# EDGAR Filing Document

**Accession Number:** 0001959372
**File Stem:** 0000894189-25-014967
**Filing Date:** 2025-11
**Character Count:** 194683
**Document Hash:** 8327ab4f96a59db6a622bc651416b6fe
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-25-014967.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0000894189-25-014967

**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**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Aristotle Funds Series Trust
- **CENTRAL INDEX KEY:** 0001959372

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23850
- **FILM NUMBER:** 251518097

**BUSINESS ADDRESS:**
- **STREET 1:** 11100 SANTA MONICA BLVD.
- **STREET 2:** SUITE 1700
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90025
- **BUSINESS PHONE:** (949) 219-3391

**MAIL ADDRESS:**
- **STREET 1:** 11100 SANTA MONICA BLVD.
- **STREET 2:** SUITE 1700
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90025

## Series and Classes Contracts Data

### Aristotle Core Income Fund (Series ID: S000080072)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000241710 | Class A      | PLIAX           |
| C000241711 | Class C      | PLNCX           |
| C000241712 | Class I      | PLIIX           |
| C000241713 | Class I-2    | PLIDX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Aristotle Fund Series Trust

- **b. Investment Company Act file number:** 811-23850

- **c. CIK number of Registrant:** 0001959372

- **d. LEI of Registrant:** 549300FDPZVU0VTJQB52

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

  - **Street Address 1:** 11000 Santa Monica Blvd

  - **City:** Los Angeles

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90025

  - **Telephone number:** 3104784005

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

- **a. Name of Series:** Aristotle Core Income Fund

- **b. EDGAR series identifier (if any):** S000080072

- **c. LEI of Series:** 549300GIGDIUWY2UKS16

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

- **a. Date of fiscal year-end:** 2026-03-31

- **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:** $3208343136.40

**Total Liabilities:** $45847388.59

**Net Assets:** $3162495747.81

**Cash Not Reported:** $818524.76

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 24379.918233000000 | **1-Year:** 58582.044041000000 | **5-Year:** 366584.711189000000 | **10-Year:** 794385.344224000000 | **30-Year:** 603752.099580000000

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

- **3-Month:** 93560.411981000000 | **1-Year:** 12792.991680000000 | **5-Year:** 25636.381005000000 | **10-Year:** 4122.553593000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000241710 | -0.03%               | 1.07%                | 1.20%                |
| Class ID C000241711 | 0.01%                | 0.91%                | 1.14%                |
| Class ID C000241712 | 0.00%                | 1.10%                | 1.24%                |
| Class ID C000241713 | 0.00%                | 1.09%                | 1.23%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-398671.38              | $-10787812.67                              |
| Month 2  | $1163766.86              | $19704007.41                               |
| Month 3  | $1137091.03              | $25086807.12                               |

**Designated Index Information**

- **Index Name:** N/A

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ATLAS WAREHOUSE LEND           | Atlas Warehouse Lending Co LP                                                    | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |  12550000 | PA      | $12909588.75  | 0.41%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWLV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3489163 | PA      | $3611544.03   | 0.11%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWNU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9427590 | PA      | $8893303.61   | 0.28%             | 2055-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418ET75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19207216 | PA      | $19689102.33  | 0.62%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2976133 | PA      | $3049563.02   | 0.10%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418FEN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5081120 | PA      | $5213306.89   | 0.16%             | 2044-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2189665.58   | 0.07%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                               | CUSIP: 36179X5J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3156311 | PA      | $3232797.66   | 0.10%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                               | CUSIP: 36179XBR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14169821 | PA      | $12677907.60  | 0.40%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 19-1 A PTT         | British Airways 2019-1 Class A Pass Through Trust                                | CUSIP: 11043XAB9<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |   8392915 | PA      | $8095154.49   | 0.26%             | 2029-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                             | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10350000 | PA      | $8988050.33   | 0.28%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS             | Eastern Energy Gas Holdings LLC                                                  | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $6017706.00   | 0.19%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO       | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    727000 | PA      | $759682.29    | 0.02%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                 | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |  11985000 | PA      | $12203438.01  | 0.39%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                          | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2644701.59   | 0.08%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XXVII Ltd                                                              | CUSIP: 55955EAN8<br>LEI: 5493003N6WY184N72D84 | Long             | ABS-CBDO         | CORP              | KY        |   2300000 | PA      | $2304829.54   | 0.07%             | 2034-10-20      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                   | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  14150000 | PA      | $12294621.44  | 0.39%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                   | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10664028.70  | 0.34%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                | MVW 2023-1 LLC                                                                   | CUSIP: 62848PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    825902 | PA      | $832192.90    | 0.03%             | 2040-10-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Loan Trust 2020-A                                      | CUSIP: 63941FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    356141 | PA      | $343686.27    | 0.01%             | 2068-11-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2020-B                                 | CUSIP: 63941GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2197680 | PA      | $2098079.51   | 0.07%             | 2069-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                      | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4375214.48   | 0.14%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                  | CoreLogic Inc                                                                    | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |   8827171 | PA      | $8843722.33   | 0.28%             | 2028-06-02      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| IMA FINANCIAL GROUP            | IMA Financial Group Inc                                                          | CUSIP: 44966KAB1<br>LEI: 549300ACX5KO3W14VI97 | Long             | LON              | CORP              | US        |  10850000 | PA      | $10871320.25  | 0.34%             | 2028-11-01      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| ORYX MIDSTREAM SERVICES        | Oryx Midstream Services Permian Basin LLC                                        | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |   1985792 | PA      | $1987708.17   | 0.06%             | 2028-10-05      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1247523.60   | 0.04%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                    | Citibank NA                                                                      | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5566428.05   | 0.18%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                | Danske Bank A/S                                                                  | CUSIP: 23636ABL4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   8600000 | PA      | $8522137.66   | 0.27%             | 2031-09-12      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS NC        | Duke Energy Progress NC Storm Funding LLC                                        | CUSIP: 26444BAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5350000 | PA      | $4581328.59   | 0.14%             | 2037-07-01      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                              | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   5750000 | PA      | $5958403.00   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                 | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1898629.86   | 0.06%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                               | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2309532.19   | 0.07%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                               | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5700000 | PA      | $5852808.74   | 0.19%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                               | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4350000 | PA      | $4494150.43   | 0.14%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                    | Exelon Corp                                                                      | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4154562.72   | 0.13%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP         | Extra Space Storage LP                                                           | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $5972192.14   | 0.19%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  46162105 | PA      | $43689305.51  | 1.38%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWG98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4802578 | PA      | $4864752.44   | 0.15%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140XJQC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6094562 | PA      | $6140825.21   | 0.19%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-2 AA PTT       | American Airlines 2016-2 Class AA Pass Through Trust                             | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4759487 | PA      | $4610168.09   | 0.15%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER        | Laboratory Corp of America Holdings                                              | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   9550000 | PA      | $9480228.37   | 0.30%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC       | Liberty Mutual Group Inc                                                         | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   3650000 | PA      | $2301814.36   | 0.07%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 21-1B PTT         | American Airlines 2021-1 Class B Pass Through Trust                              | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    949000 | PA      | $904278.38    | 0.03%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2025-4                                                  | CUSIP: 034935AA4<br>LEI: 254900VBIBOATGC48K85 | Long             | ABS-MBS          | CORP              | US        |   8643957 | PA      | $8757347.99   | 0.28%             | 2070-04-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC            | Elevance Health Inc                                                              | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4333385.55   | 0.14%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2024-1 Mortgage Loan Trust                                                  | CUSIP: 19688TAA3<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |   4304397 | PA      | $4341439.28   | 0.14%             | 2069-02-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                               | CUSIP: 225313AT2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   6400000 | PA      | $6541612.80   | 0.21%             | 2035-09-23      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140XPLG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5554539 | PA      | $4890994.74   | 0.15%             | 2053-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust   | Hilton Grand Vacations Trust 2024-3                                              | CUSIP: 43283NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    893282 | PA      | $902232.40    | 0.03%             | 2040-08-27      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO       | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   7660000 | PA      | $8472944.69   | 0.27%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd       | Neuberger Berman Loan Advisers CLO 49 Ltd                                        | CUSIP: 64135JAN2<br>LEI: 549300IN02DS1MN5HW62 | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $2999910.00   | 0.09%             | 2035-07-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-1                                              | CUSIP: 69544NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    899923 | PA      | $904452.74    | 0.03%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust         | SLM Student Loan Trust 2004-3                                                    | CUSIP: 78442GLL8<br>LEI: 549300YK6GOQU7FJ5N55 | Long             | ABS-MBS          | CORP              | US        |    866716 | PA      | $868411.81    | 0.03%             | 2064-10-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Small Business Administration  | SBA Small Business Investment Cos                                                | CUSIP: 831641FX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8950543 | PA      | $9096248.40   | 0.29%             | 2034-03-10      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer         | Service Experts Issuer 2025-1 LLC                                                | CUSIP: 81758JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1155162 | PA      | $1160606.08   | 0.04%             | 2037-01-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FRONERI US INC                 | Froneri US Inc                                                                   | CUSIP: G3679YAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2016788 | PA      | $2004606.89   | 0.06%             | 2031-09-30      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru | SMB Private Education Loan Trust 2024-A                                          | CUSIP: 831943AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6075564 | PA      | $6207047.00   | 0.20%             | 2056-03-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru | SMB Private Education Loan Trust 2024-C                                          | CUSIP: 83206EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6425265 | PA      | $6614653.25   | 0.21%             | 2052-06-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11141953.08  | 0.35%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27000000 | PA      | $25103671.74  | 0.79%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INDICOR LLC                    | Indicor LLC                                                                      | CUSIP: 77669LAK9<br>LEI: 254900RXO1EICEHOLG29 | Long             | LON              | CORP              | US        |   7676237 | PA      | $7694967.11   | 0.24%             | 2029-11-23      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                     | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |   1198552 | PA      | $1196088.69   | 0.04%             | 2032-02-26      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $15097558.65  | 0.48%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME          | Six Flags Entertainment Corp                                                     | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |   2435208 | PA      | $2423031.48   | 0.08%             | 2031-05-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Aimco                          | AIMCO CLO 10 Ltd                                                                 | CUSIP: 00901AAS6<br>LEI: 5493004I93856WYBB035 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5022435.00   | 0.16%             | 2037-07-22      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2 AA PTT         | American Airlines 2015-2 Class AA Pass Through Trust                             | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4179351 | PA      | $4099922.40   | 0.13%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2965000 | PA      | $2052480.27   | 0.06%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AGREE LP                       | Agree LP                                                                         | CUSIP: 008513AF0<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4487669.72   | 0.14%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER        | American Electric Power Co Inc                                                   | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |  10050000 | PA      | $10039909.80  | 0.32%             | 2056-03-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL         | American International Group Inc                                                 | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   9920000 | PA      | $10340239.67  | 0.33%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2025-3                                                  | CUSIP: 03466RAA9<br>LEI: 254900U85BAJNPG0MG65 | Long             | ABS-MBS          | CORP              | US        |   8057443 | PA      | $8116310.56   | 0.26%             | 2070-03-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   5850000 | PA      | $6003264.85   | 0.19%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   6000000 | PA      | $5929718.22   | 0.19%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                          | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   6500000 | PA      | $6959138.36   | 0.22%             | 2036-01-14      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                     | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4600000 | PA      | $4803115.53   | 0.15%             | 2036-02-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt | Benefit Street Partners CLO XXV Ltd                                              | CUSIP: 08186YAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000542.90   | 0.03%             | 2035-01-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | Bravo Residential Funding Trust Series 2025-NQM1                                 | CUSIP: 10569MAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14267617 | PA      | $14401650.99  | 0.46%             | 2064-12-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2024-NQM5                                        | CUSIP: 105925AA9<br>LEI: 254900RBHU9OC1RNXD92 | Long             | ABS-MBS          | CORP              | US        |    866001 | PA      | $874629.66    | 0.03%             | 2064-06-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 19-1 AA PTT        | British Airways 2019-1 Class AA Pass Through Trust                               | CUSIP: 11043XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4657098 | PA      | $4382145.11   | 0.14%             | 2032-12-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN       | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3056550.00   | 0.10%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                  | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6108382.20   | 0.19%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                  | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   5900000 | PA      | $6076619.39   | 0.19%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                     | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |    399517 | PA      | $398696.23    | 0.01%             | 2032-02-26      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                     | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |    398552 | PA      | $397732.70    | 0.01%             | 2032-02-26      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2025-2                                                  | CUSIP: 03466QAA1<br>LEI: 254900DKH168ZWJSMI96 | Long             | ABS-MBS          | CORP              | US        |  10054622 | PA      | $10155974.75  | 0.32%             | 2070-02-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2025-1                                                  | CUSIP: 034934AA7<br>LEI: 254900HC0S1X9R2JZB30 | Long             | ABS-MBS          | CORP              | US        |   9775756 | PA      | $9881842.61   | 0.31%             | 2070-01-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC         | CenterPoint Energy Inc                                                           | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $11379797.00  | 0.36%             | 2055-05-15      | Variable      | 6.70%                 | 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        |   8725000 | PA      | $8954608.85   | 0.28%             | 2042-04-15      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                    | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $4699000.07   | 0.15%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                    | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3011248.95   | 0.10%             | 2039-09-19      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                         | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $3238062.51   | 0.10%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE       | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   9700000 | PA      | $10225740.00  | 0.32%             | 2031-05-20      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                             | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6542325.51   | 0.21%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | Bravo Residential Funding Trust 2025-Nqm3                                        | CUSIP: 105927AC1<br>LEI: 254900KREJHICFBDC014 | Long             | ABS-MBS          | CORP              | US        |   6661759 | PA      | $6723914.46   | 0.21%             | 2065-03-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWJL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12555196 | PA      | $12704047.17  | 0.40%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR       | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5168463.00   | 0.16%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                | BAE Systems PLC                                                                  | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   7550000 | PA      | $7826649.44   | 0.25%             | 2034-03-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4880327 | PA      | $4931069.52   | 0.16%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418EWA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3387058 | PA      | $3511567.29   | 0.11%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                   | Comcast Corp                                                                     | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3525000 | PA      | $3645497.97   | 0.12%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                               | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   7350000 | PA      | $7307225.35   | 0.23%             | 2033-09-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                  | Boeing Co/The                                                                    | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    700000 | PA      | $799024.21    | 0.03%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC        | Booz Allen Hamilton Inc                                                          | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4906912.55   | 0.16%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418FEA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  24030009 | PA      | $22668208.71  | 0.72%             | 2054-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3142J6A60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14198487 | PA      | $14514901.41  | 0.46%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                | DTE Electric Co                                                                  | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4376507.50   | 0.14%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   8080000 | PA      | $8200740.81   | 0.26%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD         | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BW1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   7575000 | PA      | $8153459.65   | 0.26%             | 2055-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140QVLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8796067 | PA      | $9047877.63   | 0.29%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2024-NQM1                                        | CUSIP: 465983AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3678679 | PA      | $3710157.80   | 0.12%             | 2064-02-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  12750000 | PA      | $13173778.00  | 0.42%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru | SMB Private Education Loan Trust 2024-F                                          | CUSIP: 83207VAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9232808 | PA      | $9350032.85   | 0.30%             | 2054-03-16      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-1 AA PTT       | United Airlines 2019-1 Class AA Pass Through Trust                               | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    793074 | PA      | $771228.65    | 0.02%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC              | National Grid PLC                                                                | CUSIP: 636274AE2<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |   3950000 | PA      | $4213714.96   | 0.13%             | 2033-06-12      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne | PRET 2025-RPL1 Trust                                                             | CUSIP: 69392FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5068435 | PA      | $4921429.25   | 0.16%             | 2069-07-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 A PTT        | United Airlines 2019-2 Class A Pass Through Trust                                | CUSIP: 90932MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1051237 | PA      | $998961.80    | 0.03%             | 2028-05-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd               | Flatiron CLO 28 Ltd                                                              | CUSIP: 33884EAQ4<br>LEI: 254900U51J2X527SRJ56 | Long             | ABS-CBDO         | CORP              | KY        |   3450000 | PA      | $3451867.14   | 0.11%             | 2036-07-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II        | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1503592.50   | 0.05%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2025-NQM2                                    | CUSIP: 36272EAA2<br>LEI: 254900WJFO182DZH8M35 | Long             | ABS-MBS          | CORP              | US        |   3308083 | PA      | $3336954.80   | 0.11%             | 2065-06-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP              | Hyatt Hotels Corp                                                                | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   3650000 | PA      | $3733726.00   | 0.12%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd | Palmer Square Loan Funding 2024-2 Ltd                                            | CUSIP: 69703RAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12700000 | PA      | $12699873.00  | 0.40%             | 2033-01-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC             | RWE Finance US LLC                                                               | CUSIP: 749983AC6<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |   7600000 | PA      | $7501238.30   | 0.24%             | 2035-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140W0VT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9331299 | PA      | $9274599.14   | 0.29%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418EVA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18331622 | PA      | $18786176.51  | 0.59%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418E7B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4843891 | PA      | $4954034.33   | 0.16%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418FF44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12911068 | PA      | $13037354.47  | 0.41%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                       | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |  11275000 | PA      | $11415005.96  | 0.36%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                         | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $6001448.83   | 0.19%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN       | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |  12000000 | PA      | $11729203.20  | 0.37%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC         | Roper Technologies Inc                                                           | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $10517079.93  | 0.33%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT             | Seasoned Credit Risk Transfer Trust Series 2025-1                                | CUSIP: 35563PYZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  26284886 | PA      | $22895050.72  | 0.72%             | 2064-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receiva | GM Financial Revolving Receivables Trust 2023-2                                  | CUSIP: 36268DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3650000 | PA      | $3832695.28   | 0.12%             | 2036-08-11      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418FCS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  23626683 | PA      | $24280161.14  | 0.77%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                         | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1723949.49   | 0.05%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru | SMB Private Education Loan Trust 2018-B                                          | CUSIP: 78449LAB4<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-O            | CORP              | US        |    195179 | PA      | $193249.52    | 0.01%             | 2037-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER        | Southwestern Electric Power Co                                                   | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2356554.45   | 0.07%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                                | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5277044.50   | 0.17%             | 2036-05-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO               | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   6550000 | PA      | $6501477.47   | 0.21%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                          | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2389619.47   | 0.08%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                              | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4409291.68   | 0.14%             | 2034-10-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP          | KeySpan Gas East Corp                                                            | CUSIP: 49338CAC7<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $1938098.47   | 0.06%             | 2052-01-18      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS            | Petroleos Mexicanos                                                              | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   7750000 | PA      | $7857345.25   | 0.25%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS            | Petroleos Mexicanos                                                              | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   3625000 | PA      | $3672741.25   | 0.12%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PG&E ENERGY RECOVERY FND       | PG&E Energy Recovery Funding LLC                                                 | CUSIP: 71710TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2400000 | PA      | $1956109.63   | 0.06%             | 2036-01-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES       | Delta Air Lines Inc / SkyMiles IP Ltd                                            | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    333363 | PA      | $332961.25    | 0.01%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru | SMB Private Education Loan Trust 2022-B                                          | CUSIP: 83206NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6859705 | PA      | $6694238.96   | 0.21%             | 2055-02-16      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP           | Targa Resources Corp                                                             | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   6850000 | PA      | $7468325.25   | 0.24%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $2471738.29   | 0.08%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receiva | GM Financial Revolving Receivables Trust 2024-1                                  | CUSIP: 36269KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2052478.00   | 0.06%             | 2036-12-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6350000 | PA      | $6395290.17   | 0.20%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $3270185.56   | 0.10%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16500000 | PA      | $10238378.87  | 0.32%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2025-NQM1                                        | CUSIP: 46593QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4504373 | PA      | $4545810.04   | 0.14%             | 2065-06-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4745522.93   | 0.15%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO       | Virginia Electric and Power Co                                                   | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   7550000 | PA      | $7504693.36   | 0.24%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                 | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2204663.41   | 0.07%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP               | Kilroy Realty LP                                                                 | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4563914.13   | 0.14%             | 2035-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP           | Kite Realty Group LP                                                             | CUSIP: 49803XAG8<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1733482.44   | 0.05%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC           | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $5912008.96   | 0.19%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust           | LHOME Mortgage Trust 2025-RTL1                                                   | CUSIP: 50205UAA9<br>LEI: 5299002NGIWITLMXOH85 | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3527146.70   | 0.11%             | 2040-01-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION MOLDING        | Husky Injection Molding Systems Ltd                                              | CUSIP: C8856UAE8<br>LEI: 5493003ZDHRVP2N4C109 | Long             | LON              | CORP              | CA        |   5508548 | PA      | $5529948.42   | 0.17%             | 2029-02-15      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| EPICOR SOFTWARE CORP           | Epicor Software Corp                                                             | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |   8737990 | PA      | $8759004.82   | 0.28%             | 2031-05-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| MSCI INC                       | MSCI Inc                                                                         | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   6550000 | PA      | $6606711.34   | 0.21%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MARS INC                       | Mars Inc                                                                         | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4257400.22   | 0.13%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO        | Massachusetts Mutual Life Insurance Co                                           | CUSIP: 575767AT5<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4692286.83   | 0.15%             | 2052-12-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2023-A                                 | CUSIP: 638961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6120244 | PA      | $6248162.22   | 0.20%             | 2071-10-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE                      | CommScope LLC                                                                    | CUSIP: N/A<br>LEI: 549300Z6K4JXMFE8QY54       | Long             | LON              | CORP              | US        |  10850000 | PA      | $10996746.25  | 0.35%             | 2029-12-17      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| COLOSSUS ACQUIRECO LLC         | Colossus Acquireco LLC                                                           | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |  11850000 | PA      | $11790750.00  | 0.37%             | 2032-07-30      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2021-B                                 | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1302111 | PA      | $1191336.97   | 0.04%             | 2069-07-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Student Loan Trust 2021-1                                                | CUSIP: 63942NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1024118 | PA      | $874573.68    | 0.03%             | 2069-12-26      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                      | Block Inc                                                                        | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3950650.00   | 0.12%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                      | Block Inc                                                                        | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4657163.50   | 0.15%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2024-A                                 | CUSIP: 63943CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9977254 | PA      | $10251360.65  | 0.32%             | 2072-10-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust   | Navient Refinance Loan Trust 2025-B                                              | CUSIP: 63943NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2150000 | PA      | $2157911.36   | 0.07%             | 2055-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                | Nevada Power Co                                                                  | CUSIP: 641423CF3<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $3009971.55   | 0.10%             | 2053-05-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM2 Trust                                                              | CUSIP: 67120VAA3<br>LEI: 2549006BC0G3YEF5SL09 | Long             | ABS-MBS          | CORP              | US        |  11416672 | PA      | $11527993.68  | 0.36%             | 2064-11-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| TIAA CLO Ltd                   | TIAA CLO IV Ltd                                                                  | CUSIP: 88631YAQ0<br>LEI: 5493000Q4E256SBMCY29 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001860.00   | 0.06%             | 2032-01-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                     | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4250000 | PA      | $4425845.24   | 0.14%             | 2036-05-09      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $4961718.72   | 0.16%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23000000 | PA      | $23536816.32  | 0.74%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AVOLON TLB BORROWER 1 US       | Avolon TLB Borrower 1 US LLC                                                     | CUSIP: 05400KAJ9<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |   6942963 | PA      | $6952613.97   | 0.22%             | 2030-06-24      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION MOLDING        | Husky Injection Molding Systems Ltd                                              | CUSIP: C8856UAE8<br>LEI: 5493003ZDHRVP2N4C109 | Long             | LON              | CORP              | CA        |   5508548 | PA      | $5529948.42   | 0.17%             | 2029-02-15      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd | Palmer Square Loan Funding 2024-1 Ltd                                            | CUSIP: 69703NAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5950000 | PA      | $5950357.00   | 0.19%             | 2032-10-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES        | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   4000000 | PA      | $4081586.00   | 0.13%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC       | TK Elevator US Newco Inc                                                         | CUSIP: N/A<br>LEI: 549300C2AFWPAYWS5574       | Long             | LON              | CORP              | US        |   2359688 | PA      | $2368218.19   | 0.07%             | 2030-04-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Small Business Administration  | SBA Small Business Investment Cos                                                | CUSIP: 831641GA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3000000 | PA      | $2997060.00   | 0.09%             | 2035-09-10      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                 | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3096485.82   | 0.10%             | 2033-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                     | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |   1195655 | PA      | $1193198.10   | 0.04%             | 2032-02-26      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation              | Kaman Corporation, Senior Secured First Lien Delayed Draw Loan                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    689655 | PA      | $688237.93    | 0.02%             | 2032-02-26      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11500000 | PA      | $10636152.32  | 0.34%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19419531.20  | 0.61%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19000000 | PA      | $18253359.28  | 0.58%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48500000 | PA      | $49056992.43  | 1.55%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS          | Universal Health Services Inc                                                    | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   7200000 | PA      | $7195124.66   | 0.23%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC           | Chart Industries Inc                                                             | CUSIP: 16115EAT4<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |   4117647 | PA      | $4145955.88   | 0.13%             | 2030-03-18      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| WHATABRANDS LLC                | Whatabrands LLC                                                                  | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |  11037594 | PA      | $11058675.77  | 0.35%             | 2028-08-03      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC       | TK Elevator US Newco Inc                                                         | CUSIP: N/A<br>LEI: 549300C2AFWPAYWS5574       | Long             | LON              | CORP              | US        |   2541183 | PA      | $2550369.09   | 0.08%             | 2030-04-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   8100000 | PA      | $8364132.90   | 0.26%             | 2056-01-31      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva | AmeriCredit Automobile Receivables Trust 2021-3                                  | CUSIP: 03066JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2852721 | PA      | $2823064.50   | 0.09%             | 2027-08-18      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP            | Medline Borrower LP                                                              | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   3250000 | PA      | $3251787.50   | 0.10%             | 2030-10-23      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| PEER USA LLC                   | Peer USA LLC                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |  10000000 | PA      | $10021900.00  | 0.32%             | 2032-09-27      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD             | Athene Holding Ltd                                                               | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |  11200000 | PA      | $11996807.20  | 0.38%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                       | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3556947.03   | 0.11%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note | Toyota Auto Loan Extended Note Trust 2025-1                                      | CUSIP: 891950AA5<br>LEI: 254900QVX5SBHB37FT67 | Long             | ABS-O            | CORP              | US        |   3550000 | PA      | $3620867.94   | 0.11%             | 2038-05-25      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                     | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3500000 | PA      | $3622300.50   | 0.11%             | 2029-09-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $17583398.40  | 0.56%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40000000 | PA      | $39395312.40  | 1.25%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $8896113.27   | 0.28%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                 | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  13825000 | PA      | $14425532.42  | 0.46%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                          | CUSIP: 056121AB2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   6500000 | PA      | $6849032.52   | 0.22%             | 2036-05-28      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2025-NQM4                                        | CUSIP: 10570QAE1<br>LEI: 25490082TY9NA9XBGW19 | Long             | ABS-MBS          | CORP              | US        |   6634505 | PA      | $6700744.16   | 0.21%             | 2065-02-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                               | CUSIP: 22535WAN7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   4000000 | PA      | $4207372.92   | 0.13%             | 2036-01-09      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II        | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3850000 | PA      | $3881550.75   | 0.12%             | 2054-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7950000 | PA      | $7214625.32   | 0.23%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                     | HEICO Corp                                                                       | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |   8400000 | PA      | $8719743.06   | 0.28%             | 2033-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                               | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $5013814.03   | 0.16%             | 2031-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL           | Edison International                                                             | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | EP               | CORP              | US        |   7339000 | PA      | $6971957.46   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140XGAC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5240880 | PA      | $4962325.57   | 0.16%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F | Ford Credit Auto Owner Trust 2024-REV1                                           | CUSIP: 34533BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9975000 | PA      | $10209441.43  | 0.32%             | 2036-08-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| HIGH STREET FD TRUST III       | High Street Funding Trust III                                                    | CUSIP: 42981FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8050000 | PA      | $8057408.66   | 0.25%             | 2055-02-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                | MVW 2024-2 LLC                                                                   | CUSIP: 55389QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1566288 | PA      | $1566487.11   | 0.05%             | 2042-03-20      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                               | CUSIP: 3618N5C49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15871568 | PA      | $15406356.50  | 0.49%             | 2054-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $5222521.14   | 0.17%             | 2035-04-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2020-C                                 | CUSIP: 63941KAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    323950 | PA      | $311301.06    | 0.01%             | 2068-11-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Navient Education Loan Trust   | Navient Education Loan Trust 2025-A                                              | CUSIP: 63943EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1347403 | PA      | $1365097.39   | 0.04%             | 2055-07-15      | Fixed         | 5.02%                 | 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        |   9500000 | PA      | $9624272.92   | 0.30%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC            | Quanta Services Inc                                                              | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5334779.22   | 0.17%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                 | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3325000 | PA      | $3414957.88   | 0.11%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA           | Royal Bank of Canada                                                             | CUSIP: 780082AT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   7850000 | PA      | $7754602.88   | 0.25%             | 2084-11-24      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                 | OWN Equipment Fund I LLC                                                         | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2333412 | PA      | $2367938.97   | 0.07%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| US BANK MMDA - USBGFS 9        | US BANK MMDA - USBGFS 9                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |  46534651 | NS      | $46534651.41  | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1446171.88   | 0.05%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10500000 | PA      | $5941933.62   | 0.19%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34000000 | PA      | $30742109.46  | 0.97%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30040000 | PA      | $30321625.00  | 0.96%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18000000 | PA      | $18111796.92  | 0.57%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE         | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8081000 | PA      | $8004434.87   | 0.25%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC       | Vistra Operations Co LLC                                                         | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7812700.00   | 0.25%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC                 | Weir Group Inc                                                                   | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |   7925000 | PA      | $8155080.74   | 0.26%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER        | American Electric Power Co Inc                                                   | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4943102.28   | 0.16%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2025-7                                                  | CUSIP: 03466TAA5<br>LEI: 254900QTRHHMG5RQ9X60 | Long             | ABS-MBS          | CORP              | US        |   7532281 | PA      | $7602495.35   | 0.24%             | 2070-06-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Basswood Park CLO Ltd          | Basswood Park CLO Ltd                                                            | CUSIP: 070252AJ0<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3002739.60   | 0.09%             | 2034-04-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Basswood Park CLO Ltd          | Basswood Park CLO Ltd                                                            | CUSIP: 070252AL5<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-CBDO         | CORP              | KY        |   3125000 | PA      | $3122343.75   | 0.10%             | 2034-04-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 20-1 A PTT         | British Airways 2020-1 Class A Pass Through Trust                                | CUSIP: 11044MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1771566 | PA      | $1717712.99   | 0.05%             | 2032-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP             | VICI Properties LP                                                               | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2424614.78   | 0.08%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC       | Vistra Operations Co LLC                                                         | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4142728.00   | 0.13%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP           | Westpac Banking Corp                                                             | CUSIP: 961214FW8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   9700000 | PA      | $10008467.18  | 0.32%             | 2035-11-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC              | Polaris Newco LLC                                                                | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   3908629 | PA      | $3775364.76   | 0.12%             | 2028-06-05      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                 | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4450000 | PA      | $4625252.04   | 0.15%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC          | Caesars Entertainment Inc                                                        | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |   7982348 | PA      | $7974046.56   | 0.25%             | 2031-02-06      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                    | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |  12641483 | PA      | $12649510.52  | 0.40%             | 2031-02-28      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| UKG INC                        | UKG Inc                                                                          | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   8866797 | PA      | $8867993.80   | 0.28%             | 2031-02-10      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                       | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  10600000 | PA      | $10999854.05  | 0.35%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                 | CarVal CLO VI-C Ltd                                                              | CUSIP: 14686FAA6<br>LEI: 254900QBAWTE1ZDDLS52 | Long             | ABS-CBDO         | CORP              | JE        |   4000000 | PA      | $4008284.00   | 0.13%             | 2034-04-21      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22000000 | PA      | $14933788.98  | 0.47%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FRONERI US INC                 | Froneri US Inc                                                                   | CUSIP: G3679YAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3936365 | PA      | $3912589.22   | 0.12%             | 2031-09-30      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $12153750.00  | 0.38%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                 | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    850000 | PA      | $868824.10    | 0.03%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE         | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AT7<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   6750000 | PA      | $6994830.40   | 0.22%             | 2035-05-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC               | Wand NewCo 3 Inc                                                                 | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |   5396011 | PA      | $5383950.53   | 0.17%             | 2031-01-30      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC         | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3606764.00   | 0.11%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Aimco                          | AIMCO CLO Series 2018-B                                                          | CUSIP: 00900PAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7032188.80   | 0.22%             | 2037-04-16      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM       | Amcor Flexibles North America Inc                                                | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   6250000 | PA      | $6440883.13   | 0.20%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1AA PTT        | American Airlines 2019-1 Class AA Pass Through Trust                             | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1593962 | PA      | $1486364.70   | 0.05%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD       | Aspen Insurance Holdings Ltd                                                     | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |   3378000 | PA      | $3538539.25   | 0.11%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                               | CUSIP: 05964HBK0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   8050000 | PA      | $8655569.54   | 0.27%             | 2035-01-17      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                    | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3563426.98   | 0.11%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                                | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3500000 | PA      | $3613185.63   | 0.11%             | 2036-03-03      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA            | Bank of Nova Scotia/The                                                          | CUSIP: 0641598X7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  11500000 | PA      | $12014817.97  | 0.38%             | 2085-04-27      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS         | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: 07336UAB9<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   7000000 | PA      | $7636972.00   | 0.24%             | 2039-01-08      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART         | Brixmor Operating Partnership LP                                                 | CUSIP: 11120BAA5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7848770.78   | 0.25%             | 2035-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                    | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4850000 | PA      | $4943612.66   | 0.16%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 55 CLO Ltd                                                                | CUSIP: 26245MAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002417.40   | 0.03%             | 2031-04-15      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 64 CLO Ltd                                                                | CUSIP: 26251LAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1601920.00   | 0.05%             | 2031-04-18      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC       | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1924792.54   | 0.06%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP       | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6149889.96   | 0.19%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners, Inc.     | Broadstreet Partners, Inc., Senior Secured First Lien Term Loan                  | CUSIP: 11132VAY5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    406809 | PA      | $407647.49    | 0.01%             | 2031-06-13      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| FRONERI US INC                 | Froneri US Inc                                                                   | CUSIP: G3679YAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1046847 | PA      | $1040523.89   | 0.03%             | 2031-09-30      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                          | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1494174.89   | 0.05%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                 | MVW 2020-1 LLC                                                                   | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    112770 | PA      | $107001.19    | 0.00%             | 2037-10-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC           | Duke Energy Ohio Inc                                                             | CUSIP: 26442EAK6<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3028461.21   | 0.10%             | 2053-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL           | Edison International                                                             | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   3675000 | PA      | $3761358.83   | 0.12%             | 2053-06-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                   | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $5027891.09   | 0.16%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2020-E                                 | CUSIP: 63941TAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7685593 | PA      | $7238825.96   | 0.23%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Student Loan Trust 2020-2                                                | CUSIP: 63942HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1861874 | PA      | $1641836.37   | 0.05%             | 2069-08-26      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL             | nVent Finance Sarl                                                               | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |   4300000 | PA      | $3844963.85   | 0.12%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL             | nVent Finance Sarl                                                               | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |   4350000 | PA      | $4544554.97   | 0.14%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OCP Aegis CLO Ltd              | OCP Aegis CLO 2023-29 Ltd                                                        | CUSIP: 67118BAQ6<br>LEI: 2138009EGVOGD3J5GI42 | Long             | ABS-CBDO         | CORP              | JE        |   2750000 | PA      | $2752612.23   | 0.09%             | 2036-01-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                               | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   6800000 | PA      | $6774790.36   | 0.21%             | 2056-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140QVQZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10129165 | PA      | $10241458.99  | 0.32%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM10 Trust                                                             | CUSIP: 67121LAA4<br>LEI: 254900NDJVO62R77II89 | Long             | ABS-MBS          | CORP              | US        |   4845116 | PA      | $4897629.71   | 0.15%             | 2065-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM16 Trust                                                             | CUSIP: 67122DAC7<br>LEI: 254900WI6P4MRT24JH23 | Long             | ABS-MBS          | CORP              | US        |   9600000 | PA      | $9598597.44   | 0.30%             | 2065-08-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES         | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $4249908.41   | 0.13%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                    | PRKCM 2025-HOME1                                                                 | CUSIP: 69382FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8609377 | PA      | $8697960.90   | 0.28%             | 2060-02-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140XKHB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4538687 | PA      | $4482894.83   | 0.14%             | 2050-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140XNKL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7430163 | PA      | $6801289.88   | 0.22%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd | Palmer Square Loan Funding 2022-4 Ltd                                            | CUSIP: 69702YAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6001655.40   | 0.19%             | 2031-07-24      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                    | Paychex Inc                                                                      | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4608932.94   | 0.15%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418E5B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3644350 | PA      | $3437834.19   | 0.11%             | 2054-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418E7C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4215285 | PA      | $4364286.90   | 0.14%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II        | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8700000 | PA      | $7834279.53   | 0.25%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II        | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10650000 | PA      | $10788066.60  | 0.34%             | 2034-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu | GreenSky Home Improvement Issuer Trust 2025-2                                    | CUSIP: 39571VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2119937.40   | 0.07%             | 2060-06-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6050000 | PA      | $6318176.29   | 0.20%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4075000 | PA      | $3638052.91   | 0.12%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                                | CUSIP: 404280EV7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2100000 | PA      | $2198076.30   | 0.07%             | 2031-08-27      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust   | Hilton Grand Vacations Trust 2024-2                                              | CUSIP: 43283JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1899240 | PA      | $1941867.97   | 0.06%             | 2038-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu | GreenSky Home Improvement Issuer Trust 2025-1                                    | CUSIP: 39571NAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1297240 | PA      | $1314214.06   | 0.04%             | 2060-03-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| LMRK Issuer Co. LLC            | Lmrk Issuer Co 2 LLC                                                             | CUSIP: 50209AAH4<br>LEI: 549300TATF7H68SRLE80 | Long             | ABS-O            | CORP              | US        |   3450000 | PA      | $3466946.40   | 0.11%             | 2055-09-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| MARS INC                       | Mars Inc                                                                         | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   7100000 | PA      | $7260854.26   | 0.23%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                    | MetLife Inc                                                                      | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $3137018.20   | 0.10%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                 | OWN Equipment Fund II LLC                                                        | CUSIP: 690912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1158600 | PA      | $1159685.18   | 0.04%             | 2033-09-26      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC BORROWER      | Hilton Grand Vacations Borrower LLC                                              | CUSIP: 43283LAH4<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |      9449 | PA      | $9447.56      | 0.00%             | 2028-08-02      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| PEACHTREE FUND TRUST II        | Peachtree Corners Funding Trust II                                               | CUSIP: 70470BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4516268.67   | 0.14%             | 2035-05-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru | SMB Private Education Loan Trust 2018-C                                          | CUSIP: 78449QAB3<br>LEI: 549300V1P5RKG8RJI005 | Long             | ABS-O            | CORP              | US        |    283501 | PA      | $279540.96    | 0.01%             | 2035-11-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV           | Flutter Financing BV                                                             | CUSIP: N3313EAG5<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |   5392563 | PA      | $5384474.45   | 0.17%             | 2030-11-29      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                     | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |   1643172 | PA      | $1639795.69   | 0.05%             | 2032-02-26      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                 | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   7200000 | PA      | $7356823.63   | 0.23%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2110429.68   | 0.07%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14500000 | PA      | $9240068.31   | 0.29%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9500000 | PA      | $6780996.07   | 0.21%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CHARIOT BUYER LLC              | Chariot Buyer LLC                                                                | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |  11755393 | PA      | $11781136.87  | 0.37%             | 2032-09-08      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO        | Allied Universal Holdco LLC                                                      | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |   3500000 | PA      | $3517115.00   | 0.11%             | 2032-08-20      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14000000 | PA      | $10242695.26  | 0.32%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $13219062.56  | 0.42%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34000000 | PA      | $33727070.44  | 1.07%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $29927929.80  | 0.95%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  67300000 | PA      | $69955194.98  | 2.21%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC         | UnitedHealth Group Inc                                                           | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   5350000 | PA      | $5330616.74   | 0.17%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS          | Universal Health Services Inc                                                    | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2709182.79   | 0.09%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS          | Universal Health Services Inc                                                    | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   3325000 | PA      | $2893587.93   | 0.09%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo | Velocity Commercial Capital Loan Trust 2025-1                                    | CUSIP: 922955AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2472755 | PA      | $2506915.27   | 0.08%             | 2055-02-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC         | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | EP               | CORP              | US        |   5000000 | PA      | $4958898.00   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM1 Trust                                                              | CUSIP: 673914AC1<br>LEI: 2549007E8KF1RJ2ZV866 | Long             | ABS-MBS          | CORP              | US        |   4465308 | PA      | $4506157.63   | 0.14%             | 2064-12-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust           | Verizon Master Trust                                                             | CUSIP: 92348KDJ9<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6057064.20   | 0.19%             | 2032-08-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP             | VICI Properties LP                                                               | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7106393.63   | 0.22%             | 2031-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM3 Trust                                                              | CUSIP: 67448YAC8<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-MBS          | CORP              | US        |   8796366 | PA      | $8893071.54   | 0.28%             | 2064-12-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                      | ONEOK Inc                                                                        | CUSIP: 682680DB6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   9050000 | PA      | $9049136.00   | 0.29%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT LLC             | Central Parent LLC                                                               | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8957375 | PA      | $7770925.63   | 0.25%             | 2029-07-06      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD          | HUB International Ltd                                                            | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   8390714 | PA      | $8412446.45   | 0.27%             | 2030-06-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5230613.65   | 0.17%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru | SMB Private Education Loan Trust                                                 | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    918218 | PA      | $870874.52    | 0.03%             | 2053-07-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru | SMB Private Education Loan Trust 2023-C                                          | CUSIP: 83207DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3851616 | PA      | $3952489.97   | 0.12%             | 2052-11-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| PROAMPAC PG BORROWER LLC       | Proampac PG Borrower LLC                                                         | CUSIP: 74274NAL7<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |   4118679 | PA      | $4139271.99   | 0.13%             | 2028-09-15      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| PRIMO BRANDS CORP              | Primo Brands Corp                                                                | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |   2500000 | PA      | $2502400.00   | 0.08%             | 2028-03-31      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                     | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |   1445379 | PA      | $1442409.06   | 0.05%             | 2032-02-26      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                     | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |    547724 | PA      | $546598.57    | 0.02%             | 2032-02-26      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP           | Wrangler Holdco Corp                                                             | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4383136.80   | 0.14%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP         | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   8350000 | PA      | $8488300.47   | 0.27%             | 2036-09-12      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2020-H                                 | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    489655 | PA      | $462805.59    | 0.01%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd       | Neuberger Berman Loan Advisers CLO 31 Ltd                                        | CUSIP: 64132JAW5<br>LEI: 5493007OZE2103TZO049 | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $551419.99    | 0.02%             | 2039-01-20      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru | SMB Private Education Loan Trust 2018-A                                          | CUSIP: 78449PAB5<br>LEI: 549300QHI21JZK7YIR34 | Long             | ABS-O            | CORP              | US        |    651739 | PA      | $644257.22    | 0.02%             | 2036-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru | SMB Private Education Loan Trust 2021-E                                          | CUSIP: 78450MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300301 | PA      | $1226677.66   | 0.04%             | 2051-02-15      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP       | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MEA4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   7300000 | PA      | $7485593.30   | 0.24%             | 2036-07-08      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                     | CUSIP: 902613BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   9450000 | PA      | $10214694.09  | 0.32%             | 2031-04-12      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $10175039.03  | 0.32%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29000000 | PA      | $26776288.99  | 0.85%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4964648.45   | 0.16%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27000000 | PA      | $26756367.12  | 0.85%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36000000 | PA      | $37228359.24  | 1.18%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $20273046.80  | 0.64%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD                | SkyMiles IP Ltd                                                                  | CUSIP: 24736CBT0<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |   6000000 | PA      | $6015000.00   | 0.19%             | 2028-10-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                   | AES Corp/The                                                                     | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |  11900000 | PA      | $12326472.08  | 0.39%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                     | Allianz SE                                                                       | CUSIP: 018820AE0<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   3400000 | PA      | $3513254.00   | 0.11%             | 2033-10-30      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 21-1A EETC        | American Airlines 2021-1 Class A Pass Through Trust                              | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4038735 | PA      | $3657428.96   | 0.12%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO        | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4252653.64   | 0.13%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   5700000 | PA      | $5734077.05   | 0.18%             | 2030-10-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO         | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | CUSIP: 05969BAF0<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |   6400000 | PA      | $6675264.00   | 0.21%             | 2029-12-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                             | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15370477.95  | 0.49%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS         | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: 072912AA6<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   1150000 | PA      | $1212675.00   | 0.04%             | 2035-02-11      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                  | Boeing Co/The                                                                    | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5807865.68   | 0.18%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART         | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2296041.91   | 0.07%             | 2033-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC       | Broadstone Net Lease LLC                                                         | CUSIP: 11134GAA8<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4276209.95   | 0.14%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC              | Brown & Brown Inc                                                                | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   6050000 | PA      | $6228300.64   | 0.20%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $3285044.06   | 0.10%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3067192 | PA      | $3058166.14   | 0.10%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWHV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2495975 | PA      | $2587235.76   | 0.08%             | 2053-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                       | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   6800000 | PA      | $6796679.49   | 0.21%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140XL6B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4939641 | PA      | $4455857.35   | 0.14%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418FMJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9350042 | PA      | $9433531.52   | 0.30%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GULFSTREAM NATURAL GAS         | Gulfstream Natural Gas System LLC                                                | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3331788.20   | 0.11%             | 2035-07-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP       | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $4808315.84   | 0.15%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                              | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12107060.64  | 0.38%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP          | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                         | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7600000 | PA      | $7991417.86   | 0.25%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP           | Kite Realty Group LP                                                             | CUSIP: 49803XAF0<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10129369.80  | 0.32%             | 2031-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                          | CUSIP: 55336VBW9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   4850000 | PA      | $4582498.64   | 0.14%             | 2053-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                   | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3300000 | PA      | $3447995.10   | 0.11%             | 2035-06-27      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE       | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05962GAJ8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   1324000 | PA      | $1359305.78   | 0.04%             | 2028-01-10      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE       | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAC2<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   2001000 | PA      | $2141146.04   | 0.07%             | 2030-10-14      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                   | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  12000000 | PA      | $12603037.92  | 0.40%             | 2033-01-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                          | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12236420.40  | 0.39%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                   | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $4116588.41   | 0.13%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM5                         | CUSIP: 61777QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7802965 | PA      | $7859735.13   | 0.25%             | 2069-10-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC         | Mosaic Solar Loan Trust 2025-1                                                   | CUSIP: 61945HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2890956 | PA      | $2783872.14   | 0.09%             | 2050-08-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2019-E                                 | CUSIP: 63941MAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    304150 | PA      | $298951.76    | 0.01%             | 2068-05-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2020-G                                 | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    282321 | PA      | $264207.51    | 0.01%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                | Nordea Bank Abp                                                                  | CUSIP: 65558RAQ2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   8800000 | PA      | $8936699.20   | 0.28%             | 2033-11-10      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE       | Northwestern Mutual Life Insurance Co/The                                        | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |   8300000 | PA      | $8939257.29   | 0.28%             | 2055-05-29      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                    | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2368232.66   | 0.07%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| COLONIAL ENTERPRISES INC       | Colonial Enterprises Inc                                                         | CUSIP: 19565CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8800000 | PA      | $8872869.81   | 0.28%             | 2035-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                     | PacifiCorp                                                                       | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7262446.52   | 0.23%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FND LLC          | PG&E Recovery Funding LLC                                                        | CUSIP: 71710TAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11938182.12  | 0.38%             | 2049-06-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY        | Phillips Edison Grocery Center Operating Partnership I LP                        | CUSIP: 71845JAC2<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8878641.12   | 0.28%             | 2035-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS          | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |   3175000 | PA      | $3295320.40   | 0.10%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2021-A                                 | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    367966 | PA      | $336607.03    | 0.01%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2022-A                                 | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7520397 | PA      | $6895680.28   | 0.22%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2022-B                                 | CUSIP: 63942PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11165603 | PA      | $10998342.58  | 0.35%             | 2070-10-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd       | Neuberger Berman Loan Advisers Clo 43 Ltd                                        | CUSIP: 64134AAL6<br>LEI: 549300N83MM16HCONB28 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9988901.00   | 0.32%             | 2036-07-17      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                     | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5151428.90   | 0.16%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE       | Northwestern Mutual Life Insurance Co/The                                        | CUSIP: 668138AA8<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $3576798.26   | 0.11%             | 2047-09-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM4 Trust                                                              | CUSIP: 67120QAA4<br>LEI: 254900IAVXYLOCPK6W54 | Long             | ABS-MBS          | CORP              | US        |  12591072 | PA      | $12684885.86  | 0.40%             | 2055-02-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                      | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $7790479.33   | 0.25%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                     | PacifiCorp                                                                       | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   5850000 | PA      | $6167758.43   | 0.20%             | 2055-09-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO        | Piedmont Natural Gas Co Inc                                                      | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1591101.19   | 0.05%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP             | Regal Rexnord Corp                                                               | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5370114.95   | 0.17%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru | SMB Private Education Loan Trust 2021-A                                          | CUSIP: 78448YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2039158 | PA      | $1858798.83   | 0.06%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                  | DTE Energy Co                                                                    | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   6700000 | PA      | $7122839.01   | 0.23%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                               | CUSIP: 292480AJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3555730.04   | 0.11%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                               | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |   1650000 | PA      | $1662061.50   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                               | CUSIP: 36179XNH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3972654 | PA      | $4075627.63   | 0.13%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru | SMB Private Education Loan Trust 2021-A                                          | CUSIP: 78448YAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    437650 | PA      | $432664.96    | 0.01%             | 2053-01-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru | SMB Private Education Loan Trust 2022-C                                          | CUSIP: 78449CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1701058 | PA      | $1693952.08   | 0.05%             | 2050-05-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| SEMPRA                         | Sempra                                                                           | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1971316.60   | 0.06%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru | SMB Private Education Loan Trust 2019-A                                          | CUSIP: 78449TAB7<br>LEI: 549300WEYOS38NWU8D22 | Long             | ABS-O            | CORP              | US        |    442801 | PA      | $437385.08    | 0.01%             | 2036-07-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru | SMB Private Education Loan Trust 2020-A                                          | CUSIP: 78449UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1965287 | PA      | $1901683.96   | 0.06%             | 2037-09-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2022-4                                    | CUSIP: 80286FAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     86425 | PA      | $86398.15     | 0.00%             | 2027-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| SEMPRA                         | Sempra                                                                           | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4877364.00   | 0.15%             | 2052-04-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| SEMPRA                         | Sempra                                                                           | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   5850000 | PA      | $5985749.25   | 0.19%             | 2054-10-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru | SMB Private Education Loan Trust 2017-B                                          | CUSIP: 83189DAB6<br>LEI: 549300NWENTZ8X7JUC78 | Long             | ABS-O            | CORP              | US        |    248800 | PA      | $246412.28    | 0.01%             | 2035-10-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr | Sofi Professional Loan Program 2019-C LLC                                        | CUSIP: 83401CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    440574 | PA      | $423446.97    | 0.01%             | 2048-11-16      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr | SoFi Professional Loan Program 2020-ATrust                                       | CUSIP: 83406TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    665861 | PA      | $643500.83    | 0.02%             | 2046-05-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| TEXAS ELECTRIC MKT STABL       | Texas Electric Market Stabilization Funding N LLC                                | CUSIP: 88240TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1551003 | PA      | $1549117.77   | 0.05%             | 2034-08-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK          | Toronto-Dominion Bank/The                                                        | CUSIP: 89116C4H7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   8400000 | PA      | $8429778.00   | 0.27%             | 2085-10-31      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT        | United Airlines 2023-1 Class A Pass Through Trust                                | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7490824 | PA      | $7766299.32   | 0.25%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26900000 | PA      | $26953589.91  | 0.85%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5054687.50   | 0.16%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19500000 | PA      | $19077246.05  | 0.60%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                       | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3162227.72   | 0.10%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PROAMPAC PG BORROWER LLC       | Proampac PG Borrower LLC                                                         | CUSIP: 74274NAL7<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |   3238330 | PA      | $3254522.03   | 0.10%             | 2028-09-15      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners, Inc.     | Broadstreet Partners, Inc., Senior Secured First Lien Term Loan                  | CUSIP: 11132VAY5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4543191 | PA      | $4552549.51   | 0.14%             | 2031-06-13      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                 | 1011778 BC ULC                                                                   | CUSIP: C6901LAM9<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |   6155038 | PA      | $6142204.53   | 0.19%             | 2030-09-23      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                               | CUSIP: 36179YHT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6630574 | PA      | $6783790.88   | 0.21%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO               | Georgia Power Co                                                                 | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4128076.28   | 0.13%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GRANT THORNTON ADVISORS        | Grant Thornton Advisors LLC                                                      | CUSIP: 38821UAD2<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |   7584388 | PA      | $7548020.36   | 0.24%             | 2031-05-30      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| ORYX MIDSTREAM SERVICES        | Oryx Midstream Services Permian Basin LLC                                        | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |    164208 | PA      | $164366.58    | 0.01%             | 2028-10-05      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Medline Borrower, LP           | Medline Borrower, LP, Senior Secured First Lien Term Loan                        | CUSIP: 58503UAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8426421 | PA      | $8434805.27   | 0.27%             | 2028-10-23      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $5068141.15   | 0.16%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                              | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  12025000 | PA      | $12474819.18  | 0.39%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC           | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   8145000 | PA      | $8072255.29   | 0.26%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP               | Kilroy Realty LP                                                                 | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5486697.96   | 0.17%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                         | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $525106.16    | 0.02%             | 2036-06-13      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                         | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   5900000 | PA      | $6049307.64   | 0.19%             | 2031-09-27      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2020-F                                 | CUSIP: 63941XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    358470 | PA      | $335594.20    | 0.01%             | 2069-07-15      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                     | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   4850000 | PA      | $5059199.90   | 0.16%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY        | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7475745.68   | 0.24%             | 2054-06-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru | OneMain Financial Issuance Trust 2022-S1                                         | CUSIP: 68267HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1729020 | PA      | $1725952.18   | 0.05%             | 2035-05-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018-1 AA PTT       | United Airlines 2018-1 Class AA Pass Through Trust                               | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9075813 | PA      | $8722330.94   | 0.28%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2024-1 AA PTT       | United Airlines 2024-1 Class AA Pass Through Trust                               | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1931043 | PA      | $1983297.90   | 0.06%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7550000 | PA      | $5039625.00   | 0.16%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $4417207.02   | 0.14%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                     | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |    481793 | PA      | $480803.03    | 0.02%             | 2032-02-26      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15145172 | PA      | $13321351.55  | 0.42%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3216077 | PA      | $3255168.94   | 0.10%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140XML79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16259699 | PA      | $16829982.21  | 0.53%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418FDH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19896681 | PA      | $20438830.81  | 0.65%             | 2044-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418FNF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9740462 | PA      | $9186127.59   | 0.29%             | 2055-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-25

**Name of Applicant:** Aristotle Fund Series Trust

**Signature:** /s/ Josh Schwab

**Name of Signer:** Aristotle Fund Series Trust

**Title:** Treasurer