05   | 0.29%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                                                                                                             | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |        923 | NS      | $191125.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                                                                                              | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       2211 | NS      | $390573.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Countrywide Home Loans                         | CHL Mortgage Pass-Through Trust 2004-HYB4                                                                                      | CUSIP: 12669FV75<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      33573 | PA      | $30101.32     | 0.00%             | 2034-09-20      | Variable      | 3.89%                 | 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        |    1570000 | PA      | $1351001.80   | 0.16%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                       | Ionis Pharmaceuticals Inc                                                                                                      | CUSIP: 462222AD2<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |    1285000 | PA      | $1186215.63   | 0.14%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                   | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12800000 | PA      | $11930496.00  | 1.41%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                            | Global Payments Inc                                                                                                            | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     395000 | PA      | $311484.49    | 0.04%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | BROADCOM INC                                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -4 | NC      | $-3340.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Senior Loan Fund LTD                     | Atlas Senior Loan Fund Ltd                                                                                                     | CUSIP: 04940AAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1105000 | PA      | $907677.94    | 0.11%             | 2034-01-20      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | DUKE ENERGY CORP                                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -14 | NC      | $-3185.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC       | Avis Budget Rental Car Funding AESOP LLC                                                                                       | CUSIP: 05377REC4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    1800000 | PA      | $1607000.76   | 0.19%             | 2027-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AGILE GROUP HOLDINGS LTD                       | Agile Group Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |     430000 | PA      | $228097.80    | 0.03%             | 2025-01-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                                                                                         | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |        452 | NS      | $239641.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                         | COCA-COLA CO/THE                                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -37 | NC      | $-4717.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Oaktree CLO Ltd                                | Oaktree CLO 2019-4 Ltd                                                                                                         | CUSIP: 67400JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2100000 | PA      | $1883025.90   | 0.22%             | 2032-10-20      | Floating      | 11.47%                | No            |                  2 | On Loan: No      |
| AKER BP ASA                                    | Aker BP ASA                                                                                                                    | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    3095000 | PA      | $2722649.00   | 0.32%             | 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        |    3150000 | PA      | $2660458.50   | 0.31%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                          | HPEFS Equipment Trust 2021-1                                                                                                   | CUSIP: 40440YAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     700000 | PA      | $660265.83    | 0.08%             | 2031-03-20      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                           | Edison International                                                                                                           | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    3805000 | PA      | $3113973.95   | 0.37%             | 2026-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2022-R06                                                                                   | CUSIP: 20754NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1310097 | PA      | $1326268.71   | 0.16%             | 2042-05-25      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Ziggo Bond Co BV                               | Ziggo Bond Co BV                                                                                                               | CUSIP: 98954UAB9<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    1625000 | PA      | $1511932.50   | 0.18%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft                     | Blackbird Capital Aircraft Lease Securitization Ltd 2016-1                                                                     | CUSIP: 09228YAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     797000 | PA      | $652130.95    | 0.08%             | 2041-12-16      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                         | Penn Entertainment Inc                                                                                                         | CUSIP: 707569AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     615000 | PA      | $906510.00    | 0.11%             | 2026-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                      | Nelnet Student Loan Trust 2021-D                                                                                               | CUSIP: 64034YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     810000 | PA      | $645389.69    | 0.08%             | 2062-04-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                       | Sunac China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |     205000 | PA      | $43937.65     | 0.01%             | 2024-08-03      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd                       | Kaisa Group Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    1875000 | PA      | $255206.25    | 0.03%             | 2024-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                           | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                                                                         | CUSIP: 46590XAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    1015000 | PA      | $840059.27    | 0.10%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                       | Kaisa Group Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     205000 | PA      | $27754.95     | 0.00%             | 2025-07-23      | Fixed         | 9.95%                 | 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        |    1350000 | PA      | $1299338.42   | 0.15%             | 2032-01-15      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| MLCC Mortgage Investors Inc                    | Merrill Lynch Mortgage Investors Trust Series MLCC 2006-2                                                                      | CUSIP: 590219AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      19988 | PA      | $19292.81     | 0.00%             | 2036-05-25      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | DEVON ENERGY CORP                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -4 | NC      | $-246.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC       | Avis Budget Rental Car Funding AESOP LLC                                                                                       | CUSIP: 05377RDN1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    1165000 | PA      | $1111445.65   | 0.13%             | 2025-09-22      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                                                                   | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $749971.63    | 0.09%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust               | SMB Private Education Loan Trust 2017-B                                                                                        | CUSIP: 83189DAC4<br>LEI: 549300NWENTZ8X7JUC78 | Long             | ABS-O            | CORP              | US        |     508917 | PA      | $502273.45    | 0.06%             | 2035-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 B PTT                        | United Airlines 2020-1 Class B Pass Through Trust                                                                              | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     548640 | PA      | $516478.72    | 0.06%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                       | Mill City Mortgage Loan Trust 2021-NMR1                                                                                        | CUSIP: 59982HAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     245000 | PA      | $201924.96    | 0.02%             | 2060-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | JOHNSON + JOHNSON                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -17 | NC      | $-2890.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                             | NextEra Energy Inc                                                                                                             | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3245 | NS      | $271282.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                        | Teva Pharmaceutical Finance Netherlands III BV                                                                                 | CUSIP: 88167AAN1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    1015000 | PA      | $1009305.85   | 0.12%             | 2025-01-31      | Fixed         | 7.12%                 | 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        |    5245000 | PA      | $3917280.70   | 0.46%             | 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        |   31761975 | PA      | $31761975.17  | 3.74%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                            | SoftBank Group Corp                                                                                                            | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |    1630000 | PA      | $1338295.20   | 0.16%             | 2028-07-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos Inc                          | Bausch Health Cos Inc                                                                                                          | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     270000 | PA      | $130504.02    | 0.02%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                       | EQT Corp                                                                                                                       | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    3045000 | PA      | $2811038.16   | 0.33%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE FIN LLC                       | Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp                                                                   | CUSIP: 432891AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1605000 | PA      | $1527683.73   | 0.18%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Education Funding Trust                        | Education Funding Trust Trust                                                                                                  | CUSIP: 28141PAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1103669 | PA      | $1014053.97   | 0.12%             | 2041-07-25      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | MERCK + CO INC                                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -15 | NC      | $-3225.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Carval CLO LTD                                 | CarVal CLO IV Ltd                                                                                                              | CUSIP: 14687EAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     970000 | PA      | $901117.39    | 0.11%             | 2034-07-20      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                     | AbbVie Inc                                                                                                                     | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       2747 | NS      | $443942.67    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Master Issuer LLC               | Planet Fitness Master Issuer LLC                                                                                               | CUSIP: 72703PAC7<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    2982750 | PA      | $2477731.65   | 0.29%             | 2049-12-05      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| TELADOC HEALTH INC                             | Teladoc Health Inc                                                                                                             | CUSIP: 87918AAF2<br>LEI: 549300I2PVFBC9MFAC61 | Long             | DBT              | CORP              | US        |    5175000 | PA      | $3975408.09   | 0.47%             | 2027-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee          | VOLT XCIV LLC                                                                                                                  | CUSIP: 92873AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1434878 | PA      | $1297147.66   | 0.15%             | 2051-02-27      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                       | Provincia de Buenos Aires/Government Bonds                                                                                     | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |   67000000 | PA      | $206557.88    | 0.02%             | 2025-04-12      | Fixed         | 72.91%                | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                  | Cable One Inc                                                                                                                  | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |      35000 | PA      | $27492.50     | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                          | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                          | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     480000 | PA      | $405912.00    | 0.05%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                       | Outfront Media Capital LLC / Outfront Media Capital Corp                                                                       | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1025000 | PA      | $922752.58    | 0.11%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aimco                                          | Aimco CLO 11 Ltd                                                                                                               | CUSIP: 00140NAU4<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |    3460000 | PA      | $3257579.62   | 0.38%             | 2034-10-17      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                         | SLM Private Credit Student Loan Trust 2003-A                                                                                   | CUSIP: 78443CAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     385000 | PA      | $375076.63    | 0.04%             | 2032-06-15      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust               | OneMain Financial Issuance Trust 2021-1                                                                                        | CUSIP: 68269MAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     810000 | PA      | $620474.18    | 0.07%             | 2036-06-16      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust             | Morgan Stanley Mortgage Loan Trust 2005-7                                                                                      | CUSIP: 61748HNZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     268480 | PA      | $181592.91    | 0.02%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust               | SMB Private Education Loan Trust 2018-B                                                                                        | CUSIP: 78449LAD0<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-O            | CORP              | US        |     190000 | PA      | $168241.60    | 0.02%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust               | First Investors Auto Owner Trust 2019-2                                                                                        | CUSIP: 32058RAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     635000 | PA      | $617066.20    | 0.07%             | 2025-12-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust               | WFRBS Commercial Mortgage Trust 2012-C7                                                                                        | CUSIP: 92936TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1909000 | PA      | $725420.00    | 0.09%             | 2045-06-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                       | Shimao Group Holdings Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |     725000 | PA      | $130499.83    | 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        |    2865000 | PA      | $2567475.94   | 0.30%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LOGAN GROUP CO LTD                             | Logan Group Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 549300NJ0E6Q0S1VOG90 | Long             | DBT              | CORP              | KY        |     400000 | PA      | $89288.00     | 0.01%             | 2025-07-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust 2020-GSL           | Legacy Mortgage Asset Trust 2020-GS1                                                                                           | CUSIP: 52474PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1388670 | PA      | $1378324.00   | 0.16%             | 2059-10-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                        | Energean Israel Finance Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    1515000 | PA      | $1355925.00   | 0.16%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                   | Thermo Fisher Scientific Inc                                                                                                   | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        331 | NS      | $182278.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HTA GROUP LTD                                  | HTA Group Ltd/Mauritius                                                                                                        | CUSIP: 40435WAB6<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |    4365000 | PA      | $4015800.00   | 0.47%             | 2025-12-18      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                          | Costco Wholesale Corp                                                                                                          | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |        256 | NS      | $116864.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                                    | Ovintiv Inc                                                                                                                    | CUSIP: 292505AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     320000 | PA      | $321999.15    | 0.04%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust          | MASTR Adjustable Rate Mortgages Trust 2004-4                                                                                   | CUSIP: 576433MH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     181107 | PA      | $171010.83    | 0.02%             | 2034-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| MAPS LTD                                       | MAPS 2018-1 Ltd                                                                                                                | CUSIP: 56564RAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |     860411 | PA      | $721918.09    | 0.09%             | 2043-05-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| KWG GROUP HOLDINGS                             | KWG Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300LK82ZOM9ZE7H90 | Long             | DBT              | CORP              | KY        |     645000 | PA      | $245583.75    | 0.03%             | 2026-08-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust               | IndyMac INDX Mortgage Loan Trust 2004-AR7                                                                                      | CUSIP: 45660NU45<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     363159 | PA      | $312264.76    | 0.04%             | 2034-09-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | United States Treasury Note/Bond                                                                                               | CUSIP: 9128282D1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   26640000 | PA      | $26043721.94  | 3.07%             | 2023-08-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| KENBOURNE INVEST SA                            | Kenbourne Invest SA                                                                                                            | CUSIP: 48855KAA8<br>LEI: 222100QGH6Y9KFYZ4B27 | Long             | DBT              | CORP              | LU        |    1297000 | PA      | $1230048.86   | 0.14%             | 2024-11-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                            | DT Auto Owner Trust 2020-3                                                                                                     | CUSIP: 26253AAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1110000 | PA      | $1010496.27   | 0.12%             | 2026-06-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                                                                         | CUSIP: 225401AU2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     375000 | PA      | $259104.92    | 0.03%             | 2032-05-14      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Bristol Park CLO, Ltd.                         | Bristol Park CLO LTD                                                                                                           | CUSIP: 11014PAN5<br>LEI: 549300XRS6MFERKEPO61 | Long             | ABS-CBDO         | CORP              | KY        |     915000 | PA      | $866737.41    | 0.10%             | 2029-04-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                              | Long: SPES00FS  CDS USD R V 03MEVENT SPES00FS_PRO SOVEREIGN / Short: SPES00FS  CDS USD P F  1.00000 SPES00FS_FEE SOVEREIGN     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |   16555000 | OU      | $-20599.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                           | Williams Cos Inc/The                                                                                                           | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       5755 | NS      | $189339.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Signal Peak CLO, LLC                           | Signal Peak CLO 1 LTD                                                                                                          | CUSIP: 82666TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1030000 | PA      | $1004602.26   | 0.12%             | 2034-04-17      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                | Prestige Auto Receivables Trust 2019-1                                                                                         | CUSIP: 74113NAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     910000 | PA      | $893290.76    | 0.11%             | 2026-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                     | Navient Private Education Refi Loan Trust 2020-F                                                                               | CUSIP: 63941XAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1290000 | PA      | $1032602.56   | 0.12%             | 2069-07-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | United States Treasury Note/Bond                                                                                               | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4235000 | PA      | $4213328.70   | 0.50%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                 | Barings Clo Ltd 2019-IV                                                                                                        | CUSIP: 06761VAJ6<br>LEI: 549300QO1I8V07FLPQ13 | Long             | ABS-CBDO         | CORP              | KY        |     850000 | PA      | $824274.75    | 0.10%             | 2033-01-15      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: B30906022 CDS USD R V 03MEVENT FLO CCPCDX / Short: B30906022 CDS USD P F  5.00000 FIX CCPCDX                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8240000 | OU      | $-50741.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                       | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                             | CUSIP: 505742AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     390000 | PA      | $366420.88    | 0.04%             | 2025-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                                                                  | CUSIP: 097023CF0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     375000 | PA      | $239737.36    | 0.03%             | 2059-03-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                            | NCL Corp Ltd                                                                                                                   | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    1560000 | PA      | $1225333.20   | 0.14%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                 | Carvana Auto Receivables Trust 2021-N4                                                                                         | CUSIP: 14687HAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     610000 | PA      | $553854.32    | 0.07%             | 2028-09-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AGL CLO 3 Ltd.                                 | AGL CLO 3 LTD                                                                                                                  | CUSIP: 00119MAG4<br>LEI: 549300LS0REDUXQSHW18 | Long             | ABS-CBDO         | CORP              | KY        |    1350000 | PA      | $1272755.70   | 0.15%             | 2033-01-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                        | Teva Pharmaceutical Finance Netherlands III BV                                                                                 | CUSIP: 88167AAD3<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    5755000 | PA      | $5628965.50   | 0.66%             | 2023-07-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC 2014-USA OA LLC                                                                                                           | CUSIP: 12649AAQ2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    5680000 | PA      | $3300443.52   | 0.39%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                    | Long: B28437096 IRS ZAR R V 03MJIBAR 828437096_FLO CCPVANILLA / Short: B28437096 IRS ZAR P F  7.58000 828437096_FIX CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  330000000 | OU      | $1278905.69   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | US ULTRA BOND CBT MAR23                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         23 | NC      | $-27582.70    | -0.00%            |  |  |  | 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        |     235871 | PA      | $180096.38    | 0.02%             | 2041-09-17      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                       | iHeartCommunications Inc                                                                                                       | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    1220000 | PA      | $1037521.55   | 0.12%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                                                                         | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    4570000 | PA      | $3903199.07   | 0.46%             | 2026-06-05      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                                                                         | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     330000 | PA      | $285167.58    | 0.03%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                     | Progress Residential Trust                                                                                                     | CUSIP: 74333HAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     585000 | PA      | $478892.58    | 0.06%             | 2038-07-17      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | CUMMINS INC                                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -4 | NC      | $-1440.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Carbone CLO, LTD                               | Carbone Clo Ltd                                                                                                                | CUSIP: 141312AE8<br>LEI: 5493005I53NEC017LN87 | Long             | ABS-CBDO         | CORP              | KY        |     400000 | PA      | $373517.20    | 0.04%             | 2031-01-20      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd                           | OHA Loan Funding 2013-1 Ltd                                                                                                    | CUSIP: 67706HBE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2245000 | PA      | $2059717.91   | 0.24%             | 2031-07-23      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust             | Alternative Loan Trust 2004-16CB                                                                                               | CUSIP: 12667FLT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     129375 | PA      | $123021.76    | 0.01%             | 2034-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GCAT                                           | GCAT 2019-RPL1 Trust                                                                                                           | CUSIP: 36167CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     211244 | PA      | $198115.10    | 0.02%             | 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        |     645000 | PA      | $502137.50    | 0.06%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                                                                   | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |       8061 | NS      | $281893.17    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                         | United States Treasury Note/Bond                                                                                               | CUSIP: 912828S92<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9150000 | PA      | $8969859.38   | 1.06%             | 2023-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                 | MVW 2020-1 LLC                                                                                                                 | CUSIP: 55400EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     200933 | PA      | $187889.50    | 0.02%             | 2037-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 B PTT                        | United Airlines 2019-2 Class B Pass Through Trust                                                                              | CUSIP: 90932KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4970545 | PA      | $4238035.91   | 0.50%             | 2028-05-01      | Fixed         | 3.50%                 | 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        |    2845000 | PA      | $2714286.76   | 0.32%             | 2026-03-20      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust             | Willis Engine Structured Trust V                                                                                               | CUSIP: 97064FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     721844 | PA      | $555123.20    | 0.07%             | 2045-03-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corp                                                                                                                  | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     580000 | PA      | $386501.53    | 0.05%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                         | Aviation Capital Group LLC                                                                                                     | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     580000 | PA      | $504935.39    | 0.06%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                | Cemex SAB de CV                                                                                                                | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    7070000 | PA      | $5967326.74   | 0.70%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2011-GC5                                                                                          | CUSIP: 36191YAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     540000 | PA      | $406351.40    | 0.05%             | 2044-08-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                       | Neuberger Berman CLO XIV Ltd                                                                                                   | CUSIP: 64129JBJ8<br>LEI: 549300Z5ZNFT7IECFZ07 | Long             | ABS-CBDO         | CORP              | KY        |    3300000 | PA      | $3125802.90   | 0.37%             | 2030-01-28      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                  | MASTR Alternative Loan Trust 2004-5                                                                                            | CUSIP: 576434RF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     114793 | PA      | $109995.36    | 0.01%             | 2034-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust               | First Investors Auto Owner Trust 2019-2                                                                                        | CUSIP: 32058RAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1475000 | PA      | $1378334.40   | 0.16%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PELOTON INTERACTIVE INC                        | Peloton Interactive Inc                                                                                                        | CUSIP: 70614WAB6<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |     235000 | PA      | $166354.15    | 0.02%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                     | Apidos CLO XX                                                                                                                  | CUSIP: 03765LAV4<br>LEI: 5493008YDOADR1DMZM86 | Long             | ABS-CBDO         | CORP              | KY        |     480000 | PA      | $456201.12    | 0.05%             | 2031-07-16      | Floating      | 6.03%                 | 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        |     330000 | PA      | $282367.52    | 0.03%             | 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        |    2435000 | PA      | $2300746.03   | 0.27%             | 2047-12-15      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                               | CSC Holdings LLC                                                                                                               | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     405000 | PA      | $228415.95    | 0.03%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                                                                | CUSIP: 37045XCM6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1170000 | PA      | $1018520.10   | 0.12%             | 2028-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                       | iHeartCommunications Inc                                                                                                       | CUSIP: 45174HBE6<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2032999.97   | 0.24%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust               | IndyMac INDX Mortgage Loan Trust 2006-AR2                                                                                      | CUSIP: 45661EAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1668187 | PA      | $1169689.30   | 0.14%             | 2046-02-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| ZHENRO PROPERTIES GROUP                        | Zhenro Properties Group Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |     210000 | PA      | $10348.80     | 0.00%             | 2026-08-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                               | Antares Holdings LP                                                                                                            | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    2790000 | PA      | $2255427.60   | 0.27%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust          | Wells Fargo Commercial Mortgage Trust 2019-JWDR                                                                                | CUSIP: 95002NAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4885000 | PA      | $4220283.88   | 0.50%             | 2031-09-15      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| California Resources Corp                      | California Resources Corp                                                                                                      | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      14685 | NS      | $638944.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORP                              | DISH Network Corp                                                                                                              | CUSIP: 25470MAD1<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    1170000 | PA      | $1054170.00   | 0.12%             | 2024-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| China Evergrande Group                         | China Evergrande Group                                                                                                         | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |     270000 | PA      | $19296.90     | 0.00%             | 2022-04-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | US 10YR ULTRA FUT MAR23                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -461 | NC      | $368434.89    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LOGAN GROUP CO LTD                             | Logan Group Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 549300NJ0E6Q0S1VOG90 | Long             | DBT              | CORP              | KY        |     230000 | PA      | $51791.40     | 0.01%             | 2026-12-14      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                              | Battalion Clo XVI Ltd                                                                                                          | CUSIP: 07133MAJ5<br>LEI: 549300QOOT46OWR6Z544 | Long             | ABS-CBDO         | CORP              | KY        |     445000 | PA      | $402150.95    | 0.05%             | 2032-12-19      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| Starwood Retail Property Trust                 | Starwood Retail Property Trust 2014-STAR                                                                                       | CUSIP: 85571XAQ0<br>LEI: 5493007115G809OI4R97 | Long             | ABS-MBS          | CORP              | US        |    4243654 | PA      | $1141310.84   | 0.13%             | 2027-11-15      | Floating      | 7.82%                 | No            |                  3 | On Loan: No      |
| TEVA PHARM FNC NL II                           | Teva Pharmaceutical Finance Netherlands II BV                                                                                  | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    1665000 | PA      | $1751767.63   | 0.21%             | 2025-01-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                    | Netflix Inc                                                                                                                    | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    3215000 | PA      | $2998305.85   | 0.35%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                   | Yuzhou Group Holdings Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    4400000 | PA      | $406384.00    | 0.05%             | 2027-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Starwood Retail Property Trust                 | Starwood Retail Property Trust 2014-STAR                                                                                       | CUSIP: 85571XAN7<br>LEI: 5493007115G809OI4R97 | Long             | ABS-MBS          | CORP              | US        |    1060000 | PA      | $511491.40    | 0.06%             | 2027-11-15      | Floating      | 7.07%                 | No            |                  3 | On Loan: No      |
| TENET HEALTHCARE CORP                          | Tenet Healthcare Corp                                                                                                          | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     340000 | PA      | $321518.53    | 0.04%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Verde CLO Ltd                                  | VERDE CLO Ltd                                                                                                                  | CUSIP: 92338BAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     895000 | PA      | $878794.24    | 0.10%             | 2032-04-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | PROCTER + GAMBLE CO/THE                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -13 | NC      | $-3679.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ARES CLO Ltd                                   | Ares LIX CLO Ltd                                                                                                               | CUSIP: 04018GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $423463.00    | 0.05%             | 2034-04-25      | Floating      | 10.61%                | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC              | Sierra Timeshare 2020-2 Receivables Funding LLC                                                                                | CUSIP: 826525AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     775378 | PA      | $731186.86    | 0.09%             | 2037-07-20      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                       | Microchip Technology Inc                                                                                                       | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       3434 | NS      | $241238.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Vehicle Financing LLC                    | Hertz Vehicle Financing III LLC                                                                                                | CUSIP: 42806MAY5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    1493000 | PA      | $1423497.86   | 0.17%             | 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        |    1405000 | PA      | $1216111.80   | 0.14%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                  | Ballyrock CLO 2018-1 Ltd                                                                                                       | CUSIP: 05875HAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     400000 | PA      | $360680.80    | 0.04%             | 2031-04-20      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                          | Uber Technologies Inc                                                                                                          | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   10725000 | PA      | $9344209.88   | 1.10%             | 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        |       2329 | NS      | $104896.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Automobile Receivables Trust              | Avid Automobile Receivables Trust 2019-1                                                                                       | CUSIP: 05369DAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1035000 | PA      | $1027071.49   | 0.12%             | 2026-07-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                           | Western Digital Corp                                                                                                           | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    1780000 | PA      | $1676261.60   | 0.20%             | 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        |     470000 | PA      | $396625.53    | 0.05%             | 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        |    2555000 | PA      | $2106648.60   | 0.25%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| GMR HYDERABAD INTERNATIO                       | GMR Hyderabad International Airport Ltd                                                                                        | CUSIP: 000000000<br>LEI: 335800NSPGIN89SVOU83 | Long             | DBT              | CORP              | IN        |    1270000 | PA      | $1252423.20   | 0.15%             | 2024-04-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                    | Hertz Vehicle Financing III LLC                                                                                                | CUSIP: 42806MAM1<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    1889000 | PA      | $1661668.30   | 0.20%             | 2026-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                  | UniCredit SpA                                                                                                                  | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    2255000 | PA      | $1996856.94   | 0.24%             | 2026-09-22      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| ZHENRO PROPERTIES GROUP                        | Zhenro Properties Group Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |     220000 | PA      | $10670.00     | 0.00%             | 2025-02-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                       | EQT Corp                                                                                                                       | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    2185000 | PA      | $1851648.01   | 0.22%             | 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        |     815000 | PA      | $807061.90    | 0.10%             | 2024-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| China Aoyuan Group Ltd                         | China Aoyuan Group Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |     645000 | PA      | $54328.35     | 0.01%             | 2023-02-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                            | Elevance Health Inc                                                                                                            | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        477 | NS      | $244686.69    | 0.03%             |  |  |  | No            |                  1 | 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        |    2590000 | PA      | $2497933.27   | 0.29%             | 2026-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC           | SoFi Professional Loan Program 2020-ATrust                                                                                     | CUSIP: 83406TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1350000 | PA      | $1046806.34   | 0.12%             | 2046-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                           | Freeport-McMoRan Inc                                                                                                           | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    1310000 | PA      | $1189362.60   | 0.14%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                          | Bausch Health Cos Inc                                                                                                          | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     165000 | PA      | $79437.19     | 0.01%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                           | FirstKey Homes 2020-SFR2 Trust                                                                                                 | CUSIP: 33767JAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4165000 | PA      | $3670532.03   | 0.43%             | 2037-10-19      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                            | Travel + Leisure Co                                                                                                            | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $814830.13    | 0.10%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                                                                  | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      90000 | PA      | $58883.87     | 0.01%             | 2048-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BENTLEY SYSTEMS                                | Bentley Systems Inc                                                                                                            | CUSIP: 08265TAD1<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |      85000 | PA      | $69190.00     | 0.01%             | 2027-07-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                              | Expedia Group Inc                                                                                                              | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     405000 | PA      | $343559.54    | 0.04%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                        | Procter & Gamble Co/The                                                                                                        | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       2638 | NS      | $399815.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                                                                | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     470000 | PA      | $397796.24    | 0.05%             | 2030-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                         | CFLD Cayman Investment Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |     870000 | PA      | $99736.80     | 0.01%             | 2024-04-08      | Fixed         | 8.60%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                                                                            | CUSIP: 46647PCV6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6595000 | PA      | $6200355.46   | 0.73%             | 2026-02-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXII Ltd           | Octagon Investment Partners XXII Ltd                                                                                           | CUSIP: 67572YBU5<br>LEI: 549300MQ9W5DWZ8QX450 | Long             | ABS-CBDO         | CORP              | KY        |     920000 | PA      | $868118.44    | 0.10%             | 2030-01-22      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                           | Lockheed Martin Corp                                                                                                           | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        698 | NS      | $339570.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTR Alternative Loans Trust                  | MASTR Alternative Loan Trust 2004-5                                                                                            | CUSIP: 576434RG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     151316 | PA      | $146775.68    | 0.02%             | 2034-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | COMM 2012-LC4 Mortgage Trust                                                                                                   | CUSIP: 126192AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140000 | PA      | $124813.16    | 0.01%             | 2044-12-10      | Variable      | 5.30%                 | 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        |   11490000 | PA      | $9848795.63   | 1.16%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                       | Snap Inc                                                                                                                       | CUSIP: 83304AAF3<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    1560000 | PA      | $1089660.00   | 0.13%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: B29451384 CDS USD R V 03MEVENT FLO CCPCDX / Short: B29451384 CDS USD P F  5.00000 FIX CCPCDX                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   23520000 | OU      | $-144836.16   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust               | WFRBS Commercial Mortgage Trust 2012-C7                                                                                        | CUSIP: 92936TAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     599548 | PA      | $425672.83    | 0.05%             | 2045-06-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                        | Dryden XXVI Senior Loan Fund                                                                                                   | CUSIP: 26250UAU9<br>LEI: 549300ENU7ZZLTPT3E22 | Long             | ABS-CBDO         | CORP              | KY        |     300000 | PA      | $286940.40    | 0.03%             | 2029-04-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                          | Tenet Healthcare Corp                                                                                                          | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     175000 | PA      | $156681.00    | 0.02%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                    | Hertz Vehicle Financing LLC                                                                                                    | CUSIP: 42806MBG3<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    1050000 | PA      | $967846.95    | 0.11%             | 2026-09-25      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| OWL ROCK TECHNOLOGY FINA                       | Owl Rock Technology Finance Corp                                                                                               | CUSIP: 691205AG3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    1415000 | PA      | $1153492.80   | 0.14%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                       | OHA Credit Funding 3 LTD                                                                                                       | CUSIP: 67112TAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1900000 | PA      | $1719302.40   | 0.20%             | 2035-07-02      | Floating      | 10.49%                | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust               | OneMain Financial Issuance Trust 2020-2                                                                                        | CUSIP: 682696AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1020000 | PA      | $850840.96    | 0.10%             | 2035-09-14      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust               | SMB Private Education Loan Trust 2015-C                                                                                        | CUSIP: 78448RAE6<br>LEI: 549300GD7VLLBVPDNJ81 | Long             | ABS-O            | CORP              | US        |     800000 | PA      | $752194.24    | 0.09%             | 2043-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Diamond Resorts Owner Trust                    | Diamond Resorts Owner Trust 2019-1                                                                                             | CUSIP: 252722AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     519580 | PA      | $506819.01    | 0.06%             | 2032-02-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                    | Cummins Inc                                                                                                                    | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |        539 | NS      | $130594.31    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Parallel Ltd                                   | Parallel 2017-1 Ltd                                                                                                            | CUSIP: 69915XAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2610000 | PA      | $2450953.13   | 0.29%             | 2029-07-20      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                    | Netflix Inc                                                                                                                    | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    1705000 | PA      | $1754935.00   | 0.21%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                     | Navient Private Education Refi Loan Trust 2018-C                                                                               | CUSIP: 63940VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1775000 | PA      | $1639887.00   | 0.19%             | 2042-06-16      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | DEERE + CO                                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -4 | NC      | $-2200.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AGL CLO 3 Ltd.                                 | AGL CLO 3 LTD                                                                                                                  | CUSIP: 00119MAJ8<br>LEI: 549300LS0REDUXQSHW18 | Long             | ABS-CBDO         | CORP              | KY        |    1740000 | PA      | $1626478.92   | 0.19%             | 2033-01-15      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2004-S1                                                                                               | CUSIP: 466247EV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     592674 | PA      | $565935.73    | 0.07%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                                                                                                 | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       1224 | NS      | $293539.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC / APTIV CORP                         | Aptiv PLC / Aptiv Corp                                                                                                         | CUSIP: 00217GAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    4935000 | PA      | $4653665.96   | 0.55%             | 2025-02-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                               | CSC Holdings LLC                                                                                                               | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   12090000 | PA      | $6681345.79   | 0.79%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                       | Hess Midstream Operations LP                                                                                                   | CUSIP: 428102AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     640000 | PA      | $623414.40    | 0.07%             | 2026-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                            | American Tower Corp                                                                                                            | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |       1032 | NS      | $218639.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                              | General Motors Co                                                                                                              | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     330000 | PA      | $268214.23    | 0.03%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                      | Packaging Corp of America                                                                                                      | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |        938 | NS      | $119979.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital I Trust                 | Morgan Stanley Capital I Trust 2011-C2                                                                                         | CUSIP: 617459AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1005417 | PA      | $904875.28    | 0.11%             | 2044-06-15      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust             | Alternative Loan Trust 2004-J10                                                                                                | CUSIP: 12667FVB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     326017 | PA      | $309967.11    | 0.04%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| 2020 CASH EXCH TRUST                           | 2020 Cash Mandatory Exchangeable Trust                                                                                         | CUSIP: 901375105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       3501 | NS      | $4005214.02   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                            | Travel + Leisure Co                                                                                                            | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     195000 | PA      | $185072.57    | 0.02%             | 2027-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                       | OHA Credit Funding 5 Ltd                                                                                                       | CUSIP: 67113GAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1745000 | PA      | $1656371.45   | 0.20%             | 2033-04-18      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                       | Scientific Games International Inc                                                                                             | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     910000 | PA      | $873600.00    | 0.10%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                     | Flagship Credit Auto Trust 2019-2                                                                                              | CUSIP: 33845WAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3305000 | PA      | $3215755.09   | 0.38%             | 2025-05-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | WALMART INC                                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -12 | NC      | $-1572.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| YUZHOU GROUP                                   | Yuzhou Group Holdings Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |     415000 | PA      | $38445.60     | 0.00%             | 2025-02-20      | None          | 0.00%                 | 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        |    1180000 | PA      | $1111966.16   | 0.13%             | 2030-02-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                             | Ally Financial Inc                                                                                                             | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $1503000.00   | 0.18%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                  | DISH DBS Corp                                                                                                                  | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3175000 | PA      | $2048224.25   | 0.24%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                   | Newmont Corp                                                                                                                   | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |       3674 | NS      | $173412.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                             | Ally Financial Inc                                                                                                             | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    2530000 | PA      | $1691937.50   | 0.20%             | 2026-05-15      | Fixed         | 4.70%                 | 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        |    2873701 | PA      | $1145457.18   | 0.13%             | 2044-03-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                         | CFLD Cayman Investment Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |    1350000 | PA      | $149229.00    | 0.02%             | 2021-07-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Kestrel Aircraft Funding Limited               | Kestrel Aircraft Funding Ltd                                                                                                   | CUSIP: 49255PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1921374 | PA      | $1517962.58   | 0.18%             | 2038-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                            | Global Payments Inc                                                                                                            | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     225000 | PA      | $214278.86    | 0.03%             | 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        |    1675000 | PA      | $1587234.19   | 0.19%             | 2026-02-17      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GMR HYDERABAD INTERNATIO                       | GMR Hyderabad International Airport Ltd                                                                                        | CUSIP: 36256WAC8<br>LEI: 335800NSPGIN89SVOU83 | Long             | DBT              | CORP              | IN        |    1865000 | PA      | $1734711.10   | 0.20%             | 2026-02-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                            | CDW LLC / CDW Finance Corp                                                                                                     | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     490000 | PA      | $450961.70    | 0.05%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corp                                                                                                                  | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    1880000 | PA      | $1342395.20   | 0.16%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust          | PRPM 2021-3 LLC                                                                                                                | CUSIP: 69357PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2162729 | PA      | $1928097.19   | 0.23%             | 2026-04-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| DCAL Aviation Finance Limited                  | AIM Aviation Finance Ltd                                                                                                       | CUSIP: 001406AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2218114 | PA      | $775082.37    | 0.09%             | 2040-02-15      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| TIF Funding II LLC                             | TIF Funding II LLC                                                                                                             | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3682557 | PA      | $3054112.69   | 0.36%             | 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        |    1345000 | PA      | $860947.95    | 0.10%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                          | Uber Technologies Inc                                                                                                          | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     680000 | PA      | $652799.91    | 0.08%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                         | CFLD Cayman Investment Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |     590000 | PA      | $68788.10     | 0.01%             | 2025-01-13      | Fixed         | 8.05%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                                                                  | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $691025.25    | 0.08%             | 2046-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust               | WFRBS Commercial Mortgage Trust 2012-C7                                                                                        | CUSIP: 92936TAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     940999 | PA      | $21172.48     | 0.00%             | 2045-06-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                              | Expedia Group Inc                                                                                                              | CUSIP: 30212PBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     490000 | PA      | $394024.35    | 0.05%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                  | Aircastle Ltd                                                                                                                  | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    4455000 | PA      | $4189623.71   | 0.49%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NATURA COSMETICOS SA                           | Natura Cosmeticos SA                                                                                                           | CUSIP: 63883KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    1605000 | PA      | $1309696.05   | 0.15%             | 2028-05-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                       | Sunac China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    2620000 | PA      | $558086.20    | 0.07%             | 2026-01-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ELEMENT COMM AVIATION                          | ELEMENT COMM AVIATION                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        900 | PA      | $61425.00     | 0.01%             | N/A             | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                       | Teva Pharmaceutical Finance Netherlands III BV                                                                                 | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $180779.95    | 0.02%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                               | Antares Holdings LP                                                                                                            | CUSIP: 03666HAC5<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |     845000 | PA      | $725660.65    | 0.09%             | 2026-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                | Lehman XS Trust Series 2006-2N                                                                                                 | CUSIP: 525221HA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     267963 | PA      | $231118.85    | 0.03%             | 2046-02-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                         | Orbia Advance Corp SAB de CV                                                                                                   | CUSIP: 68560EAB4<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    1105000 | PA      | $867513.40    | 0.10%             | 2031-05-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                        | BioMarin Pharmaceutical Inc                                                                                                    | CUSIP: 09061GAH4<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    2990000 | PA      | $3173287.00   | 0.37%             | 2024-08-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                          | Bausch Health Cos Inc                                                                                                          | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     685000 | PA      | $328567.10    | 0.04%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                          | Micron Technology Inc                                                                                                          | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    3560000 | PA      | $3616165.66   | 0.43%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust             | Willis Engine Structured Trust IV                                                                                              | CUSIP: 97064EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     545713 | PA      | $435406.67    | 0.05%             | 2043-09-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                    | Ovintiv Inc                                                                                                                    | CUSIP: 012873AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      85000 | PA      | $90472.86     | 0.01%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| KWG GROUP HOLDINGS                             | KWG Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300LK82ZOM9ZE7H90 | Long             | DBT              | CORP              | KY        |     845000 | PA      | $329769.70    | 0.04%             | 2026-02-13      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                         | Southwestern Energy Co                                                                                                         | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     380000 | PA      | $324744.20    | 0.04%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust          | PRPM 2021-9 LLC                                                                                                                | CUSIP: 69360XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1751553 | PA      | $1576768.19   | 0.19%             | 2026-10-25      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                          | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                          | CUSIP: 451102BQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     470000 | PA      | $455806.00    | 0.05%             | 2025-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                     | Progress Residential 2021-SFR2 Trust                                                                                           | CUSIP: 74333DAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     795000 | PA      | $671812.05    | 0.08%             | 2038-04-19      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                     | Apidos CLO XXIII                                                                                                               | CUSIP: 03765YAY0<br>LEI: 635400C39IXGGYE6DH05 | Long             | ABS-CBDO         | CORP              | KY        |    3175000 | PA      | $2996022.08   | 0.35%             | 2033-04-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc                                                                                                                    | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       1736 | NS      | $246147.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Greystone Commercial Real Estate Notes         | Greystone CRE Notes 2021-HC2 LTD                                                                                               | CUSIP: 39809XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1640000 | PA      | $1593993.08   | 0.19%             | 2039-12-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                            | Braskem Netherlands Finance BV                                                                                                 | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    2115000 | PA      | $1798719.94   | 0.21%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                            | NCL Corp Ltd                                                                                                                   | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    2005000 | PA      | $1373304.70   | 0.16%             | 2027-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                | Cemex SAB de CV                                                                                                                | CUSIP: 151290BV4<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    1725000 | PA      | $1655991.34   | 0.20%             | 2029-11-19      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | ABBVIE INC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -21 | NC      | $-4735.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                               | Coca-Cola Co/The                                                                                                               | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       4726 | NS      | $300620.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPBUILD CORP                                  | TopBuild Corp                                                                                                                  | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     500000 | PA      | $406305.00    | 0.05%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                        | Royal Caribbean Cruises Ltd                                                                                                    | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     240000 | PA      | $194003.43    | 0.02%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation            | Banc of America Funding 2007-4 Trust                                                                                           | CUSIP: 05953YBT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     119429 | PA      | $105230.37    | 0.01%             | 2034-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC       | Avis Budget Rental Car Funding AESOP LLC                                                                                       | CUSIP: 05377RDA9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     330000 | PA      | $326926.81    | 0.04%             | 2024-09-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                           | Times China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |    1085000 | PA      | $175889.35    | 0.02%             | 2026-03-22      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Brex Inc                                       | Brex Commercial Charge Card Master Trust                                                                                       | CUSIP: 05601DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     775000 | PA      | $766591.72    | 0.09%             | 2024-07-15      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                                                                         | CUSIP: 225401AV0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     740000 | PA      | $674036.40    | 0.08%             | 2028-08-11      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                   | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     520000 | PA      | $503412.27    | 0.06%             | 2026-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC 2014-USA OA LLC                                                                                                           | CUSIP: 12649AAN9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    1890000 | PA      | $1390073.64   | 0.16%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                     | Navient Private Education Refi Loan Trust 2020-H                                                                               | CUSIP: 63935BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     730000 | PA      | $568823.30    | 0.07%             | 2069-01-15      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Starwood Retail Property Trust                 | Starwood Retail Property Trust 2014-STAR                                                                                       | CUSIP: 85571XAS6<br>LEI: 5493007115G809OI4R97 | Long             | ABS-MBS          | CORP              | US        |    3575000 | PA      | $339764.64    | 0.04%             | 2027-11-15      | Floating      | 8.72%                 | No            |                  3 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust | Structured Adjustable Rate Mortgage Loan Trust                                                                                 | CUSIP: 863579TM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1781283 | PA      | $1134373.31   | 0.13%             | 2035-07-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                  | DISH DBS Corp                                                                                                                  | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6305000 | PA      | $5310922.18   | 0.63%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LIVONGO HEALTH                                 | Livongo Health Inc                                                                                                             | CUSIP: 539183AA1<br>LEI: 54930061HKCVF1H2O156 | Long             | DBT              | CORP              | US        |     505000 | PA      | $442066.90    | 0.05%             | 2025-06-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SLAM 2021-1 LLC                                | Slam 2021-1 Ltd                                                                                                                | CUSIP: 78449AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     978696 | PA      | $800829.75    | 0.09%             | 2046-06-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| ADAMS OUTDOOR ADVERTISING                      | Adams Outdoor Advertising LP                                                                                                   | CUSIP: 006346AS9<br>LEI: 549300BTFXNHDCUHER30 | Long             | ABS-O            | CORP              | US        |    3781154 | PA      | $3584483.78   | 0.42%             | 2048-11-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                          | Continental Resources Inc/OK                                                                                                   | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     825000 | PA      | $611067.77    | 0.07%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Avid Automobile Receivables Trust              | Avid Automobile Receivables Trust 2019-1                                                                                       | CUSIP: 05369DAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1056804 | PA      | $1051449.81   | 0.12%             | 2026-07-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                    | Ovintiv Inc                                                                                                                    | CUSIP: 698900AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      90000 | PA      | $94464.39     | 0.01%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                            | Guardant Health Inc                                                                                                            | CUSIP: 40131MAB5<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |     855000 | PA      | $531724.50    | 0.06%             | 2027-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC BOR ESC                       | Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc                                               | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     435000 | PA      | $355026.58    | 0.04%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                               | CSC Holdings LLC                                                                                                               | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     405000 | PA      | $226273.50    | 0.03%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                              | Ares Capital Corp                                                                                                              | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    1530000 | PA      | $1226798.43   | 0.14%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                        | Dryden 45 Senior Loan Fund                                                                                                     | CUSIP: 26244PAG0<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |     875000 | PA      | $706883.63    | 0.08%             | 2030-10-15      | Floating      | 9.93%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                   | Hilton Grand Vacations Trust 2018-A                                                                                            | CUSIP: 43284BAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     227625 | PA      | $216848.53    | 0.03%             | 2032-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust               | WFRBS Commercial Mortgage Trust 2012-C10                                                                                       | CUSIP: 92890NAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2245000 | PA      | $2008675.14   | 0.24%             | 2045-12-15      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                                                                | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1455000 | PA      | $1224959.48   | 0.14%             | 2027-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                                | MARB BondCo PLC                                                                                                                | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |    3490000 | PA      | $2678867.85   | 0.32%             | 2031-01-29      | Fixed         | 3.95%                 | 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        |     985000 | PA      | $963090.65    | 0.11%             | 2028-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC       | Avis Budget Rental Car Funding AESOP LLC                                                                                       | CUSIP: 05377RDW1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    2360000 | PA      | $2121545.60   | 0.25%             | 2026-08-20      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust            | Citigroup Commercial Mortgage Trust 2014-GC21                                                                                  | CUSIP: 17322MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2040000 | PA      | $1652400.00   | 0.19%             | 2047-05-10      | Variable      | 4.94%                 | 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        |     600358 | PA      | $574756.19    | 0.07%             | 2038-07-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust               | OneMain Financial Issuance Trust 2020-A                                                                                        | CUSIP: 68269LAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1110000 | PA      | $1090826.97   | 0.13%             | 2032-05-14      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTOR                       | National Health Investors Inc                                                                                                  | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              |  | US        |     455000 | PA      | $328015.99    | 0.04%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Corp Trust 2013-PEMB                                                                                    | CUSIP: 36197VAG3<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |    3195000 | PA      | $2499712.41   | 0.29%             | 2033-03-05      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                  | MASTR Alternative Loan Trust 2004-8                                                                                            | CUSIP: 576434UQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     448241 | PA      | $423557.27    | 0.05%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust                     | BINOM Securitization Trust 2022-RPL1                                                                                           | CUSIP: 05552CAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2315000 | PA      | $1657380.03   | 0.20%             | 2061-02-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                        | SBA Communications Corp                                                                                                        | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |    3385000 | PA      | $3058393.20   | 0.36%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust         | UBS-Barclays Commercial Mortgage Trust 2012-C2                                                                                 | CUSIP: 90269CAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1370000 | PA      | $23975.00     | 0.00%             | 2063-05-10      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                          | Bausch Health Cos Inc                                                                                                          | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     145000 | PA      | $69490.94     | 0.01%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                       | Kaisa Group Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     855000 | PA      | $115826.85    | 0.01%             | 2025-01-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | BRISTOL-MYERS SQUIBB CO                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -19 | NC      | $-845.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                        | Teva Pharmaceutical Finance Netherlands III BV                                                                                 | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   10035000 | PA      | $6135652.48   | 0.72%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                          | DB Master Finance LLC                                                                                                          | CUSIP: 233046AQ4<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |     881100 | PA      | $724199.88    | 0.09%             | 2051-11-20      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                         | SLM Private Credit Student Loan Trust 2003-B                                                                                   | CUSIP: 78443CAP9<br>LEI: 549300BLEHJGFV7XSO25 | Long             | ABS-O            | CORP              | US        |     122000 | PA      | $118842.64    | 0.01%             | 2033-03-15      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                | Stack Infrastructure Issuer LLC                                                                                                | CUSIP: 85236KAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2509950 | PA      | $2449072.61   | 0.29%             | 2044-02-25      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust            | Exeter Automobile Receivables Trust 2020-3                                                                                     | CUSIP: 30166NAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     411772 | PA      | $407120.17    | 0.05%             | 2025-07-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                   | Broadcom Inc                                                                                                                   | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |        547 | NS      | $305844.11    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                        | Teva Pharmaceutical Finance Netherlands III BV                                                                                 | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     920000 | PA      | $804540.00    | 0.09%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                              | DISH Network Corp                                                                                                              | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    7980000 | PA      | $4999470.00   | 0.59%             | 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        |     730000 | PA      | $730000.00    | 0.09%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                                                                       | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     855000 | PA      | $741037.05    | 0.09%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                        | Central China Real Estate Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |     410000 | PA      | $114722.10    | 0.01%             | 2024-08-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                  | MASTR Alternative Loan Trust 2003-9                                                                                            | CUSIP: 576434KX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     148173 | PA      | $140021.04    | 0.02%             | 2033-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                        | Adani Ports & Special Economic Zone Ltd                                                                                        | CUSIP: 00652MAG7<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    1855000 | PA      | $1628268.75   | 0.19%             | 2027-08-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                             | Home Depot Inc/The                                                                                                             | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |        642 | NS      | $202782.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                                                                         | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    1030000 | PA      | $1054583.20   | 0.12%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2020-R01                                                                                   | CUSIP: 20754CAB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     378562 | PA      | $375951.39    | 0.04%             | 2040-01-25      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 39, LTD.           | Octagon Investment Partners 39 Ltd                                                                                             | CUSIP: 67592AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     495000 | PA      | $430661.88    | 0.05%             | 2030-10-20      | Floating      | 9.99%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                            | Petroleos Mexicanos                                                                                                            | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    5290000 | PA      | $3837404.09   | 0.45%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                         | CFLD Cayman Investment Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |     670000 | PA      | $76138.80     | 0.01%             | 2023-01-13      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust             | Alternative Loan Trust 2005-J1                                                                                                 | CUSIP: 12667FT88<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     122808 | PA      | $118380.27    | 0.01%             | 2025-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                    | Aker BP ASA                                                                                                                    | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    1670000 | PA      | $1463582.89   | 0.17%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                  | CoreVest American Finance 2019-2Trust                                                                                          | CUSIP: 21872GAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1830000 | PA      | $1594368.29   | 0.19%             | 2052-06-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                       | Sunac China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |     410000 | PA      | $87658.00     | 0.01%             | 2025-01-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                                                                    | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1860000 | PA      | $1318717.61   | 0.16%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                  | Corevest American Finance 2020-2 Trust                                                                                         | CUSIP: 21872VAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     245000 | PA      | $225574.56    | 0.03%             | 2052-05-15      | Variable      | 4.60%                 | 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        |    1140000 | PA      | $1109267.88   | 0.13%             | 2026-09-15      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | STARBUCKS CORP                                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -24 | NC      | $-2544.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Galaxy CLO Ltd                                 | Galaxy XXVI CLO Ltd                                                                                                            | CUSIP: 36321MAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1405000 | PA      | $1219982.58   | 0.14%             | 2031-11-22      | Floating      | 10.52%                | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                             | Unity Software Inc                                                                                                             | CUSIP: 91332UAB7<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1029187.50   | 0.12%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                              | General Motors Co                                                                                                              | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    2530000 | PA      | $2067829.85   | 0.24%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                            | Abbott Laboratories                                                                                                            | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       2124 | NS      | $233193.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BPR Trust                                      | BPR Trust 2021-NRD                                                                                                             | CUSIP: 05592CAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2155000 | PA      | $1895330.26   | 0.22%             | 2038-12-15      | Floating      | 11.20%                | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                             | CommScope Technologies LLC                                                                                                     | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    1615000 | PA      | $1096910.55   | 0.13%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                          | Playtika Holding Corp                                                                                                          | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |     600000 | PA      | $470970.00    | 0.06%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                          | Molina Healthcare Inc                                                                                                          | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     965000 | PA      | $880649.35    | 0.10%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                             | Leviathan Bond Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    1790000 | PA      | $1751085.40   | 0.21%             | 2025-06-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                             | Leviathan Bond Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     740000 | PA      | $717807.40    | 0.08%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | PIONEER NATURAL RESOURCES CO                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -7 | NC      | $-4235.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Playtika Holding Corp                          | Playtika Holding Corp 2021 Term Loan                                                                                           | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |    2216436 | PA      | $2111399.18   | 0.25%             | 2028-03-13      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-126440.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                  | TransDigm Inc                                                                                                                  | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     490000 | PA      | $497247.10    | 0.06%             | 2025-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                       | Embraer Netherlands Finance BV                                                                                                 | CUSIP: 29082HAA0<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    1150000 | PA      | $1116086.50   | 0.13%             | 2025-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                            | DT Auto Owner Trust 2022-2                                                                                                     | CUSIP: 23345AAG8<br>LEI: 549300XVMF0FUK76JG97 | Long             | ABS-O            | CORP              | US        |    2290000 | PA      | $2155217.47   | 0.25%             | 2028-03-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                       | Republic of South Africa Government Bond                                                                                       | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  338660000 | PA      | $15795662.47  | 1.86%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                   | Yuzhou Group Holdings Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |     325000 | PA      | $30082.00     | 0.00%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                        | Carmax Auto Owner Trust 2019-1                                                                                                 | CUSIP: 14315NAG5<br>LEI: 549300LQMUNTYT3DC014 | Long             | ABS-O            | CORP              | US        |    2350000 | PA      | $2291844.55   | 0.27%             | 2025-08-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                                                                | CUSIP: 37045XDM5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1365000 | PA      | $1263671.46   | 0.15%             | 2024-10-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                    | Ovintiv Inc                                                                                                                    | CUSIP: 292505AE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     695000 | PA      | $698993.73    | 0.08%             | 2037-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust          | Wells Fargo Commercial Mortgage Trust 2016-C36                                                                                 | CUSIP: 95000MBV2<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |     440000 | PA      | $334862.62    | 0.04%             | 2059-11-15      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Burnham Park CLO Ltd.                          | Burnham Park Clo Ltd                                                                                                           | CUSIP: 12232KAL4<br>LEI: 549300BOEG5O4MSO7220 | Long             | ABS-CBDO         | CORP              | KY        |     455000 | PA      | $433633.66    | 0.05%             | 2029-10-20      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| S-JETS Limited                                 | S-Jets 2017-1 Ltd                                                                                                              | CUSIP: 784309AA4<br>LEI: 635400FR77IW5YEET913 | Long             | ABS-O            | CORP              | BM        |    3147739 | PA      | $2439529.58   | 0.29%             | 2042-08-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding XXXI Ltd                                                                                                  | CUSIP: 55819DAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     475000 | PA      | $449535.73    | 0.05%             | 2031-01-23      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                  | Commonbond Student Loan Trust 2021-A-GS                                                                                        | CUSIP: 20268WAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     175004 | PA      | $137014.13    | 0.02%             | 2052-03-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | NEXTERA ENERGY INC                                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -25 | NC      | $-2875.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Textainer Marine Containers Limited            | Textainer Marine Containers VII Ltd                                                                                            | CUSIP: 88315LAE8<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |     327595 | PA      | $296607.86    | 0.03%             | 2045-08-21      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                          | Uber Technologies Inc                                                                                                          | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    5255000 | PA      | $5258678.50   | 0.62%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                               | CSC Holdings LLC                                                                                                               | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     885000 | PA      | $723487.50    | 0.09%             | 2029-02-01      | Fixed         | 6.50%                 | 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        |     962936 | PA      | $947272.19    | 0.11%             | 2060-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp                           | Pilgrim's Pride Corp                                                                                                           | CUSIP: 72147KAE8<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    2980000 | PA      | $2890529.40   | 0.34%             | 2027-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                        | Central China Real Estate Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |     625000 | PA      | $193056.25    | 0.02%             | 2024-05-24      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                         | VICI Properties LP / VICI Note Co Inc                                                                                          | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |    1375000 | PA      | $1282770.07   | 0.15%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC       | Avis Budget Rental Car Funding AESOP LLC                                                                                       | CUSIP: 05377REA8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    1200000 | PA      | $1076831.76   | 0.13%             | 2027-02-20      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2011-GC5                                                                                          | CUSIP: 36191YAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3905000 | PA      | $1617072.22   | 0.19%             | 2044-08-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                 | VCAT 2021-NPL5 LLC                                                                                                             | CUSIP: 91824AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     987573 | PA      | $870100.42    | 0.10%             | 2051-08-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                       | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                            | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     105000 | PA      | $80143.92     | 0.01%             | 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        |    1720000 | PA      | $1589297.20   | 0.19%             | 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        |    2485000 | PA      | $1580563.95   | 0.19%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                     | Deere & Co                                                                                                                     | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |        611 | NS      | $261972.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                          | Tenet Healthcare Corp                                                                                                          | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     255000 | PA      | $244930.05    | 0.03%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                      | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    1140000 | PA      | $1155136.86   | 0.14%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC 2020-RPL3 Trust                                                                                                           | CUSIP: 12656PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1244992 | PA      | $1168078.02   | 0.14%             | 2060-03-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | HOME DEPOT INC/THE                                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -3 | NC      | $-787.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GLS Auto Receivables Trust                     | GLS Auto Receivables Issuer Trust 2020-3                                                                                       | CUSIP: 36260CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2555495 | PA      | $2528886.73   | 0.30%             | 2025-05-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| TCW CLO                                        | TCW CLO 2018-1 Ltd                                                                                                             | CUSIP: 87240UAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     920000 | PA      | $800924.40    | 0.09%             | 2031-04-25      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                                                                  | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    6580000 | PA      | $6098126.20   | 0.72%             | 2026-01-25      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                               | Duke Energy Corp                                                                                                               | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       1830 | NS      | $188471.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW LLC/CDW FINANCE                            | CDW LLC / CDW Finance Corp                                                                                                     | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2115000 | PA      | $1801324.35   | 0.21%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC    | BBCMS 2020-BID Mortgage Trust                                                                                                  | CUSIP: 05493BAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2995000 | PA      | $2863128.65   | 0.34%             | 2037-10-15      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                         | VICI Properties LP / VICI Note Co Inc                                                                                          | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              |  | US        |    2670000 | PA      | $2340079.37   | 0.28%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                     | Progress Residential 2019-SFR3 Trust                                                                                           | CUSIP: 74332WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1005000 | PA      | $937384.20    | 0.11%             | 2036-09-17      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                    | Netflix Inc                                                                                                                    | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1004209.82   | 0.12%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                          | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                          | CUSIP: 451102BW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1069007.53   | 0.13%             | 2024-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                           | Aramark Services Inc                                                                                                           | CUSIP: 038522AR9<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    2055000 | PA      | $2029744.05   | 0.24%             | 2025-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                                                                      | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     180000 | PA      | $203220.81    | 0.02%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust          | Wells Fargo Commercial Mortgage Trust 2016-C36                                                                                 | CUSIP: 95000MBU4<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |    1690000 | PA      | $1405234.32   | 0.17%             | 2059-11-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                            | FS KKR Capital Corp                                                                                                            | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    2335000 | PA      | $1882406.04   | 0.22%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GILBERT PARK CLO LTD                           | Gilbert Park CLO Ltd                                                                                                           | CUSIP: 375415AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     650000 | PA      | $605343.05    | 0.07%             | 2030-10-15      | Floating      | 7.03%                 | 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        |    3712760 | PA      | $3447447.53   | 0.41%             | 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        |    1125000 | PA      | $933329.54    | 0.11%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                            | FS KKR Capital Corp                                                                                                            | CUSIP: 302635AG2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    3855000 | PA      | $3418433.59   | 0.40%             | 2026-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                          | American Homes 4 Rent 2015-SFR1 Trust                                                                                          | CUSIP: 02666AAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3138000 | PA      | $3049833.18   | 0.36%             | 2052-04-17      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Freedom Financial                              | FREED ABS Trust 2021-2                                                                                                         | CUSIP: 35635CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     305000 | PA      | $296175.74    | 0.03%             | 2028-06-19      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                       | Charles River Laboratories International Inc                                                                                   | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     475000 | PA      | $437460.75    | 0.05%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FINDETER                                       | Financiera de Desarrollo Territorial SA Findeter                                                                               | CUSIP: 31772MAA0<br>LEI: 54930036EU95I2CWYJ76 | Long             | DBT              | NUSS              | CO        | 4801000000 | PA      | $894903.62    | 0.11%             | 2024-08-12      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital                                                | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11205000 | PA      | $7167539.89   | 0.84%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | EMERSON ELECTRIC CO                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -7 | NC      | $-1365.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| YUZHOU GROUP                                   | Yuzhou Group Holdings Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |     555000 | PA      | $51354.15     | 0.01%             | 2026-08-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                       | iHeartCommunications Inc                                                                                                       | CUSIP: 45174HBG1<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    2830000 | PA      | $2304582.20   | 0.27%             | 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        |    3020102 | PA      | $2716921.86   | 0.32%             | 2051-02-27      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER                          | Grifols Escrow Issuer SA                                                                                                       | CUSIP: 39843UAA0<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |     380000 | PA      | $328118.60    | 0.04%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                       | Sunac China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    1090000 | PA      | $233020.20    | 0.03%             | 2025-07-09      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | UNITED PARCEL SERVICE INC                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -11 | NC      | $-1177.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Oak Hill Credit Partners                       | OHA Credit Funding 4 Ltd                                                                                                       | CUSIP: 67098EAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5105000 | PA      | $4654427.60   | 0.55%             | 2036-10-22      | Floating      | 10.72%                | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                              | Generate CLO 7 Ltd                                                                                                             | CUSIP: 98625DAG5<br>LEI: 25490036G9JNQQPHIX69 | Long             | ABS-CBDO         | CORP              | KY        |    2435000 | PA      | $2290200.29   | 0.27%             | 2033-01-22      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                       | Kaisa Group Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    2045000 | PA      | $276504.45    | 0.03%             | 2026-06-01      | Fixed         | 11.65%                | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                                                                            | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    6595000 | PA      | $4991412.56   | 0.59%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                 | Morgan Stanley Capital I Trust 2011-C2                                                                                         | CUSIP: 617459AK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2515000 | PA      | $1884522.20   | 0.22%             | 2044-06-15      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                    | Ovintiv Inc                                                                                                                    | CUSIP: 012873AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     385000 | PA      | $422482.55    | 0.05%             | 2030-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                         | VICI Properties LP / VICI Note Co Inc                                                                                          | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              |  | US        |    1140000 | PA      | $1072828.30   | 0.13%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                            | Travel + Leisure Co                                                                                                            | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     955000 | PA      | $934239.89    | 0.11%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                            | Travel + Leisure Co                                                                                                            | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    1535000 | PA      | $1272930.05   | 0.15%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                | NCL Finance Ltd                                                                                                                | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     570000 | PA      | $420786.16    | 0.05%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                          | Continental Resources Inc/OK                                                                                                   | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    5175000 | PA      | $4817202.16   | 0.57%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2013-G1                                                                                           | CUSIP: 36197QAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1420000 | PA      | $1373505.37   | 0.16%             | 2031-04-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                              | Devon Energy Corp                                                                                                              | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |        703 | NS      | $43241.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                         | Standard Chartered PLC                                                                                                         | CUSIP: 853254BU3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    3550000 | PA      | $2624946.11   | 0.31%             | 2036-02-18      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Hayfin US XII, Ltd.                            | Hayfin US XII Ltd                                                                                                              | CUSIP: 42087DAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1550000 | PA      | $1491011.65   | 0.18%             | 2034-01-20      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                       | EQT Corp                                                                                                                       | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     585000 | PA      | $549173.55    | 0.06%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                       | Hess Midstream Operations LP                                                                                                   | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     695000 | PA      | $594170.07    | 0.07%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                 | Starbucks Corp                                                                                                                 | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       3110 | NS      | $308512.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OZLM Ltd                                       | OZLM XXIII Ltd                                                                                                                 | CUSIP: 67112WAW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2050000 | PA      | $1879386.70   | 0.22%             | 2034-04-15      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                            | Emerson Electric Co                                                                                                            | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       1420 | NS      | $136405.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dryden Senior Loan Fund                        | Dryden 64 CLO Ltd                                                                                                              | CUSIP: 26251LAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $235623.50    | 0.03%             | 2031-04-18      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HLDGS LTD                         | Shimao Group Holdings Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |     610000 | PA      | $113874.80    | 0.01%             | 2024-02-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust          | Wells Fargo Commercial Mortgage Trust 2013-LC12                                                                                | CUSIP: 94988QAQ4<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-MBS          | CORP              | US        |    3094293 | PA      | $2933866.59   | 0.35%             | 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        |    5280000 | PA      | $3871368.71   | 0.46%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp                                                                                                           | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4803.38      | 0.00%             | 2025-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLARIVATE PLC                                  | Clarivate PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EP               | CORP              | JE        |      23100 | NS      | $875028.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC            | PURCHASED USD / SOLD COP                                                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $67884.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AGILE GROUP HOLDINGS LTD                       | Agile Group Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |     540000 | PA      | $286399.80    | 0.03%             | 2025-04-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                          | American Homes 4 Rent 2014-SFR2 Trust                                                                                          | CUSIP: 02665UAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2170000 | PA      | $2113412.48   | 0.25%             | 2036-10-17      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                          | Southwest Airlines Co                                                                                                          | CUSIP: 844741BG2<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    3680000 | PA      | $4419680.00   | 0.52%             | 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        |    4745000 | PA      | $5098791.14   | 0.60%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO LTD                             | Shackleton 2017-X CLO Ltd                                                                                                      | CUSIP: 81883DAS2<br>LEI: 549300IM8C0HSUTXDD32 | Long             | ABS-CBDO         | CORP              | KY        |    1017999 | PA      | $1002617.86   | 0.12%             | 2029-04-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust 2018-5                                                                                               | CUSIP: 89176VAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     655000 | PA      | $523657.44    | 0.06%             | 2058-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                              | Lithia Motors Inc                                                                                                              | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $881883.30    | 0.10%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                         | FMG Resources August 2006 Pty Ltd                                                                                              | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    1930000 | PA      | $1780425.00   | 0.21%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                      | CIM Trust 2021-NR2                                                                                                             | CUSIP: 12565CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1851885 | PA      | $1703929.82   | 0.20%             | 2059-07-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                | MVW Owner Trust 2019-1                                                                                                         | CUSIP: 55389PAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     195203 | PA      | $180432.41    | 0.02%             | 2036-11-20      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                          | American Homes 4 Rent 2014-SFR2 Trust                                                                                          | CUSIP: 02665UAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     300000 | PA      | $288796.86    | 0.03%             | 2036-10-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                              | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-153111.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                         | Rockford Tower CLO 2017-2 Ltd                                                                                                  | CUSIP: 77340GAN1<br>LEI: 549300G18KVCW7VUKI86 | Long             | ABS-CBDO         | CORP              | KY        |    2565000 | PA      | $2431512.27   | 0.29%             | 2029-10-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| ASHLAND LLC                                    | Ashland LLC                                                                                                                    | CUSIP: 04433LAA0<br>LEI: 6O4MRU8C1MS0K34UQF79 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1063030.16   | 0.13%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: B30894932 CDS USD R V 03MEVENT FLO CCPCDX / Short: B30894932 CDS USD P F  5.00000 FIX CCPCDX                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   18730000 | OU      | $-115339.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                                                                 | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       2249 | NS      | $191209.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                                                                      | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     115000 | PA      | $116056.81    | 0.01%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                    | Ovintiv Inc                                                                                                                    | CUSIP: 292505AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     140000 | PA      | $138704.20    | 0.02%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                   | Pioneer Natural Resources Co                                                                                                   | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |       1038 | NS      | $237068.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST QUANTUM MINERALS L                       | First Quantum Minerals Ltd                                                                                                     | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    4180000 | PA      | $3958550.29   | 0.47%             | 2026-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital                                                | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     225000 | PA      | $165723.40    | 0.02%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust               | WFRBS Commercial Mortgage Trust 2011-C4                                                                                        | CUSIP: 92936CAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1699593 | PA      | $1366814.22   | 0.16%             | 2044-06-15      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                   | QUALCOMM Inc                                                                                                                   | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       2467 | NS      | $271221.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                                                                  | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2065000 | PA      | $2014695.09   | 0.24%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                             | Wendy's Funding LLC                                                                                                            | CUSIP: 95058XAH1<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |     982800 | PA      | $871454.66    | 0.10%             | 2049-06-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | LOCKHEED MARTIN CORP                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -5 | NC      | $-5075.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 BC / NEW RED FIN                       | 1011778 BC ULC / New Red Finance Inc                                                                                           | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    2885000 | PA      | $2583246.17   | 0.30%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                                                                  | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1915000 | PA      | $1320009.50   | 0.16%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Accelerated Assets LLC                         | Accelerated Assets 2018-1 LLC                                                                                                  | CUSIP: 00436MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     414098 | PA      | $394835.53    | 0.05%             | 2033-12-02      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | AMERICAN TOWER CORP                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -7 | NC      | $-2310.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Navient Student Loan Trust                     | Navient Private Education Refi Loan Trust 2020-D                                                                               | CUSIP: 63941HAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     320000 | PA      | $256383.36    | 0.03%             | 2069-05-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2014-II-R Ltd                                                                                                     | CUSIP: 12548RAD6<br>LEI: 549300O8WGQU5B6HEB94 | Long             | ABS-CBDO         | CORP              | KY        |     265000 | PA      | $252568.59    | 0.03%             | 2030-04-24      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                     | GLS Auto Receivables Issuer Trust 2021-4                                                                                       | CUSIP: 36263DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3120000 | PA      | $2756261.35   | 0.32%             | 2027-10-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                                                                 | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    7575000 | PA      | $6969984.75   | 0.82%             | 2025-10-21      | Fixed         | 1.16%                 | 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        |     845000 | PA      | $773585.75    | 0.09%             | 2047-01-10      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                            | Go Daddy Operating Co LLC / GD Finance Co Inc                                                                                  | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1080000 | PA      | $1022176.85   | 0.12%             | 2027-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| General Motors Co                              | General Motors Co                                                                                                              | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    2905000 | PA      | $2531749.48   | 0.30%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                       | Shimao Group Holdings Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |     825000 | PA      | $147675.00    | 0.02%             | 2031-01-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                            | CDW LLC / CDW Finance Corp                                                                                                     | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1805000 | PA      | $1602511.49   | 0.19%             | 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        |     448559 | PA      | $423421.00    | 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        |    1595000 | PA      | $1485574.21   | 0.17%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                       | OHA Credit Funding 2 LTD                                                                                                       | CUSIP: 67707FAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     445000 | PA      | $391558.17    | 0.05%             | 2034-04-21      | Floating      | 10.64%                | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                          | Palmer Square CLO 2015-2 Ltd                                                                                                   | CUSIP: 69689CBA3<br>LEI: 549300PACXK2KP6J2T91 | Long             | ABS-CBDO         | CORP              | KY        |     300000 | PA      | $285330.30    | 0.03%             | 2030-07-20      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| AGILE GROUP HOLDINGS LTD                       | Agile Group Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |    1540000 | PA      | $712527.20    | 0.08%             | 2025-10-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                          | HPEFS Equipment Trust 2020-1                                                                                                   | CUSIP: 40438FAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     975000 | PA      | $965041.84    | 0.11%             | 2030-02-20      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                     | Progress Residential 2021-SFR5 Trust                                                                                           | CUSIP: 74333FAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     400000 | PA      | $331220.68    | 0.04%             | 2038-07-17      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Point Au Roche Park CLO, Ltd                   | Point Au Roche Park CLO Ltd                                                                                                    | CUSIP: 73052VAJ4<br>LEI: 5493000RMLD359CPH591 | Long             | ABS-CBDO         | CORP              | KY        |    1190000 | PA      | $1065982.96   | 0.13%             | 2034-07-20      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                       | Scientific Games International Inc                                                                                             | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    2940000 | PA      | $2804495.40   | 0.33%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                  | Aircastle Ltd                                                                                                                  | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     855000 | PA      | $658350.00    | 0.08%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                                                                                                      | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       1954 | NS      | $253883.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Springcastle SPV                               | SpringCastle America Funding LLC                                                                                               | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1832923 | PA      | $1665476.38   | 0.20%             | 2037-09-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                        | Darling Ingredients Inc                                                                                                        | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     175000 | PA      | $171062.50    | 0.02%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Regatta XIII Funding LLC                       | Regatta XIII Funding Ltd                                                                                                       | CUSIP: 75888FAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     920000 | PA      | $825101.08    | 0.10%             | 2031-07-15      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | BLACKROCK INC                                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -1 | NC      | $-820.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE SECURED LEND                        | Blackstone Secured Lending Fund                                                                                                | CUSIP: 09261XAD4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    6355000 | PA      | $5262041.55   | 0.62%             | 2027-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities | CSFB Mortgage-Backed Pass-Through Certificates Series 2003-27                                                                  | CUSIP: 22541QL75<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     109606 | PA      | $105936.26    | 0.01%             | 2033-11-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation            | Banc of America Funding 2005-7 Trust                                                                                           | CUSIP: 05946XS61<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     193637 | PA      | $189575.66    | 0.02%             | 2035-11-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                         | CFLD Cayman Investment Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |     785000 | PA      | $93333.56     | 0.01%             | 2022-09-28      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| ZHENRO PROPERTIES GROUP                        | Zhenro Properties Group Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |    1360000 | PA      | $68095.20     | 0.01%             | 2026-01-07      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                       | EQT Corp                                                                                                                       | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     570000 | PA      | $567229.50    | 0.07%             | 2025-10-01      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                                                                  | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     325000 | PA      | $223079.04    | 0.03%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                         | Marlette Funding Trust 2021-2                                                                                                  | CUSIP: 57108TAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     310000 | PA      | $286515.39    | 0.03%             | 2031-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                          | Uber Technologies Inc                                                                                                          | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     320000 | PA      | $321101.36    | 0.04%             | 2026-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                       | Kaisa Group Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    4525000 | PA      | $612594.50    | 0.07%             | 2025-04-16      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                       | First Quantum Minerals Ltd                                                                                                     | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    3870000 | PA      | $3766826.65   | 0.44%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC            | PURCHASED USD / SOLD ZAR                                                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-173940.16   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                 | Pikes Peak CLO 1                                                                                                               | CUSIP: 721327AG9<br>LEI: 549300IOF5UIE4PES702 | Long             | ABS-CBDO         | CORP              | KY        |    1045000 | PA      | $932595.62    | 0.11%             | 2031-07-24      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Ziggo B.V.                                     | Ziggo B.V. 2019 EUR Term Loan H                                                                                                | CUSIP: 000000000<br>LEI: 213800TQASLF9JXH5J59 | Long             | LON              | CORP              | NL        |    1930000 | PA      | $1899409.22   | 0.22%             | 2029-01-31      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee          | VOLT XCII LLC                                                                                                                  | CUSIP: 91835MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1156932 | PA      | $998292.54    | 0.12%             | 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        |    2865000 | PA      | $2270335.07   | 0.27%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                        | Central China Real Estate Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |    1000000 | PA      | $357620.00    | 0.04%             | 2023-08-27      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | WILLIAMS COS INC/THE                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -40 | NC      | $-2200.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Vericrest Opportunity Loan Transferee          | VOLT XCVI LLC                                                                                                                  | CUSIP: 92873FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1874099 | PA      | $1698970.83   | 0.20%             | 2051-03-27      | Variable      | 2.12%                 | 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        |    2888853 | PA      | $2586779.99   | 0.30%             | 2026-04-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                  | Corevest American Finance 2020-4 Trust                                                                                         | CUSIP: 21873AAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1340000 | PA      | $1050250.19   | 0.12%             | 2052-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                     | Progress Residential 2020-SFR3 Trust                                                                                           | CUSIP: 74333AAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     785000 | PA      | $684874.58    | 0.08%             | 2027-10-17      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                     | Navient Private Education Refi Loan Trust 2019-F                                                                               | CUSIP: 63935CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3410000 | PA      | $2762965.12   | 0.33%             | 2068-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                                                                 | CUSIP: 61747YEM3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    6595000 | PA      | $6192629.29   | 0.73%             | 2026-02-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                          | American Homes 4 Rent 2014-SFR3 Trust                                                                                          | CUSIP: 02665XAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1200000 | PA      | $1183961.88   | 0.14%             | 2036-12-17      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LEND                         | Oaktree Specialty Lending Corp                                                                                                 | CUSIP: 67401PAC2<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $883089.28    | 0.10%             | 2027-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                                                                      | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     180000 | PA      | $198720.00    | 0.02%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp                                                                                                           | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    2290000 | PA      | $1896051.30   | 0.22%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                     | Progress Residential 2021-SFR5 Trust                                                                                           | CUSIP: 74333FAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     930000 | PA      | $774417.60    | 0.09%             | 2038-07-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                         | CFLD Cayman Investment Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $22000.00     | 0.00%             | 2022-04-08      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile US Inc                                | T-Mobile US Inc                                                                                                                | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       4744 | NS      | $664160.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Trestles CLO LTD                               | Trestles CLO II LTD                                                                                                            | CUSIP: 89531VAA0<br>LEI: 6354005OLPZ8XONXGL10 | Long             | ABS-CBDO         | CORP              | KY        |     895000 | PA      | $727268.95    | 0.09%             | 2031-07-25      | Floating      | 10.11%                | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                     | Navient Private Education Refi Loan Trust 2018-A                                                                               | CUSIP: 63940PAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1035000 | PA      | $980898.48    | 0.12%             | 2042-02-18      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| WAVE 2017-1 LLC                                | WAVE 2017-1 Trust                                                                                                              | CUSIP: 94353WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1520122 | PA      | $1147707.39   | 0.14%             | 2042-11-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust               | SMB Private Education Loan Trust 2018-C                                                                                        | CUSIP: 78449QAD9<br>LEI: 549300V1P5RKG8RJI005 | Long             | ABS-O            | CORP              | US        |     510000 | PA      | $462278.79    | 0.05%             | 2042-11-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                 | Var Energi ASA                                                                                                                 | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     410000 | PA      | $423414.31    | 0.05%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD        | Goldentree Loan Management US Clo 3 Ltd                                                                                        | CUSIP: 38138BAL4<br>LEI: 549300TB55YBQBSW5Z77 | Long             | ABS-CBDO         | CORP              | KY        |     320000 | PA      | $305400.96    | 0.04%             | 2030-04-20      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                          | HPEFS Equipment Trust                                                                                                          | CUSIP: 40438PAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5900000 | PA      | $5839194.01   | 0.69%             | 2030-07-22      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2022-DNA4                                                                                        | CUSIP: 35564KWS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1008396 | PA      | $1005271.85   | 0.12%             | 2042-05-25      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                 | Var Energi ASA                                                                                                                 | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     870000 | PA      | $886183.55    | 0.10%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: B26867810 CDS USD R V 03MEVENT FLO CCPCDX / Short: B26867810 CDS USD P F  5.00000 FIX CCPCDX                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   39770000 | OU      | $-244903.66   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc              | Citigroup Mortgage Loan Trust 2019-E                                                                                           | CUSIP: 17328DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2856419 | PA      | $2811047.76   | 0.33%             | 2070-11-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                       | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                             | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              |  | US        |    1630000 | PA      | $1369247.64   | 0.16%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | MICROCHIP TECHNOLOGY INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -20 | NC      | $-2150.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Rockford Tower CLO Ltd                         | Rockford Tower CLO 2018-1 Ltd                                                                                                  | CUSIP: 77342JAA1<br>LEI: 549300KPFGDIQ0PMP224 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1966440.00   | 0.23%             | 2031-05-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | COMM 2012-CCRE3 Mortgage Trust                                                                                                 | CUSIP: 12624PAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2585000 | PA      | $2244286.40   | 0.26%             | 2045-10-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                          | Bausch Health Cos Inc                                                                                                          | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    1325000 | PA      | $635992.58    | 0.07%             | 2028-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                                                                      | CUSIP: 674599DC6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    4240000 | PA      | $4224100.00   | 0.50%             | 2026-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                   | TICP CLO XV Ltd                                                                                                                | CUSIP: 87250RAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     610000 | PA      | $561061.53    | 0.07%             | 2033-04-20      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                         | VICI Properties LP / VICI Note Co Inc                                                                                          | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              |  | US        |     985000 | PA      | $944368.75    | 0.11%             | 2025-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SPLUNK INC                                     | Splunk Inc                                                                                                                     | CUSIP: 848637AF1<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1118035.00   | 0.13%             | 2027-06-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                                                                   | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    4460000 | PA      | $3393813.01   | 0.40%             | 2035-09-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                        | Central China Real Estate Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |     485000 | PA      | $137560.55    | 0.02%             | 2024-07-16      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                 | Merck & Co Inc                                                                                                                 | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       2177 | NS      | $241538.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DBUBS Mortgage Trust                           | DBUBS 2017-BRBK Mortgage Trust                                                                                                 | CUSIP: 23305JAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     750000 | PA      | $669732.45    | 0.08%             | 2034-10-10      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust   | American Credit Acceptance Receivables Trust 2020-4                                                                            | CUSIP: 02530QAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2660000 | PA      | $2541219.30   | 0.30%             | 2026-12-14      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                       | Kaisa Group Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    2125000 | PA      | $288213.75    | 0.03%             | 2025-11-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                                                                   | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1735000 | PA      | $1322937.50   | 0.16%             | 2028-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MAPS LTD                                       | MAPS 2018-1 Ltd                                                                                                                | CUSIP: 56564RAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    1292169 | PA      | $834596.56    | 0.10%             | 2043-05-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                           | YPF SA                                                                                                                         | CUSIP: 984245AQ3<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    1295000 | PA      | $917403.90    | 0.11%             | 2027-07-21      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                  | CommScope Inc                                                                                                                  | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    3815000 | PA      | $2727224.51   | 0.32%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                | Cemex SAB de CV                                                                                                                | CUSIP: 151290889<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |     240838 | NS      | $975393.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                    | Netflix Inc                                                                                                                    | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1342927.25   | 0.16%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                | Cemex SAB de CV                                                                                                                | CUSIP: 151290BX0<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    3360000 | PA      | $3134500.19   | 0.37%             | 2030-09-17      | Fixed         | 5.20%                 | 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        |     984252 | PA      | $906182.44    | 0.11%             | 2026-03-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust             | Alternative Loan Trust 2004-16CB                                                                                               | CUSIP: 12667FLZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     128984 | PA      | $123620.17    | 0.01%             | 2034-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                               | Antares Holdings LP                                                                                                            | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $1882525.92   | 0.22%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC                                | Spotify USA Inc                                                                                                                | CUSIP: 84921RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1143100.00   | 0.13%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                                                                  | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1420000 | PA      | $997074.23    | 0.12%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust             | Morgan Stanley Mortgage Loan Trust 2005-7                                                                                      | CUSIP: 61748HPQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     511063 | PA      | $462403.32    | 0.05%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aimco                                          | Aimco CLO 12 Ltd                                                                                                               | CUSIP: 00140LAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1325000 | PA      | $1299499.05   | 0.15%             | 2032-01-17      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                        | Teva Pharmaceutical Finance Netherlands III BV                                                                                 | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     635000 | PA      | $565497.43    | 0.07%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                    | Netflix Inc                                                                                                                    | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     860000 | PA      | $834200.00    | 0.10%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Altice USA Inc                                 | Altice USA Inc                                                                                                                 | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |     365397 | NS      | $1680826.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                          | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                          | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1980000 | PA      | $1812888.00   | 0.21%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| China Evergrande Group                         | China Evergrande Group                                                                                                         | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |     630000 | PA      | $44622.90     | 0.01%             | 2022-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                           | Western Digital Corp                                                                                                           | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $959350.80    | 0.11%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC 2021-RPL4 Trust                                                                                                           | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2004015 | PA      | $1783565.66   | 0.21%             | 2060-12-27      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| AGILE GROUP HOLDINGS LTD                       | Agile Group Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |     425000 | PA      | $192797.00    | 0.02%             | 2026-05-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                              | Ares Capital Corp                                                                                                              | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $2495090.03   | 0.29%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                           | JetBlue Airways Corp                                                                                                           | CUSIP: 477143AP6<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |     915000 | PA      | $667105.51    | 0.08%             | 2026-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                        | Bristol-Myers Squibb Co                                                                                                        | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       2375 | NS      | $170881.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tricon American Homes                          | Tricon American Homes 2020-SFR2 Trust                                                                                          | CUSIP: 89613JAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1170000 | PA      | $956877.25    | 0.11%             | 2039-11-17      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                         | SLM Private Credit Student Loan Trust 2003-B                                                                                   | CUSIP: 78443CAN4<br>LEI: 549300BLEHJGFV7XSO25 | Long             | ABS-O            | CORP              | US        |    1143000 | PA      | $1113419.16   | 0.13%             | 2033-03-15      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                          | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                          | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     125000 | PA      | $120112.01    | 0.01%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                                                                         | CUSIP: 225401AY4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     630000 | PA      | $591474.97    | 0.07%             | 2026-07-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust         | Banc of America Alternative Loan Trust 2003-8                                                                                  | CUSIP: 05948XTV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     229899 | PA      | $217513.69    | 0.03%             | 2033-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                                                                       | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     805000 | PA      | $726544.70    | 0.09%             | 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        |     685000 | PA      | $675484.53    | 0.08%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN                            | Genm Capital Labuan Ltd                                                                                                        | CUSIP: 37231BAA6<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |    1810000 | PA      | $1347630.21   | 0.16%             | 2031-04-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                       | Western Midstream Operating LP                                                                                                 | CUSIP: 958667AB3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    2070000 | PA      | $1958675.40   | 0.23%             | 2025-02-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                           | Times China Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |     210000 | PA      | $34127.10     | 0.00%             | 2027-01-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust  | BHG Securitization Trust 2022-A                                                                                                | CUSIP: 054977AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2340000 | PA      | $2033861.78   | 0.24%             | 2035-02-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                   | TICP CLO VII Ltd                                                                                                               | CUSIP: 87248TAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1030000 | PA      | $980415.80    | 0.12%             | 2033-04-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                         | Global Atlantic Fin Co                                                                                                         | CUSIP: 37959GAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1110000 | PA      | $929169.88    | 0.11%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DSLA Mortgage Loan Trust                       | DSLA Mortgage Loan Trust 2005-AR5                                                                                              | CUSIP: 23332UFF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     339841 | PA      | $212453.17    | 0.03%             | 2045-09-19      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                            | CIFI Holdings Group Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |    1110000 | PA      | $286302.30    | 0.03%             | 2026-08-17      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | MORGAN STANLEY                                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -15 | NC      | $-1050.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer