# EDGAR Filing Document

**Accession Number:** 0000917469
**File Stem:** 0001410368-25-031113
**Filing Date:** 2025-11
**Character Count:** 244000
**Document Hash:** 8473ff674b866a4dd9e2e7b32faf7541
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-031113.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0001410368-25-031113

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LOOMIS SAYLES FUNDS I
- **CENTRAL INDEX KEY:** 0000917469

**ORGANIZATION NAME:**
- **EIN:** 043219179
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08282
- **FILM NUMBER:** 251522575

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

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

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

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

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

## Series and Classes Contracts Data

### Loomis Sayles Intermediate Duration Bond Fund (Series ID: S000006645)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000018132 | Class Y      | LSDIX           |
| C000089753 | Class A      | LSDRX           |
| C000173092 | Class C      | LSCDX           |
| C000211126 | Class N      | LSDNX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

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

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

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

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

- **b. EDGAR series identifier (if any):** S000006645

- **c. LEI of Series:** JFM2LVHZV1KZX7Z9J491

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

- **a. Date of fiscal year-end:** 2025-09-30

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $246379816.17

**Total Liabilities:** $1955759.97

**Net Assets:** $244424056.20

**Cash Not Reported:** $470441.06

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -562.14000000 | **1-Year:** -13696.67000000 | **5-Year:** -28338.61000000 | **10-Year:** -8296.28000000 | **30-Year:** -6.79000000

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

- **3-Month:** -53.62000000 | **1-Year:** -468.02000000 | **5-Year:** -1079.22000000 | **10-Year:** -145.48000000 | **30-Year:** -9.47000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000211126 | -0.03%               | 1.20%                | 0.46%                |
| Class ID C000089753 | -0.05%               | 1.07%                | 0.43%                |
| Class ID C000018132 | -0.03%               | 1.20%                | 0.45%                |
| Class ID C000173092 | -0.12%               | 1.11%                | 0.37%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $70147.75                | $-899267.41                                |
| Month 2  | $442420.01               | $1338007.73                                |
| Month 3  | $345789.15               | $-177808.82                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ELEVANCE HEALTH INC                                    | Elevance Health Inc                                                             | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    530000 | PA      | $527682.78    | 0.22%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                                             | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    415000 | PA      | $430223.03    | 0.18%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                   | COPT Defense Properties LP                                                      | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    140000 | PA      | $139076.77    | 0.06%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                       | SoFi Consumer Loan Program 2025-2 Trust                                         | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    123608 | PA      | $124247.57    | 0.05%             | 2034-06-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                 | Banque Federative du Credit Mutuel SA                                           | CUSIP: 06675DCN0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    550000 | PA      | $572641.19    | 0.23%             | 2030-01-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Volofin Finance Designated Activity Company            | Volofin Finance Designated Activity Co                                          | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    246301 | PA      | $251093.75    | 0.10%             | 2037-06-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                    | Frontier Issuer LLC                                                             | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $113511.09    | 0.05%             | 2054-06-20      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                     | Aqua Finance Trust 2021-A                                                       | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    131071 | PA      | $121489.06    | 0.05%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36194PB37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34734 | PA      | $34629.35     | 0.01%             | 2066-08-20      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                 | Darden Restaurants Inc                                                          | CUSIP: 237194AQ8<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    330000 | PA      | $331733.70    | 0.14%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    465000 | PA      | $471943.97    | 0.19%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                        | Marex Group PLC                                                                 | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $268091.98    | 0.11%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2025-4                                      | CUSIP: 30167KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95000 | PA      | $95356.92     | 0.04%             | 2029-09-17      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2020-G                                | CUSIP: 63941UAA1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     28232 | PA      | $26504.14     | 0.01%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                       | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    260000 | PA      | $262458.77    | 0.11%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    280000 | PA      | $287017.75    | 0.12%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                    | Citibank Credit Card Issuance Trust                                             | CUSIP: 17305EHB4<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |    620000 | PA      | $631115.98    | 0.26%             | 2032-06-21      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36194QQ88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44973 | PA      | $44768.92     | 0.02%             | 2066-10-20      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                            | Extended Stay America Trust 2025-ESH                                            | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100000.00    | 0.04%             | 2042-10-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                               | Octane Receivables Trust 2024-2                                                 | CUSIP: 67578YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215804 | PA      | $218242.19    | 0.09%             | 2032-07-20      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                             | Flagship Credit Auto Trust 2023-1                                               | CUSIP: 337955AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     39334 | PA      | $39340.72     | 0.02%             | 2027-08-16      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                                           | CUSIP: 04685A4N8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    195000 | PA      | $197285.43    | 0.08%             | 2028-05-09      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                     | Analog Devices Inc                                                              | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    460000 | PA      | $463221.73    | 0.19%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                            | Hertz Vehicle Financing III LLC                                                 | CUSIP: 42806MCA5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    715000 | PA      | $728497.77    | 0.30%             | 2028-02-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                | Nationwide Building Society                                                     | CUSIP: 63861VAM9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    330000 | PA      | $332696.25    | 0.14%             | 2029-07-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS INC                                       | SBL Holdings Inc                                                                | CUSIP: 78397DAD0<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |    345000 | PA      | $345919.41    | 0.14%             | 2034-10-30      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Auto Trust                             | BofA Auto Trust 2025-1                                                          | CUSIP: 05594BAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100521.10    | 0.04%             | 2029-11-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust          | Bridgecrest Lending Auto Securitization Trust 2024-3                            | CUSIP: 10805NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $115855.03    | 0.05%             | 2028-10-16      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PERNOD RIC INTL FIN LLC                                | Pernod Ricard International Finance LLC                                         | CUSIP: 71427QAA6<br>LEI: 5493009254WI1A8WXT48 | Long             | DBT              | CORP              | US        |    640000 | PA      | $595841.64    | 0.24%             | 2028-04-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                               | Microchip Technology Inc                                                        | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255657.25    | 0.10%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16110000 | PA      | $15996097.31  | 6.54%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                               | HPS Corporate Lending Fund                                                      | CUSIP: 40440VAC9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134193.39    | 0.05%             | 2029-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                       | LPL Holdings Inc                                                                | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    230000 | PA      | $234095.44    | 0.10%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Brex Inc                                               | Brex Commercial Charge Card Master Trust                                        | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    720000 | PA      | $724474.80    | 0.30%             | 2027-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                 | Goldman Sachs Bank USA/New York NY                                              | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    590000 | PA      | $594529.12    | 0.24%             | 2027-05-21      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                    | Dominion Energy Inc                                                             | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352503.98    | 0.14%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                           | ING GROEP NV                                                                    | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    305000 | PA      | $309043.01    | 0.13%             | 2029-03-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| MSD INVESTMENT CORP                                    | MSD Investment Corp                                                             | CUSIP: 55354LAA7<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106339.24    | 0.04%             | 2030-05-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                 | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    280000 | PA      | $283044.87    | 0.12%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2022-C62                                  | CUSIP: 95003MBS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    825000 | PA      | $789171.57    | 0.32%             | 2055-04-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                               | Tyco Electronics Group SA                                                       | CUSIP: 902133BA4<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    320000 | PA      | $324732.11    | 0.13%             | 2030-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                         | Wheels Fleet Lease Funding 1 LLC                                                | CUSIP: 96328GBM8<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    188165 | PA      | $190730.17    | 0.08%             | 2039-02-18      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                                     | RWE Finance US LLC                                                              | CUSIP: 749983AC6<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |    260000 | PA      | $256456.25    | 0.10%             | 2035-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                      | GLS Auto Select Receivables Trust 2025-3                                        | CUSIP: 36272GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290000 | PA      | $291989.98    | 0.12%             | 2030-10-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust 2024-P3                                          | CUSIP: 146919AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    580000 | PA      | $581178.56    | 0.24%             | 2029-10-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                 | Extra Space Storage LP                                                          | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    195000 | PA      | $201398.48    | 0.08%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                               | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAG8<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152632.09    | 0.06%             | 2030-08-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                                           | CUSIP: 04685A4S7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136808.13    | 0.06%             | 2035-08-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                   | Hercules Capital Inc                                                            | CUSIP: 427096AN2<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45897.82     | 0.02%             | 2030-06-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1770000 | PA      | $1777259.76   | 0.73%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                  | GM Financial Automobile Leasing Trust 2024-3                                    | CUSIP: 38012QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $165369.44    | 0.07%             | 2027-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust 2024-3                                | CUSIP: 78436XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $135923.67    | 0.06%             | 2030-06-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                    | FS KKR Capital Corp                                                             | CUSIP: 302635AQ0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4953.77      | 0.00%             | 2031-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                 | CenterPoint Energy Inc                                                          | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    350000 | PA      | $361447.45    | 0.15%             | 2055-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                  | Mexico Government International Bond                                            | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    355000 | PA      | $353935.00    | 0.14%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22                     | CUSIP: 61690FAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19017 | PA      | $18684.67     | 0.01%             | 2048-04-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust 2025-1                                | CUSIP: 81885BAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230000 | PA      | $232585.43    | 0.10%             | 2030-07-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                | Essential Utilities Inc                                                         | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262930.89    | 0.11%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                           | WP Carey Inc                                                                    | CUSIP: 92936UAN9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    375000 | PA      | $377214.63    | 0.15%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                   | Public Storage Operating Co                                                     | CUSIP: 74464AAC5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    305000 | PA      | $306404.79    | 0.13%             | 2030-07-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                 | GreenSky Home Improvement Trust 2024-1                                          | CUSIP: 39571MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $185020.92    | 0.08%             | 2059-06-25      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                             | Zoetis Inc                                                                      | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262594.98    | 0.11%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                     | VICI Properties LP                                                              | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    180000 | PA      | $181876.74    | 0.07%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | Carmax Auto Owner Trust 2023-2                                                  | CUSIP: 142921AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650232 | PA      | $653343.22    | 0.27%             | 2028-01-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                           | NiSource Inc                                                                    | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    380000 | PA      | $391895.79    | 0.16%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SIRIUSPOINT LTD                                        | SiriusPoint Ltd                                                                 | CUSIP: 82969BAA0<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | CORP              | BM        |    275000 | PA      | $290673.24    | 0.12%             | 2029-04-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RELIANCE STAND LIFE II                                 | Reliance Standard Life Global Funding II                                        | CUSIP: 75951ACY2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $290466.90    | 0.12%             | 2026-02-02      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 31336CMM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8965 | PA      | $9236.94      | 0.00%             | 2035-01-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                               | Main Street Capital Corp                                                        | CUSIP: 56035LAJ3<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40877.20     | 0.02%             | 2027-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2024-3                                   | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    268886 | PA      | $270317.45    | 0.11%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust 2023-1                                | CUSIP: 78398AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    297033 | PA      | $299166.54    | 0.12%             | 2028-10-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                               | Enterprise Products Operating LLC                                               | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181867.02    | 0.07%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38380LVZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    184724 | PA      | $184489.66    | 0.08%             | 2069-05-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                             | LAD Auto Receivables Trust 2024-1                                               | CUSIP: 501689AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $115822.48    | 0.05%             | 2028-09-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                       | OneMain Financial Issuance Trust 2022-S1                                        | CUSIP: 68267HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    592350 | PA      | $592331.85    | 0.24%             | 2035-05-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7040000 | PA      | $7104900.00   | 2.91%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust               | AmeriCredit Automobile Receivables Trust 2024-1                                 | CUSIP: 023947AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330000 | PA      | $333472.59    | 0.14%             | 2029-01-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                               | New York Life Global Funding                                                    | CUSIP: 64952WFP3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125515.74    | 0.05%             | 2028-07-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SUNTORY HOLDINGS LTD                                   | Suntory Holdings Ltd                                                            | CUSIP: 86803UAE1<br>LEI: 54930074QUY8RD0UZM08 | Long             | DBT              | CORP              | JP        |    435000 | PA      | $446260.81    | 0.18%             | 2029-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                              | Avnet Inc                                                                       | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    305000 | PA      | $317394.11    | 0.13%             | 2028-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust 2024-P4                                          | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95000 | PA      | $95599.26     | 0.04%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                               | Sumitomo Mitsui Trust Bank Ltd                                                  | CUSIP: 86563VBP3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $406282.51    | 0.17%             | 2027-03-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                  | SBNA Auto Lease Trust 2024-C                                                    | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90000 | PA      | $90269.37     | 0.04%             | 2028-02-22      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                               | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $207576.46    | 0.08%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust 2025-2                             | CUSIP: 024938AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205000 | PA      | $206694.33    | 0.08%             | 2031-03-12      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                     | Pacific Life Global Funding II                                                  | CUSIP: 6944PL3F4<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    510000 | PA      | $520029.08    | 0.21%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                        | Danske Bank A/S                                                                 | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    570000 | PA      | $580771.27    | 0.24%             | 2031-03-04      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                      | World Omni Auto Receivables Trust 2025-C                                        | CUSIP: 981936AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $400897.20    | 0.16%             | 2030-11-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                        | CarMax Select Receivables Trust 2025-A                                          | CUSIP: 14319UAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $605596.92    | 0.25%             | 2029-09-17      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                 | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    365000 | PA      | $370880.74    | 0.15%             | 2036-09-12      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2023-4                                   | CUSIP: 802927AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    540000 | PA      | $546392.95    | 0.22%             | 2028-12-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                           | Illumina Inc                                                                    | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    275000 | PA      | $276259.57    | 0.11%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                    | Toyota Auto Receivables 2023-C Owner Trust                                      | CUSIP: 89231FAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    294146 | PA      | $296038.51    | 0.12%             | 2028-04-17      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit               | Ford Credit Auto Owner Trust 2021-REV1                                          | CUSIP: 345340AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    570000 | PA      | $561470.58    | 0.23%             | 2033-10-17      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                                         | CUSIP: 44891ADZ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154644.63    | 0.06%             | 2028-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                               | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $272842.25    | 0.11%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                   | Raizen Fuels Finance SA                                                         | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    355000 | PA      | $346480.00    | 0.14%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                | Corebridge Global Funding                                                       | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    260000 | PA      | $266917.15    | 0.11%             | 2029-06-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SER                               | Stellantis Financial Services US Corp                                           | CUSIP: 85855FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $489870.76    | 0.20%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                           | CSMC 2014-USA OA LLC                                                            | CUSIP: 12649AAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    795000 | PA      | $726431.25    | 0.30%             | 2037-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                         | Crockett Partners Equipment Co IIA LLC                                          | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240303 | PA      | $243107.65    | 0.10%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust 2023-3                             | CUSIP: 02530EAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    261337 | PA      | $262963.40    | 0.11%             | 2029-10-12      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust          | Bridgecrest Lending Auto Securitization Trust 2025-3                            | CUSIP: 107920AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $186314.98    | 0.08%             | 2029-01-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                               | Take-Two Interactive Software Inc                                               | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124241.81    | 0.05%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Trust 2020-GC45                                          | CUSIP: 36258YBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245000 | PA      | $229540.82    | 0.09%             | 2053-02-13      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                                    | Bank of New Zealand                                                             | CUSIP: 06407EAE5<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |    250000 | PA      | $244368.19    | 0.10%             | 2027-01-27      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Bank5                                                  | BANK5 2023-5YR3                                                                 | CUSIP: 06211EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    635000 | PA      | $674503.99    | 0.28%             | 2056-09-15      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                     | Regional Management Issuance Trust 2024-1                                       | CUSIP: 758983AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $138053.03    | 0.06%             | 2036-07-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2025-2                                      | CUSIP: 30168JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $502513.50    | 0.21%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                 | GreenSky Home Improvement Issuer Trust 2024-2                                   | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     56858 | PA      | $57678.92     | 0.02%             | 2059-10-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                               | Wisconsin Electric Power Co                                                     | CUSIP: 976656CU0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273838.45    | 0.11%             | 2030-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                  | Toronto-Dominion Bank/The                                                       | CUSIP: 89115KAD2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    925000 | PA      | $937050.67    | 0.38%             | 2028-06-02      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    855000 | PA      | $854966.60    | 0.35%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                     | RGA Global Funding                                                              | CUSIP: 76209PAJ2<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    610000 | PA      | $613367.38    | 0.25%             | 2032-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SCOTT Trust 2023-SFS                                   | SCOTT Trust 2023-SFS                                                            | CUSIP: 810064AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    465000 | PA      | $478195.58    | 0.20%             | 2040-03-10      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                        | Nordea Bank Abp                                                                 | CUSIP: 65558RAJ8<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    445000 | PA      | $451282.25    | 0.18%             | 2029-09-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38380LNQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46051 | PA      | $46000.17     | 0.02%             | 2068-10-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL                                 | Mutual of Omaha Cos Global Funding                                              | CUSIP: 62829D2F6<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    570000 | PA      | $582388.90    | 0.24%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2025-1 LLC                                           | CUSIP: 29390HAC3<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $142228.66    | 0.06%             | 2029-02-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                             | LAD Auto Receivables Trust 2023-4                                               | CUSIP: 50571AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $229870.24    | 0.09%             | 2028-10-16      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                      | GLS Auto Select Receivables Trust 2024-2                                        | CUSIP: 379924AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     59480 | PA      | $60229.11     | 0.02%             | 2030-06-17      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                  | GM Financial Automobile Leasing Trust 2025-1                                    | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230000 | PA      | $232251.93    | 0.10%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2023-3                                   | CUSIP: 80285XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $173148.30    | 0.07%             | 2030-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                    | Synchrony Financial                                                             | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    240000 | PA      | $248767.73    | 0.10%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                   | Westpac Banking Corp                                                            | CUSIP: 961214FT5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    330000 | PA      | $340626.69    | 0.14%             | 2029-04-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                     | F&G Global Funding                                                              | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165584.15    | 0.07%             | 2028-09-08      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36176VPT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2496 | PA      | $2461.48      | 0.00%             | 2062-10-20      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                 | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31429KAK9<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    505000 | PA      | $523765.80    | 0.21%             | 2028-03-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NORINCHUKIN BANK                                       | Norinchukin Bank/The                                                            | CUSIP: 656029AP0<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |    235000 | PA      | $236227.31    | 0.10%             | 2030-09-09      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| APA CORP                                               | APA Corp                                                                        | CUSIP: 03743QAR9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    330000 | PA      | $337259.73    | 0.14%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                    | NatWest Markets PLC                                                             | CUSIP: 63906YAM0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    430000 | PA      | $437537.07    | 0.18%             | 2028-03-21      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38375UWF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       132 | PA      | $118.97       | 0.00%             | 2065-03-20      | Fixed         | 1.75%                 | No            |                  3 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2024-1 LLC                                           | CUSIP: 29375PAC4<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $152796.30    | 0.06%             | 2030-09-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                 | Blue Owl Credit Income Corp                                                     | CUSIP: 69120VBB6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    215000 | PA      | $230285.79    | 0.09%             | 2028-06-13      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                          | DTE Energy Co                                                                   | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    265000 | PA      | $268372.47    | 0.11%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                               | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAE3<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     85000 | PA      | $89197.78     | 0.04%             | 2032-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2023-V2 Mortgage Trust                                                | CUSIP: 08163TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $537482.87    | 0.22%             | 2055-05-15      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2020-B16 Mortgage Trust                                               | CUSIP: 08161NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285000 | PA      | $264974.48    | 0.11%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                                 | Chase Auto Owner Trust 2024-5                                                   | CUSIP: 16144QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $185663.23    | 0.08%             | 2029-08-27      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                       | Antares Holdings LP                                                             | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    445000 | PA      | $432692.39    | 0.18%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust 2025-P2                                          | CUSIP: 14688YAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    345000 | PA      | $348620.78    | 0.14%             | 2030-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                               | Toyota Motor Credit Corp                                                        | CUSIP: 89236TMF9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    350000 | PA      | $361165.42    | 0.15%             | 2029-05-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                    | Cardinal Health Inc                                                             | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    630000 | PA      | $645996.97    | 0.26%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust               | AmeriCredit Automobile Receivables Trust 2021-3                                 | CUSIP: 03066JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    423833 | PA      | $419126.99    | 0.17%             | 2027-08-18      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                               | PVH Corp                                                                        | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    510000 | PA      | $519516.10    | 0.21%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                 | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    450000 | PA      | $462741.53    | 0.19%             | 2030-02-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                 | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    595000 | PA      | $604228.23    | 0.25%             | 2029-03-30      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                              | Auxilior Term Funding 2023-1 LLC                                                | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     53220 | PA      | $53608.45     | 0.02%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | Carmax Auto Owner Trust 2025-2                                                  | CUSIP: 14320AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    195000 | PA      | $197048.07    | 0.08%             | 2030-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust 2023-1                                        | CUSIP: 224927AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    112475 | PA      | $112814.47    | 0.05%             | 2033-03-15      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                                     | UBS AG/Stamford CT                                                              | CUSIP: 22550L2K6<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    335000 | PA      | $340637.13    | 0.14%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2023-1                                   | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $115826.70    | 0.05%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                                   | American National Global Funding                                                | CUSIP: 02771D2B9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $209045.24    | 0.09%             | 2030-06-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                          | Aircastle Ltd                                                                   | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    190000 | PA      | $199659.46    | 0.08%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                | Nationwide Building Society                                                     | CUSIP: 63861VAP2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    480000 | PA      | $478199.86    | 0.20%             | 2030-09-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12050000 | PA      | $12122488.22  | 4.96%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                               | Flex Ltd                                                                        | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $258271.23    | 0.11%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2025-2                                   | CUSIP: 80287NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95000 | PA      | $95823.08     | 0.04%             | 2029-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                         | Morgan Stanley Capital I Trust 2020-L4                                          | CUSIP: 61770KAX3<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $511503.85    | 0.21%             | 2053-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Corp Trust 2013-PEMB                                     | CUSIP: 36197VAA6<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |    440000 | PA      | $371800.00    | 0.15%             | 2033-03-05      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                               | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    375000 | PA      | $379204.45    | 0.16%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                             | GLS Auto Receivables Issuer Trust 2024-2                                        | CUSIP: 37964VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    370000 | PA      | $373555.44    | 0.15%             | 2028-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                             | LAD Auto Receivables Trust 2024-3                                               | CUSIP: 505709AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $165644.66    | 0.07%             | 2029-03-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                 | Daimler Truck Finance North America LLC                                         | CUSIP: 233853BE9<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    820000 | PA      | $843319.07    | 0.35%             | 2032-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                           | DC Commercial Mortgage Trust 2023-DC                                            | CUSIP: 24023AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    335000 | PA      | $346901.21    | 0.14%             | 2040-09-12      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                 | Commonwealth Bank of Australia                                                  | CUSIP: 20271RAW0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    340000 | PA      | $339889.63    | 0.14%             | 2030-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                               | Jackson National Life Global Funding                                            | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    465000 | PA      | $470238.97    | 0.19%             | 2028-06-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                | American National Group Inc                                                     | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    230000 | PA      | $234796.06    | 0.10%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                               | Citizens Financial Group Inc                                                    | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    240000 | PA      | $245969.25    | 0.10%             | 2031-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                      | NSTAR Electric Co                                                               | CUSIP: 67021CAX5<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307325.99    | 0.13%             | 2030-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                           | Comerica Inc                                                                    | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    185000 | PA      | $192519.57    | 0.08%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust                        | M&T Bank Auto Receivables Trust 2025-1                                          | CUSIP: 55287XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $127079.00    | 0.05%             | 2030-06-17      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                        | CFCRE Commercial Mortgage Trust 2016-C4                                         | CUSIP: 12531YAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    361996 | PA      | $360357.32    | 0.15%             | 2058-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38378U8D2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39316 | PA      | $39325.83     | 0.02%             | 2064-07-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust 2023-P1                                          | CUSIP: 14688EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    179615 | PA      | $180249.74    | 0.07%             | 2027-12-10      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                         | AutoNation Inc                                                                  | CUSIP: 05329WAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $290000.00    | 0.12%             | 2025-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| USB Auto Owner Trust                                   | USB Auto Owner Trust 2025-1                                                     | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60000 | PA      | $60559.02     | 0.02%             | 2030-06-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING                               | Capital Power US Holdings Inc                                                   | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $152850.14    | 0.06%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2020-C58                                  | CUSIP: 95002UAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    490000 | PA      | $436468.63    | 0.18%             | 2053-07-15      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                     | Compass Datacenters Issuer II LLC                                               | CUSIP: 20469AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $241153.49    | 0.10%             | 2049-08-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2016-C33                                  | CUSIP: 95000LAZ6<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |    201109 | PA      | $200141.14    | 0.08%             | 2059-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC                    | Compass Datacenters Issuer III LLC                                              | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60000 | PA      | $61242.90     | 0.03%             | 2050-02-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                 | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    285000 | PA      | $288176.97    | 0.12%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                        | Stream Innovations 2024-1 Issuer Trust                                          | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     83504 | PA      | $86899.10     | 0.04%             | 2044-07-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                    | American Tower Corp                                                             | CUSIP: 03027XCP3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    345000 | PA      | $354304.86    | 0.14%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                    | COMM 2016-DC2 Mortgage Trust                                                    | CUSIP: 12594CBF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    518410 | PA      | $516836.37    | 0.21%             | 2049-02-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                 | US 10YR ULTRA FUT DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        87 | NC      | $108570.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUIFAX INC                                            | Equifax Inc                                                                     | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255575.15    | 0.10%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                             | GLS Auto Receivables Issuer Trust 2024-4                                        | CUSIP: 36270YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85000 | PA      | $85219.98     | 0.03%             | 2028-07-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                               | HPS Corporate Lending Fund                                                      | CUSIP: 40440VAS4<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184875.55    | 0.08%             | 2030-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                 | Morgan Stanley Bank NA                                                          | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    665000 | PA      | $679656.35    | 0.28%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hudsons Bay Simon JV Trust                             | Hudsons Bay Simon JV Trust 2015-HBS                                             | CUSIP: 44422PAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31964 | PA      | $31936.65     | 0.01%             | 2034-08-05      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                     | Credit Agricole SA                                                              | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    290000 | PA      | $295563.34    | 0.12%             | 2029-01-09      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES LP                                | Essential Properties LP                                                         | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              |  | US        |    200000 | PA      | $200750.38    | 0.08%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                               | American Financial Group Inc/OH                                                 | CUSIP: 025932AQ7<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127372.63    | 0.05%             | 2035-09-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                            | Truist Bank                                                                     | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    485000 | PA      | $487069.33    | 0.20%             | 2028-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                           | Ford Credit Auto Lease Trust 2025-A                                             | CUSIP: 345282AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $171855.04    | 0.07%             | 2028-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                            | Citibank NA                                                                     | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    580000 | PA      | $584518.15    | 0.24%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GECU Auto Receivables Trust                            | GECU Auto Receivables Trust 2023-1                                              | CUSIP: 36169EAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    312972 | PA      | $314826.28    | 0.13%             | 2028-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2350000 | PA      | $2364412.10   | 0.97%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                                   | Cantor Fitzgerald LP                                                            | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |    310000 | PA      | $331203.29    | 0.14%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                               | Take-Two Interactive Software Inc                                               | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    385000 | PA      | $391941.51    | 0.16%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2024-3 LLC                                           | CUSIP: 29375QAD0<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $214551.33    | 0.09%             | 2031-03-20      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                               | Wisconsin Public Service Corp                                                   | CUSIP: 976843BQ4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137140.16    | 0.06%             | 2029-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                     | Credit Agricole SA                                                              | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    845000 | PA      | $839806.52    | 0.34%             | 2033-09-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                                 | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    270000 | PA      | $270099.01    | 0.11%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BACARDI-MARTINI BV                                     | Bacardi-Martini BV                                                              | CUSIP: 05634WAA0<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |    445000 | PA      | $459642.24    | 0.19%             | 2030-02-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust 2019-C7                                     | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540000 | PA      | $511475.58    | 0.21%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING 1                                | Pricoa Global Funding I                                                         | CUSIP: 74153WCY3<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    395000 | PA      | $398979.74    | 0.16%             | 2032-08-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL                                | Western-Southern Global Funding                                                 | CUSIP: 95954A2B8<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |    480000 | PA      | $483122.79    | 0.20%             | 2028-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                   | Hercules Capital Inc                                                            | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    325000 | PA      | $318943.70    | 0.13%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2022-4                                   | CUSIP: 80286FAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17285 | PA      | $17283.39     | 0.01%             | 2027-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                               | SUMITOMO MITSUI FINL GRP                                                        | CUSIP: 86562MDY3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    275000 | PA      | $278050.33    | 0.11%             | 2031-07-08      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                             | GLS Auto Receivables Issuer Trust 2024-3                                        | CUSIP: 37989AAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $171435.21    | 0.07%             | 2029-01-16      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                               | Lincoln Financial Global Funding                                                | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    325000 | PA      | $328337.95    | 0.13%             | 2028-05-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                       | Public Service Co of New Hampshire                                              | CUSIP: 744538AH2<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    235000 | PA      | $237298.37    | 0.10%             | 2028-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                               | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626PAW6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    545000 | PA      | $545046.77    | 0.22%             | 2028-09-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                      | Kinder Morgan Inc                                                               | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    460000 | PA      | $472719.06    | 0.19%             | 2029-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                     | CNO Global Funding                                                              | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    585000 | PA      | $553371.48    | 0.23%             | 2029-01-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                          | Amphenol Corp                                                                   | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    445000 | PA      | $449024.30    | 0.18%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                  | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    350000 | PA      | $361252.41    | 0.15%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust 2024-3                                    | CUSIP: 96043CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $226261.35    | 0.09%             | 2028-04-17      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                | GLAXOSMITHKLINE CAPITAL                                                         | CUSIP: 377372AP2<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    455000 | PA      | $460503.81    | 0.19%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                       | Societe Generale SA                                                             | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    480000 | PA      | $493755.82    | 0.20%             | 2031-05-22      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                    | FS KKR Capital Corp                                                             | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94575.78     | 0.04%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                    | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $386400.00    | 0.16%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                           | KBC Group NV                                                                    | CUSIP: 48241FAE4<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    670000 | PA      | $666451.93    | 0.27%             | 2031-09-23      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust 2025-2                                    | CUSIP: 96041KAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $115827.08    | 0.05%             | 2029-05-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                   | Las Vegas Sands Corp                                                            | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    435000 | PA      | $444722.46    | 0.18%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NEW MOUNTAIN FINANCE COR                               | New Mountain Finance Corp                                                       | CUSIP: 647551AG5<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112243.96    | 0.05%             | 2027-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust 2023-3                                        | CUSIP: 224936AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $134610.45    | 0.06%             | 2033-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP II                               | Blue Owl Capital Corp II                                                        | CUSIP: 69121DAD2<br>LEI: 549300MMNWZO5XKDDX47 | Long             | DBT              | CORP              | US        |    265000 | PA      | $274529.18    | 0.11%             | 2026-11-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                               | New York Life Global Funding                                                    | CUSIP: 64952WFG3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    450000 | PA      | $462769.66    | 0.19%             | 2029-06-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK NA                                    | Fifth Third Bank NA                                                             | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252523.86    | 0.10%             | 2028-01-28      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                            | Ally Auto Receivables Trust 2022-3                                              | CUSIP: 02008DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     44434 | PA      | $44498.19     | 0.02%             | 2027-04-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                              | IQVIA Inc                                                                       | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    320000 | PA      | $330144.00    | 0.14%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                  | Micron Technology Inc                                                           | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    350000 | PA      | $380468.01    | 0.16%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                    | Block Financial LLC                                                             | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $327613.46    | 0.13%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FJ7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118073.91    | 0.05%             | 2026-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                               | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CG5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    640000 | PA      | $653357.20    | 0.27%             | 2029-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                  | Stellantis Finance US Inc                                                       | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    280000 | PA      | $287018.89    | 0.12%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36195LSC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25918 | PA      | $25687.76     | 0.01%             | 2066-09-20      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36193QUD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     57345 | PA      | $57016.02     | 0.02%             | 2066-10-20      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                                   | Atlas Warehouse Lending Co LP                                                   | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257051.76    | 0.11%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                         | Wheels Fleet Lease Funding 1 LLC                                                | CUSIP: 96328GAS6<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    351893 | PA      | $354538.43    | 0.15%             | 2038-04-18      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1390000 | PA      | $1386633.59   | 0.57%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                 | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    575000 | PA      | $581768.52    | 0.24%             | 2031-07-08      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority          | Massachusetts Educational Financing Authority                                   | CUSIP: 57563NAB4<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | ABS-O            | CORP              | US        |     53101 | PA      | $52626.95     | 0.02%             | 2033-05-25      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                               | MassMutual Global Funding II                                                    | CUSIP: 57629TBV8<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    820000 | PA      | $840834.23    | 0.34%             | 2030-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                       | NTT Finance Corp                                                                | CUSIP: 62954WAM7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    635000 | PA      | $650552.64    | 0.27%             | 2029-07-02      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Huntington Auto Trust                                  | Huntington Auto Trust 2024-1                                                    | CUSIP: 446144AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $262949.44    | 0.11%             | 2029-01-16      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Hudsons Bay Simon JV Trust                             | Hudsons Bay Simon JV Trust 2015-HBS                                             | CUSIP: 44422PBN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $179803.21    | 0.07%             | 2034-08-05      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| M&T Equipment Notes                                    | M&T Equipment 2023-LEAF1 Notes                                                  | CUSIP: 551925AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    326887 | PA      | $329039.92    | 0.13%             | 2030-07-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                 | Williams Cos Inc/The                                                            | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    600000 | PA      | $602701.78    | 0.25%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | Barclays PLC                                                                    | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1180000 | PA      | $1182084.48   | 0.48%             | 2029-11-11      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| VStrong Auto Receivables Trust                         | VStrong Auto Receivables Trust 2024-A                                           | CUSIP: 92891PAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90000 | PA      | $91307.48     | 0.04%             | 2030-07-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust          | BHG Securitization Trust 2024-1CON                                              | CUSIP: 08862HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     53429 | PA      | $54980.02     | 0.02%             | 2035-04-17      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                  | GM Financial Automobile Leasing Trust 2025-3                                    | CUSIP: 379965AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $260904.80    | 0.11%             | 2028-08-21      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36193DJN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6156 | PA      | $6139.29      | 0.00%             | 2066-06-20      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                | Nationwide Building Society                                                     | CUSIP: 63861VAK3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    485000 | PA      | $499598.42    | 0.20%             | 2029-07-29      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FPJ55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    552158 | PA      | $545135.30    | 0.22%             | 2027-07-25      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36176HK94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4779 | PA      | $4677.58      | 0.00%             | 2062-05-20      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                | SCF Equipment Trust 2016-1 LLC                                                  | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255000 | PA      | $260166.05    | 0.11%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                    | Commercial Mortgage Pass Through Certificates                                   | CUSIP: 12624NAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330506 | PA      | $321003.47    | 0.13%             | 2030-10-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DENSO CORP                                             | Denso Corp                                                                      | CUSIP: 24872BAA8<br>LEI: 549300RYPA10CQM3QK38 | Long             | DBT              | CORP              | JP        |    665000 | PA      | $646516.19    | 0.26%             | 2026-09-16      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2022-3 LLC                                           | CUSIP: 29374FAB9<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |     18375 | PA      | $18377.38     | 0.01%             | 2029-07-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                            | Hertz Vehicle Financing LLC                                                     | CUSIP: 42806MAN9<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    245000 | PA      | $237834.78    | 0.10%             | 2028-06-26      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Corp Trust 2023-SHIP                                     | CUSIP: 36270GAA9<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    365000 | PA      | $364344.83    | 0.15%             | 2038-09-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36196KU43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17880 | PA      | $17811.18     | 0.01%             | 2066-11-20      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| CARLYLE GROUP INC/THE                                  | Carlyle Group Inc/The                                                           | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |    195000 | PA      | $194318.09    | 0.08%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                               | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CX8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    495000 | PA      | $497065.28    | 0.20%             | 2030-09-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                               | Sixth Street Lending Partners                                                   | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    230000 | PA      | $239083.85    | 0.10%             | 2029-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                           | Hilton Grand Vacations Trust 2022-2                                             | CUSIP: 43283GAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     38405 | PA      | $38707.80     | 0.02%             | 2037-01-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                       | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    455000 | PA      | $452237.57    | 0.19%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                     | Enact Holdings Inc                                                              | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |    400000 | PA      | $418253.25    | 0.17%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                         | Wheels Fleet Lease Funding 1 LLC                                                | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    193919 | PA      | $195889.32    | 0.08%             | 2039-06-21      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust 2016-GC37                                   | CUSIP: 17290XAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    992138 | PA      | $987684.89    | 0.40%             | 2049-04-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                   | Mercedes-Benz Finance North America LLC                                         | CUSIP: 58769JBC0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    745000 | PA      | $750384.25    | 0.31%             | 2027-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC                             | Applebee's Funding LLC / IHOP Funding LLC                                       | CUSIP: 03789XAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $808830.40    | 0.33%             | 2055-06-07      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                                           | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    595000 | PA      | $613385.24    | 0.25%             | 2030-01-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI HC FIN AMER                                 | Mitsubishi HC Finance America LLC                                               | CUSIP: 606790AC7<br>LEI: 3538008O2MCHLB9FAL82 | Long             | DBT              | CORP              | US        |    455000 | PA      | $465709.57    | 0.19%             | 2029-10-24      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                 | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    305000 | PA      | $306687.22    | 0.13%             | 2030-08-26      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                 | Chubb INA Holdings LLC                                                          | CUSIP: 171239AL0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    435000 | PA      | $443556.17    | 0.18%             | 2029-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                | Essential Utilities Inc                                                         | CUSIP: 29670GAK8<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211026.20    | 0.09%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                    | COMM 2024-CBM Mortgage Trust                                                    | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101866.85    | 0.04%             | 2041-12-10      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                      | Golub Capital BDC Inc                                                           | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25545.44     | 0.01%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                | BMW Vehicle Lease Trust 2025-1                                                  | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $110805.09    | 0.05%             | 2028-06-26      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust             | Exeter Select Automobile Receivables Trust 2025-1                               | CUSIP: 30185AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85000 | PA      | $85775.12     | 0.04%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36197LB74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    534838 | PA      | $533391.08    | 0.22%             | 2067-04-20      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128Q3QK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15375 | PA      | $15903.69     | 0.01%             | 2036-05-01      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | CarMax Auto Owner Trust 2024-4                                                  | CUSIP: 14290DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290000 | PA      | $293085.31    | 0.12%             | 2029-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                               | Cooperatieve Rabobank UA                                                        | CUSIP: 74977RDV3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    560000 | PA      | $571827.02    | 0.23%             | 2031-05-27      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                          | CHI Commercial Mortgage Trust 2025-SFT                                          | CUSIP: 16706GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    595000 | PA      | $609917.01    | 0.25%             | 2042-04-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                | Honeywell International Inc                                                     | CUSIP: 438516CY0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    450000 | PA      | $458725.01    | 0.19%             | 2030-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                           | Dell Equipment Finance Trust 2023-3                                             | CUSIP: 24702EAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    488713 | PA      | $491415.47    | 0.20%             | 2029-04-23      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                 | Standard Chartered PLC                                                          | CUSIP: 85325C2J0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $279039.43    | 0.11%             | 2036-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                               | Toyota Motor Credit Corp                                                        | CUSIP: 89236TNT8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    530000 | PA      | $533610.42    | 0.22%             | 2032-09-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                               | Sammons Financial Group Global Funding                                          | CUSIP: 79587J2C6<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    580000 | PA      | $588449.88    | 0.24%             | 2030-06-12      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                                             | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    515000 | PA      | $531856.38    | 0.22%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                    | Eastman Chemical Co                                                             | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    270000 | PA      | $274959.52    | 0.11%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                      | GLS Auto Select Receivables Trust 2024-4                                        | CUSIP: 36271BAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135683 | PA      | $136011.49    | 0.06%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                               | Fortitude Group Holdings LLC                                                    | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    135000 | PA      | $140170.31    | 0.06%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust 2024-2                                    | CUSIP: 96042YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $186341.44    | 0.08%             | 2028-02-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| CABOT CORP                                             | Cabot Corp                                                                      | CUSIP: 127055AL5<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |    240000 | PA      | $236713.81    | 0.10%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING                                     | NLG Global Funding                                                              | CUSIP: 62915W2B8<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |    475000 | PA      | $470021.79    | 0.19%             | 2030-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                   | Royal Bank of Canada                                                            | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $226652.46    | 0.09%             | 2031-02-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                      | GLS Auto Select Receivables Trust 2025-1                                        | CUSIP: 36271FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    161686 | PA      | $162671.72    | 0.07%             | 2030-04-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                 | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    550000 | PA      | $564924.81    | 0.23%             | 2031-02-11      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                | CGI Inc                                                                         | CUSIP: 12532HAK0<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    570000 | PA      | $580290.88    | 0.24%             | 2030-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                  | Universal Health Services Inc                                                   | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    195000 | PA      | $194810.42    | 0.08%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust                    | PenFed Auto Receivables Owner Trust                                             | CUSIP: 70687FAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $161058.08    | 0.07%             | 2029-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                            | Post Road Equipment Finance 2024-1 LLC                                          | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     44295 | PA      | $44436.19     | 0.02%             | 2029-11-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                 | Skandinaviska Enskilda Banken AB                                                | CUSIP: 830505BK8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    730000 | PA      | $731644.42    | 0.30%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                                         | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    375000 | PA      | $382659.36    | 0.16%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                  | SBNA Auto Lease Trust 2024-B                                                    | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $252046.00    | 0.10%             | 2027-11-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                | Marathon Petroleum Corp                                                         | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179861.78    | 0.07%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                  | Helmerich & Payne Inc                                                           | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    240000 | PA      | $235160.08    | 0.10%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                         | Lowe's Cos Inc                                                                  | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    555000 | PA      | $550407.92    | 0.23%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                               | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    355000 | PA      | $360402.62    | 0.15%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                    | Dow Chemical Co/The                                                             | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    515000 | PA      | $512840.18    | 0.21%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMCOR GROUP FINANCE                                    | Amcor Group Finance PLC                                                         | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |    335000 | PA      | $346116.02    | 0.14%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA                               | Citadel Securities Global Holdings LLC                                          | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    255000 | PA      | $261721.31    | 0.11%             | 2030-06-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                      | GLS Auto Select Receivables Trust 2024-3                                        | CUSIP: 37989EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    183892 | PA      | $186193.84    | 0.08%             | 2029-10-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                     | Ally Financial Inc                                                              | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    725000 | PA      | $727684.92    | 0.30%             | 2033-07-31      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                        | BAE Systems PLC                                                                 | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    475000 | PA      | $489188.25    | 0.20%             | 2029-03-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                     | CyrusOne Data Centers Issuer I LLC                                              | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $271362.65    | 0.11%             | 2050-02-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust          | JP Morgan Chase Commercial Mortgage Securities Trust 2025-BMS                   | CUSIP: 46596CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255000 | PA      | $254508.87    | 0.10%             | 2042-01-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                  | Truist Financial Corp                                                           | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    340000 | PA      | $348599.65    | 0.14%             | 2031-05-20      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust | Stellantis Financial Underwritten Enhanced Lease Trust 2025-B                   | CUSIP: 858933AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    365000 | PA      | $366216.91    | 0.15%             | 2029-01-22      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                   | Lockheed Martin Corp                                                            | CUSIP: 539830CL1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    360000 | PA      | $362811.68    | 0.15%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                      | General Mills Inc                                                               | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    215000 | PA      | $219492.61    | 0.09%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                        | AutoNation Finance Trust 2025-1                                                 | CUSIP: 05330QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $146392.29    | 0.06%             | 2029-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                             | GLS Auto Receivables Issuer Trust 2025-2                                        | CUSIP: 37989BAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $121639.44    | 0.05%             | 2031-01-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                               | Equitable America Global Funding                                                | CUSIP: 29446Q2B8<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    440000 | PA      | $448792.62    | 0.18%             | 2030-06-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1340000 | PA      | $1350887.50   | 0.55%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                               | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFK3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    365000 | PA      | $370934.95    | 0.15%             | 2026-11-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                      | Sierra Timeshare 2024-2 Receivables Funding LLC                                 | CUSIP: 82650DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    172438 | PA      | $174517.00    | 0.07%             | 2041-06-20      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| OAKTREE STRATEGIC CREDIT                               | Oaktree Strategic Credit Fund                                                   | CUSIP: 67403AAF6<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76621.70     | 0.03%             | 2030-07-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Issuer LLC                  | New Economy Assets - Phase 1 Sponsor LLC                                        | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    845000 | PA      | $704854.05    | 0.29%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Bank5                                                  | BANK5 2023-5YR4                                                                 | CUSIP: 06211FAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    333261 | PA      | $351537.25    | 0.14%             | 2056-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                      | General Motors Co                                                               | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    285000 | PA      | $295466.28    | 0.12%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                      | World Omni Auto Receivables Trust 2024-C                                        | CUSIP: 98164NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $236262.19    | 0.10%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                  | Wells Fargo & Co                                                                | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    450000 | PA      | $460455.71    | 0.19%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                        | Marex Group PLC                                                                 | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $278991.55    | 0.11%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                            | Hertz Vehicle Financing III LLC                                                 | CUSIP: 42806MCK3<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    245000 | PA      | $249272.80    | 0.10%             | 2029-01-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                      | Southern Power Co                                                               | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124246.25    | 0.05%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                | Jefferies Financial Group Inc                                                   | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    285000 | PA      | $296730.51    | 0.12%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                                   | American National Global Funding                                                | CUSIP: 02771D2A1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $267830.27    | 0.11%             | 2030-01-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                        | Republic Finance Issuance Trust 2024-A                                          | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205000 | PA      | $207507.62    | 0.08%             | 2032-08-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $402570.19    | 0.16%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                  | Mexico Government International Bond                                            | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    490000 | PA      | $505876.00    | 0.21%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                 | US 5YR NOTE (CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        43 | NC      | $5765.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRCASTLE LTD                                          | Aircastle Ltd                                                                   | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    275000 | PA      | $265174.00    | 0.11%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36177TPC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       665 | PA      | $655.14       | 0.00%             | 2064-11-20      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                           | Broadcom Inc                                                                    | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    270000 | PA      | $269539.46    | 0.11%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                           | KKR & Co Inc                                                                    | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |    605000 | PA      | $606093.83    | 0.25%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                           | Broadcom Inc                                                                    | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    415000 | PA      | $421274.26    | 0.17%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                            | PNC Bank NA                                                                     | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1020138.20   | 0.42%             | 2028-07-21      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2335000 | PA      | $2426575.78   | 0.99%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust 2025-VLT7                                                              | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    810000 | PA      | $811706.67    | 0.33%             | 2044-07-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                        | Citizens Auto Receivables Trust 2024-1                                          | CUSIP: 17331QAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    152974 | PA      | $153838.08    | 0.06%             | 2028-04-17      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                     | CNO Global Funding                                                              | CUSIP: 18977W2H2<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    370000 | PA      | $370155.16    | 0.15%             | 2028-09-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                              | Chesapeake Funding II LLC                                                       | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    147247 | PA      | $148151.08    | 0.06%             | 2035-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC Holdings PLC                                                               | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    585000 | PA      | $595428.64    | 0.24%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                            | Ameren Corp                                                                     | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    425000 | PA      | $434422.31    | 0.18%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                               | HPS Corporate Lending Fund                                                      | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201818.63    | 0.08%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                             | LAD Auto Receivables Trust 2025-1                                               | CUSIP: 505712AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375000 | PA      | $378294.75    | 0.15%             | 2029-07-16      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                       | Ryder System Inc                                                                | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358226.62    | 0.15%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                               | Blue Owl Technology Finance Corp                                                | CUSIP: 691205AC2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104735.72    | 0.04%             | 2025-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                               | Constellation Brands Inc                                                        | CUSIP: 21036PBQ0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    310000 | PA      | $314856.46    | 0.13%             | 2029-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                  | Arrow Electronics Inc                                                           | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    340000 | PA      | $348068.70    | 0.14%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust          | Bridgecrest Lending Auto Securitization Trust 2025-2                            | CUSIP: 10807HAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255000 | PA      | $256058.84    | 0.10%             | 2028-12-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                        | Prestige Auto Receivables Trust 2023-1                                          | CUSIP: 74113GAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    293538 | PA      | $294283.31    | 0.12%             | 2028-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bank                                                   | BANK 2021-BNK37                                                                 | CUSIP: 06540LBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    870000 | PA      | $773965.49    | 0.32%             | 2064-11-15      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                            | Swedbank AB                                                                     | CUSIP: 87020PAX5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    325000 | PA      | $331050.88    | 0.14%             | 2026-09-12      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36176JS27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13136 | PA      | $12967.92     | 0.01%             | 2063-04-20      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                     | Honda Motor Co Ltd                                                              | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    435000 | PA      | $438836.27    | 0.18%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                         | OWN Equipment Fund I LLC                                                        | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    315443 | PA      | $321058.26    | 0.13%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                               | Equitable America Global Funding                                                | CUSIP: 29446Q2E2<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    255000 | PA      | $253654.12    | 0.10%             | 2032-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38380LLM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    648836 | PA      | $627208.23    | 0.26%             | 2068-09-20      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                               | Toyota Lease Owner Trust 2024-B                                                 | CUSIP: 891943AD4<br>LEI: 254900R64DFTI1MWY364 | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $802232.00    | 0.33%             | 2027-09-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                             | GLS Auto Receivables Issuer Trust 2024-1                                        | CUSIP: 36269HAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21533 | PA      | $21545.25     | 0.01%             | 2027-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                                               | LKQ Corp                                                                        | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    345000 | PA      | $356592.31    | 0.15%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38380LPU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     60530 | PA      | $60495.25     | 0.02%             | 2068-12-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                        | Chevron USA Inc                                                                 | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    340000 | PA      | $347921.40    | 0.14%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING                                     | NLG Global Funding                                                              | CUSIP: 62915W2A0<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |    240000 | PA      | $248638.07    | 0.10%             | 2030-01-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38376RAC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24797 | PA      | $24110.28     | 0.01%             | 2065-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                     | Conagra Brands Inc                                                              | CUSIP: 205887CJ9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    795000 | PA      | $803087.28    | 0.33%             | 2026-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SOFTBANK CORP                                          | SOFTBANK CORP                                                                   | CUSIP: 83405KAA0<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |    340000 | PA      | $342593.83    | 0.14%             | 2030-07-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                               | Jackson National Life Global Funding                                            | CUSIP: 46849LVH1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    355000 | PA      | $355360.52    | 0.15%             | 2030-09-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                            | Swedbank AB                                                                     | CUSIP: 87020PAY3<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    380000 | PA      | $393275.40    | 0.16%             | 2029-03-14      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                | National Bank of Canada                                                         | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    355000 | PA      | $358113.06    | 0.15%             | 2029-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                               | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    240000 | PA      | $244089.48    | 0.10%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                             | Affirm Asset Securitization Trust 2024-A                                        | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    860000 | PA      | $864869.32    | 0.35%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS INC                                       | SBL Holdings Inc                                                                | CUSIP: 78397DAE8<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |    330000 | PA      | $331376.70    | 0.14%             | 2028-09-26      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                               | Ares Strategic Income Fund                                                      | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233225.39    | 0.10%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                               | Principal Life Global Funding II                                                | CUSIP: 74256LEY1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    480000 | PA      | $492354.09    | 0.20%             | 2029-01-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust 2023-2                                        | CUSIP: 22537EAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    465000 | PA      | $470979.90    | 0.19%             | 2033-07-15      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                    | DT Auto Owner Trust 2023-2                                                      | CUSIP: 23346CAC2<br>LEI: 549300XVMF0FUK76JG97 | Long             | ABS-O            | CORP              | US        |      8966 | PA      | $8969.88      | 0.00%             | 2029-02-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                           | DNB Bank ASA                                                                    | CUSIP: 23341CAE3<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    235000 | PA      | $239690.58    | 0.10%             | 2030-11-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                  | Mission Lane Credit Card Master Trust                                           | CUSIP: 60510MBE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245000 | PA      | $247401.42    | 0.10%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                    | Dominion Energy Inc                                                             | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    335000 | PA      | $338370.47    | 0.14%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                               | Bain Capital Specialty Finance Inc                                              | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75383.69     | 0.03%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38375UMN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38991 | PA      | $38997.81     | 0.02%             | 2064-07-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                            | Lennar Corp                                                                     | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154493.40    | 0.06%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                              | Chesapeake Funding II LLC                                                       | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    117369 | PA      | $118801.85    | 0.05%             | 2036-05-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                              | ONEOK Inc                                                                       | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    412000 | PA      | $413548.99    | 0.17%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bank                                                   | BANK 2020-BNK25                                                                 | CUSIP: 06539WBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $249098.87    | 0.10%             | 2063-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust 2024-VLT4                                                              | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    395000 | PA      | $395246.88    | 0.16%             | 2041-06-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                               | Johnson Controls International plc / Tyco Fire & Security Finance SCA           | CUSIP: 477921AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    310000 | PA      | $322739.40    | 0.13%             | 2029-04-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                               | Svenska Handelsbanken AB                                                        | CUSIP: 86959LAS2<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    425000 | PA      | $429485.09    | 0.18%             | 2028-05-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                      | Ares Capital Corp                                                               | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    235000 | PA      | $239375.74    | 0.10%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA                                   | Sitios Latinoamerica SAB de CV                                                  | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |    265000 | PA      | $275414.50    | 0.11%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                       | ABN AMRO Bank NV                                                                | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $407775.47    | 0.17%             | 2027-09-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                       | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    495000 | PA      | $507059.92    | 0.21%             | 2031-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                               | Northwestern Mutual Global Funding                                              | CUSIP: 66815L2M0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    465000 | PA      | $475597.35    | 0.19%             | 2028-06-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II                                 | TPG Operating Group II LP                                                       | CUSIP: 872652AB8<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |    420000 | PA      | $421082.52    | 0.17%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                    | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAW7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    835000 | PA      | $828800.81    | 0.34%             | 2031-09-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                    | Synchrony Financial                                                             | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147750.05    | 0.06%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                              | GATX Corp                                                                       | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192749.56    | 0.08%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                             | FIXED INC CLEARING CORP.REPO                                                    | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   4938371 | PA      | $4938370.84   | 2.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                                             | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    230000 | PA      | $240231.92    | 0.10%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                | SCF Equipment Leasing 2024-1 LLC                                                | CUSIP: 783896AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $179732.88    | 0.07%             | 2032-01-20      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                          | BGC Group Inc                                                                   | CUSIP: 05555LAC5<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128066.50    | 0.05%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36194QQA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33605 | PA      | $33533.40     | 0.01%             | 2066-09-20      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                                           | CUSIP: 3128PWV21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       118 | PA      | $117.37       | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HLJA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1700000 | PA      | $1727693.00   | 0.71%             | 2030-02-25      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC Holdings PLC                                                               | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    570000 | PA      | $586558.92    | 0.24%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                            | Merchants Fleet Funding LLC                                                     | CUSIP: 588926AA3<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |    308081 | PA      | $309999.44    | 0.13%             | 2036-05-20      | Fixed         | 7.21%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                 | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $336579.89    | 0.14%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                 | Sempra                                                                          | CUSIP: 816851BQ1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156365.96    | 0.06%             | 2026-08-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                 | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAV6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1122647.96   | 0.46%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                             | Affirm Asset Securitization Trust 2024-A                                        | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $150662.55    | 0.06%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC                                         | Weir Group Inc                                                                  | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |    270000 | PA      | $277761.21    | 0.11%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                                  | Golub Capital Private Credit Fund                                               | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75391.57     | 0.03%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                                 | Alliant Energy Finance LLC                                                      | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    285000 | PA      | $288515.63    | 0.12%             | 2027-06-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust               | Americredit Automobile Receivables Trust 2023-1                                 | CUSIP: 03067BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    870000 | PA      | $880706.22    | 0.36%             | 2028-03-20      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36196JNQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44966 | PA      | $44758.91     | 0.02%             | 2066-11-20      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                                 | Protective Life Global Funding                                                  | CUSIP: 74368CBY9<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    380000 | PA      | $393231.60    | 0.16%             | 2029-06-12      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                   | Royal Bank of Canada                                                            | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1007778.43   | 0.41%             | 2029-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $8128750.00   | 3.33%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                    | Frontier Issuer LLC                                                             | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    630000 | PA      | $638765.82    | 0.26%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| DLLMT LLC                                              | DLLMT 2023-1 LLC                                                                | CUSIP: 232989AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    367089 | PA      | $368596.69    | 0.15%             | 2027-03-22      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                        | CUSIP: 38376RSJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    102704 | PA      | $103100.10    | 0.04%             | 2066-02-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                  | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    920000 | PA      | $930056.26    | 0.38%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                             | Flagship Credit Auto Trust 2023-2                                               | CUSIP: 33843EAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $446546.61    | 0.18%             | 2029-05-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                      | Brown & Brown Inc                                                               | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    270000 | PA      | $272577.83    | 0.11%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                            | Equifax Inc                                                                     | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    315000 | PA      | $320107.82    | 0.13%             | 2029-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BARINGS BDC INC                                        | Barings BDC Inc                                                                 | CUSIP: 06759LAE3<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |    315000 | PA      | $312767.68    | 0.13%             | 2028-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                               | Toyota Lease Owner Trust 2025-B                                                 | CUSIP: 89240NAD4<br>LEI: 25490023VYI9VGKU0357 | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $260703.04    | 0.11%             | 2028-11-20      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                   | M&T Bank Corp                                                                   | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    240000 | PA      | $245785.55    | 0.10%             | 2031-07-08      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                 | Orbia Advance Corp SAB de CV                                                    | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $416000.58    | 0.17%             | 2030-05-13      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                      | Golub Capital BDC Inc                                                           | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    195000 | PA      | $206126.84    | 0.08%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                                   | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    835000 | PA      | $840774.83    | 0.34%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                      | Golub Capital BDC Inc                                                           | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    335000 | PA      | $329113.04    | 0.13%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                        | CVS Health Corp                                                                 | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    830000 | PA      | $844609.93    | 0.35%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust 2024-P2                                          | CUSIP: 14688PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $176562.75    | 0.07%             | 2029-07-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| WESTPAC NEW ZEALAND LTD                                | Westpac New Zealand Ltd                                                         | CUSIP: 96122FAE7<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |    590000 | PA      | $604902.57    | 0.25%             | 2030-02-27      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                              | ALA Trust 2025-OANA                                                             | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $105525.00    | 0.04%             | 2040-06-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                  | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    235000 | PA      | $242206.89    | 0.10%             | 2031-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2023-5                                   | CUSIP: 80286PAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    590000 | PA      | $600690.56    | 0.25%             | 2029-12-17      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                      | Hyatt Hotels Corp                                                               | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    295000 | PA      | $302556.73    | 0.12%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust 2023-3                                    | CUSIP: 96041CAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    695000 | PA      | $705546.63    | 0.29%             | 2028-09-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust             | Mercury Financial Credit Card Master Trust                                      | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330000 | PA      | $332527.80    | 0.14%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust          | Bridgecrest Lending Auto Securitization Trust 2023-1                            | CUSIP: 108056AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     33458 | PA      | $33487.83     | 0.01%             | 2027-11-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                               | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    560000 | PA      | $553238.90    | 0.23%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                               | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    410000 | PA      | $414116.17    | 0.17%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36196RPM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    137022 | PA      | $136639.35    | 0.06%             | 2067-01-20      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2025-3 LLC                                           | CUSIP: 29375UAB5<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    255000 | PA      | $256146.23    | 0.10%             | 2028-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust            | AASET 2025-1                                                                    | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    248774 | PA      | $256272.03    | 0.10%             | 2050-02-16      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                       | Genuine Parts Co                                                                | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    370000 | PA      | $376529.35    | 0.15%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                        | Xcel Energy Inc                                                                 | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101233.32    | 0.04%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust              | TCO Commercial Mortgage Trust 2024-DPM                                          | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $210525.63    | 0.09%             | 2039-12-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                                 | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228616.98    | 0.09%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1075000 | PA      | $1102798.83   | 0.45%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                         | MVW 2020-1 LLC                                                                  | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24668 | PA      | $24125.93     | 0.01%             | 2037-10-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                             | LAD Auto Receivables Trust 2024-2                                               | CUSIP: 505920AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    192273 | PA      | $193447.63    | 0.08%             | 2028-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                   | Glencore Funding LLC                                                            | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    205000 | PA      | $211209.12    | 0.09%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| NEW MOUNTAIN FINANCE COR                               | New Mountain Finance Corp                                                       | CUSIP: 647551AF7<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154097.50    | 0.06%             | 2029-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC               | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RGU2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1110000 | PA      | $1126142.06   | 0.46%             | 2028-02-22      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                  | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    210000 | PA      | $221011.89    | 0.09%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                | BMW Vehicle Lease Trust                                                         | CUSIP: 05613MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255000 | PA      | $255721.14    | 0.10%             | 2027-10-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                               | Capital One Financial Corp                                                      | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    405000 | PA      | $417126.00    | 0.17%             | 2027-10-29      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                | GA Global Funding Trust                                                         | CUSIP: 36143L2G9<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    210000 | PA      | $204787.96    | 0.08%             | 2027-01-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36195LSH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29351 | PA      | $29248.83     | 0.01%             | 2066-10-20      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FIN                                | Blue Owl Technology Finance Corp II                                             | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    285000 | PA      | $294038.83    | 0.12%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1180000 | PA      | $1182120.32   | 0.48%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust 2025-1                                    | CUSIP: 96043VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310000 | PA      | $312204.41    | 0.13%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 3617B5B60<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    236905 | PA      | $236173.93    | 0.10%             | 2067-07-20      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                     | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    315000 | PA      | $316734.53    | 0.13%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                               | Lloyds Banking Group PLC                                                        | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    375000 | PA      | $380234.64    | 0.16%             | 2029-06-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                               | Main Street Capital Corp                                                        | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    370000 | PA      | $365016.68    | 0.15%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank5                                                  | BANK5 Trust 2024-5YR6                                                           | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    985000 | PA      | $1040349.02   | 0.43%             | 2057-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                           | HSBC USA Inc                                                                    | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212969.64    | 0.09%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust          | JPMCC Commercial Mortgage Securities Trust 2019-COR5                            | CUSIP: 46591EAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    575000 | PA      | $542611.29    | 0.22%             | 2052-06-13      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                        | CSAIL 2019-C18 Commercial Mortgage Trust                                        | CUSIP: 12597DAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470000 | PA      | $441927.75    | 0.18%             | 2052-12-15      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                           | AutoZone Inc                                                                    | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    525000 | PA      | $528936.61    | 0.22%             | 2026-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DIRECT                                  | Morgan Stanley Direct Lending Fund                                              | CUSIP: 61774AAG8<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164025.36    | 0.07%             | 2030-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ESSENT GROUP LTD                                       | Essent Group Ltd                                                                | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |    370000 | PA      | $387580.34    | 0.16%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRUSTAGE FINANCIAL GROUP                               | Trustage Financial Group Inc                                                    | CUSIP: 89787EAA9<br>LEI: 549300X7YNHNZXTI6F10 | Long             | DBT              | CORP              | US        |    240000 | PA      | $229916.29    | 0.09%             | 2032-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                           | GS Mortgage Securities Corp Trust 2012-BWTR                                     | CUSIP: 36192RAA0<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    577208 | PA      | $494893.63    | 0.20%             | 2034-11-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC            | BBCMS 2020-BID Mortgage Trust                                                   | CUSIP: 05493BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    660000 | PA      | $659793.75    | 0.27%             | 2037-10-15      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                               | Capital One Financial Corp                                                      | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    235000 | PA      | $233099.17    | 0.10%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                                | Brighthouse Financial Global Funding                                            | CUSIP: 10921U2J6<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406711.42    | 0.17%             | 2027-04-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ANZ NEW ZEALAND INTL/LDN                               | ANZ New Zealand Int'l Ltd/London                                                | CUSIP: 00182EBU2<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |    325000 | PA      | $336288.23    | 0.14%             | 2028-08-14      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                               | Element Fleet Management Corp                                                   | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    575000 | PA      | $586534.25    | 0.24%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4900000 | PA      | $4874734.38   | 1.99%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                               | Main Street Capital Corp                                                        | CUSIP: 56035LAK0<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110444.84    | 0.05%             | 2028-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                               | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432MT9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    118000 | PA      | $117467.37    | 0.05%             | 2043-04-30      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                           | Drive Auto Receivables Trust 2024-2                                             | CUSIP: 26207AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    355000 | PA      | $356165.75    | 0.15%             | 2029-07-16      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC            | BBCMS Mortgage Trust 2021-C12                                                   | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    865000 | PA      | $771668.32    | 0.32%             | 2054-11-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                     | Royalty Pharma PLC                                                              | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    170000 | PA      | $169855.67    | 0.07%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBT7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    425000 | PA      | $423100.10    | 0.17%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                      | Credit Acceptance Auto Loan Trust 2025-1                                        | CUSIP: 22536KAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $202811.80    | 0.08%             | 2035-03-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                 | Marriott International Inc/MD                                                   | CUSIP: 571903BN2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    360000 | PA      | $373842.36    | 0.15%             | 2028-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                         | Wheels Fleet Lease Funding 1 LLC                                                | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    101536 | PA      | $102544.25    | 0.04%             | 2039-09-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust                       | Harley-Davidson Motorcycle Trust 2023-B                                         | CUSIP: 41285YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215000 | PA      | $220272.75    | 0.09%             | 2031-04-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                         | Hyundai Auto Receivables Trust 2025-B                                           | CUSIP: 44935XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $141187.48    | 0.06%             | 2029-12-17      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                        | Prestige Auto Receivables Trust 2021-1                                          | CUSIP: 74113XAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     37516 | PA      | $37448.30     | 0.02%             | 2028-02-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                  | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    590000 | PA      | $604606.25    | 0.25%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JB HUNT TRANSPRT SVCS                                  | JB Hunt Transport Services Inc                                                  | CUSIP: 445658CG0<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173489.32    | 0.07%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                              | BPR Trust 2021-NRD                                                              | CUSIP: 05592CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $516166.40    | 0.21%             | 2038-12-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                    | FS KKR Capital Corp                                                             | CUSIP: 302635AM9<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    240000 | PA      | $252133.98    | 0.10%             | 2029-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                                             | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    550000 | PA      | $521883.90    | 0.21%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                 | Roper Technologies Inc                                                          | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130607.29    | 0.05%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO                                   | Liberty Utilities Co                                                            | CUSIP: 531542AA6<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |    280000 | PA      | $288719.23    | 0.12%             | 2029-01-31      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                        | Zayo Issuer LLC                                                                 | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520000 | PA      | $535075.84    | 0.22%             | 2055-06-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                     | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126740.51    | 0.05%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                         | Merck & Co Inc                                                                  | CUSIP: 58933YBS3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    835000 | PA      | $844540.27    | 0.35%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                           | Broadcom Inc                                                                    | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    565000 | PA      | $581998.51    | 0.24%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                 | Chubb INA Holdings LLC                                                          | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211248.36    | 0.09%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NORTH HAVEN PRIVATE INC                                | North Haven Private Income Fund LLC                                             | CUSIP: 65960NAC4<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134302.54    | 0.05%             | 2028-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust          | BHG Securitization Trust 2025-2CON                                              | CUSIP: 05494LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    206841 | PA      | $208344.60    | 0.09%             | 2036-09-17      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                 | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    245000 | PA      | $245350.28    | 0.10%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust                       | Harley-Davidson Motorcycle Trust 2023-B                                         | CUSIP: 41285YAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    207995 | PA      | $209977.36    | 0.09%             | 2028-08-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| SPGN TFLM Mortgage Trust                               | SPGN 2022-TFLM Mortgage Trust                                                   | CUSIP: 78473HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    980000 | PA      | $977887.61    | 0.40%             | 2039-02-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                | Raymond James Financial Inc                                                     | CUSIP: 754730AJ8<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    605000 | PA      | $598368.46    | 0.24%             | 2035-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                       | Bank of Montreal                                                                | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    235000 | PA      | $239575.46    | 0.10%             | 2029-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                               | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $227855.85    | 0.09%             | 2036-09-22      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                        | SEB Funding LLC                                                                 | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    315000 | PA      | $322151.85    | 0.13%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                     | Ally Financial Inc                                                              | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    190000 | PA      | $194481.00    | 0.08%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                        | MVW 2024-1 LLC                                                                  | CUSIP: 62847RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90752 | PA      | $92621.45     | 0.04%             | 2043-02-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2023-2 LLC                                           | CUSIP: 29375NAB1<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    166325 | PA      | $167428.10    | 0.07%             | 2030-04-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                               | Apollo Global Management Inc                                                    | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170848.26    | 0.07%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust 2025-2                                | CUSIP: 78398HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $403135.20    | 0.16%             | 2030-12-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                | GA Global Funding Trust                                                         | CUSIP: 36143L2T1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    370000 | PA      | $379723.07    | 0.16%             | 2032-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                 | Aviation Capital Group LLC                                                      | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233489.18    | 0.10%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit               | Ford Credit Auto Owner Trust/Ford Credit                                        | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1360000 | PA      | $1395260.72   | 0.57%             | 2037-08-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                  | SBNA Auto Lease Trust 2024-A                                                    | CUSIP: 78414SAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     94491 | PA      | $94737.79     | 0.04%             | 2026-11-20      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                     | MetroNet Infrastructure Issuer LLC                                              | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $177396.80    | 0.07%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                   | Enel Finance International NV                                                   | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    720000 | PA      | $715103.11    | 0.29%             | 2030-09-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                               | Bain Capital Specialty Finance Inc                                              | CUSIP: 05684BAC1<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    295000 | PA      | $288757.40    | 0.12%             | 2026-10-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                        | CFCRE Commercial Mortgage Trust 2016-C3                                         | CUSIP: 12531WBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    434745 | PA      | $433689.21    | 0.18%             | 2048-01-10      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GLOBAL FUNDING                               | Fortitude Global Funding                                                        | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250157.89    | 0.10%             | 2028-10-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                  | Countrywide Asset-Backed Certificates                                           | CUSIP: 126673TD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1093 | PA      | $1034.20      | 0.00%             | 2035-02-25      | Variable      | 5.12%                 | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-30

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

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer