# EDGAR Filing Document

**Accession Number:** 0000917469
**File Stem:** 0001752724-25-211975
**Filing Date:** 2025-8
**Character Count:** 327387
**Document Hash:** 8bcc8f52191f7d45bbc9308b2c0d8703
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-211975.hdr.sgml**: 20250829

**ACCESSION NUMBER**: 0001752724-25-211975

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250829

**DATE AS OF CHANGE**: 20250829

**PERIOD START**: 20250930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08282
- **FILM NUMBER:** 251276034

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

**Portfolio of Investments – as of June 30, 2025 (Unaudited)**

Loomis Sayles Intermediate Duration Bond Fund

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Principal** <br>**Amount**<br>| **Description** | **Value (†)** |
| **Bonds and Notes — 96.0% of Net Assets** | **Bonds and Notes — 96.0% of Net Assets** | **Bonds and Notes — 96.0% of Net Assets** |
|  | **ABS Car Loan — 12.2%** | **ABS Car Loan — 12.2%** |
| $77212 | &nbsp;&nbsp; Ally Auto Receivables Trust, Series 2022-3, <br> Class A3, 5.070%, 4/15/2027<br>| &nbsp;&nbsp; $77322 |
| 370567 | &nbsp;&nbsp; American Credit Acceptance Receivables Trust, <br> Series 2023-3, Class C, 6.440%, 10/12/2029(a)<br>| &nbsp;&nbsp; 372770 |
| 114262 | &nbsp;&nbsp; American Credit Acceptance Receivables Trust, <br> Series 2023-4, Class B, 6.630%, 2/14/2028(a)<br>| &nbsp;&nbsp; 114420 |
| 205000 | &nbsp;&nbsp; American Credit Acceptance Receivables Trust, <br> Series 2025-2, Class C, 5.110%, 3/12/2031(a)<br>| &nbsp;&nbsp; 206467 |
| 520000 | &nbsp;&nbsp; AmeriCredit Automobile Receivables Trust, <br> Series 2021-3, Class C, 1.410%, 8/18/2027<br>| &nbsp;&nbsp; 511309 |
| 36441 | &nbsp;&nbsp; AmeriCredit Automobile Receivables Trust, <br> Series 2022-2, Class A3, 4.380%, 4/18/2028<br>| &nbsp;&nbsp; 36438 |
| 870000 | &nbsp;&nbsp; AmeriCredit Automobile Receivables Trust, <br> Series 2023-1, Class B, 5.570%, 3/20/2028<br>| &nbsp;&nbsp; 879557 |
| 330000 | &nbsp;&nbsp; AmeriCredit Automobile Receivables Trust, <br> Series 2024-1, Class A3, 5.430%, 1/18/2029<br>| &nbsp;&nbsp; 333252 |
| 145000 | &nbsp;&nbsp; AutoNation Finance Trust, Series 2025-1A, <br> Class A3, 4.620%, 11/13/2029(a)<br>| &nbsp;&nbsp; 146138 |
| 1110000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2023-3A, Class A, 5.440%, 2/22/2028(a)<br>| &nbsp;&nbsp; 1123824 |
| 255000 | &nbsp;&nbsp; BMW Vehicle Lease Trust, Series 2024-2, Class A3, <br> 4.180%, 10/25/2027<br>| &nbsp;&nbsp; 255066 |
| 110000 | &nbsp;&nbsp; BMW Vehicle Lease Trust, Series 2025-1, Class A3, <br> 4.430%, 6/26/2028<br>| &nbsp;&nbsp; 110615 |
| 100000 | &nbsp;&nbsp; BofA Auto Trust, Series 2025-1A, Class A3, <br> 4.350%, 11/20/2029(a)<br>| &nbsp;&nbsp; 100782 |
| 357625 | &nbsp;&nbsp; Bridgecrest Lending Auto Securitization Trust, <br> Series 2023-1, Class A3, 6.510%, 11/15/2027<br>| &nbsp;&nbsp; 358451 |
| 115000 | &nbsp;&nbsp; Bridgecrest Lending Auto Securitization Trust, <br> Series 2024-3, Class B, 5.370%, 10/16/2028<br>| &nbsp;&nbsp; 115821 |
| 255000 | &nbsp;&nbsp; Bridgecrest Lending Auto Securitization Trust, <br> Series 2025-2, Class A3, 4.780%, 12/15/2028<br>| &nbsp;&nbsp; 256566 |
| 821997 | &nbsp;&nbsp; CarMax Auto Owner Trust, Series 2023-2, Class A3, <br> 5.050%, 1/18/2028<br>| &nbsp;&nbsp; 824947 |
| 290000 | &nbsp;&nbsp; CarMax Auto Owner Trust, Series 2024-4, Class A3, <br> 4.600%, 10/15/2029<br>| &nbsp;&nbsp; 291736 |
| 195000 | &nbsp;&nbsp; CarMax Auto Owner Trust, Series 2025-2, Class A3, <br> 4.480%, 3/15/2030<br>| &nbsp;&nbsp; 196786 |
| 600000 | &nbsp;&nbsp; CarMax Select Receivables Trust, Series 2025-A, <br> Class A3, 4.770%, 9/17/2029<br>| &nbsp;&nbsp; 604058 |
| 5074 | &nbsp;&nbsp; Carvana Auto Receivables Trust, Series 2021-P4, <br> Class A3, 1.310%, 1/11/2027<br>| &nbsp;&nbsp; 5070 |
| 283692 | &nbsp;&nbsp; Carvana Auto Receivables Trust, Series 2023-P1, <br> Class A3, 5.980%, 12/10/2027(a)<br>| &nbsp;&nbsp; 284994 |
| 175000 | &nbsp;&nbsp; Carvana Auto Receivables Trust, Series 2024-P2, <br> Class A3, 5.330%, 7/10/2029<br>| &nbsp;&nbsp; 176788 |
| 580000 | &nbsp;&nbsp; Carvana Auto Receivables Trust, Series 2024-P3, <br> Class A3, 4.260%, 10/10/2029<br>| &nbsp;&nbsp; 579595 |
| 95000 | &nbsp;&nbsp; Carvana Auto Receivables Trust, Series 2024-P4, <br> Class A3, 4.640%, 1/10/2030<br>| &nbsp;&nbsp; 95258 |
| 345000 | &nbsp;&nbsp; Carvana Auto Receivables Trust, Series 2025-P2, <br> Class A3, 4.550%, 8/12/2030<br>| &nbsp;&nbsp; 348009 |
| 185000 | &nbsp;&nbsp; Chase Auto Owner Trust, Series 2024-5A, Class A3, <br> 4.180%, 8/27/2029(a)<br>| &nbsp;&nbsp; 184774 |
| 180550 | &nbsp;&nbsp; Chesapeake Funding II LLC, Series 2023-1A, <br> Class A1, 5.650%, 5/15/2035(a)<br>| &nbsp;&nbsp; 181445 |
| 132096 | &nbsp;&nbsp; Chesapeake Funding II LLC, Series 2024-1A, <br> Class A1, 5.520%, 5/15/2036(a)<br>| &nbsp;&nbsp; 133415 |
| 160000 | &nbsp;&nbsp; Citizens Auto Receivables Trust, Series 2024-1, <br> Class A3, 5.110%, 4/17/2028(a)<br>| &nbsp;&nbsp; 160868 |
| 205743 | &nbsp;&nbsp; Credit Acceptance Auto Loan Trust, <br> Series 2023-1A, Class A, 6.480%, 3/15/2033(a)<br>| &nbsp;&nbsp; 206696 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br>| **Description** | **Value (†)** |
|  | **ABS Car Loan — continued** | **ABS Car Loan — continued** |
| $465000 | &nbsp;&nbsp; Credit Acceptance Auto Loan Trust, <br> Series 2023-2A, Class B, 6.610%, 7/15/2033(a)<br>| &nbsp;&nbsp; $471869 |
| 130000 | &nbsp;&nbsp; Credit Acceptance Auto Loan Trust, <br> Series 2023-3A, Class C, 7.620%, 12/15/2033(a)<br>| &nbsp;&nbsp; 134831 |
| 200000 | &nbsp;&nbsp; Credit Acceptance Auto Loan Trust, <br> Series 2025-1A, Class A, 5.020%, 3/15/2035(a)<br>| &nbsp;&nbsp; 202219 |
| 355000 | &nbsp;&nbsp; Drive Auto Receivables Trust, Series 2024-2, <br> Class B, 4.520%, 7/16/2029<br>| &nbsp;&nbsp; 354873 |
| 144899 | &nbsp;&nbsp; DT Auto Owner Trust, Series 2023-2A, Class B, <br> 5.410%, 2/15/2029(a)<br>| &nbsp;&nbsp; 145027 |
| 33975 | &nbsp;&nbsp; Enterprise Fleet Financing LLC, Series 2022-3, <br> Class A2, 4.380%, 7/20/2029(a)<br>| &nbsp;&nbsp; 33942 |
| 204670 | &nbsp;&nbsp; Enterprise Fleet Financing LLC, Series 2023-2, <br> Class A2, 5.560%, 4/22/2030(a)<br>| &nbsp;&nbsp; 205908 |
| 150000 | &nbsp;&nbsp; Enterprise Fleet Financing LLC, Series 2024-1, <br> Class A3, 5.160%, 9/20/2030(a)<br>| &nbsp;&nbsp; 152802 |
| 210000 | &nbsp;&nbsp; Enterprise Fleet Financing LLC, Series 2024-3, <br> Class A4, 5.060%, 3/20/2031(a)<br>| &nbsp;&nbsp; 213035 |
| 140000 | &nbsp;&nbsp; Enterprise Fleet Financing LLC, Series 2025-1, <br> Class A3, 4.820%, 2/20/2029(a)<br>| &nbsp;&nbsp; 142015 |
| 47884 | &nbsp;&nbsp; Exeter Automobile Receivables Trust, <br> Series 2023-2A, Class B, 5.610%, 9/15/2027<br>| &nbsp;&nbsp; 47912 |
| 500000 | &nbsp;&nbsp; Exeter Automobile Receivables Trust, <br> Series 2025-2A, Class A3, 4.740%, 1/16/2029<br>| &nbsp;&nbsp; 503708 |
| 85000 | &nbsp;&nbsp; Exeter Select Automobile Receivables Trust, <br> Series 2025-1, Class A3, 4.690%, 4/15/2030<br>| &nbsp;&nbsp; 85487 |
| 99504 | &nbsp;&nbsp; Flagship Credit Auto Trust, Series 2022-4, Class A3, <br> 6.320%, 6/15/2027(a)<br>| &nbsp;&nbsp; 99595 |
| 192075 | &nbsp;&nbsp; Flagship Credit Auto Trust, Series 2023-1, Class A3, <br> 5.010%, 8/16/2027(a)<br>| &nbsp;&nbsp; 192176 |
| 450000 | &nbsp;&nbsp; Flagship Credit Auto Trust, Series 2023-2, Class C, <br> 5.810%, 5/15/2029(a)<br>| &nbsp;&nbsp; 453899 |
| 170000 | &nbsp;&nbsp; Ford Credit Auto Lease Trust, Series 2025-A, <br> Class A3, 4.720%, 6/15/2028<br>| &nbsp;&nbsp; 171485 |
| 570000 | &nbsp;&nbsp; Ford Credit Auto Owner Trust, Series 2021-1, <br> Class A, 1.370%, 10/17/2033(a)<br>| &nbsp;&nbsp; 556194 |
| 1360000 | &nbsp;&nbsp; Ford Credit Auto Owner Trust, Series 2025-1, <br> Class A, 4.860%, 8/15/2037(a)(b)<br>| &nbsp;&nbsp; 1388979 |
| 380000 | &nbsp;&nbsp; GECU Auto Receivables Trust, Series 2023-1A, <br> Class A3, 5.630%, 8/15/2028(a)<br>| &nbsp;&nbsp; 382120 |
| 122360 | &nbsp;&nbsp; GLS Auto Receivables Issuer Trust, Series 2024-1A, <br> Class A3, 5.400%, 9/15/2027(a)<br>| &nbsp;&nbsp; 122527 |
| 370000 | &nbsp;&nbsp; GLS Auto Receivables Issuer Trust, Series 2024-2A, <br> Class B, 5.770%, 11/15/2028(a)<br>| &nbsp;&nbsp; 373586 |
| 170000 | &nbsp;&nbsp; GLS Auto Receivables Issuer Trust, Series 2024-3A, <br> Class B, 5.080%, 1/16/2029(a)<br>| &nbsp;&nbsp; 170733 |
| 85000 | &nbsp;&nbsp; GLS Auto Receivables Issuer Trust, Series 2024-4A, <br> Class A3, 4.750%, 7/17/2028(a)<br>| &nbsp;&nbsp; 85130 |
| 120000 | &nbsp;&nbsp; GLS Auto Receivables Issuer Trust, Series 2025-2A, <br> Class C, 5.110%, 1/15/2031(a)<br>| &nbsp;&nbsp; 121227 |
| 70745 | &nbsp;&nbsp; GLS Auto Select Receivables Trust, Series 2024-2A, <br> Class A2, 5.580%, 6/17/2030(a)<br>| &nbsp;&nbsp; 71413 |
| 212811 | &nbsp;&nbsp; GLS Auto Select Receivables Trust, Series 2024-3A, <br> Class A2, 5.590%, 10/15/2029(a)<br>| &nbsp;&nbsp; 215209 |
| 156761 | &nbsp;&nbsp; GLS Auto Select Receivables Trust, Series 2024-4A, <br> Class A2, 4.430%, 12/17/2029(a)<br>| &nbsp;&nbsp; 156675 |
| 183464 | &nbsp;&nbsp; GLS Auto Select Receivables Trust, Series 2025-1A, <br> Class A2, 4.710%, 4/15/2030(a)<br>| &nbsp;&nbsp; 183860 |
| 290000 | &nbsp;&nbsp; GLS Auto Select Receivables Trust, Series 2025-3A, <br> Class A2, 4.460%, 10/15/2030(a)<br>| &nbsp;&nbsp; 290220 |
| 165000 | &nbsp;&nbsp; GM Financial Automobile Leasing Trust, <br> Series 2024-3, Class A3, 4.210%, 10/20/2027<br>| &nbsp;&nbsp; 164964 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br>| **Description** | **Value (†)** |
|  | **ABS Car Loan — continued** | **ABS Car Loan — continued** |
| $230000 | &nbsp;&nbsp; GM Financial Automobile Leasing Trust, <br> Series 2025-1, Class A3, 4.660%, 2/21/2028<br>| &nbsp;&nbsp; $231829 |
| 256757 | &nbsp;&nbsp; Harley-Davidson Motorcycle Trust, Series 2023-B, <br> Class A3, 5.690%, 8/15/2028<br>| &nbsp;&nbsp; 258764 |
| 215000 | &nbsp;&nbsp; Harley-Davidson Motorcycle Trust, Series 2023-B, <br> Class A4, 5.780%, 4/15/2031<br>| &nbsp;&nbsp; 220332 |
| 715000 | &nbsp;&nbsp; Hertz Vehicle Financing III LLC, Series 2023-3A, <br> Class A, 5.940%, 2/25/2028(a)<br>| &nbsp;&nbsp; 728160 |
| 245000 | &nbsp;&nbsp; Hertz Vehicle Financing III LLC, Series 2024-1A, <br> Class A, 5.440%, 1/25/2029(a)<br>| &nbsp;&nbsp; 248634 |
| 245000 | &nbsp;&nbsp; Hertz Vehicle Financing LLC, Series 2022-2A, <br> Class A, 2.330%, 6/26/2028(a)<br>| &nbsp;&nbsp; 235261 |
| 260000 | &nbsp;&nbsp; Huntington Auto Trust, Series 2024-1A, Class A3, <br> 5.230%, 1/16/2029(a)<br>| &nbsp;&nbsp; 262748 |
| 140000 | &nbsp;&nbsp; Hyundai Auto Receivables Trust, Series 2025-B, <br> Class A3, 4.360%, 12/17/2029<br>| &nbsp;&nbsp; 140973 |
| 225000 | &nbsp;&nbsp; LAD Auto Receivables Trust, Series 2023-4A, <br> Class B, 6.390%, 10/16/2028(a)<br>| &nbsp;&nbsp; 230247 |
| 115000 | &nbsp;&nbsp; LAD Auto Receivables Trust, Series 2024-1A, <br> Class A4, 5.170%, 9/15/2028(a)<br>| &nbsp;&nbsp; 115799 |
| 215000 | &nbsp;&nbsp; LAD Auto Receivables Trust, Series 2024-2A, Class <br> A3, 5.610%, 8/15/2028(a)<br>| &nbsp;&nbsp; 216330 |
| 165000 | &nbsp;&nbsp; LAD Auto Receivables Trust, Series 2024-3A, <br> Class A3, 4.520%, 3/15/2029(a)<br>| &nbsp;&nbsp; 165230 |
| 375000 | &nbsp;&nbsp; LAD Auto Receivables Trust, Series 2025-1A, <br> Class A3, 4.690%, 7/16/2029(a)<br>| &nbsp;&nbsp; 377444 |
| 125000 | &nbsp;&nbsp; M&T Bank Auto Receivables Trust, Series 2025-1A, <br> Class A3, 4.730%, 6/17/2030(a)<br>| &nbsp;&nbsp; 126804 |
| 379386 | &nbsp;&nbsp; Merchants Fleet Funding LLC, Series 2023-1A, <br> Class A, 7.210%, 5/20/2036(a)<br>| &nbsp;&nbsp; 382268 |
| 160000 | &nbsp;&nbsp; PenFed Auto Receivables Owner Trust, <br> Series 2024-A, Class A3, 4.700%, 6/15/2029(a)<br>| &nbsp;&nbsp; 160968 |
| 115212 | &nbsp;&nbsp; Prestige Auto Receivables Trust, Series 2021-1A, <br> Class C, 1.530%, 2/15/2028(a)<br>| &nbsp;&nbsp; 114506 |
| 340000 | &nbsp;&nbsp; Prestige Auto Receivables Trust, Series 2023-1A, <br> Class C, 5.650%, 2/15/2028(a)<br>| &nbsp;&nbsp; 340697 |
| 165568 | &nbsp;&nbsp; Santander Drive Auto Receivables Trust, <br> Series 2022-4, Class B, 4.420%, 11/15/2027<br>| &nbsp;&nbsp; 165444 |
| 115000 | &nbsp;&nbsp; Santander Drive Auto Receivables Trust, <br> Series 2023-1, Class C, 5.090%, 5/15/2030<br>| &nbsp;&nbsp; 115645 |
| 170000 | &nbsp;&nbsp; Santander Drive Auto Receivables Trust, <br> Series 2023-3, Class C, 5.770%, 11/15/2030<br>| &nbsp;&nbsp; 172695 |
| 540000 | &nbsp;&nbsp; Santander Drive Auto Receivables Trust, <br> Series 2023-4, Class B, 5.770%, 12/15/2028<br>| &nbsp;&nbsp; 547044 |
| 590000 | &nbsp;&nbsp; Santander Drive Auto Receivables Trust, <br> Series 2023-5, Class B, 6.160%, 12/17/2029<br>| &nbsp;&nbsp; 600854 |
| 330000 | &nbsp;&nbsp; Santander Drive Auto Receivables Trust, <br> Series 2024-3, Class A3, 5.630%, 1/16/2029<br>| &nbsp;&nbsp; 331745 |
| 95000 | &nbsp;&nbsp; Santander Drive Auto Receivables Trust, <br> Series 2025-2, Class A3, 4.670%, 8/15/2029<br>| &nbsp;&nbsp; 95796 |
| 164120 | &nbsp;&nbsp; SBNA Auto Lease Trust, Series 2024-A, Class A3, <br> 5.390%, 11/20/2026(a)<br>| &nbsp;&nbsp; 164545 |
| 250000 | &nbsp;&nbsp; SBNA Auto Lease Trust, Series 2024-B, Class A3, <br> 5.560%, 11/22/2027(a)<br>| &nbsp;&nbsp; 252159 |
| 90000 | &nbsp;&nbsp; SBNA Auto Lease Trust, Series 2024-C, Class A3, <br> 4.560%, 2/22/2028(a)<br>| &nbsp;&nbsp; 90184 |
| 375648 | &nbsp;&nbsp; SFS Auto Receivables Securitization Trust, <br> Series 2023-1A, Class A3, 5.470%, 10/20/2028(a)<br>| &nbsp;&nbsp; 378127 |
| 135000 | &nbsp;&nbsp; SFS Auto Receivables Securitization Trust, <br> Series 2024-3A, Class A3, 4.550%, 6/20/2030(a)<br>| &nbsp;&nbsp; 135730 |
| 230000 | &nbsp;&nbsp; SFS Auto Receivables Securitization Trust, <br> Series 2025-1A, Class A3, 4.750%, 7/22/2030(a)<br>| &nbsp;&nbsp; 232404 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br>| **Description** | **Value (†)** |
|  | **ABS Car Loan — continued** | **ABS Car Loan — continued** |
| $400000 | &nbsp;&nbsp; SFS Auto Receivables Securitization Trust, <br> Series 2025-2A, Class A3, 4.440%, 12/20/2030(a)<br>| &nbsp;&nbsp; $403212 |
| 360401 | &nbsp;&nbsp; Toyota Auto Receivables Owner Trust, <br> Series 2023-C, Class A3, 5.160%, 4/17/2028<br>| &nbsp;&nbsp; 362349 |
| 800000 | &nbsp;&nbsp; Toyota Lease Owner Trust, Series 2024-B, Class A3, <br> 4.210%, 9/20/2027(a)<br>| &nbsp;&nbsp; 799267 |
| 60000 | &nbsp;&nbsp; USB Auto Owner Trust, Series 2025-1A, Class A3, <br> 4.490%, 6/17/2030(a)<br>| &nbsp;&nbsp; 60482 |
| 90000 | &nbsp;&nbsp; VStrong Auto Receivables Trust, Series 2024-A, <br> Class B, 5.770%, 7/15/2030(a)<br>| &nbsp;&nbsp; 91337 |
| 695000 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2023-3A, Class C, 6.020%, 9/15/2028(a)<br>| &nbsp;&nbsp; 704778 |
| 185000 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2024-2A, Class A3, 5.560%, 2/15/2028(a)<br>| &nbsp;&nbsp; 186189 |
| 225000 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2024-3A, Class A3, 4.710%, 4/17/2028(a)<br>| &nbsp;&nbsp; 225751 |
| 310000 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2025-1A, Class A3, 4.750%, 8/15/2028(a)<br>| &nbsp;&nbsp; 311683 |
| 442681 | &nbsp;&nbsp; Wheels Fleet Lease Funding 1 LLC, Series 2023-1A, <br> Class A, 5.800%, 4/18/2038(a)<br>| &nbsp;&nbsp; 445824 |
| 216289 | &nbsp;&nbsp; Wheels Fleet Lease Funding 1 LLC, Series 2024-1A, <br> Class A1, 5.490%, 2/18/2039(a)<br>| &nbsp;&nbsp; 218333 |
| 217477 | &nbsp;&nbsp; Wheels Fleet Lease Funding 1 LLC, Series 2024-2A, <br> Class A1, 4.870%, 6/21/2039(a)<br>| &nbsp;&nbsp; 219000 |
| 105000 | &nbsp;&nbsp; Wheels Fleet Lease Funding 1 LLC, Series 2024-3A, <br> Class A1, 4.800%, 9/19/2039(a)<br>| &nbsp;&nbsp; 105627 |
| 235000 | &nbsp;&nbsp; World Omni Auto Receivables Trust, Series 2024-C, <br> Class A3, 4.430%, 12/17/2029<br>| &nbsp;&nbsp; 235904 |
|  |  | &nbsp;&nbsp; 29375959 |
|  | **ABS Credit Card — 0.8%** | **ABS Credit Card — 0.8%** |
| 720000 | &nbsp;&nbsp; Brex Commercial Charge Card Master Trust, <br> Series 2024-1, Class A1, 6.050%, 7/15/2027(a)<br>| &nbsp;&nbsp; 726344 |
| 620000 | &nbsp;&nbsp; Citibank Credit Card Issuance Trust, <br> Series 2025-A2, Class A, 4.490%, 6/21/2032<br>| &nbsp;&nbsp; 624159 |
| 330000 | &nbsp;&nbsp; Mercury Financial Credit Card Master Trust, <br> Series 2024-2A, Class A, 6.560%, 7/20/2029(a)<br>| &nbsp;&nbsp; 333220 |
| 245000 | &nbsp;&nbsp; Mission Lane Credit Card Master Trust, <br> Series 2024-B, Class A, 5.880%, 1/15/2030(a)<br>| &nbsp;&nbsp; 246947 |
|  |  | &nbsp;&nbsp; 1930670 |
|  | **ABS Other — 4.6%** | **ABS Other — 4.6%** |
| 253632 | &nbsp;&nbsp; AASET Trust, Series 2025-1A, Class A, <br> 5.943%, 2/16/2050(a)<br>| &nbsp;&nbsp; 259406 |
| 320000 | &nbsp;&nbsp; Affirm Asset Securitization Trust, Series 2023-B, <br> Class A, 6.820%, 9/15/2028(a)<br>| &nbsp;&nbsp; 321415 |
| 860000 | &nbsp;&nbsp; Affirm Asset Securitization Trust, Series 2024-A, <br> Class 1A, 5.610%, 2/15/2029(a)<br>| &nbsp;&nbsp; 866550 |
| 150000 | &nbsp;&nbsp; Affirm Asset Securitization Trust, Series 2024-A, <br> Class A, 5.610%, 2/15/2029(a)<br>| &nbsp;&nbsp; 150688 |
| 800000 | &nbsp;&nbsp; Applebee's Funding LLC/IHOP Funding LLC, <br> Series 2025-1A, Class A2, 6.720%, 6/07/2055(a)<br>| &nbsp;&nbsp; 796142 |
| 150605 | &nbsp;&nbsp; Aqua Finance Trust, Series 2021-A, Class A, <br> 1.540%, 7/17/2046(a)<br>| &nbsp;&nbsp; 138586 |
| 80145 | &nbsp;&nbsp; Auxilior Term Funding LLC, Series 2023-1A, <br> Class A2, 6.180%, 12/15/2028(a)<br>| &nbsp;&nbsp; 80791 |
| 61903 | &nbsp;&nbsp; BHG Securitization Trust, Series 2024-1CON, <br> Class A, 5.810%, 4/17/2035(a)<br>| &nbsp;&nbsp; 63044 |
| 240000 | &nbsp;&nbsp; Compass Datacenters Issuer II LLC, <br> Series 2024-2A, Class A1, 5.022%, 8/25/2049(a)<br>| &nbsp;&nbsp; 240264 |
| 60000 | &nbsp;&nbsp; Compass Datacenters Issuer III LLC, <br> Series 2025-1A, Class A2, 5.656%, 2/25/2050(a)<br>| &nbsp;&nbsp; 60495 |
| 254167 | &nbsp;&nbsp; Crockett Partners Equipment Co. IIA LLC, <br> Series 2024-1C, Class A, 6.050%, 1/20/2031(a)<br>| &nbsp;&nbsp; 256777 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br>| **Description** | **Value (†)** |
|  | **ABS Other — continued** | **ABS Other — continued** |
| $265000 | &nbsp;&nbsp; CyrusOne Data Centers Issuer I LLC, <br> Series 2025-1A, Class A2, 5.910%, 2/20/2050(a)<br>| &nbsp;&nbsp; $269853 |
| 673230 | &nbsp;&nbsp; Dell Equipment Finance Trust, Series 2023-3, <br> Class A3, 5.930%, 4/23/2029(a)<br>| &nbsp;&nbsp; 676871 |
| 502976 | &nbsp;&nbsp; DLLMT LLC, Series 2023-1A, Class A3, <br> 5.340%, 3/22/2027(a)<br>| &nbsp;&nbsp; 504898 |
| 630000 | &nbsp;&nbsp; Frontier Issuer LLC, Series 2023-1, Class A2, <br> 6.600%, 8/20/2053(a)<br>| &nbsp;&nbsp; 639938 |
| 110000 | &nbsp;&nbsp; Frontier Issuer LLC, Series 2024-1, Class A2, <br> 6.190%, 6/20/2054(a)<br>| &nbsp;&nbsp; 113307 |
| 71128 | &nbsp;&nbsp; GreenSky Home Improvement Issuer Trust, <br> Series 2024-2, Class A4, 5.150%, 10/27/2059(a)<br>| &nbsp;&nbsp; 72062 |
| 180000 | &nbsp;&nbsp; GreenSky Home Improvement Trust, Series 2024-1, <br> Class A3, 5.550%, 6/25/2059(a)<br>| &nbsp;&nbsp; 186175 |
| 42710 | &nbsp;&nbsp; Hilton Grand Vacations Trust, Series 2022-2A, <br> Class C, 5.570%, 1/25/2037(a)<br>| &nbsp;&nbsp; 42823 |
| 423387 | &nbsp;&nbsp; M&T Equipment Notes, Series 2023-1A, Class A3, <br> 5.740%, 7/15/2030(a)<br>| &nbsp;&nbsp; 425990 |
| 27273 | &nbsp;&nbsp; MVW LLC, Series 2020-1A, Class A, <br> 1.740%, 10/20/2037(a)<br>| &nbsp;&nbsp; 26438 |
| 102304 | &nbsp;&nbsp; MVW LLC, Series 2024-1A, Class A, <br> 5.320%, 2/20/2043(a)<br>| &nbsp;&nbsp; 104148 |
| 266414 | &nbsp;&nbsp; Octane Receivables Trust, Series 2024-2A, Class <br> A2, 5.800%, 7/20/2032(a)<br>| &nbsp;&nbsp; 269099 |
| 794835 | &nbsp;&nbsp; OneMain Financial Issuance Trust, Series 2022-S1, <br> Class A, 4.130%, 5/14/2035(a)<br>| &nbsp;&nbsp; 792667 |
| 331980 | &nbsp;&nbsp; OWN Equipment Fund I LLC, Series 2024-2M, <br> Class A, 5.700%, 12/20/2032(a)<br>| &nbsp;&nbsp; 337396 |
| 65466 | &nbsp;&nbsp; Post Road Equipment Finance LLC, Series 2024-1A, <br> Class A2, 5.590%, 11/15/2029(a)<br>| &nbsp;&nbsp; 65776 |
| 135000 | &nbsp;&nbsp; Regional Management Issuance Trust, <br> Series 2024-1, Class A, 5.830%, 7/15/2036(a)<br>| &nbsp;&nbsp; 137979 |
| 205000 | &nbsp;&nbsp; Republic Finance Issuance Trust, Series 2024-A, <br> Class A, 5.910%, 8/20/2032(a)<br>| &nbsp;&nbsp; 207995 |
| 76463 | &nbsp;&nbsp; SCF Equipment Leasing LLC, Series 2022-1A, <br> Class A3, 2.920%, 7/20/2029(a)<br>| &nbsp;&nbsp; 76124 |
| 175000 | &nbsp;&nbsp; SCF Equipment Leasing LLC, Series 2024-1A, Class <br> A3, 5.520%, 1/20/2032(a)<br>| &nbsp;&nbsp; 179644 |
| 255000 | &nbsp;&nbsp; SCF Equipment Trust LLC, Series 2025-1A, Class A3, <br> 5.110%, 11/21/2033(a)<br>| &nbsp;&nbsp; 261074 |
| 315000 | &nbsp;&nbsp; SEB Funding LLC, Series 2024-1A, Class A2, <br> 7.386%, 4/30/2054(a)<br>| &nbsp;&nbsp; 322126 |
| 199654 | &nbsp;&nbsp; Sierra Timeshare Receivables Funding LLC, <br> Series 2024-2A, Class A, 5.140%, 6/20/2041(a)<br>| &nbsp;&nbsp; 201241 |
| 155000 | &nbsp;&nbsp; SoFi Consumer Loan Program Trust, Series 2025-2, <br> Class A, 4.820%, 6/25/2034(a)<br>| &nbsp;&nbsp; 155442 |
| 88237 | &nbsp;&nbsp; Stream Innovations Issuer Trust, Series 2024-1A, <br> Class A, 6.270%, 7/15/2044(a)<br>| &nbsp;&nbsp; 91609 |
| 261632 | &nbsp;&nbsp; Volofin Finance DAC, Series 2024-1A, Class A, <br> 5.935%, 6/15/2037(a)<br>| &nbsp;&nbsp; 265853 |
| 520000 | &nbsp;&nbsp; Zayo Issuer LLC, Series 2025-2A, Class A2, <br> 5.953%, 6/20/2055(a)<br>| &nbsp;&nbsp; 535333 |
| 795000 | &nbsp;&nbsp; Ziply Fiber Issuer LLC, Series 2024-1A, Class A2, <br> 6.640%, 4/20/2054(a)<br>| &nbsp;&nbsp; 816507 |
|  |  | &nbsp;&nbsp; 11012526 |
|  | **ABS Residential Mortgage — 0.0%** | **ABS Residential Mortgage — 0.0%** |
| 1123 | &nbsp;&nbsp; Countrywide Asset-Backed Certificates, <br> Series 2004-S1, Class A3, 5.115%, 2/25/2035(b)(c)<br>| &nbsp;&nbsp; 1060 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br>| **Description** | **Value (†)** |
|  | **ABS Student Loan — 0.0%** | **ABS Student Loan — 0.0%** |
| $57133 | &nbsp;&nbsp; Massachusetts Educational Financing Authority, <br> Series 2018-A, Class A, 3.850%, 5/25/2033<br>| &nbsp;&nbsp; $56392 |
| 30453 | &nbsp;&nbsp; Navient Private Education Refi Loan Trust, <br> Series 2020-GA, Class A, 1.170%, 9/16/2069(a)<br>| &nbsp;&nbsp; 28359 |
|  |  | &nbsp;&nbsp; 84751 |
|  | **Aerospace & Defense — 0.3%** | **Aerospace & Defense — 0.3%** |
| 475000 | BAE Systems PLC, 5.125%, 3/26/2029(a) | &nbsp;&nbsp; 486704 |
| 150000 | Northrop Grumman Corp., 4.650%, 7/15/2030 | &nbsp;&nbsp; 151315 |
|  |  | &nbsp;&nbsp; 638019 |
|  | **Agency Commercial Mortgage-Backed Securities — 1.0%** | **Agency Commercial Mortgage-Backed Securities — 1.0%** |
| 1700000 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily <br> Structured Pass-Through Certificates, Series K540, <br> Class A2, 4.513%, 2/25/2030(b)<br>| &nbsp;&nbsp; 1722348 |
| 652238 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily <br> Structured Pass-Through Certificates, Series KJ26, <br> Class A2, 2.606%, 7/25/2027<br>| &nbsp;&nbsp; 640192 |
|  |  | &nbsp;&nbsp; 2362540 |
|  | **Airlines — 0.1%** | **Airlines — 0.1%** |
| 165000 | Delta Air Lines, Inc., 5.250%, 7/10/2030 | &nbsp;&nbsp; 166059 |
|  | **Apartment REITs — 0.2%** | **Apartment REITs — 0.2%** |
| 415000 | AvalonBay Communities, Inc., 5.000%, 8/01/2035 | &nbsp;&nbsp; 412717 |
|  | **Automotive — 3.5%** | **Automotive — 3.5%** |
| 820000 | &nbsp;&nbsp; Daimler Truck Finance North America LLC, <br> 5.375%, 1/13/2032(a)<br>| &nbsp;&nbsp; 833490 |
| 665000 | Denso Corp., 1.239%, 9/16/2026(a) | &nbsp;&nbsp; 640840 |
| 265000 | Ford Motor Credit Co. LLC, 6.532%, 3/19/2032 | &nbsp;&nbsp; 269107 |
| 430000 | General Motors Co., 5.625%, 4/15/2030 | &nbsp;&nbsp; 439504 |
| 225000 | &nbsp;&nbsp; General Motors Financial Co., Inc., <br> 5.050%, 4/04/2028<br>| &nbsp;&nbsp; 226706 |
| 370000 | &nbsp;&nbsp; General Motors Financial Co., Inc., <br> 5.450%, 7/15/2030<br>| &nbsp;&nbsp; 375196 |
| 270000 | &nbsp;&nbsp; General Motors Financial Co., Inc., <br> 6.050%, 10/10/2025<br>| &nbsp;&nbsp; 270877 |
| 810000 | Honda Motor Co. Ltd., 4.688%, 7/08/2030 | &nbsp;&nbsp; 811393 |
| 180000 | Hyundai Capital America, 4.875%, 11/01/2027(a) | &nbsp;&nbsp; 180813 |
| 575000 | Hyundai Capital America, 5.150%, 3/27/2030(a) | &nbsp;&nbsp; 581906 |
| 195000 | Hyundai Capital America, 5.400%, 6/23/2032(a) | &nbsp;&nbsp; 197498 |
| 345000 | LKQ Corp., 5.750%, 6/15/2028 | &nbsp;&nbsp; 355445 |
| 745000 | &nbsp;&nbsp; Mercedes-Benz Finance North America LLC, <br> 4.650%, 4/01/2027(a)<br>| &nbsp;&nbsp; 747739 |
| 175000 | &nbsp;&nbsp; Mercedes-Benz Finance North America LLC, <br> 4.900%, 11/15/2027(a)<br>| &nbsp;&nbsp; 176982 |
| 310000 | &nbsp;&nbsp; Nissan Motor Acceptance Co. LLC, <br> 5.550%, 9/13/2029(a)<br>| &nbsp;&nbsp; 299084 |
| 285000 | PACCAR Financial Corp., 4.550%, 5/08/2030 | &nbsp;&nbsp; 288596 |
| 280000 | Stellantis Finance U.S., Inc., 6.450%, 3/18/2035(a) | &nbsp;&nbsp; 281367 |
| 340000 | Toyota Motor Credit Corp., 4.800%, 5/15/2030 | &nbsp;&nbsp; 345423 |
| 350000 | Toyota Motor Credit Corp., 5.050%, 5/16/2029 | &nbsp;&nbsp; 359286 |
| 640000 | &nbsp;&nbsp; Volkswagen Group of America Finance LLC, <br> 5.250%, 3/22/2029(a)<br>| &nbsp;&nbsp; 647530 |
|  |  | &nbsp;&nbsp; 8328782 |
|  | **Banking — 15.6%** | **Banking — 15.6%** |
| 400000 | &nbsp;&nbsp; ABN AMRO Bank NV, (fixed rate to 9/18/2026, <br> variable rate thereafter), 6.339%, 9/18/2027(a)<br>| &nbsp;&nbsp; 408711 |
| 190000 | &nbsp;&nbsp; Ally Financial, Inc., (fixed rate to 5/15/2028, variable <br> rate thereafter), 5.737%, 5/15/2029<br>| &nbsp;&nbsp; 193383 |
| 420000 | &nbsp;&nbsp; American Express Co., (fixed rate to 4/25/2030, <br> variable rate thereafter), 5.016%, 4/25/2031<br>| &nbsp;&nbsp; 428868 |
| 325000 | &nbsp;&nbsp; ANZ New Zealand International Ltd., <br> 5.355%, 8/14/2028(a)<br>| &nbsp;&nbsp; 335765 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br>| **Description** | **Value (†)** |
|  | **Banking — continued** | **Banking — continued** |
| $315000 | &nbsp;&nbsp; Bank of Ireland Group PLC, (fixed rate to 9/16/2025, <br> variable rate thereafter), 6.253%, 9/16/2026(a)<br>| &nbsp;&nbsp; $316010 |
| 235000 | &nbsp;&nbsp; Bank of Montreal, (fixed rate to 1/27/2028, variable <br> rate thereafter), 5.004%, 1/27/2029<br>| &nbsp;&nbsp; 238805 |
| 825000 | &nbsp;&nbsp; Bank of New York Mellon Corp., (fixed rate to <br> 2/11/2030, variable rate thereafter), <br> 4.942%, 2/11/2031<br>| &nbsp;&nbsp; 842464 |
| 250000 | Bank of New Zealand, 2.285%, 1/27/2027(a) | &nbsp;&nbsp; 242566 |
| 550000 | &nbsp;&nbsp; Banque Federative du Credit Mutuel SA, <br> 5.538%, 1/22/2030(a)<br>| &nbsp;&nbsp; 570248 |
| 295000 | &nbsp;&nbsp; Barclays PLC, (fixed rate to 2/25/2030, variable rate <br> thereafter), 5.367%, 2/25/2031<br>| &nbsp;&nbsp; 301339 |
| 580000 | &nbsp;&nbsp; BNP Paribas SA, (fixed rate to 5/09/2030, variable <br> rate thereafter), 5.085%, 5/09/2031(a)<br>| &nbsp;&nbsp; 585653 |
| 335000 | &nbsp;&nbsp; CaixaBank SA, (fixed rate to 7/03/2030, variable <br> rate thereafter), 4.885%, 7/03/2031(a)<br>| &nbsp;&nbsp; 336319 |
| 595000 | &nbsp;&nbsp; Canadian Imperial Bank of Commerce, (fixed rate <br> to 3/31/2028, variable rate thereafter), <br> 4.857%, 3/30/2029<br>| &nbsp;&nbsp; 601400 |
| 330000 | &nbsp;&nbsp; Canadian Imperial Bank of Commerce, <br> 5.237%, 6/28/2027<br>| &nbsp;&nbsp; 335933 |
| 405000 | &nbsp;&nbsp; Capital One Financial Corp., (fixed rate to <br> 10/29/2026, variable rate thereafter), <br> 7.149%, 10/29/2027<br>| &nbsp;&nbsp; 418458 |
| 580000 | &nbsp;&nbsp; Citibank NA, (fixed rate to 11/19/2026, variable rate <br> thereafter), 4.876%, 11/19/2027<br>| &nbsp;&nbsp; 583528 |
| 415000 | Citibank NA, 4.914%, 5/29/2030 | &nbsp;&nbsp; 422968 |
| 835000 | &nbsp;&nbsp; Citigroup, Inc., (fixed rate to 5/07/2027, variable rate <br> thereafter), 4.643%, 5/07/2028<br>| &nbsp;&nbsp; 837213 |
| 205000 | &nbsp;&nbsp; Citigroup, Inc., (fixed rate to 3/04/2028, variable rate <br> thereafter), 4.786%, 3/04/2029<br>| &nbsp;&nbsp; 206472 |
| 240000 | &nbsp;&nbsp; Citizens Financial Group, Inc., (fixed rate to <br> 3/05/2030, variable rate thereafter), <br> 5.253%, 3/05/2031<br>| &nbsp;&nbsp; 243215 |
| 185000 | &nbsp;&nbsp; Comerica, Inc., (fixed rate to 1/30/2029, variable <br> rate thereafter), 5.982%, 1/30/2030<br>| &nbsp;&nbsp; 189494 |
| 475000 | &nbsp;&nbsp; Commonwealth Bank of Australia, <br> 4.423%, 3/14/2028<br>| &nbsp;&nbsp; 479699 |
| 810000 | &nbsp;&nbsp; Cooperatieve Rabobank UA, (fixed rate to <br> 5/27/2030, variable rate thereafter), <br> 4.990%, 5/27/2031(a)<br>| &nbsp;&nbsp; 821312 |
| 315000 | &nbsp;&nbsp; Credit Agricole SA, (fixed rate to 5/27/2030, variable <br> rate thereafter), 5.222%, 5/27/2031(a)<br>| &nbsp;&nbsp; 320874 |
| 540000 | &nbsp;&nbsp; Credit Agricole SA, (fixed rate to 1/09/2028, variable <br> rate thereafter), 5.230%, 1/09/2029(a)<br>| &nbsp;&nbsp; 548782 |
| 805000 | &nbsp;&nbsp; Danske Bank AS, (fixed rate to 3/04/2030, variable <br> rate thereafter), 5.019%, 3/04/2031(a)<br>| &nbsp;&nbsp; 814123 |
| 495000 | &nbsp;&nbsp; Deutsche Bank AG, (fixed rate to 5/09/2030, <br> variable rate thereafter), 5.297%, 5/09/2031<br>| &nbsp;&nbsp; 502732 |
| 590000 | &nbsp;&nbsp; DNB Bank ASA, (fixed rate to 9/16/2025, variable <br> rate thereafter), 1.127%, 9/16/2026(a)<br>| &nbsp;&nbsp; 585633 |
| 235000 | &nbsp;&nbsp; DNB Bank ASA, (fixed rate to 11/05/2029, variable <br> rate thereafter), 4.853%, 11/05/2030(a)<br>| &nbsp;&nbsp; 237628 |
| 505000 | &nbsp;&nbsp; Federation des Caisses Desjardins du Quebec, <br> 5.700%, 3/14/2028(a)<br>| &nbsp;&nbsp; 523069 |
| 250000 | &nbsp;&nbsp; Fifth Third Bank NA, (fixed rate to 1/28/2027, <br> variable rate thereafter), 4.967%, 1/28/2028<br>| &nbsp;&nbsp; 251830 |
| 590000 | &nbsp;&nbsp; Goldman Sachs Bank USA, (fixed rate to 5/21/2026, <br> variable rate thereafter), 5.414%, 5/21/2027<br>| &nbsp;&nbsp; 594869 |
| 280000 | &nbsp;&nbsp; Goldman Sachs Group, Inc., (fixed rate to 7/23/2029, <br> variable rate thereafter), 5.049%, 7/23/2030<br>| &nbsp;&nbsp; 284649 |
| 225000 | &nbsp;&nbsp; Goldman Sachs Group, Inc., (fixed rate to 4/23/2030, <br> variable rate thereafter), 5.218%, 4/23/2031<br>| &nbsp;&nbsp; 230664 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br>| **Description** | **Value (†)** |
|  | **Banking — continued** | **Banking — continued** |
| $460000 | &nbsp;&nbsp; Goldman Sachs Group, Inc., (fixed rate to 8/10/2025, <br> variable rate thereafter), 5.798%, 8/10/2026<br>| &nbsp;&nbsp; $460639 |
| 585000 | &nbsp;&nbsp; HSBC Holdings PLC, (fixed rate to 11/19/2027, <br> variable rate thereafter), 5.130%, 11/19/2028<br>| &nbsp;&nbsp; 592440 |
| 815000 | &nbsp;&nbsp; HSBC Holdings PLC, (fixed rate to 5/13/2030, <br> variable rate thereafter), 5.240%, 5/13/2031<br>| &nbsp;&nbsp; 829823 |
| 210000 | HSBC USA, Inc., 4.650%, 6/03/2028 | &nbsp;&nbsp; 211656 |
| 235000 | &nbsp;&nbsp; Huntington Bancshares, Inc., (fixed rate to <br> 1/15/2030, variable rate thereafter), <br> 5.272%, 1/15/2031<br>| &nbsp;&nbsp; 240780 |
| 210000 | &nbsp;&nbsp; Huntington Bancshares, Inc., (fixed rate to <br> 8/21/2028, variable rate thereafter), <br> 6.208%, 8/21/2029<br>| &nbsp;&nbsp; 220357 |
| 305000 | &nbsp;&nbsp; ING Groep NV, (fixed rate to 3/25/2028, variable rate <br> thereafter), 4.858%, 3/25/2029<br>| &nbsp;&nbsp; 308103 |
| 550000 | &nbsp;&nbsp; JPMorgan Chase & Co., (fixed rate to 6/01/2028, <br> variable rate thereafter), 2.069%, 6/01/2029<br>| &nbsp;&nbsp; 515859 |
| 515000 | &nbsp;&nbsp; JPMorgan Chase & Co., (fixed rate to 1/24/2030, <br> variable rate thereafter), 5.140%, 1/24/2031<br>| &nbsp;&nbsp; 528122 |
| 230000 | &nbsp;&nbsp; JPMorgan Chase & Co., (fixed rate to 4/22/2029, <br> variable rate thereafter), 5.581%, 4/22/2030<br>| &nbsp;&nbsp; 238822 |
| 435000 | &nbsp;&nbsp; KBC Group NV, (fixed rate to 10/16/2029, variable <br> rate thereafter), 4.932%, 10/16/2030(a)<br>| &nbsp;&nbsp; 439984 |
| 375000 | &nbsp;&nbsp; Lloyds Banking Group PLC, (fixed rate to 6/13/2028, <br> variable rate thereafter), 4.818%, 6/13/2029<br>| &nbsp;&nbsp; 378379 |
| 240000 | &nbsp;&nbsp; M&T Bank Corp., (fixed rate to 7/08/2030, variable <br> rate thereafter), 5.179%, 7/08/2031<br>| &nbsp;&nbsp; 243976 |
| 365000 | &nbsp;&nbsp; M&T Bank Corp., MTN, (fixed rate to 1/16/2035, <br> variable rate thereafter), 5.385%, 1/16/2036<br>| &nbsp;&nbsp; 363732 |
| 575000 | &nbsp;&nbsp; Mizuho Financial Group, Inc., (fixed rate to <br> 7/08/2030, variable rate thereafter), <br> 4.711%, 7/08/2031<br>| &nbsp;&nbsp; 574927 |
| 385000 | &nbsp;&nbsp; Mizuho Financial Group, Inc., (fixed rate to <br> 5/13/2030, variable rate thereafter), <br> 5.098%, 5/13/2031<br>| &nbsp;&nbsp; 392128 |
| 920000 | &nbsp;&nbsp; Morgan Stanley, (fixed rate to 10/18/2029, variable <br> rate thereafter), 4.654%, 10/18/2030<br>| &nbsp;&nbsp; 921755 |
| 700000 | &nbsp;&nbsp; Morgan Stanley, (fixed rate to 1/15/2030, variable <br> rate thereafter), 5.230%, 1/15/2031<br>| &nbsp;&nbsp; 716585 |
| 665000 | &nbsp;&nbsp; Morgan Stanley Bank NA, (fixed rate to 5/26/2027, <br> variable rate thereafter), 5.504%, 5/26/2028<br>| &nbsp;&nbsp; 679042 |
| 570000 | National Australia Bank Ltd., 4.534%, 6/13/2030 | &nbsp;&nbsp; 576308 |
| 355000 | National Bank of Canada, 4.500%, 10/10/2029 | &nbsp;&nbsp; 354673 |
| 485000 | Nationwide Building Society, 5.127%, 7/29/2029(a) | &nbsp;&nbsp; 496658 |
| 590000 | &nbsp;&nbsp; NatWest Group PLC, (fixed rate to 5/23/2030, <br> variable rate thereafter), 5.115%, 5/23/2031<br>| &nbsp;&nbsp; 599655 |
| 430000 | NatWest Markets PLC, 4.789%, 3/21/2028(a) | &nbsp;&nbsp; 434804 |
| 445000 | Nordea Bank Abp, 4.375%, 9/10/2029(a) | &nbsp;&nbsp; 447788 |
| 560000 | &nbsp;&nbsp; Royal Bank of Canada, GMTN,(fixed rate to <br> 2/04/2030, variable rate thereafter), <br> 5.153%, 2/04/2031<br>| &nbsp;&nbsp; 571515 |
| 225000 | &nbsp;&nbsp; Santander Holdings USA, Inc., (fixed rate to <br> 3/20/2030, variable rate thereafter), <br> 5.741%, 3/20/2031<br>| &nbsp;&nbsp; 230974 |
| 360000 | &nbsp;&nbsp; Santander U.K. Group Holdings PLC, (fixed rate to <br> 4/15/2030, variable rate thereafter), <br> 5.694%, 4/15/2031<br>| &nbsp;&nbsp; 371313 |
| 720000 | &nbsp;&nbsp; Societe Generale SA, (fixed rate to 5/22/2030, <br> variable rate thereafter), 5.512%, 5/22/2031(a)<br>| &nbsp;&nbsp; 734259 |
| 530000 | &nbsp;&nbsp; Standard Chartered PLC, (fixed rate to 5/13/2030, <br> variable rate thereafter), 5.244%, 5/13/2031(a)<br>| &nbsp;&nbsp; 537782 |
| 235000 | State Street Corp., 4.834%, 4/24/2030 | &nbsp;&nbsp; 239359 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br>| **Description** | **Value (†)** |
|  | **Banking — continued** | **Banking — continued** |
| $555000 | &nbsp;&nbsp; Sumitomo Mitsui Financial Group, Inc., (fixed rate <br> to 7/08/2030, variable rate thereafter), <br> 4.660%, 7/08/2031<br>| &nbsp;&nbsp; $555000 |
| 400000 | &nbsp;&nbsp; Sumitomo Mitsui Trust Bank Ltd., <br> 5.200%, 3/07/2027(a)<br>| &nbsp;&nbsp; 406011 |
| 425000 | Svenska Handelsbanken AB, 4.375%, 5/23/2028(a) | &nbsp;&nbsp; 428627 |
| 380000 | Swedbank AB, 5.407%, 3/14/2029(a) | &nbsp;&nbsp; 391848 |
| 325000 | Swedbank AB, 6.136%, 9/12/2026(a) | &nbsp;&nbsp; 331906 |
| 560000 | Synchrony Bank, 5.400%, 8/22/2025 | &nbsp;&nbsp; 559888 |
| 145000 | &nbsp;&nbsp; Synchrony Financial, (fixed rate to 3/06/2030, <br> variable rate thereafter), 5.450%, 3/06/2031<br>| &nbsp;&nbsp; 146264 |
| 240000 | &nbsp;&nbsp; Synchrony Financial, (fixed rate to 8/02/2029, <br> variable rate thereafter), 5.935%, 8/02/2030<br>| &nbsp;&nbsp; 246595 |
| 1155000 | Toronto-Dominion Bank, MTN, 4.574%, 6/02/2028 | &nbsp;&nbsp; 1163508 |
| 280000 | Toronto-Dominion Bank, 5.298%, 1/30/2032 | &nbsp;&nbsp; 287366 |
| 500000 | &nbsp;&nbsp; Truist Financial Corp., MTN, (fixed rate to 5/20/2030, <br> variable rate thereafter), 5.071%, 5/20/2031<br>| &nbsp;&nbsp; 507600 |
| 145000 | &nbsp;&nbsp; Truist Financial Corp., MTN, (fixed rate to <br> 10/30/2028, variable rate thereafter), <br> 7.161%, 10/30/2029<br>| &nbsp;&nbsp; 156845 |
| 335000 | UBS AG, 5.000%, 7/09/2027 | &nbsp;&nbsp; 340174 |
| 585000 | &nbsp;&nbsp; UniCredit SpA, (fixed rate to 9/22/2025, variable rate <br> thereafter), 2.569%, 9/22/2026(a)<br>| &nbsp;&nbsp; 581981 |
| 450000 | &nbsp;&nbsp; Wells Fargo & Co., MTN, (fixed rate to 4/22/2027, <br> variable rate thereafter), 5.707%, 4/22/2028<br>| &nbsp;&nbsp; 459772 |
| 815000 | Westpac Banking Corp., 4.354%, 7/01/2030 | &nbsp;&nbsp; 816677 |
| 330000 | Westpac Banking Corp., 5.050%, 4/16/2029 | &nbsp;&nbsp; 340529 |
| 590000 | Westpac New Zealand Ltd., 4.938%, 2/27/2030(a) | &nbsp;&nbsp; 600629 |
|  |  | &nbsp;&nbsp; 37608093 |
|  | **Brokerage — 1.1%** | **Brokerage — 1.1%** |
| 125000 | BGC Group, Inc., 6.150%, 4/02/2030(a) | &nbsp;&nbsp; 126738 |
| 310000 | Cantor Fitzgerald LP, 7.200%, 12/12/2028(a) | &nbsp;&nbsp; 329073 |
| 255000 | &nbsp;&nbsp; Citadel Securities Global Holdings LLC, <br> 5.500%, 6/18/2030(a)<br>| &nbsp;&nbsp; 258030 |
| 590000 | CME Group, Inc., 4.400%, 3/15/2030 | &nbsp;&nbsp; 594159 |
| 285000 | Jefferies Financial Group, Inc., 5.875%, 7/21/2028 | &nbsp;&nbsp; 295572 |
| 340000 | LPL Holdings, Inc., 5.150%, 6/15/2030 | &nbsp;&nbsp; 344216 |
| 275000 | Marex Group PLC, 5.829%, 5/08/2028 | &nbsp;&nbsp; 278563 |
| 260000 | Marex Group PLC, 6.404%, 11/04/2029 | &nbsp;&nbsp; 267631 |
| 205000 | Nomura Holdings, Inc., 4.904%, 7/01/2030 | &nbsp;&nbsp; 205699 |
|  |  | &nbsp;&nbsp; 2699681 |
|  | **Cable Satellite — 0.1%** | **Cable Satellite — 0.1%** |
| 260000 | &nbsp;&nbsp; Charter Communications Operating LLC/Charter <br> Communications Operating Capital, <br> 6.100%, 6/01/2029<br>| &nbsp;&nbsp; 272206 |
|  | **Chemicals — 0.4%** | **Chemicals — 0.4%** |
| 240000 | Cabot Corp., 4.000%, 7/01/2029 | &nbsp;&nbsp; 234049 |
| 270000 | Eastman Chemical Co., 5.000%, 8/01/2029 | &nbsp;&nbsp; 273766 |
| 110000 | Ecolab, Inc., 4.300%, 6/15/2028 | &nbsp;&nbsp; 110766 |
| 400000 | &nbsp;&nbsp; Orbia Advance Corp. SAB de CV, <br> 6.800%, 5/13/2030(a)<br>| &nbsp;&nbsp; 408800 |
|  |  | &nbsp;&nbsp; 1027381 |
|  | **Collateralized Mortgage Obligations — 0.5%** | **Collateralized Mortgage Obligations — 0.5%** |
| 46490 | &nbsp;&nbsp; Government National Mortgage Association, <br> Series 2014-H14, Class FA, 1 mo. USD SOFR + <br> 0.614%, 4.933%, 7/20/2064(b)<br>| &nbsp;&nbsp; 46570 |
| 45983 | &nbsp;&nbsp; Government National Mortgage Association, <br> Series 2014-H15, Class FA, 1 mo. USD SOFR + <br> 0.614%, 4.946%, 7/20/2064(b)<br>| &nbsp;&nbsp; 46064 |
| 134 | &nbsp;&nbsp; Government National Mortgage Association, <br> Series 2015-H09, Class HA, 1.750%, 3/20/2065(c)<br>| &nbsp;&nbsp; 121 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br>| **Description** | **Value (†)** |
|  | **Collateralized Mortgage Obligations — continued** | **Collateralized Mortgage Obligations — continued** |
| $27843 | &nbsp;&nbsp; Government National Mortgage Association, <br> Series 2015-H10, Class JA, 2.250%, 4/20/2065<br>| &nbsp;&nbsp; $27182 |
| 124074 | &nbsp;&nbsp; Government National Mortgage Association, <br> Series 2016-H06, Class FC, 1 mo. USD SOFR + <br> 1.034%, 5.366%, 2/20/2066(b)<br>| &nbsp;&nbsp; 124532 |
| 653963 | &nbsp;&nbsp; Government National Mortgage Association, <br> Series 2018-H17, Class JA, 3.750%, 9/20/2068(b)<br>| &nbsp;&nbsp; 630762 |
| 73744 | &nbsp;&nbsp; Government National Mortgage Association, <br> Series 2019-H01, Class FL, 1 mo. USD SOFR + <br> 0.564%, 4.896%, 12/20/2068(b)<br>| &nbsp;&nbsp; 73842 |
| 52048 | &nbsp;&nbsp; Government National Mortgage Association, <br> Series 2019-H01, Class FT, 1 mo. USD SOFR + <br> 0.514%, 4.846%, 10/20/2068(b)<br>| &nbsp;&nbsp; 51995 |
| 212950 | &nbsp;&nbsp; Government National Mortgage Association, <br> Series 2019-H10, Class FM, 1 mo. USD SOFR + <br> 0.514%, 4.846%, 5/20/2069(b)<br>| &nbsp;&nbsp; 213094 |
|  |  | &nbsp;&nbsp; 1214162 |
|  | **Construction Machinery — 0.4%** | **Construction Machinery — 0.4%** |
| 285000 | CNH Industrial Capital LLC, 4.750%, 3/21/2028 | &nbsp;&nbsp; 287131 |
| 660000 | &nbsp;&nbsp; John Deere Capital Corp., Series I, <br> 4.550%, 6/05/2030<br>| &nbsp;&nbsp; 666117 |
|  |  | &nbsp;&nbsp; 953248 |
|  | **Consumer Cyclical Services — 0.1%** | **Consumer Cyclical Services — 0.1%** |
| 170000 | CBRE Services, Inc., 5.500%, 6/15/2035 | &nbsp;&nbsp; 171088 |
|  | **Consumer Products — 0.3%** | **Consumer Products — 0.3%** |
| 700000 | Colgate-Palmolive Co., 4.200%, 5/01/2030 | &nbsp;&nbsp; 702887 |
|  | **Diversified Manufacturing — 1.1%** | **Diversified Manufacturing — 1.1%** |
| 355000 | 3M Co., 4.800%, 3/15/2030 | &nbsp;&nbsp; 360900 |
| 445000 | Amphenol Corp., 4.375%, 6/12/2028 | &nbsp;&nbsp; 448098 |
| 305000 | Eaton Capital ULC, 4.450%, 5/09/2030 | &nbsp;&nbsp; 306429 |
| 450000 | Honeywell International, Inc., 4.700%, 2/01/2030 | &nbsp;&nbsp; 456705 |
| 310000 | &nbsp;&nbsp; Johnson Controls International PLC/Tyco Fire & <br> Security Finance SCA, 5.500%, 4/19/2029<br>| &nbsp;&nbsp; 321500 |
| 285000 | Siemens Funding BV, 4.600%, 5/28/2030(a) | &nbsp;&nbsp; 288092 |
| 270000 | Weir Group, Inc., 5.350%, 5/06/2030(a) | &nbsp;&nbsp; 273780 |
| 135000 | &nbsp;&nbsp; Westinghouse Air Brake Technologies Corp., <br> 4.900%, 5/29/2030<br>| &nbsp;&nbsp; 136905 |
|  |  | &nbsp;&nbsp; 2592409 |
|  | **Electric — 2.5%** | **Electric — 2.5%** |
| 285000 | Alliant Energy Finance LLC, 5.400%, 6/06/2027(a) | &nbsp;&nbsp; 288377 |
| 425000 | Ameren Corp., 5.000%, 1/15/2029 | &nbsp;&nbsp; 432665 |
| 155000 | Ameren Corp., 5.375%, 3/15/2035 | &nbsp;&nbsp; 155968 |
| 565000 | &nbsp;&nbsp; American Electric Power Co., Inc., <br> 5.699%, 8/15/2025<br>| &nbsp;&nbsp; 565446 |
| 150000 | &nbsp;&nbsp; Capital Power U.S. Holdings, Inc., <br> 5.257%, 6/01/2028(a)<br>| &nbsp;&nbsp; 152032 |
| 260000 | &nbsp;&nbsp; CenterPoint Energy Houston Electric LLC, <br> 4.800%, 3/15/2030<br>| &nbsp;&nbsp; 264614 |
| 350000 | &nbsp;&nbsp; CenterPoint Energy, Inc., (fixed rate to 2/15/2030, <br> variable rate thereafter), 6.700%, 5/15/2055<br>| &nbsp;&nbsp; 353220 |
| 120000 | &nbsp;&nbsp; Consolidated Edison Co. of New York, Inc., <br> Series B, 2.900%, 12/01/2026<br>| &nbsp;&nbsp; 117501 |
| 335000 | Dominion Energy, Inc., 4.600%, 5/15/2028 | &nbsp;&nbsp; 337207 |
| 265000 | DTE Energy Co., 4.950%, 7/01/2027 | &nbsp;&nbsp; 268034 |
| 200000 | Edison International, 4.700%, 8/15/2025 | &nbsp;&nbsp; 199690 |
| 310000 | Entergy Corp., 0.900%, 9/15/2025 | &nbsp;&nbsp; 307672 |
| 280000 | Liberty Utilities Co., 5.577%, 1/31/2029(a) | &nbsp;&nbsp; 288057 |
| 365000 | &nbsp;&nbsp; National Rural Utilities Cooperative Finance Corp., <br> MTN, 5.600%, 11/13/2026<br>| &nbsp;&nbsp; 371137 |
| 141000 | &nbsp;&nbsp; National Rural Utilities Cooperative Finance Corp., <br> 3 mo. USD SOFR + 3.172%, 7.451%, 4/30/2043(b)<br>| &nbsp;&nbsp; 140305 |
| 300000 | NSTAR Electric Co., 4.850%, 3/01/2030 | &nbsp;&nbsp; 305042 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br>| **Description** | **Value (†)** |
|  | **Electric — continued** | **Electric — continued** |
| $125000 | Pacific Gas & Electric Co., 5.000%, 6/04/2028 | &nbsp;&nbsp; $125377 |
| 270000 | PSEG Power LLC, 5.200%, 5/15/2030(a) | &nbsp;&nbsp; 275520 |
| 235000 | &nbsp;&nbsp; Public Service Co. of New Hampshire, <br> 4.400%, 7/01/2028<br>| &nbsp;&nbsp; 236241 |
| 580000 | WEC Energy Group, Inc., 4.750%, 1/09/2026 | &nbsp;&nbsp; 580130 |
| 135000 | Wisconsin Public Service Corp., 4.550%, 12/01/2029 | &nbsp;&nbsp; 136651 |
| 100000 | Xcel Energy, Inc., 4.750%, 3/21/2028 | &nbsp;&nbsp; 100971 |
|  |  | &nbsp;&nbsp; 6001857 |
|  | **Finance Companies — 3.2%** | **Finance Companies — 3.2%** |
| 285000 | &nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust, 5.375%, 12/15/2031<br>| &nbsp;&nbsp; 291263 |
| 275000 | Aircastle Ltd., 2.850%, 1/26/2028(a) | &nbsp;&nbsp; 261823 |
| 190000 | Aircastle Ltd., 6.500%, 7/18/2028(a) | &nbsp;&nbsp; 198363 |
| 210000 | Apollo Debt Solutions BDC, 6.550%, 3/15/2032(a) | &nbsp;&nbsp; 214492 |
| 235000 | ARES Capital Corp., 5.800%, 3/08/2032 | &nbsp;&nbsp; 234017 |
| 230000 | ARES Strategic Income Fund, 5.700%, 3/15/2028 | &nbsp;&nbsp; 231859 |
| 500000 | Aviation Capital Group LLC, 5.125%, 4/10/2030(a) | &nbsp;&nbsp; 504722 |
| 410000 | Avolon Holdings Funding Ltd., 4.950%, 1/15/2028(a) | &nbsp;&nbsp; 412142 |
| 295000 | &nbsp;&nbsp; Bain Capital Specialty Finance, Inc., <br> 2.550%, 10/13/2026<br>| &nbsp;&nbsp; 286198 |
| 75000 | &nbsp;&nbsp; Bain Capital Specialty Finance, Inc., <br> 5.950%, 3/15/2030<br>| &nbsp;&nbsp; 74139 |
| 185000 | &nbsp;&nbsp; Blackstone Secured Lending Fund, <br> 5.300%, 6/30/2030<br>| &nbsp;&nbsp; 183306 |
| 10000 | &nbsp;&nbsp; Blackstone Secured Lending Fund, <br> 5.350%, 4/13/2028<br>| &nbsp;&nbsp; 10071 |
| 260000 | Blue Owl Capital Corp., 3.750%, 7/22/2025 | &nbsp;&nbsp; 259796 |
| 265000 | Blue Owl Capital Corp., 8.450%, 11/15/2026 | &nbsp;&nbsp; 275300 |
| 215000 | Blue Owl Credit Income Corp., 7.950%, 6/13/2028 | &nbsp;&nbsp; 229875 |
| 105000 | &nbsp;&nbsp; Blue Owl Technology Finance Corp., <br> 4.750%, 12/15/2025(a)<br>| &nbsp;&nbsp; 104721 |
| 285000 | &nbsp;&nbsp; Blue Owl Technology Finance Corp., <br> 6.750%, 4/04/2029<br>| &nbsp;&nbsp; 290653 |
| 230000 | FS KKR Capital Corp., 6.125%, 1/15/2030 | &nbsp;&nbsp; 228422 |
| 240000 | FS KKR Capital Corp., 7.875%, 1/15/2029 | &nbsp;&nbsp; 253239 |
| 190000 | GATX Corp., 5.400%, 3/15/2027 | &nbsp;&nbsp; 192628 |
| 335000 | Golub Capital BDC, Inc., 2.500%, 8/24/2026 | &nbsp;&nbsp; 326011 |
| 25000 | Golub Capital BDC, Inc., 6.000%, 7/15/2029 | &nbsp;&nbsp; 25339 |
| 325000 | Hercules Capital, Inc., 3.375%, 1/20/2027 | &nbsp;&nbsp; 314737 |
| 70000 | Hercules Capital, Inc., 6.000%, 6/16/2030 | &nbsp;&nbsp; 69856 |
| 200000 | HPS Corporate Lending Fund, 5.450%, 1/14/2028 | &nbsp;&nbsp; 200564 |
| 130000 | HPS Corporate Lending Fund, 6.250%, 9/30/2029 | &nbsp;&nbsp; 132530 |
| 240000 | &nbsp;&nbsp; Macquarie Airfinance Holdings Ltd., <br> 5.200%, 3/27/2028(a)<br>| &nbsp;&nbsp; 242674 |
| 370000 | Main Street Capital Corp., 3.000%, 7/14/2026 | &nbsp;&nbsp; 362273 |
| 40000 | Main Street Capital Corp., 6.500%, 6/04/2027 | &nbsp;&nbsp; 40897 |
| 455000 | &nbsp;&nbsp; Mitsubishi HC Finance America LLC, <br> 5.150%, 10/24/2029(a)<br>| &nbsp;&nbsp; 463517 |
| 160000 | &nbsp;&nbsp; Morgan Stanley Direct Lending Fund, <br> 6.000%, 5/19/2030<br>| &nbsp;&nbsp; 160933 |
| 105000 | MSD Investment Corp., 6.250%, 5/31/2030(a) | &nbsp;&nbsp; 103859 |
| 110000 | New Mountain Finance Corp., 6.200%, 10/15/2027 | &nbsp;&nbsp; 111161 |
| 150000 | New Mountain Finance Corp., 6.875%, 2/01/2029 | &nbsp;&nbsp; 152683 |
| 230000 | Sixth Street Lending Partners, 6.500%, 3/11/2029 | &nbsp;&nbsp; 237407 |
|  |  | &nbsp;&nbsp; 7681470 |
|  | **Financial Other — 0.1%** | **Financial Other — 0.1%** |
| 250000 | &nbsp;&nbsp; Atlas Warehouse Lending Co. LP, <br> 6.250%, 1/15/2030(a)<br>| &nbsp;&nbsp; 252640 |
|  | **Food & Beverage — 1.4%** | **Food & Beverage — 1.4%** |
| 665000 | Bacardi-Martini BV, 5.550%, 2/01/2030(a) | &nbsp;&nbsp; 682444 |
| 795000 | Conagra Brands, Inc., 5.300%, 10/01/2026 | &nbsp;&nbsp; 802983 |
| 310000 | Constellation Brands, Inc., 4.800%, 1/15/2029 | &nbsp;&nbsp; 313160 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br>| **Description** | **Value (†)** |
|  | **Food & Beverage — continued** | **Food & Beverage — continued** |
| $215000 | General Mills, Inc., 4.875%, 1/30/2030 | &nbsp;&nbsp; $218584 |
| 640000 | &nbsp;&nbsp; Pernod Ricard International Finance LLC, <br> 1.250%, 4/01/2028(a)<br>| &nbsp;&nbsp; 589525 |
| 435000 | Suntory Holdings Ltd., 5.124%, 6/11/2029(a) | &nbsp;&nbsp; 445635 |
| 315000 | Sysco Corp., 5.100%, 9/23/2030 | &nbsp;&nbsp; 322726 |
|  |  | &nbsp;&nbsp; 3375057 |
|  | **Gaming — 0.3%** | **Gaming — 0.3%** |
| 435000 | Las Vegas Sands Corp., 5.625%, 6/15/2028 | &nbsp;&nbsp; 443716 |
| 180000 | VICI Properties LP, 4.750%, 4/01/2028 | &nbsp;&nbsp; 181472 |
|  |  | &nbsp;&nbsp; 625188 |
|  | **Government Owned - No Guarantee — 0.4%** | **Government Owned - No Guarantee — 0.4%** |
| 445000 | Antares Holdings LP, 3.750%, 7/15/2027(a) | &nbsp;&nbsp; 427880 |
| 520000 | Saudi Arabian Oil Co., 4.750%, 6/02/2030(a) | &nbsp;&nbsp; 522541 |
|  |  | &nbsp;&nbsp; 950421 |
|  | **Health Care REITs — 0.2%** | **Health Care REITs — 0.2%** |
| 415000 | &nbsp;&nbsp; Omega Healthcare Investors, Inc., <br> 5.200%, 7/01/2030<br>| &nbsp;&nbsp; 417329 |
|  | **Health Insurance — 0.3%** | **Health Insurance — 0.3%** |
| 545000 | Humana, Inc., 5.375%, 4/15/2031 | &nbsp;&nbsp; 557495 |
| 150000 | UnitedHealth Group, Inc., 5.300%, 6/15/2035 | &nbsp;&nbsp; 152884 |
|  |  | &nbsp;&nbsp; 710379 |
|  | **Healthcare — 1.2%** | **Healthcare — 1.2%** |
| 630000 | Cardinal Health, Inc., 5.000%, 11/15/2029 | &nbsp;&nbsp; 642174 |
| 275000 | Illumina, Inc., 4.650%, 9/09/2026 | &nbsp;&nbsp; 275327 |
| 320000 | IQVIA, Inc., 5.700%, 5/15/2028 | &nbsp;&nbsp; 328134 |
| 890000 | McKesson Corp., 4.950%, 5/30/2032 | &nbsp;&nbsp; 901934 |
| 195000 | Universal Health Services, Inc., 4.625%, 10/15/2029 | &nbsp;&nbsp; 192806 |
| 450000 | Zimmer Biomet Holdings, Inc., 5.050%, 2/19/2030 | &nbsp;&nbsp; 461158 |
|  |  | &nbsp;&nbsp; 2801533 |
|  | **Home Construction — 0.2%** | **Home Construction — 0.2%** |
| 300000 | Lennar Corp., 5.200%, 7/30/2030 | &nbsp;&nbsp; 305642 |
| 260000 | Toll Brothers Finance Corp., 5.600%, 6/15/2035 | &nbsp;&nbsp; 262071 |
|  |  | &nbsp;&nbsp; 567713 |
|  | **Hybrid ARMs — 0.0%** | **Hybrid ARMs — 0.0%** |
| 9161 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., 1 yr. CMT + <br> 2.225%, 6.990%, 1/01/2035(b)<br>| &nbsp;&nbsp; 9435 |
| 15840 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., 1 yr. CMT + <br> 2.500%, 7.028%, 5/01/2036(b)<br>| &nbsp;&nbsp; 16375 |
|  |  | &nbsp;&nbsp; 25810 |
|  | **Independent Energy — 0.3%** | **Independent Energy — 0.3%** |
| 330000 | APA Corp., 6.100%, 2/15/2035(a) | &nbsp;&nbsp; 323641 |
| 480000 | EOG Resources, Inc., 5.000%, 7/15/2032 | &nbsp;&nbsp; 485838 |
|  |  | &nbsp;&nbsp; 809479 |
|  | **Integrated Energy — 0.2%** | **Integrated Energy — 0.2%** |
| 590000 | Chevron USA, Inc., 4.687%, 4/15/2030 | &nbsp;&nbsp; 601769 |
|  | **Life Insurance — 5.6%** | **Life Insurance — 5.6%** |
| 205000 | &nbsp;&nbsp; American National Global Funding, <br> 5.250%, 6/03/2030(a)<br>| &nbsp;&nbsp; 206025 |
| 360000 | &nbsp;&nbsp; American National Global Funding, <br> 5.550%, 1/28/2030(a)<br>| &nbsp;&nbsp; 367646 |
| 615000 | American National Group, Inc., 6.000%, 7/15/2035 | &nbsp;&nbsp; 618622 |
| 195000 | Athene Global Funding, 4.830%, 5/09/2028(a) | &nbsp;&nbsp; 196095 |
| 595000 | Athene Global Funding, 5.380%, 1/07/2030(a) | &nbsp;&nbsp; 608396 |
| 400000 | &nbsp;&nbsp; Brighthouse Financial Global Funding, <br> 5.550%, 4/09/2027(a)<br>| &nbsp;&nbsp; 406273 |
| 585000 | CNO Global Funding, 2.650%, 1/06/2029(a) | &nbsp;&nbsp; 546420 |
| 305000 | Corebridge Global Funding, 4.850%, 6/06/2030(a) | &nbsp;&nbsp; 307593 |
| 260000 | Corebridge Global Funding, 5.200%, 6/24/2029(a) | &nbsp;&nbsp; 266060 |
| 440000 | &nbsp;&nbsp; Equitable America Global Funding, <br> 4.950%, 6/09/2030(a)<br>| &nbsp;&nbsp; 444794 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br>| **Description** | **Value (†)** |
|  | **Life Insurance — continued** | **Life Insurance — continued** |
| $460000 | F&G Global Funding, 5.150%, 7/07/2025(a) | &nbsp;&nbsp; $460011 |
| 135000 | Fortitude Group Holdings LLC, 6.250%, 4/01/2030(a) | &nbsp;&nbsp; 138889 |
| 480000 | GA Global Funding Trust, 2.250%, 1/06/2027(a) | &nbsp;&nbsp; 463428 |
| 370000 | GA Global Funding Trust, 5.500%, 4/01/2032(a) | &nbsp;&nbsp; 376085 |
| 380000 | Guardian Life Global Funding, 4.798%, 4/28/2030(a) | &nbsp;&nbsp; 386571 |
| 465000 | &nbsp;&nbsp; Jackson National Life Global Funding, <br> 4.700%, 6/05/2028(a)<br>| &nbsp;&nbsp; 467908 |
| 325000 | &nbsp;&nbsp; Lincoln Financial Global Funding, <br> 4.625%, 5/28/2028(a)<br>| &nbsp;&nbsp; 327012 |
| 820000 | MassMutual Global Funding II, 4.950%, 1/10/2030(a) | &nbsp;&nbsp; 837295 |
| 570000 | &nbsp;&nbsp; Mutual of Omaha Cos Global Funding, <br> 5.000%, 4/01/2030(a)<br>| &nbsp;&nbsp; 580792 |
| 450000 | New York Life Global Funding, 5.000%, 6/06/2029(a) | &nbsp;&nbsp; 460296 |
| 465000 | NLG Global Funding, 5.400%, 1/23/2030(a) | &nbsp;&nbsp; 478610 |
| 465000 | &nbsp;&nbsp; Northwestern Mutual Global Funding, <br> 4.900%, 6/12/2028(a)<br>| &nbsp;&nbsp; 474691 |
| 590000 | Pacific Life Global Funding II, 4.850%, 2/10/2030(a) | &nbsp;&nbsp; 598995 |
| 350000 | Pricoa Global Funding I, 4.700%, 5/28/2030(a) | &nbsp;&nbsp; 353893 |
| 480000 | &nbsp;&nbsp; Principal Life Global Funding II, <br> 5.100%, 1/25/2029(a)<br>| &nbsp;&nbsp; 490494 |
| 150000 | &nbsp;&nbsp; Protective Life Global Funding, <br> 4.772%, 12/09/2029(a)<br>| &nbsp;&nbsp; 151839 |
| 380000 | Protective Life Global Funding, 5.215%, 6/12/2029(a) | &nbsp;&nbsp; 390572 |
| 290000 | &nbsp;&nbsp; Reliance Standard Life Global Funding II, <br> 5.243%, 2/02/2026(a)<br>| &nbsp;&nbsp; 290557 |
| 265000 | RGA Global Funding, 5.250%, 1/09/2030(a) | &nbsp;&nbsp; 271893 |
| 925000 | &nbsp;&nbsp; Sammons Financial Group Global Funding, <br> 4.950%, 6/12/2030(a)<br>| &nbsp;&nbsp; 935155 |
| 345000 | SBL Holdings, Inc., 7.200%, 10/30/2034(a) | &nbsp;&nbsp; 329777 |
| 160000 | &nbsp;&nbsp; Western-Southern Global Funding, <br> 4.900%, 5/01/2030(a)<br>| &nbsp;&nbsp; 161505 |
|  |  | &nbsp;&nbsp; 13394192 |
|  | **Lodging — 0.3%** | **Lodging — 0.3%** |
| 295000 | Hyatt Hotels Corp., 5.250%, 6/30/2029 | &nbsp;&nbsp; 300100 |
| 160000 | Hyatt Hotels Corp., 5.750%, 3/30/2032 | &nbsp;&nbsp; 164259 |
| 360000 | Marriott International, Inc., 5.550%, 10/15/2028 | &nbsp;&nbsp; 373431 |
|  |  | &nbsp;&nbsp; 837790 |
|  | **Media Entertainment — 0.2%** | **Media Entertainment — 0.2%** |
| 385000 | &nbsp;&nbsp; Take-Two Interactive Software, Inc., <br> 4.950%, 3/28/2028<br>| &nbsp;&nbsp; 390937 |
| 120000 | &nbsp;&nbsp; Take-Two Interactive Software, Inc., <br> 5.400%, 6/12/2029<br>| &nbsp;&nbsp; 123567 |
|  |  | &nbsp;&nbsp; 514504 |
|  | **Metals & Mining — 0.6%** | **Metals & Mining — 0.6%** |
| 205000 | Glencore Funding LLC, 5.186%, 4/01/2030(a) | &nbsp;&nbsp; 209006 |
| 715000 | Nucor Corp., 4.650%, 6/01/2030 | &nbsp;&nbsp; 720660 |
| 590000 | Rio Tinto Finance USA PLC, 4.875%, 3/14/2030 | &nbsp;&nbsp; 601283 |
|  |  | &nbsp;&nbsp; 1530949 |
|  | **Midstream — 0.9%** | **Midstream — 0.9%** |
| 185000 | Enbridge, Inc., 4.900%, 6/20/2030 | &nbsp;&nbsp; 186853 |
| 540000 | &nbsp;&nbsp; Enterprise Products Operating LLC, <br> 4.600%, 1/15/2031<br>| &nbsp;&nbsp; 544108 |
| 460000 | Kinder Morgan, Inc., 5.100%, 8/01/2029 | &nbsp;&nbsp; 469382 |
| 190000 | Kinder Morgan, Inc., 5.150%, 6/01/2030 | &nbsp;&nbsp; 193994 |
| 210000 | Williams Cos., Inc., 4.625%, 6/30/2030 | &nbsp;&nbsp; 210145 |
| 600000 | Williams Cos., Inc., 5.400%, 3/02/2026 | &nbsp;&nbsp; 603419 |
|  |  | &nbsp;&nbsp; 2207901 |
|  | **Mortgage Related — 0.6%** | **Mortgage Related — 0.6%** |
| 156 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 3.000%, 10/01/2026<br>| &nbsp;&nbsp; 154 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br>| **Description** | **Value (†)** |
|  | **Mortgage Related — continued** | **Mortgage Related — continued** |
| $4815 | &nbsp;&nbsp; Government National Mortgage Association, <br> 3.890%, 5/20/2062(b)<br>| &nbsp;&nbsp; $4722 |
| 2471 | &nbsp;&nbsp; Government National Mortgage Association, <br> 3.890%, 10/20/2062(b)<br>| &nbsp;&nbsp; 2436 |
| 14010 | &nbsp;&nbsp; Government National Mortgage Association, <br> 4.015%, 4/20/2063(b)<br>| &nbsp;&nbsp; 13860 |
| 25650 | &nbsp;&nbsp; Government National Mortgage Association, <br> 4.161%, 9/20/2066(b)<br>| &nbsp;&nbsp; 25382 |
| 77984 | &nbsp;&nbsp; Government National Mortgage Association, <br> 4.348%, 10/20/2066(b)<br>| &nbsp;&nbsp; 77443 |
| 46395 | &nbsp;&nbsp; Government National Mortgage Association, <br> 4.354%, 10/20/2066(b)<br>| &nbsp;&nbsp; 46098 |
| 17687 | &nbsp;&nbsp; Government National Mortgage Association, <br> 4.366%, 11/20/2066(b)<br>| &nbsp;&nbsp; 17589 |
| 6089 | &nbsp;&nbsp; Government National Mortgage Association, <br> 4.390%, 6/20/2066(b)<br>| &nbsp;&nbsp; 6062 |
| 698 | &nbsp;&nbsp; Government National Mortgage Association, <br> 4.400%, 11/20/2064(b)<br>| &nbsp;&nbsp; 688 |
| 49399 | &nbsp;&nbsp; Government National Mortgage Association, <br> 4.424%, 11/20/2066(b)<br>| &nbsp;&nbsp; 49108 |
| 53880 | &nbsp;&nbsp; Government National Mortgage Association, <br> 4.459%, 9/20/2066(b)<br>| &nbsp;&nbsp; 53656 |
| 34347 | &nbsp;&nbsp; Government National Mortgage Association, <br> 4.486%, 8/20/2066(b)<br>| &nbsp;&nbsp; 34197 |
| 33607 | &nbsp;&nbsp; Government National Mortgage Association, <br> 4.525%, 10/20/2066(b)<br>| &nbsp;&nbsp; 33443 |
| 234407 | &nbsp;&nbsp; Government National Mortgage Association, <br> 4.568%, 7/20/2067(b)<br>| &nbsp;&nbsp; 233462 |
| 556651 | &nbsp;&nbsp; Government National Mortgage Association, <br> 4.689%, 4/20/2067(b)<br>| &nbsp;&nbsp; 554676 |
| 375929 | &nbsp;&nbsp; Government National Mortgage Association, <br> 4.700%, 1/20/2067(b)<br>| &nbsp;&nbsp; 374478 |
|  |  | &nbsp;&nbsp; 1527454 |
|  | **Natural Gas — 0.7%** | **Natural Gas — 0.7%** |
| 250000 | Atmos Energy Corp., 5.200%, 8/15/2035 | &nbsp;&nbsp; 252923 |
| 380000 | NiSource, Inc., 5.200%, 7/01/2029 | &nbsp;&nbsp; 390101 |
| 810000 | NiSource, Inc., 5.350%, 7/15/2035 | &nbsp;&nbsp; 816644 |
| 155000 | Sempra, 5.400%, 8/01/2026 | &nbsp;&nbsp; 156502 |
|  |  | &nbsp;&nbsp; 1616170 |
|  | **Non-Agency Commercial Mortgage-Backed** <br> **Securities — 7.7%** | **Non-Agency Commercial Mortgage-Backed** <br> **Securities — 7.7%** |
| 105000 | &nbsp;&nbsp; ALA Trust, Series 2025-OANA, Class A, 1 mo. USD <br> SOFR + 1.743%, 6.043%, 6/15/2040(a)(b)<br>| &nbsp;&nbsp; 105558 |
| 270000 | &nbsp;&nbsp; Bank, Series 2020-BN25, Class A5, <br> 2.649%, 1/15/2063<br>| &nbsp;&nbsp; 245855 |
| 870000 | &nbsp;&nbsp; Bank, Series 2021-BN37, Class A5, <br> 2.618%, 11/15/2064(b)<br>| &nbsp;&nbsp; 761935 |
| 635000 | &nbsp;&nbsp; Bank5, Series 2023-5YR3, Class A3, <br> 6.724%, 9/15/2056(b)<br>| &nbsp;&nbsp; 672989 |
| 333261 | &nbsp;&nbsp; Bank5, Series 2023-5YR4, Class A3, <br> 6.500%, 12/15/2056<br>| &nbsp;&nbsp; 351320 |
| 985000 | &nbsp;&nbsp; Bank5 Trust, Series 2024-5YR6, Class A3, <br> 6.225%, 5/15/2057<br>| &nbsp;&nbsp; 1037010 |
| 660000 | &nbsp;&nbsp; BBCMS Mortgage Trust, Series 2020-BID, Class A, <br> 1 mo. USD SOFR + 2.254%, 6.567%, 10/15/2037(a)(b)<br>| &nbsp;&nbsp; 660000 |
| 865000 | &nbsp;&nbsp; BBCMS Mortgage Trust, Series 2021-C12, Class A5, <br> 2.689%, 11/15/2054<br>| &nbsp;&nbsp; 762764 |
| 285000 | &nbsp;&nbsp; Benchmark Mortgage Trust, Series 2020-B16, <br> Class A5, 2.732%, 2/15/2053<br>| &nbsp;&nbsp; 262375 |
| 520000 | &nbsp;&nbsp; Benchmark Mortgage Trust, Series 2023-V2, <br> Class A3, 5.812%, 5/15/2055(b)<br>| &nbsp;&nbsp; 536505 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br>| **Description** | **Value (†)** |
|  | &nbsp;&nbsp; **Non-Agency Commercial Mortgage-Backed** <br> **Securities — continued** | &nbsp;&nbsp; **Non-Agency Commercial Mortgage-Backed** <br> **Securities — continued** |
| $520000 | &nbsp;&nbsp; BPR Trust, Series 2021-NRD, Class A, 1 mo. USD <br> SOFR + 1.525%, 5.837%, 12/15/2038(a)(b)<br>| &nbsp;&nbsp; $513188 |
| 395000 | &nbsp;&nbsp; BX Trust, Series 2024-VLT4, Class A, 1 mo. USD <br> SOFR + 1.491%, 5.803%, 7/15/2029(a)(b)<br>| &nbsp;&nbsp; 394877 |
| 491600 | &nbsp;&nbsp; CFCRE Commercial Mortgage Trust, <br> Series 2016-C3, Class A3, 3.865%, 1/10/2048<br>| &nbsp;&nbsp; 489049 |
| 361996 | &nbsp;&nbsp; CFCRE Commercial Mortgage Trust, <br> Series 2016-C4, Class A4, 3.283%, 5/10/2058<br>| &nbsp;&nbsp; 358225 |
| 595000 | &nbsp;&nbsp; CHI Commercial Mortgage Trust, Series 2025-SFT, <br> Class A, 5.665%, 4/15/2042(a)(b)<br>| &nbsp;&nbsp; 606030 |
| 992138 | &nbsp;&nbsp; Citigroup Commercial Mortgage Trust, <br> Series 2016-GC37, Class A4, 3.314%, 4/10/2049<br>| &nbsp;&nbsp; 982475 |
| 540000 | &nbsp;&nbsp; Citigroup Commercial Mortgage Trust, <br> Series 2019-C7, Class A4, 3.102%, 12/15/2072<br>| &nbsp;&nbsp; 507050 |
| 347593 | &nbsp;&nbsp; Commercial Mortgage Pass-Through Certificates, <br> Series 2012-LTRT, Class A2, 3.400%, 10/05/2030(a)<br>| &nbsp;&nbsp; 333617 |
| 520299 | &nbsp;&nbsp; Commercial Mortgage Trust, Series 2016-DC2, <br> Class A5, 3.765%, 2/10/2049<br>| &nbsp;&nbsp; 516780 |
| 100000 | &nbsp;&nbsp; Commercial Mortgage Trust, Series 2024-CBM, <br> Class A2, 5.867%, 12/10/2041(a)(b)<br>| &nbsp;&nbsp; 103426 |
| 795000 | &nbsp;&nbsp; Credit Suisse Mortgage Trust, Series 2014-USA, <br> Class A2, 3.953%, 9/15/2037(a)<br>| &nbsp;&nbsp; 733388 |
| 470000 | &nbsp;&nbsp; CSAIL Commercial Mortgage Trust, <br> Series 2019-C18, Class A4, 2.968%, 12/15/2052<br>| &nbsp;&nbsp; 436537 |
| 335000 | &nbsp;&nbsp; DC Commercial Mortgage Trust, Series 2023-DC, <br> Class A, 6.314%, 9/12/2040(a)<br>| &nbsp;&nbsp; 349513 |
| 581843 | &nbsp;&nbsp; GS Mortgage Securities Corp. Trust, <br> Series 2012-BWTR, Class A, 2.954%, 11/05/2034(a)<br>| &nbsp;&nbsp; 501950 |
| 440000 | &nbsp;&nbsp; GS Mortgage Securities Corp. Trust, <br> Series 2013-PEMB, Class A, 3.668%, 3/05/2033(a)(b)<br>| &nbsp;&nbsp; 379639 |
| 365000 | &nbsp;&nbsp; GS Mortgage Securities Corp. Trust, <br> Series 2023-SHIP, Class A, 4.466%, 9/10/2038(a)(b)<br>| &nbsp;&nbsp; 362175 |
| 245000 | &nbsp;&nbsp; GS Mortgage Securities Trust, Series 2020-GC45, <br> Class A5, 2.911%, 2/13/2053<br>| &nbsp;&nbsp; 227276 |
| 180000 | &nbsp;&nbsp; Hudsons Bay Simon JV Trust, Series 2015-HB10, <br> Class A10, 4.155%, 8/05/2034(a)<br>| &nbsp;&nbsp; 179126 |
| 62176 | &nbsp;&nbsp; Hudsons Bay Simon JV Trust, Series 2015-HB7, <br> Class A7, 3.914%, 8/05/2034(a)<br>| &nbsp;&nbsp; 61960 |
| 255000 | &nbsp;&nbsp; JP Morgan Chase Commercial Mortgage <br> Securities Trust, Series 2025-BMS, Class A, 1 mo. <br> USD SOFR + 1.600%, 5.912%, 1/15/2042(a)(b)<br>| &nbsp;&nbsp; 252602 |
| 575000 | &nbsp;&nbsp; JPMCC Commercial Mortgage Securities Trust, <br> Series 2019-COR5, Class A4, 3.386%, 6/13/2052<br>| &nbsp;&nbsp; 539156 |
| 30676 | &nbsp;&nbsp; Morgan Stanley Bank of America Merrill Lynch <br> Trust, Series 2015-C22, Class A4, 3.306%, 4/15/2048<br>| &nbsp;&nbsp; 30140 |
| 550000 | &nbsp;&nbsp; Morgan Stanley Capital I Trust, Series 2020-L4, <br> Class A3, 2.698%, 2/15/2053<br>| &nbsp;&nbsp; 505275 |
| 845000 | &nbsp;&nbsp; New Economy Assets - Phase 1 Sponsor LLC, <br> Series 2021-1, Class A1, 1.910%, 10/20/2061(a)<br>| &nbsp;&nbsp; 795557 |
| 465000 | &nbsp;&nbsp; SCOTT Trust, Series 2023-SFS, Class A, <br> 5.910%, 3/10/2040(a)<br>| &nbsp;&nbsp; 476918 |
| 980000 | &nbsp;&nbsp; SPGN Mortgage Trust, Series 2022-TFLM, Class A, <br> 1 mo. USD SOFR + 1.550%, 5.862%, 2/15/2039(a)(b)<br>| &nbsp;&nbsp; 973057 |
| 210000 | &nbsp;&nbsp; TCO Commercial Mortgage Trust, <br> Series 2024-DPM, Class A, 1 mo. USD SOFR + <br> 1.243%, 5.555%, 12/15/2039(a)(b)<br>| &nbsp;&nbsp; 209672 |
| 201109 | &nbsp;&nbsp; Wells Fargo Commercial Mortgage Trust, <br> Series 2016-C33, Class A4, 3.426%, 3/15/2059<br>| &nbsp;&nbsp; 198813 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br>| **Description** | **Value (†)** |
|  | &nbsp;&nbsp; **Non-Agency Commercial Mortgage-Backed** <br> **Securities — continued** | &nbsp;&nbsp; **Non-Agency Commercial Mortgage-Backed** <br> **Securities — continued** |
| $490000 | &nbsp;&nbsp; Wells Fargo Commercial Mortgage Trust, <br> Series 2020-C58, Class A4, 2.092%, 7/15/2053<br>| &nbsp;&nbsp; $428071 |
| 825000 | &nbsp;&nbsp; Wells Fargo Commercial Mortgage Trust, <br> Series 2022-C62, Class A4, 4.000%, 4/15/2055(b)<br>| &nbsp;&nbsp; 779138 |
|  |  | &nbsp;&nbsp; 18620991 |
|  | **Office REITs — 0.1%** | **Office REITs — 0.1%** |
| 360000 | Cousins Properties LP, 5.250%, 7/15/2030 | &nbsp;&nbsp; 366802 |
|  | **Oil Field Services — 0.1%** | **Oil Field Services — 0.1%** |
| 395000 | Helmerich & Payne, Inc., 5.500%, 12/01/2034(a) | &nbsp;&nbsp; 360114 |
|  | **Other REITs — 0.6%** | **Other REITs — 0.6%** |
| 195000 | Extra Space Storage LP, 5.700%, 4/01/2028 | &nbsp;&nbsp; 201414 |
| 595000 | Host Hotels & Resorts LP, 5.700%, 6/15/2032 | &nbsp;&nbsp; 603459 |
| 180000 | &nbsp;&nbsp; Ladder Capital Finance Holdings LLLP/Ladder <br> Capital Finance Corp., 5.500%, 8/01/2030<br>| &nbsp;&nbsp; 181161 |
| 455000 | Public Storage Operating Co., 4.375%, 7/01/2030 | &nbsp;&nbsp; 453906 |
|  |  | &nbsp;&nbsp; 1439940 |
|  | **Packaging — 0.3%** | **Packaging — 0.3%** |
| 375000 | &nbsp;&nbsp; Amcor Flexibles North America, Inc., <br> 4.800%, 3/17/2028(a)<br>| &nbsp;&nbsp; 377561 |
| 335000 | Amcor Group Finance PLC, 5.450%, 5/23/2029 | &nbsp;&nbsp; 344444 |
|  |  | &nbsp;&nbsp; 722005 |
|  | **Pharmaceuticals — 0.6%** | **Pharmaceuticals — 0.6%** |
| 230000 | Eli Lilly & Co., 4.750%, 2/12/2030 | &nbsp;&nbsp; 235814 |
| 455000 | GlaxoSmithKline Capital, Inc., 4.500%, 4/15/2030 | &nbsp;&nbsp; 458619 |
| 640000 | Johnson & Johnson, 4.850%, 3/01/2032 | &nbsp;&nbsp; 658347 |
|  |  | &nbsp;&nbsp; 1352780 |
|  | **Property & Casualty Insurance — 1.3%** | **Property & Casualty Insurance — 1.3%** |
| 275000 | Allstate Corp., 5.050%, 6/24/2029 | &nbsp;&nbsp; 282212 |
| 150000 | &nbsp;&nbsp; American International Group, Inc., <br> 4.850%, 5/07/2030<br>| &nbsp;&nbsp; 152388 |
| 270000 | Brown & Brown, Inc., 4.700%, 6/23/2028 | &nbsp;&nbsp; 272278 |
| 435000 | Chubb INA Holdings LLC, 4.650%, 8/15/2029 | &nbsp;&nbsp; 442414 |
| 400000 | Enact Holdings, Inc., 6.250%, 5/28/2029 | &nbsp;&nbsp; 415053 |
| 370000 | Essent Group Ltd., 6.250%, 7/01/2029 | &nbsp;&nbsp; 383202 |
| 580000 | Fairfax Financial Holdings Ltd., 5.750%, 5/20/2035(a) | &nbsp;&nbsp; 588060 |
| 275000 | SiriusPoint Ltd., 7.000%, 4/05/2029 | &nbsp;&nbsp; 289505 |
| 240000 | Trustage Financial Group, Inc., 4.625%, 4/15/2032(a) | &nbsp;&nbsp; 227056 |
|  |  | &nbsp;&nbsp; 3052168 |
|  | **Refining — 0.3%** | **Refining — 0.3%** |
| 355000 | Marathon Petroleum Corp., 5.150%, 3/01/2030 | &nbsp;&nbsp; 361732 |
| 355000 | Raizen Fuels Finance SA, 6.250%, 7/08/2032(a) | &nbsp;&nbsp; 352337 |
|  |  | &nbsp;&nbsp; 714069 |
|  | **Restaurants — 0.1%** | **Restaurants — 0.1%** |
| 330000 | Darden Restaurants, Inc., 4.550%, 10/15/2029 | &nbsp;&nbsp; 329046 |
|  | **Retail REITs — 0.1%** | **Retail REITs — 0.1%** |
| 175000 | Kite Realty Group LP, 5.200%, 8/15/2032 | &nbsp;&nbsp; 176525 |
|  | **Retailers — 1.1%** | **Retailers — 1.1%** |
| 290000 | AutoNation, Inc., 4.500%, 10/01/2025 | &nbsp;&nbsp; 289866 |
| 525000 | AutoZone, Inc., 5.050%, 7/15/2026 | &nbsp;&nbsp; 528316 |
| 370000 | Genuine Parts Co., 4.950%, 8/15/2029 | &nbsp;&nbsp; 375672 |
| 640000 | PVH Corp., 5.500%, 6/13/2030 | &nbsp;&nbsp; 644582 |
| 310000 | Ralph Lauren Corp., 5.000%, 6/15/2032 | &nbsp;&nbsp; 314614 |
| 200000 | Target Corp., 4.350%, 6/15/2028 | &nbsp;&nbsp; 201202 |
| 325000 | Walmart, Inc., 4.350%, 4/28/2030 | &nbsp;&nbsp; 328721 |
|  |  | &nbsp;&nbsp; 2682973 |
|  | **Sovereigns — 0.2%** | **Sovereigns — 0.2%** |
| 490000 | &nbsp;&nbsp; Mexico Government International Bonds, <br> 5.850%, 7/02/2032<br>| &nbsp;&nbsp; 495880 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br>| **Description** | **Value (†)** |
|  | **Technology — 2.9%** | **Technology — 2.9%** |
| $615000 | Analog Devices, Inc., 4.250%, 6/15/2028 | &nbsp;&nbsp; $617838 |
| 340000 | Arrow Electronics, Inc., 5.150%, 8/21/2029 | &nbsp;&nbsp; 345163 |
| 410000 | Automatic Data Processing, Inc., 4.750%, 5/08/2032 | &nbsp;&nbsp; 415889 |
| 305000 | Avnet, Inc., 6.250%, 3/15/2028 | &nbsp;&nbsp; 316966 |
| 565000 | Broadcom, Inc., 5.050%, 7/12/2029 | &nbsp;&nbsp; 578570 |
| 400000 | CDW LLC/CDW Finance Corp., 3.276%, 12/01/2028 | &nbsp;&nbsp; 383092 |
| 715000 | CGI, Inc., 4.950%, 3/14/2030(a) | &nbsp;&nbsp; 722108 |
| 170000 | Dell International LLC/EMC Corp., 5.000%, 4/01/2030 | &nbsp;&nbsp; 172720 |
| 315000 | Equifax, Inc., 4.800%, 9/15/2029 | &nbsp;&nbsp; 317629 |
| 250000 | Equifax, Inc., 5.100%, 6/01/2028 | &nbsp;&nbsp; 254773 |
| 250000 | Flex Ltd., 6.000%, 1/15/2028 | &nbsp;&nbsp; 257932 |
| 250000 | Microchip Technology, Inc., 5.050%, 2/15/2030 | &nbsp;&nbsp; 253606 |
| 350000 | Micron Technology, Inc., 6.750%, 11/01/2029 | &nbsp;&nbsp; 378318 |
| 365000 | Motorola Solutions, Inc., 4.850%, 8/15/2030 | &nbsp;&nbsp; 368933 |
| 380000 | Oracle Corp., 5.250%, 2/03/2032 | &nbsp;&nbsp; 389799 |
| 775000 | QUALCOMM, Inc., 4.750%, 5/20/2032 | &nbsp;&nbsp; 784042 |
| 320000 | Tyco Electronics Group SA, 4.625%, 2/01/2030 | &nbsp;&nbsp; 323500 |
|  |  | &nbsp;&nbsp; 6880878 |
|  | **Tobacco — 0.4%** | **Tobacco — 0.4%** |
| 400000 | Imperial Brands Finance PLC, 4.500%, 6/30/2028(a) | &nbsp;&nbsp; 399952 |
| 470000 | Imperial Brands Finance PLC, 5.500%, 2/01/2030(a) | &nbsp;&nbsp; 484556 |
|  |  | &nbsp;&nbsp; 884508 |
|  | **Transportation Services — 0.8%** | **Transportation Services — 0.8%** |
| 575000 | &nbsp;&nbsp; Element Fleet Management Corp., <br> 5.037%, 3/25/2030(a)<br>| &nbsp;&nbsp; 580053 |
| 650000 | &nbsp;&nbsp; J.B. Hunt Transport Services, Inc., <br> 4.900%, 3/15/2030<br>| &nbsp;&nbsp; 659606 |
| 175000 | &nbsp;&nbsp; Penske Truck Leasing Co. LP/PTL Finance Corp., <br> 4.000%, 7/15/2025(a)<br>| &nbsp;&nbsp; 174959 |
| 350000 | Ryder System, Inc., GMTN, 4.950%, 9/01/2029 | &nbsp;&nbsp; 355995 |
| 240000 | Ryder System, Inc., 5.000%, 3/15/2030 | &nbsp;&nbsp; 243449 |
|  |  | &nbsp;&nbsp; 2014062 |
|  | **Treasuries — 17.2%** | **Treasuries — 17.2%** |
| 16110000 | U.S. Treasury Notes, 3.500%, 9/30/2029 | &nbsp;&nbsp; 15947641 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br>| **Description** | **Value (†)** |
|  | **Treasuries — continued** | **Treasuries — continued** |
| $3955000 | U.S. Treasury Notes, 3.625%, 8/31/2029 | &nbsp;&nbsp; $3935379 |
| 8000000 | U.S. Treasury Notes, 4.125%, 11/30/2029 | &nbsp;&nbsp; 8117500 |
| 3785000 | U.S. Treasury Notes, 4.250%, 11/15/2034 | &nbsp;&nbsp; 3797420 |
| 4385000 | U.S. Treasury Notes, 4.250%, 5/15/2035 | &nbsp;&nbsp; 4391852 |
| 1075000 | U.S. Treasury Notes, 4.375%, 12/31/2029 | &nbsp;&nbsp; 1101665 |
| 4095000 | U.S. Treasury Notes, 4.625%, 2/15/2035 | &nbsp;&nbsp; 4224888 |
|  |  | &nbsp;&nbsp; 41516345 |
|  | **Utility Other — 0.1%** | **Utility Other — 0.1%** |
| 260000 | Essential Utilities, Inc., 4.800%, 8/15/2027 | &nbsp;&nbsp; 262738 |
|  | **Wireless — 0.3%** | **Wireless — 0.3%** |
| 265000 | &nbsp;&nbsp; Sitios Latinoamerica SAB de CV, <br> 6.000%, 11/25/2029(a)<br>| &nbsp;&nbsp; 269833 |
| 340000 | Softbank Corp., 4.699%, 7/09/2030 | &nbsp;&nbsp; 340925 |
|  |  | &nbsp;&nbsp; 610758 |
|  | **Wirelines — 0.3%** | **Wirelines — 0.3%** |
| 635000 | NTT Finance Corp., 5.110%, 7/02/2029(a) | &nbsp;&nbsp; 648713 |
|  | &nbsp;&nbsp; Total Bonds and Notes <br>(Identified Cost $230,070,459)<br>| &nbsp;&nbsp; 231135138 |
| **Short-Term Investments — 2.3%** | **Short-Term Investments — 2.3%** | **Short-Term Investments — 2.3%** |
| 5533462 | &nbsp;&nbsp; Tri-Party Repurchase Agreement with Fixed <br> Income Clearing Corporation, dated 6/30/2025 at <br> 2.900% to be repurchased at $5,533,908 on <br> 7/01/2025 collateralized by $5,643,700 U.S. Treasury <br> Note, 3.750% due 6/30/2027 valued at $5,644,150 <br> including accrued interest(d) <br>(Identified Cost $5,533,462)<br>| &nbsp;&nbsp; 5533462 |
|  | &nbsp;&nbsp; Total Investments — 98.3% <br>(Identified Cost $235,603,921)<br>| &nbsp;&nbsp; 236668600 |
|  | Other assets less liabilities — 1.7% | &nbsp;&nbsp; 4135360 |
|  | Net Assets — 100.0% | &nbsp;&nbsp; $240803960 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

------

---

| | |
|:---|:---|
| (†) | &nbsp;&nbsp;&nbsp; Registered investment companies are required to value portfolio investments using an unadjusted, readily available market quotation. The Fund obtains <br> readily available market quotations from independent pricing services. Fund investments for which readily available market quotations are not available <br> are priced at fair value pursuant to the Fund's Valuation Procedures. The Board of Trustees has approved a valuation designee who is subject to the <br> Board's oversight. <br>Unadjusted readily available market quotations that are utilized for exchange traded equity securities (including shares of closed-end investment <br> companies and exchange-traded funds) include the last sale price quoted on the exchange where the security is traded most extensively. Futures <br> contracts are valued at the closing settlement price on the exchange on which the valuation designee believes that, over time, they are traded most <br> extensively. Shares of open-end investment companies are valued at net asset value ("NAV") per share. <br>Exchange traded equity securities for which there is no reported sale during the day are fair valued at the closing bid quotation as reported by an <br> independent pricing service. Unlisted equity securities (except unlisted preferred equity securities) are fair valued at the last sale price quoted in the <br> market where they are traded most extensively or, if there is no reported sale during the day, the closing bid quotation as reported by an independent <br> pricing service. If there is no last sale price or closing bid quotation available, unlisted equity securities will be fair valued using evaluated bids furnished <br> by an independent pricing service, if available. <br>Debt securities and unlisted preferred equity securities are fair valued based on evaluated bids furnished to the Fund by an independent pricing service <br> or bid prices obtained from broker-dealers. Broker-dealer bid prices may be used to fair value debt and unlisted equities where an independent pricing <br> service is unable to price an investment or where an independent pricing service does not provide a reliable price for the investment. <br>The Fund may also fair value investments in other circumstances such as when extraordinary events occur after the close of a foreign market, but prior <br> to the close of the New York Stock Exchange. This may include situations relating to a single issuer (such as a declaration of bankruptcy or a delisting of <br> the issuer's security from the primary market on which it has traded) as well as events affecting the securities markets in general (such as market <br> disruptions or closings and significant fluctuations in U.S. and/or foreign markets). When fair valuing a Fund's investments, the valuation designee may, <br> among other things, use modeling tools or other processes that may take into account factors such as issuer specific information, or other related <br> market activity and/or information that occurred after the close of the foreign market but before the time the Fund's NAV is calculated. Fair valuation by <br> the Fund's valuation designee may require subjective determinations about the value of the investment, and fair values used to determine a Fund's NAV <br> may differ from quoted or published prices, or from prices that are used by others, for the same investments. In addition, the use of fair value pricing may <br> not always result in adjustments to the prices of investments held by a Fund. <br>The books and records of the Fund are maintained in U.S. dollars. The values of securities, currencies and other assets and liabilities denominated in <br> currencies other than U.S. dollars, if any, are translated into U.S. dollars based upon foreign exchange rates prevailing at the end of the period. <br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) All or a portion of these securities are exempt from registration under Rule 144A
 of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers.
 At June 30, 2025, the value of Rule 144A holdings amounted to $83,013,080 or 34.5% of net assets.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Variable rate security. Rate as of June 30, 2025 is disclosed. Issuers comprised of
 various lots with differing coupon rates have been aggregated for the purpose of presentation in the Portfolio of Investments and show a weighted average
 rate. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based
 on current market conditions. These securities may not indicate a reference rate and/or spread in their description.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(c) Level 3 security. Value has been determined using significant unobservable inputs.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(d) The Fund may enter into repurchase agreements, under the terms of a Master Repurchase
 Agreement, under which the Fund acquires securities as collateral and agrees to resell the securities at an agreed upon time and at an agreed
 upon price. It is the Fund's policy that the market value of the collateral for repurchase agreements be at least equal to 102% of the repurchase price,
 including interest. Certain repurchase agreements are tri-party arrangements whereby the collateral is held in a segregated account for the benefit
 of the Fund and on behalf of the counterparty. Repurchase agreements could involve certain risks in the event of default or insolvency of the
 counterparty, including possible delays or restrictions upon the Fund's ability to dispose of the underlying securities. As of June 30, 2025, the Fund had
 an investment in a repurchase agreement for which the value of the related collateral exceeded the value of the repurchase agreement.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| ABS | Asset-Backed Securities |
| ARMs | Adjustable Rate Mortgages |
| CMT | Constant Maturity Treasury |
| GMTN | Global Medium Term Note |
| MTN | Medium Term Note |
| REITs | Real Estate Investment Trusts |
| SOFR | Secured Overnight Financing Rate |

---

**Futures Contracts**

The Fund may enter into futures contracts. Futures contracts are agreements between two parties to buy and sell a particular instrument or index for a specified price on a specified future date.

When the Fund enters into a futures contract, it is required to deposit with (or for the benefit of) its broker an amount of cash or short-term high-quality securities as "initial margin." As the value of the contract changes, the value of the futures contract position increases or declines. Subsequent payments, known as "variation margin," are made or received by the Fund, depending on the price fluctuations in the fair value of the contract and the value of cash or securities on deposit with the broker. Realized gain or loss on a futures position is equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed, minus brokerage commissions. When the Fund enters into a futures contract certain risks may arise, such as illiquidity in the futures market, which may limit the Fund's ability to close out a futures contract prior to settlement date, and unanticipated movements in the value of securities or interest rates.

------

Futures contracts are exchange-traded. Exchange-traded futures contracts are standardized and are settled through a clearing house with fulfillment supported by the credit of the exchange. Therefore, counterparty credit risks to the Fund are reduced; however, in the event that a counterparty enters into bankruptcy, the Fund's claim against initial/variation margin on deposit with the counterparty may be subject to terms of a final settlement in bankruptcy court.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| At June 30, 2025, the Fund had the following open long futures contracts: | At June 30, 2025, the Fund had the following open long futures contracts: | At June 30, 2025, the Fund had the following open long futures contracts: | At June 30, 2025, the Fund had the following open long futures contracts: | At June 30, 2025, the Fund had the following open long futures contracts: | At June 30, 2025, the Fund had the following open long futures contracts: |
| **Financial Futures** | &nbsp;&nbsp;&nbsp; **Expiration** <br>**Date**<br>| **Contracts** | &nbsp;&nbsp; **Notional** <br>**Amount**<br>| **Value** | &nbsp;&nbsp; **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| CBOT 5 Year U.S. Treasury Notes Futures | 9/30/2025 | 45 | &nbsp;&nbsp;&nbsp; $4858689 | &nbsp;&nbsp;&nbsp; $4905000 | &nbsp;&nbsp;&nbsp; $46311 |
| Ultra 10 Year U.S. Treasury Notes Futures | 9/19/2025 | 89 | &nbsp;&nbsp;&nbsp; 9989195 | &nbsp;&nbsp;&nbsp; 10169641 | &nbsp;&nbsp;&nbsp; 180446 |
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp; $226757 |

---

**Fair Value Measurements**

In accordance with accounting standards related to fair value measurements and disclosures, the Fund has categorized the inputs utilized in determining the value of each Fund's assets or liabilities. These inputs are summarized in the three broad levels listed below:

&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 — quoted prices in active markets for identical assets or liabilities;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 — prices determined using other significant inputs that are observable either directly, or indirectly through corroboration with observable market data (which could include quoted prices for similar assets or liabilities, interest rates, credit risk, etc.); and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 — prices determined using significant unobservable inputs when quoted prices or observable inputs are unavailable such as when there is little or no market activity for an asset or liability (unobservable inputs reflect each Fund's own assumptions in determining the fair value of assets or liabilities and would be based on the best information available).

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

The Fund's pricing policies have been approved by the Board of Trustees. Investments for which market quotations are readily available are categorized in Level 1. Other investments for which an independent pricing service is utilized are categorized in Level 2. Broker-dealer bid prices for which the Fund has knowledge of the inputs used by the broker-dealer are categorized in Level 2. All other investments, including broker-dealer bid prices for which the Fund does not have knowledge of the inputs used by the broker-dealer, as well as investments fair valued by the valuation designee, are categorized in Level 3. All Level 2 and 3 securities are defined as being fair valued.

Under certain conditions and based upon specific facts and circumstances, the Fund's valuation designee may determine that a fair valuation should be made for portfolio investment(s). These valuation designee fair valuations will be based upon a significant amount of Level 3 inputs.

The following is a summary of the inputs used to value the Fund's investments as of June 30, 2025, at value:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** |
| Description | Level 1 | Level 2 | Level 3 | Total |
| Bonds and Notes |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ABS Residential Mortgage | $— | $— | $1060 | $1060 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Collateralized Mortgage Obligations |  | 1214041 | 121 | 1214162 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; All Other Bonds and Notes(a) |  | 229919916 |  | 229919916 |
| Total Bonds and Notes |  | 231133957 | 1181 | 231135138 |
| Short-Term Investments |  | 5533462 |  | 5533462 |
| Total Investments |  | 236667419 | 1181 | 236668600 |
| Futures Contracts (unrealized appreciation) | 226757 |  |  | 226757 |
| Total | $226757 | $236667419 | $1181 | $236895357 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(a) Details of the major categories of the Fund's investments are reflected within the Portfolio of Investments.

------

The following is a reconciliation of Level 3 investments for which significant unobservable inputs were used to determine fair value as of September 30, 2024 and/or June 30, 2025:

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** |
| Investments in Securities | Balance as of <br>September 30, <br>2024<br>| Accrued <br>Discounts <br>(Premiums)<br>| Realized <br>Gain (Loss)<br>| Change in <br>Unrealized <br>Appreciation <br>(Depreciation)<br>| Purchases | Sales | Transfers <br>into <br>Level 3<br>| Transfers <br>out of <br>Level 3<br>| Balance as of <br>June 30, <br>2025<br>| Change in <br>Unrealized <br>Appreciation <br>(Depreciation) <br>from <br>Investments <br>Still Held at <br>June 30, <br>2025<br>|
| Bonds and Notes |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; ABS Residential Mortgage | $1280 | $— | $— | $(40)<br>| $— | $(180)<br>| $— | $— | $1060 | $(43)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Collateralized Mortgage <br> Obligations<br>| 136 |  |  | 1 |  | (16)<br>|  |  | 121 |  |
| Total | $1416 | $— | $— | $(39)<br>| $— | $(196)<br>| $— | $— | $1181 | $(43)<br>|

---

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

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

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-06-30

**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:** $239659757.73

**Total Liabilities:** $5232616.62

**Net Assets:** $234427141.11

**Cash Not Reported:** $412088.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -668.33000000 | **1-Year:** -12351.53000000 | **5-Year:** -35503.62000000 | **10-Year:** -5199.90000000 | **30-Year:** -4.34000000

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

- **3-Month:** -47.72000000 | **1-Year:** -472.64000000 | **5-Year:** -1317.44000000 | **10-Year:** -178.42000000 | **30-Year:** -10.49000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000211126 | 0.69%                | -0.04%               | 1.10%                |
| Class ID C000089753 | 0.67%                | -0.17%               | 1.18%                |
| Class ID C000018132 | 0.79%                | -0.15%               | 1.10%                |
| Class ID C000173092 | 0.71%                | -0.23%               | 1.01%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4145.22                 | $800722.84                                 |
| Month 2  | $153012.04               | $-1060539.88                               |
| Month 3  | $141562.02               | $1465226.08                                |

**Designated Index Information**

- **Index Name:** Fund's Securities Portfolio

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                             | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ENTERGY CORP                                     | Entergy Corp                                                                    | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    310000 | PA      | $307672.15    | 0.13%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                 | SoFi Consumer Loan Program 2025-2 Trust                                         | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | PA      | $155441.91    | 0.07%             | 2034-06-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230973.69    | 0.10%             | 2031-03-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                           | Banque Federative du Credit Mutuel SA                                           | CUSIP: 06675DCN0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    550000 | PA      | $570247.98    | 0.24%             | 2030-01-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Volofin Finance Designated Activity Company      | Volofin Finance Designated Activity Co                                          | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    261632 | PA      | $265852.67    | 0.11%             | 2037-06-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                              | Frontier Issuer LLC                                                             | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $113306.93    | 0.05%             | 2054-06-20      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                               | Aqua Finance Trust 2021-A                                                       | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150605 | PA      | $138585.76    | 0.06%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                          | Nissan Motor Acceptance Co LLC                                                  | CUSIP: 65480CAH8<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    310000 | PA      | $299083.35    | 0.13%             | 2029-09-13      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR ULTRA FUT SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        89 | NC      | $180446.09    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                              | CUSIP: 36194PB37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34347 | PA      | $34197.09     | 0.01%             | 2066-08-20      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                           | Darden Restaurants Inc                                                          | CUSIP: 237194AQ8<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    330000 | PA      | $329046.04    | 0.14%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                  | Marex Group PLC                                                                 | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $267631.52    | 0.11%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                | EOG Resources Inc                                                               | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    480000 | PA      | $485837.70    | 0.21%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                             | Kite Realty Group LP                                                            | CUSIP: 49803XAG8<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              |  | US        |    175000 | PA      | $176524.72    | 0.08%             | 2032-08-15      | Fixed         | 5.20%                 | 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        |     30453 | PA      | $28359.45     | 0.01%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                   | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    205000 | PA      | $206472.30    | 0.09%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    280000 | PA      | $284649.20    | 0.12%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust              | Citibank Credit Card Issuance Trust                                             | CUSIP: 17305EHB4<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |    620000 | PA      | $624158.96    | 0.27%             | 2032-06-21      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                              | CUSIP: 36194QQ88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46395 | PA      | $46097.61     | 0.02%             | 2066-10-20      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                         | Octane Receivables Trust 2024-2                                                 | CUSIP: 67578YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    266414 | PA      | $269098.54    | 0.11%             | 2032-07-20      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                       | Flagship Credit Auto Trust 2023-1                                               | CUSIP: 337955AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    192075 | PA      | $192175.70    | 0.08%             | 2027-08-16      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                            | Athene Global Funding                                                           | CUSIP: 04685A4N8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    195000 | PA      | $196095.01    | 0.08%             | 2028-05-09      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                               | Analog Devices Inc                                                              | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    615000 | PA      | $617838.26    | 0.26%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                      | Hertz Vehicle Financing III LLC                                                 | CUSIP: 42806MCA5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    715000 | PA      | $728159.58    | 0.31%             | 2028-02-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS INC                                 | SBL Holdings Inc                                                                | CUSIP: 78397DAD0<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |    345000 | PA      | $329777.07    | 0.14%             | 2034-10-30      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Auto Trust                       | BofA Auto Trust 2025-1                                                          | CUSIP: 05594BAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100781.80    | 0.04%             | 2029-11-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust    | Bridgecrest Lending Auto Securitization Trust 2024-3                            | CUSIP: 10805NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $115821.45    | 0.05%             | 2028-10-16      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PERNOD RIC INTL FIN LLC                          | Pernod Ricard International Finance LLC                                         | CUSIP: 71427QAA6<br>LEI: 5493009254WI1A8WXT48 | Long             | DBT              | CORP              | US        |    640000 | PA      | $589525.48    | 0.25%             | 2028-04-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                         | Microchip Technology Inc                                                        | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253605.57    | 0.11%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                | State Street Corp                                                               | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    235000 | PA      | $239359.24    | 0.10%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16110000 | PA      | $15947641.49  | 6.80%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                         | HPS Corporate Lending Fund                                                      | CUSIP: 40440VAC9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132529.65    | 0.06%             | 2029-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                 | LPL Holdings Inc                                                                | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    340000 | PA      | $344215.58    | 0.15%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Brex Inc                                         | Brex Commercial Charge Card Master Trust                                        | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    720000 | PA      | $726343.92    | 0.31%             | 2027-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                           | Goldman Sachs Bank USA/New York NY                                              | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    590000 | PA      | $594869.29    | 0.25%             | 2027-05-21      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152883.47    | 0.07%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                     | ING GROEP NV                                                                    | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    305000 | PA      | $308103.16    | 0.13%             | 2029-03-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                | Kinder Morgan Inc                                                               | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193993.75    | 0.08%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                               | RGA Global Funding                                                              | CUSIP: 76209PAG8<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    265000 | PA      | $271892.52    | 0.12%             | 2030-01-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MSD INVESTMENT CORP                              | MSD Investment Corp                                                             | CUSIP: 55354LAA7<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103859.41    | 0.04%             | 2030-05-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                              | Nomura Holdings Inc                                                             | CUSIP: 65535HBZ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    205000 | PA      | $205699.35    | 0.09%             | 2030-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust            | Wells Fargo Commercial Mortgage Trust 2022-C62                                  | CUSIP: 95003MBS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    825000 | PA      | $779137.51    | 0.33%             | 2055-04-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                               | F&G Global Funding                                                              | CUSIP: 30321L2E1<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    460000 | PA      | $460011.46    | 0.20%             | 2025-07-07      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                         | Tyco Electronics Group SA                                                       | CUSIP: 902133BA4<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    320000 | PA      | $323499.95    | 0.14%             | 2030-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                   | Wheels Fleet Lease Funding 1 LLC                                                | CUSIP: 96328GBM8<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    216289 | PA      | $218333.47    | 0.09%             | 2039-02-18      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                | GLS Auto Select Receivables Trust 2025-3                                        | CUSIP: 36272GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290000 | PA      | $290219.82    | 0.12%             | 2030-10-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                   | PSEG Power LLC                                                                  | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $275519.93    | 0.12%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                   | Carvana Auto Receivables Trust 2024-P3                                          | CUSIP: 146919AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    580000 | PA      | $579594.58    | 0.25%             | 2029-10-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                              | American Express Co                                                             | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    420000 | PA      | $428867.99    | 0.18%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                           | Extra Space Storage LP                                                          | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    195000 | PA      | $201413.67    | 0.09%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                             | Hercules Capital Inc                                                            | CUSIP: 427096AN2<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69856.52     | 0.03%             | 2030-06-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust            | GM Financial Automobile Leasing Trust 2024-3                                    | CUSIP: 38012QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $164964.36    | 0.07%             | 2027-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                | NatWest Group PLC                                                               | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    590000 | PA      | $599654.81    | 0.26%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust        | SFS Auto Receivables Securitization Trust 2024-3                                | CUSIP: 78436XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $135729.68    | 0.06%             | 2030-06-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                           | CenterPoint Energy Inc                                                          | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353219.58    | 0.15%             | 2055-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                        | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22                     | CUSIP: 61690FAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30676 | PA      | $30139.82     | 0.01%             | 2048-04-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust        | SFS Auto Receivables Securitization Trust 2025-1                                | CUSIP: 81885BAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230000 | PA      | $232403.73    | 0.10%             | 2030-07-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                          | Essential Utilities Inc                                                         | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262738.43    | 0.11%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                             | Mercedes-Benz Finance North America LLC                                         | CUSIP: 58769JAZ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176982.08    | 0.08%             | 2027-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                             | Public Storage Operating Co                                                     | CUSIP: 74464AAC5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    455000 | PA      | $453906.63    | 0.19%             | 2030-07-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust           | GreenSky Home Improvement Trust 2024-1                                          | CUSIP: 39571MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $186175.26    | 0.08%             | 2059-06-25      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                               | VICI Properties LP                                                              | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    180000 | PA      | $181472.33    | 0.08%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                          | Carmax Auto Owner Trust 2023-2                                                  | CUSIP: 142921AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    821997 | PA      | $824946.75    | 0.35%             | 2028-01-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                     | NiSource Inc                                                                    | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    380000 | PA      | $390100.92    | 0.17%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SIRIUSPOINT LTD                                  | SiriusPoint Ltd                                                                 | CUSIP: 82969BAA0<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | CORP              | BM        |    275000 | PA      | $289505.29    | 0.12%             | 2029-04-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RELIANCE STAND LIFE II                           | Reliance Standard Life Global Funding II                                        | CUSIP: 75951ACY2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $290556.80    | 0.12%             | 2026-02-02      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31336CMM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9161 | PA      | $9435.16      | 0.00%             | 2035-01-01      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                         | Main Street Capital Corp                                                        | CUSIP: 56035LAJ3<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40896.86     | 0.02%             | 2027-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust 2024-3                                   | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330000 | PA      | $331744.71    | 0.14%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust        | SFS Auto Receivables Securitization Trust 2023-1                                | CUSIP: 78398AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375648 | PA      | $378127.03    | 0.16%             | 2028-10-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    540000 | PA      | $544107.96    | 0.23%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                        | CUSIP: 38380LVZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    212950 | PA      | $213093.67    | 0.09%             | 2069-05-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                       | LAD Auto Receivables Trust 2024-1                                               | CUSIP: 501689AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $115798.56    | 0.05%             | 2028-09-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                 | OneMain Financial Issuance Trust 2022-S1                                        | CUSIP: 68267HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    794835 | PA      | $792667.09    | 0.34%             | 2035-05-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4385000 | PA      | $4391851.56   | 1.87%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust         | AmeriCredit Automobile Receivables Trust 2024-1                                 | CUSIP: 023947AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330000 | PA      | $333251.82    | 0.14%             | 2029-01-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| SUNTORY HOLDINGS LTD                             | Suntory Holdings Ltd                                                            | CUSIP: 86803UAE1<br>LEI: 54930074QUY8RD0UZM08 | Long             | DBT              | CORP              | JP        |    435000 | PA      | $445635.04    | 0.19%             | 2029-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                           | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136904.73    | 0.06%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                            | Truist Financial Corp                                                           | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    145000 | PA      | $156844.64    | 0.07%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                        | Avnet Inc                                                                       | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    305000 | PA      | $316965.83    | 0.14%             | 2028-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                   | Carvana Auto Receivables Trust 2024-P4                                          | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95000 | PA      | $95257.83     | 0.04%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                         | Sumitomo Mitsui Trust Bank Ltd                                                  | CUSIP: 86563VBP3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $406011.37    | 0.17%             | 2027-03-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                            | SBNA Auto Lease Trust 2024-C                                                    | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90000 | PA      | $90183.87     | 0.04%             | 2028-02-22      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust     | American Credit Acceptance Receivables Trust 2025-2                             | CUSIP: 024938AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205000 | PA      | $206467.00    | 0.09%             | 2031-03-12      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                               | Pacific Life Global Funding II                                                  | CUSIP: 6944PL3F4<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    590000 | PA      | $598995.34    | 0.26%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                            | Cousins Properties LP                                                           | CUSIP: 222793AC5<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |    360000 | PA      | $366802.36    | 0.16%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                  | Danske Bank A/S                                                                 | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    805000 | PA      | $814123.16    | 0.35%             | 2031-03-04      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                  | CarMax Select Receivables Trust 2025-A                                          | CUSIP: 14319UAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $604057.68    | 0.26%             | 2029-09-17      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust 2023-4                                   | CUSIP: 802927AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    540000 | PA      | $547043.81    | 0.23%             | 2028-12-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                     | Illumina Inc                                                                    | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275326.82    | 0.12%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust              | Toyota Auto Receivables 2023-C Owner Trust                                      | CUSIP: 89231FAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    360401 | PA      | $362348.80    | 0.15%             | 2028-04-17      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit         | Ford Credit Auto Owner Trust 2021-REV1                                          | CUSIP: 345340AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    570000 | PA      | $556193.80    | 0.24%             | 2033-10-17      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $272205.48    | 0.12%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                     | KBC Group NV                                                                    | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    435000 | PA      | $439983.75    | 0.19%             | 2030-10-16      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                             | Raizen Fuels Finance SA                                                         | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    355000 | PA      | $352337.50    | 0.15%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                          | Corebridge Global Funding                                                       | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    260000 | PA      | $266060.44    | 0.11%             | 2029-06-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2014-USA OA LLC                                                            | CUSIP: 12649AAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    795000 | PA      | $733387.50    | 0.31%             | 2037-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                      | Target Corp                                                                     | CUSIP: 87612EBU9<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201202.11    | 0.09%             | 2028-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                   | Crockett Partners Equipment Co IIA LLC                                          | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    254167 | PA      | $256777.50    | 0.11%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | Barclays PLC                                                                    | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    295000 | PA      | $301338.53    | 0.13%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust     | American Credit Acceptance Receivables Trust 2023-3                             | CUSIP: 02530EAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    370567 | PA      | $372770.16    | 0.16%             | 2029-10-12      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                         | Take-Two Interactive Software Inc                                               | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123567.13    | 0.05%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2020-GC45                                          | CUSIP: 36258YBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245000 | PA      | $227276.28    | 0.10%             | 2053-02-13      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                              | Bank of New Zealand                                                             | CUSIP: 06407EAE5<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |    250000 | PA      | $242565.54    | 0.10%             | 2027-01-27      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Bank5                                            | BANK5 2023-5YR3                                                                 | CUSIP: 06211EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    635000 | PA      | $672989.32    | 0.29%             | 2056-09-15      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust               | Regional Management Issuance Trust 2024-1                                       | CUSIP: 758983AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $137978.51    | 0.06%             | 2036-07-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2025-2                                      | CUSIP: 30168JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $503708.50    | 0.21%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust           | GreenSky Home Improvement Issuer Trust 2024-2                                   | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71127 | PA      | $72062.11     | 0.03%             | 2059-10-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115KAD2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1155000 | PA      | $1163508.35   | 0.50%             | 2028-06-02      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| SCOTT Trust 2023-SFS                             | SCOTT Trust 2023-SFS                                                            | CUSIP: 810064AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    465000 | PA      | $476918.23    | 0.20%             | 2040-03-10      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                  | Nordea Bank Abp                                                                 | CUSIP: 65558RAJ8<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    445000 | PA      | $447788.49    | 0.19%             | 2029-09-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                        | CUSIP: 38380LNQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52048 | PA      | $51994.78     | 0.02%             | 2068-10-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL                           | Mutual of Omaha Cos Global Funding                                              | CUSIP: 62829D2F6<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    570000 | PA      | $580792.40    | 0.25%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                   | Enterprise Fleet Financing 2025-1 LLC                                           | CUSIP: 29390HAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $142015.02    | 0.06%             | 2029-02-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                       | LAD Auto Receivables Trust 2023-4                                               | CUSIP: 50571AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $230247.18    | 0.10%             | 2028-10-16      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                | GLS Auto Select Receivables Trust 2024-2                                        | CUSIP: 379924AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70745 | PA      | $71412.81     | 0.03%             | 2030-06-17      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust            | GM Financial Automobile Leasing Trust 2025-1                                    | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230000 | PA      | $231829.42    | 0.10%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust 2023-3                                   | CUSIP: 80285XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $172694.99    | 0.07%             | 2030-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                              | Synchrony Financial                                                             | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    240000 | PA      | $246594.94    | 0.11%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                             | Westpac Banking Corp                                                            | CUSIP: 961214FT5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    330000 | PA      | $340529.29    | 0.15%             | 2029-04-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                              | CUSIP: 36176VPT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2472 | PA      | $2435.92      | 0.00%             | 2062-10-20      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                           | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31429KAK9<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    505000 | PA      | $523068.90    | 0.22%             | 2028-03-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                    | Allstate Corp/The                                                               | CUSIP: 020002BL4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    275000 | PA      | $282212.35    | 0.12%             | 2029-06-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                           | Standard Chartered PLC                                                          | CUSIP: 85325C2H4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    530000 | PA      | $537781.74    | 0.23%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                              | NatWest Markets PLC                                                             | CUSIP: 63906YAM0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    430000 | PA      | $434804.00    | 0.19%             | 2028-03-21      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                         | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $174959.70    | 0.07%             | 2025-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                        | CUSIP: 38375UWF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       134 | PA      | $121.22       | 0.00%             | 2065-03-20      | Fixed         | 1.75%                 | No            |                  3 | On Loan: No      |
| Enterprise Fleet Financing LLC                   | Enterprise Fleet Financing 2024-1 LLC                                           | CUSIP: 29375PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $152801.55    | 0.07%             | 2030-09-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                           | Blue Owl Credit Income Corp                                                     | CUSIP: 69120VBB6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    215000 | PA      | $229874.76    | 0.10%             | 2028-06-13      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                    | DTE Energy Co                                                                   | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    265000 | PA      | $268033.95    | 0.11%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                         | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAE3<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214492.57    | 0.09%             | 2032-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2023-V2 Mortgage Trust                                                | CUSIP: 08163TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $536505.42    | 0.23%             | 2055-05-15      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2020-B16 Mortgage Trust                                               | CUSIP: 08161NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285000 | PA      | $262375.28    | 0.11%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                           | Chase Auto Owner Trust 2024-5                                                   | CUSIP: 16144QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $184773.56    | 0.08%             | 2029-08-27      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                 | Antares Holdings LP                                                             | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    445000 | PA      | $427879.72    | 0.18%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                   | Carvana Auto Receivables Trust 2025-P2                                          | CUSIP: 14688YAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    345000 | PA      | $348008.75    | 0.15%             | 2030-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TMF9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359286.31    | 0.15%             | 2029-05-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                              | Cardinal Health Inc                                                             | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    630000 | PA      | $642173.91    | 0.27%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust         | AmeriCredit Automobile Receivables Trust 2021-3                                 | CUSIP: 03066JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520000 | PA      | $511308.72    | 0.22%             | 2027-08-18      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2023-B                                        | CUSIP: 00792FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    320000 | PA      | $321415.04    | 0.14%             | 2028-09-15      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                             | Saudi Arabian Oil Co                                                            | CUSIP: 80414L2X2<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    520000 | PA      | $522541.18    | 0.22%             | 2030-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                         | PVH Corp                                                                        | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    640000 | PA      | $644581.67    | 0.27%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                           | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    450000 | PA      | $461157.89    | 0.20%             | 2030-02-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    595000 | PA      | $601400.37    | 0.26%             | 2029-03-30      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                         | Automatic Data Processing Inc                                                   | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    410000 | PA      | $415888.85    | 0.18%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                        | Auxilior Term Funding 2023-1 LLC                                                | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80145 | PA      | $80790.69     | 0.03%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                          | Carmax Auto Owner Trust 2025-2                                                  | CUSIP: 14320AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    195000 | PA      | $196785.56    | 0.08%             | 2030-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                   | Synchrony Bank                                                                  | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    560000 | PA      | $559888.00    | 0.24%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                | Credit Acceptance Auto Loan Trust 2023-1                                        | CUSIP: 224927AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205743 | PA      | $206696.46    | 0.09%             | 2033-03-15      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                                         | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180813.21    | 0.08%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                               | UBS AG/Stamford CT                                                              | CUSIP: 22550L2K6<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    335000 | PA      | $340174.20    | 0.15%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust 2023-1                                   | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $115645.13    | 0.05%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                             | American National Global Funding                                                | CUSIP: 02771D2B9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $206024.66    | 0.09%             | 2030-06-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                    | Aircastle Ltd                                                                   | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    190000 | PA      | $198363.43    | 0.08%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                    | UniCredit SpA                                                                   | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    585000 | PA      | $581980.98    | 0.25%             | 2026-09-22      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                         | Flex Ltd                                                                        | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $257932.52    | 0.11%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust 2025-2                                   | CUSIP: 80287NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95000 | PA      | $95796.20     | 0.04%             | 2029-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                   | Morgan Stanley Capital I Trust 2020-L4                                          | CUSIP: 61770KAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $505274.94    | 0.22%             | 2053-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                | Atmos Energy Corp                                                               | CUSIP: 049560BC8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252922.29    | 0.11%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Corp Trust 2013-PEMB                                     | CUSIP: 36197VAA6<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |    440000 | PA      | $379639.48    | 0.16%             | 2033-03-05      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                       | GLS Auto Receivables Issuer Trust 2024-2                                        | CUSIP: 37964VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    370000 | PA      | $373586.00    | 0.16%             | 2028-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                       | LAD Auto Receivables Trust 2024-3                                               | CUSIP: 505709AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $165230.18    | 0.07%             | 2029-03-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                           | Daimler Truck Finance North America LLC                                         | CUSIP: 233853BE9<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    820000 | PA      | $833490.07    | 0.36%             | 2032-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                     | DC Commercial Mortgage Trust 2023-DC                                            | CUSIP: 24023AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    335000 | PA      | $349512.97    | 0.15%             | 2040-09-12      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                         | Jackson National Life Global Funding                                            | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    465000 | PA      | $467907.57    | 0.20%             | 2028-06-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                          | American National Group Inc                                                     | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    615000 | PA      | $618621.90    | 0.26%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                         | Citizens Financial Group Inc                                                    | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    240000 | PA      | $243214.87    | 0.10%             | 2031-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                | NSTAR Electric Co                                                               | CUSIP: 67021CAX5<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305041.76    | 0.13%             | 2030-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                     | Comerica Inc                                                                    | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189493.93    | 0.08%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust                  | M&T Bank Auto Receivables Trust 2025-1                                          | CUSIP: 55287XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $126804.38    | 0.05%             | 2030-06-17      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                  | CFCRE Commercial Mortgage Trust 2016-C4                                         | CUSIP: 12531YAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    361996 | PA      | $358225.30    | 0.15%             | 2058-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                        | CUSIP: 38378U8D2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45983 | PA      | $46064.43     | 0.02%             | 2064-07-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                   | Carvana Auto Receivables Trust 2023-P1                                          | CUSIP: 14688EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    283692 | PA      | $284994.50    | 0.12%             | 2027-12-10      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                   | AutoNation Inc                                                                  | CUSIP: 05329WAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $289865.43    | 0.12%             | 2025-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| USB Auto Owner Trust                             | USB Auto Owner Trust 2025-1                                                     | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60000 | PA      | $60481.92     | 0.03%             | 2030-06-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING                         | Capital Power US Holdings Inc                                                   | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $152031.83    | 0.06%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust            | Wells Fargo Commercial Mortgage Trust 2020-C58                                  | CUSIP: 95002UAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    490000 | PA      | $428071.25    | 0.18%             | 2053-07-15      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC               | Compass Datacenters Issuer II LLC                                               | CUSIP: 20469AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $240263.59    | 0.10%             | 2049-08-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust            | Wells Fargo Commercial Mortgage Trust 2016-C33                                  | CUSIP: 95000LAZ6<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |    201109 | PA      | $198813.10    | 0.08%             | 2059-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                           | Motorola Solutions Inc                                                          | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    365000 | PA      | $368932.55    | 0.16%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC              | Compass Datacenters Issuer III LLC                                              | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60000 | PA      | $60494.58     | 0.03%             | 2050-02-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                           | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    285000 | PA      | $287131.31    | 0.12%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                  | Stream Innovations 2024-1 Issuer Trust                                          | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     88237 | PA      | $91609.45     | 0.04%             | 2044-07-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2016-DC2 Mortgage Trust                                                    | CUSIP: 12594CBF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520299 | PA      | $516779.49    | 0.22%             | 2049-02-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2023-2                                      | CUSIP: 30168CAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     47884 | PA      | $47911.91     | 0.02%             | 2027-09-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                      | Equifax Inc                                                                     | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254773.31    | 0.11%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBG2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    260000 | PA      | $264614.18    | 0.11%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                       | GLS Auto Receivables Issuer Trust 2024-4                                        | CUSIP: 36270YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85000 | PA      | $85130.22     | 0.04%             | 2028-07-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                           | Morgan Stanley Bank NA                                                          | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    665000 | PA      | $679041.64    | 0.29%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hudsons Bay Simon JV Trust                       | Hudsons Bay Simon JV Trust 2015-HBS                                             | CUSIP: 44422PAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     62176 | PA      | $61959.97     | 0.03%             | 2034-08-05      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                | Eaton Capital ULC                                                               | CUSIP: 27806HAA9<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |    305000 | PA      | $306428.86    | 0.13%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                          | John Deere Capital Corp                                                         | CUSIP: 24422EYE3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    660000 | PA      | $666116.83    | 0.28%             | 2030-06-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                           | American Honda Finance Corp                                                     | CUSIP: 02665WFY2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    555000 | PA      | $559400.62    | 0.24%             | 2030-03-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                               | Credit Agricole SA                                                              | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    540000 | PA      | $548781.78    | 0.23%             | 2029-01-09      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                     | Ford Credit Auto Lease Trust 2025-A                                             | CUSIP: 345282AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $171485.12    | 0.07%             | 2028-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | Citibank NA                                                                     | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    580000 | PA      | $583528.16    | 0.25%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GECU Auto Receivables Trust                      | GECU Auto Receivables Trust 2023-1                                              | CUSIP: 36169EAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    380000 | PA      | $382120.25    | 0.16%             | 2028-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                             | Cantor Fitzgerald LP                                                            | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |    310000 | PA      | $329072.60    | 0.14%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                         | Take-Two Interactive Software Inc                                               | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    385000 | PA      | $390937.10    | 0.17%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                   | Enterprise Fleet Financing 2024-3 LLC                                           | CUSIP: 29375QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $213034.71    | 0.09%             | 2031-03-20      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                      | Ameren Corp                                                                     | CUSIP: 023608AR3<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155967.87    | 0.07%             | 2035-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                         | Wisconsin Public Service Corp                                                   | CUSIP: 976843BQ4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136651.36    | 0.06%             | 2029-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    340000 | PA      | $345423.03    | 0.15%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                            | Northrop Grumman Corp                                                           | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151314.80    | 0.06%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    270000 | PA      | $270877.29    | 0.12%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                         | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAC2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    375000 | PA      | $377560.79    | 0.16%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BACARDI-MARTINI BV                               | Bacardi-Martini BV                                                              | CUSIP: 05634WAA0<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |    665000 | PA      | $682443.95    | 0.29%             | 2030-02-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust              | Citigroup Commercial Mortgage Trust 2019-C7                                     | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540000 | PA      | $507049.74    | 0.22%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                             | Hercules Capital Inc                                                            | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    325000 | PA      | $314737.49    | 0.13%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust 2022-4                                   | CUSIP: 80286FAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165568 | PA      | $165444.54    | 0.07%             | 2027-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                       | GLS Auto Receivables Issuer Trust 2024-3                                        | CUSIP: 37989AAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $170733.06    | 0.07%             | 2029-01-16      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                         | Lincoln Financial Global Funding                                                | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    325000 | PA      | $327011.92    | 0.14%             | 2028-05-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                 | Public Service Co of New Hampshire                                              | CUSIP: 744538AH2<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    235000 | PA      | $236241.06    | 0.10%             | 2028-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                     | DNB Bank ASA                                                                    | CUSIP: 23329PAF7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    590000 | PA      | $585633.29    | 0.25%             | 2026-09-16      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    460000 | PA      | $469381.86    | 0.20%             | 2029-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                               | CNO Global Funding                                                              | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    585000 | PA      | $546420.14    | 0.23%             | 2029-01-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                    | Amphenol Corp                                                                   | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    445000 | PA      | $448098.67    | 0.19%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    700000 | PA      | $716585.11    | 0.31%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust            | Westlake Automobile Receivables Trust 2024-3                                    | CUSIP: 96043CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $225750.60    | 0.10%             | 2028-04-17      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                          | GLAXOSMITHKLINE CAPITAL                                                         | CUSIP: 377372AP2<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    455000 | PA      | $458618.91    | 0.20%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                 | Societe Generale SA                                                             | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    720000 | PA      | $734258.54    | 0.31%             | 2031-05-22      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                              | FS KKR Capital Corp                                                             | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    230000 | PA      | $228422.25    | 0.10%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $383092.00    | 0.16%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                          | SCF Equipment Leasing 2022-1 LLC                                                | CUSIP: 784033AS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     76463 | PA      | $76123.66     | 0.03%             | 2029-07-20      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                             | Las Vegas Sands Corp                                                            | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    435000 | PA      | $443715.34    | 0.19%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NEW MOUNTAIN FINANCE COR                         | New Mountain Finance Corp                                                       | CUSIP: 647551AG5<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111160.96    | 0.05%             | 2027-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                | Credit Acceptance Auto Loan Trust 2023-3                                        | CUSIP: 224936AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $134830.61    | 0.06%             | 2033-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                               | Siemens Funding BV                                                              | CUSIP: 82622RAC0<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    285000 | PA      | $288092.25    | 0.12%             | 2030-05-28      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                 | Ryder System Inc                                                                | CUSIP: 78355HLE7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    240000 | PA      | $243448.81    | 0.10%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP II                         | Blue Owl Capital Corp II                                                        | CUSIP: 69121DAD2<br>LEI: 549300MMNWZO5XKDDX47 | Long             | DBT              | CORP              | US        |    265000 | PA      | $275299.90    | 0.12%             | 2026-11-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                         | New York Life Global Funding                                                    | CUSIP: 64952WFG3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    450000 | PA      | $460296.43    | 0.20%             | 2029-06-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK NA                              | Fifth Third Bank NA                                                             | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251830.44    | 0.11%             | 2028-01-28      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                      | Ally Auto Receivables Trust 2022-3                                              | CUSIP: 02008DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     77212 | PA      | $77322.31     | 0.03%             | 2027-04-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                     | NiSource Inc                                                                    | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    810000 | PA      | $816644.24    | 0.35%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                        | IQVIA Inc                                                                       | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    320000 | PA      | $328134.40    | 0.14%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                            | Micron Technology Inc                                                           | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    350000 | PA      | $378318.26    | 0.16%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                              | Delta Air Lines Inc                                                             | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166059.14    | 0.07%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                          | Guardian Life Global Funding                                                    | CUSIP: 40139LBK8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    380000 | PA      | $386570.93    | 0.16%             | 2030-04-28      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FJ7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117501.37    | 0.05%             | 2026-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                         | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CG5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    640000 | PA      | $647530.28    | 0.28%             | 2029-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                            | Stellantis Finance US Inc                                                       | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    280000 | PA      | $281366.81    | 0.12%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                              | CUSIP: 36195LSC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25650 | PA      | $25382.06     | 0.01%             | 2066-09-20      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                          | Corebridge Global Funding                                                       | CUSIP: 00138CBF4<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    305000 | PA      | $307593.26    | 0.13%             | 2030-06-06      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                              | CUSIP: 36193QUD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     77984 | PA      | $77442.54     | 0.03%             | 2066-10-20      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                             | Atlas Warehouse Lending Co LP                                                   | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252640.25    | 0.11%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                   | Wheels Fleet Lease Funding 1 LLC                                                | CUSIP: 96328GAS6<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    442681 | PA      | $445823.88    | 0.19%             | 2038-04-18      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4665000 | PA      | $4641857.21   | 1.98%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BK AUSTR NY                         | Commonwealth Bank of Australia/New York NY                                      | CUSIP: 20271RAV2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    475000 | PA      | $479698.84    | 0.20%             | 2028-03-14      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    575000 | PA      | $574927.26    | 0.25%             | 2031-07-08      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority    | Massachusetts Educational Financing Authority                                   | CUSIP: 57563NAB4<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | ABS-O            | CORP              | US        |     57133 | PA      | $56391.78     | 0.02%             | 2033-05-25      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| RALPH LAUREN CORP                                | Ralph Lauren Corp                                                               | CUSIP: 751212AD3<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |    310000 | PA      | $314614.09    | 0.13%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                         | MassMutual Global Funding II                                                    | CUSIP: 57629TBV8<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    820000 | PA      | $837294.99    | 0.36%             | 2030-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                 | NTT Finance Corp                                                                | CUSIP: 62954WAM7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    635000 | PA      | $648713.06    | 0.28%             | 2029-07-02      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Huntington Auto Trust                            | Huntington Auto Trust 2024-1                                                    | CUSIP: 446144AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $262747.94    | 0.11%             | 2029-01-16      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Hudsons Bay Simon JV Trust                       | Hudsons Bay Simon JV Trust 2015-HBS                                             | CUSIP: 44422PBN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $179125.70    | 0.08%             | 2034-08-05      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| M&T Equipment Notes                              | M&T Equipment 2023-LEAF1 Notes                                                  | CUSIP: 551925AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    423387 | PA      | $425990.03    | 0.18%             | 2030-07-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                           | Williams Cos Inc/The                                                            | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603419.53    | 0.26%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VStrong Auto Receivables Trust                   | VStrong Auto Receivables Trust 2024-A                                           | CUSIP: 92891PAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90000 | PA      | $91336.73     | 0.04%             | 2030-07-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust    | BHG Securitization Trust 2024-1CON                                              | CUSIP: 08862HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     61903 | PA      | $63044.47     | 0.03%             | 2035-04-17      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                              | CUSIP: 36193DJN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6089 | PA      | $6062.21      | 0.00%             | 2066-06-20      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                          | Nationwide Building Society                                                     | CUSIP: 63861VAK3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    485000 | PA      | $496658.53    | 0.21%             | 2029-07-29      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs. | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FPJ55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    652238 | PA      | $640191.74    | 0.27%             | 2027-07-25      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                          | American Electric Power Co Inc                                                  | CUSIP: 02557TAD1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    565000 | PA      | $565446.32    | 0.24%             | 2025-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                              | CUSIP: 36176HK94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4815 | PA      | $4721.66      | 0.00%             | 2062-05-20      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                   | Carvana Auto Receivables Trust 2021-P4                                          | CUSIP: 14687KAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5074 | PA      | $5069.84      | 0.00%             | 2027-01-11      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                          | SCF Equipment Trust 2016-1 LLC                                                  | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255000 | PA      | $261073.85    | 0.11%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | Commercial Mortgage Pass Through Certificates                                   | CUSIP: 12624NAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    347593 | PA      | $333616.52    | 0.14%             | 2030-10-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DENSO CORP                                       | Denso Corp                                                                      | CUSIP: 24872BAA8<br>LEI: 549300RYPA10CQM3QK38 | Long             | DBT              | CORP              | JP        |    665000 | PA      | $640839.71    | 0.27%             | 2026-09-16      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                   | Enterprise Fleet Financing 2022-3 LLC                                           | CUSIP: 29374FAB9<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |     33975 | PA      | $33942.10     | 0.01%             | 2029-07-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                      | Hertz Vehicle Financing LLC                                                     | CUSIP: 42806MAN9<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    245000 | PA      | $235261.25    | 0.10%             | 2028-06-26      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Corp Trust 2023-SHIP                                     | CUSIP: 36270GAA9<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    365000 | PA      | $362174.90    | 0.15%             | 2038-09-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                              | CUSIP: 36196KU43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17687 | PA      | $17589.42     | 0.01%             | 2066-11-20      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                | CBRE Services Inc                                                               | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171087.51    | 0.07%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                               | Credit Agricole SA                                                              | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    315000 | PA      | $320873.95    | 0.14%             | 2031-05-27      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                         | Sixth Street Lending Partners                                                   | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    230000 | PA      | $237406.74    | 0.10%             | 2029-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                     | Hilton Grand Vacations Trust 2022-2                                             | CUSIP: 43283GAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     42710 | PA      | $42822.60     | 0.02%             | 2037-01-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                           | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BV3<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    580000 | PA      | $588060.06    | 0.25%             | 2035-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                               | Enact Holdings Inc                                                              | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |    400000 | PA      | $415053.28    | 0.18%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                   | Wheels Fleet Lease Funding 1 LLC                                                | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    217477 | PA      | $219000.25    | 0.09%             | 2039-06-21      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust              | Citigroup Commercial Mortgage Trust 2016-GC37                                   | CUSIP: 17290XAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    992138 | PA      | $982475.07    | 0.42%             | 2049-04-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAM2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    460000 | PA      | $460638.66    | 0.20%             | 2026-08-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                             | Mercedes-Benz Finance North America LLC                                         | CUSIP: 58769JBC0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    745000 | PA      | $747739.05    | 0.32%             | 2027-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC                       | Applebee's Funding LLC / IHOP Funding LLC                                       | CUSIP: 03789XAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $796142.40    | 0.34%             | 2055-06-07      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                            | Athene Global Funding                                                           | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    595000 | PA      | $608395.84    | 0.26%             | 2030-01-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI HC FIN AMER                           | Mitsubishi HC Finance America LLC                                               | CUSIP: 606790AC7<br>LEI: 3538008O2MCHLB9FAL82 | Long             | DBT              | CORP              | US        |    455000 | PA      | $463516.61    | 0.20%             | 2029-10-24      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                           | Chubb INA Holdings LLC                                                          | CUSIP: 171239AL0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    435000 | PA      | $442413.95    | 0.19%             | 2029-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2024-CBM Mortgage Trust                                                    | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $103425.70    | 0.04%             | 2041-12-10      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                | Golub Capital BDC Inc                                                           | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25339.46     | 0.01%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                          | BMW Vehicle Lease Trust 2025-1                                                  | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $110614.79    | 0.05%             | 2028-06-26      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust       | Exeter Select Automobile Receivables Trust 2025-1                               | CUSIP: 30185AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85000 | PA      | $85487.05     | 0.04%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                     | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    380000 | PA      | $389798.63    | 0.17%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                               | HARBOUR ENERGY PLC                                                              | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198825.06    | 0.08%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                      | Walmart Inc                                                                     | CUSIP: 931142FN8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    325000 | PA      | $328721.28    | 0.14%             | 2030-04-28      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                              | CUSIP: 36197LB74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    556651 | PA      | $554675.86    | 0.24%             | 2067-04-20      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128Q3QK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15840 | PA      | $16374.73     | 0.01%             | 2036-05-01      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                          | CarMax Auto Owner Trust 2024-4                                                  | CUSIP: 14290DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290000 | PA      | $291735.94    | 0.12%             | 2029-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                         | Cooperatieve Rabobank UA                                                        | CUSIP: 74977RDV3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    810000 | PA      | $821311.77    | 0.35%             | 2031-05-27      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                    | CHI Commercial Mortgage Trust 2025-SFT                                          | CUSIP: 16706GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    595000 | PA      | $606029.52    | 0.26%             | 2042-04-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230663.58    | 0.10%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                          | Honeywell International Inc                                                     | CUSIP: 438516CY0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    450000 | PA      | $456704.73    | 0.19%             | 2030-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                     | Dell Equipment Finance Trust 2023-3                                             | CUSIP: 24702EAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    673230 | PA      | $676871.08    | 0.29%             | 2029-04-23      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                         | Sammons Financial Group Global Funding                                          | CUSIP: 79587J2C6<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1076691.48   | 0.46%             | 2030-06-12      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    515000 | PA      | $528121.67    | 0.23%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                              | Eastman Chemical Co                                                             | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    270000 | PA      | $273765.92    | 0.12%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                | GLS Auto Select Receivables Trust 2024-4                                        | CUSIP: 36271BAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    156761 | PA      | $156675.25    | 0.07%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                         | Fortitude Group Holdings LLC                                                    | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138889.30    | 0.06%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust            | Westlake Automobile Receivables Trust 2024-2                                    | CUSIP: 96042YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $186188.81    | 0.08%             | 2028-02-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| CABOT CORP                                       | Cabot Corp                                                                      | CUSIP: 127055AL5<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |    240000 | PA      | $234048.46    | 0.10%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                                            | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    560000 | PA      | $571514.54    | 0.24%             | 2031-02-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                | GLS Auto Select Receivables Trust 2025-1                                        | CUSIP: 36271FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    183464 | PA      | $183859.73    | 0.08%             | 2030-04-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    825000 | PA      | $842464.07    | 0.36%             | 2031-02-11      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| CGI INC                                          | CGI Inc                                                                         | CUSIP: 12532HAK0<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    715000 | PA      | $722107.71    | 0.31%             | 2030-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                            | Universal Health Services Inc                                                   | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    195000 | PA      | $192806.14    | 0.08%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust              | PenFed Auto Receivables Owner Trust                                             | CUSIP: 70687FAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $160968.32    | 0.07%             | 2029-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                      | Post Road Equipment Finance 2024-1 LLC                                          | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65466 | PA      | $65776.47     | 0.03%             | 2029-11-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                                         | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    575000 | PA      | $581906.30    | 0.25%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| APA CORP                                         | APA Corp                                                                        | CUSIP: 03743QAQ1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    330000 | PA      | $323640.96    | 0.14%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                            | SBNA Auto Lease Trust 2024-B                                                    | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $252159.00    | 0.11%             | 2027-11-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING 1                          | Pricoa Global Funding I                                                         | CUSIP: 74153WCW7<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353892.98    | 0.15%             | 2030-05-28      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                          | Marathon Petroleum Corp                                                         | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    355000 | PA      | $361731.80    | 0.15%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                         | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    415000 | PA      | $417329.23    | 0.18%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMCOR GROUP FINANCE                              | Amcor Group Finance PLC                                                         | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |    335000 | PA      | $344443.79    | 0.15%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA                         | Citadel Securities Global Holdings LLC                                          | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    255000 | PA      | $258029.64    | 0.11%             | 2030-06-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                                         | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    195000 | PA      | $197497.40    | 0.08%             | 2032-06-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                | GLS Auto Select Receivables Trust 2024-3                                        | CUSIP: 37989EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    212811 | PA      | $215208.58    | 0.09%             | 2029-10-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                  | BAE Systems PLC                                                                 | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    475000 | PA      | $486704.00    | 0.21%             | 2029-03-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC               | CyrusOne Data Centers Issuer I LLC                                              | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $269853.48    | 0.12%             | 2050-02-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust    | JP Morgan Chase Commercial Mortgage Securities Trust 2025-BMS                   | CUSIP: 46596CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255000 | PA      | $252601.98    | 0.11%             | 2042-01-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                       | 3M Co                                                                           | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    355000 | PA      | $360900.17    | 0.15%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                            | Truist Financial Corp                                                           | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507599.69    | 0.22%             | 2031-05-20      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                | General Mills Inc                                                               | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    215000 | PA      | $218583.95    | 0.09%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                  | AutoNation Finance Trust 2025-1                                                 | CUSIP: 05330QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $146138.05    | 0.06%             | 2029-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust     | American Credit Acceptance Receivables Trust 2023-4                             | CUSIP: 02530CAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    114262 | PA      | $114419.66    | 0.05%             | 2028-02-14      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                       | GLS Auto Receivables Issuer Trust 2025-2                                        | CUSIP: 37989BAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $121227.24    | 0.05%             | 2031-01-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                         | Equitable America Global Funding                                                | CUSIP: 29446Q2B8<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    440000 | PA      | $444794.03    | 0.19%             | 2030-06-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                | Johnson & Johnson                                                               | CUSIP: 478160DK7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    640000 | PA      | $658347.33    | 0.28%             | 2032-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                           | American International Group Inc                                                | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152387.69    | 0.07%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFK3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    365000 | PA      | $371137.25    | 0.16%             | 2026-11-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                | Sierra Timeshare 2024-2 Receivables Funding LLC                                 | CUSIP: 82650DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    199654 | PA      | $201240.98    | 0.09%             | 2041-06-20      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Issuer LLC            | New Economy Assets - Phase 1 Sponsor LLC                                        | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    845000 | PA      | $795557.28    | 0.34%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                     | CaixaBank SA                                                                    | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    335000 | PA      | $336318.57    | 0.14%             | 2031-07-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank5                                            | BANK5 2023-5YR4                                                                 | CUSIP: 06211FAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    333261 | PA      | $351320.23    | 0.15%             | 2056-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                | General Motors Co                                                               | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    430000 | PA      | $439503.82    | 0.19%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                | World Omni Auto Receivables Trust 2024-C                                        | CUSIP: 98164NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $235904.05    | 0.10%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    450000 | PA      | $459772.00    | 0.20%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                  | Marex Group PLC                                                                 | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $278562.85    | 0.12%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                      | Hertz Vehicle Financing III LLC                                                 | CUSIP: 42806MCK3<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    245000 | PA      | $248634.33    | 0.11%             | 2029-01-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                           | Protective Life Global Funding                                                  | CUSIP: 74368CCA0<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151839.29    | 0.06%             | 2029-12-09      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                          | Jefferies Financial Group Inc                                                   | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    285000 | PA      | $295572.11    | 0.13%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                             | American National Global Funding                                                | CUSIP: 02771D2A1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $367646.19    | 0.16%             | 2030-01-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust         | AmeriCredit Automobile Receivables Trust 2022-2                                 | CUSIP: 03065WAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     36441 | PA      | $36438.00     | 0.02%             | 2028-04-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                  | Republic Finance Issuance Trust 2024-A                                          | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205000 | PA      | $207995.15    | 0.09%             | 2032-08-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                          | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $399952.17    | 0.17%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                            | Helmerich & Payne Inc                                                           | CUSIP: 423452AK7<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    395000 | PA      | $360113.86    | 0.15%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                            | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    490000 | PA      | $495880.00    | 0.21%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                    | Aircastle Ltd                                                                   | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    275000 | PA      | $261822.74    | 0.11%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                              | CUSIP: 36177TPC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       698 | PA      | $687.74       | 0.00%             | 2064-11-20      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | Citibank NA                                                                     | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    415000 | PA      | $422967.56    | 0.18%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                          | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAK8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    185000 | PA      | $183306.41    | 0.08%             | 2030-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    265000 | PA      | $269106.94    | 0.11%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4095000 | PA      | $4224888.28   | 1.80%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                    | McKesson Corp                                                                   | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    980000 | PA      | $993140.96    | 0.42%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                             | WEC Energy Group Inc                                                            | CUSIP: 92939UAK2<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    580000 | PA      | $580129.67    | 0.25%             | 2026-01-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    285000 | PA      | $291262.82    | 0.12%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                  | Citizens Auto Receivables Trust 2024-1                                          | CUSIP: 17331QAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $160868.00    | 0.07%             | 2028-04-17      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                        | Chesapeake Funding II LLC                                                       | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    180550 | PA      | $181445.40    | 0.08%             | 2035-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                               | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    585000 | PA      | $592439.56    | 0.25%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                      | Ameren Corp                                                                     | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    425000 | PA      | $432665.06    | 0.18%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                         | National Australia Bank Ltd/New York                                            | CUSIP: 632525CK5<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    570000 | PA      | $576307.57    | 0.25%             | 2030-06-13      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                         | HPS Corporate Lending Fund                                                      | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200563.73    | 0.09%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    775000 | PA      | $784042.22    | 0.33%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                       | Nucor Corp                                                                      | CUSIP: 670346AZ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    715000 | PA      | $720660.09    | 0.31%             | 2030-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                       | LAD Auto Receivables Trust 2025-1                                               | CUSIP: 505712AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375000 | PA      | $377444.25    | 0.16%             | 2029-07-16      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                 | Ryder System Inc                                                                | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    350000 | PA      | $355994.91    | 0.15%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                         | Blue Owl Technology Finance Corp                                                | CUSIP: 691205AC2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104720.74    | 0.04%             | 2025-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                         | Constellation Brands Inc                                                        | CUSIP: 21036PBQ0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    310000 | PA      | $313160.35    | 0.13%             | 2029-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                            | Arrow Electronics Inc                                                           | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    340000 | PA      | $345162.99    | 0.15%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust    | Bridgecrest Lending Auto Securitization Trust 2025-2                            | CUSIP: 10807HAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255000 | PA      | $256566.47    | 0.11%             | 2028-12-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                  | Prestige Auto Receivables Trust 2023-1                                          | CUSIP: 74113GAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340000 | PA      | $340697.00    | 0.15%             | 2028-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bank                                             | BANK 2021-BNK37                                                                 | CUSIP: 06540LBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    870000 | PA      | $761935.39    | 0.33%             | 2064-11-15      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                      | Swedbank AB                                                                     | CUSIP: 87020PAX5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    325000 | PA      | $331906.08    | 0.14%             | 2026-09-12      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                              | CUSIP: 36176JS27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14010 | PA      | $13860.32     | 0.01%             | 2063-04-20      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                               | Honda Motor Co Ltd                                                              | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    810000 | PA      | $811393.22    | 0.35%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                   | OWN Equipment Fund I LLC                                                        | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    331980 | PA      | $337395.97    | 0.14%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                        | CUSIP: 38380LLM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    653963 | PA      | $630761.66    | 0.27%             | 2068-09-20      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                          | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10071.01     | 0.00%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Ziply Fiber Issuer, LLC                          | Ziply Fiber Issuer LLC                                                          | CUSIP: 98979QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    795000 | PA      | $816507.14    | 0.35%             | 2054-04-20      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                         | Toyota Lease Owner Trust 2024-B                                                 | CUSIP: 891943AD4<br>LEI: 254900R64DFTI1MWY364 | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $799267.20    | 0.34%             | 2027-09-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                       | GLS Auto Receivables Issuer Trust 2024-1                                        | CUSIP: 36269HAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    122360 | PA      | $122526.79    | 0.05%             | 2027-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                                         | LKQ Corp                                                                        | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    345000 | PA      | $355444.99    | 0.15%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                        | CUSIP: 38380LPU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     73744 | PA      | $73841.86     | 0.03%             | 2068-12-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                     | Enbridge Inc                                                                    | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    185000 | PA      | $186852.61    | 0.08%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                  | Chevron USA Inc                                                                 | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    590000 | PA      | $601769.34    | 0.26%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING                               | NLG Global Funding                                                              | CUSIP: 62915W2A0<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |    465000 | PA      | $478609.49    | 0.20%             | 2030-01-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                        | CUSIP: 38376RAC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27843 | PA      | $27182.09     | 0.01%             | 2065-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                               | Conagra Brands Inc                                                              | CUSIP: 205887CJ9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    795000 | PA      | $802982.71    | 0.34%             | 2026-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164258.67    | 0.07%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                      | Swedbank AB                                                                     | CUSIP: 87020PAY3<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    380000 | PA      | $391848.44    | 0.17%             | 2029-03-14      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                          | National Bank of Canada                                                         | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    355000 | PA      | $354673.42    | 0.15%             | 2029-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                             | Edison International                                                            | CUSIP: 281020AU1<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199689.96    | 0.09%             | 2025-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                         | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    240000 | PA      | $242674.32    | 0.10%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                            | Blue Owl Capital Corp                                                           | CUSIP: 69121KAC8<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259795.82    | 0.11%             | 2025-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2024-A                                        | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    860000 | PA      | $866549.76    | 0.37%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL                          | Western-Southern Global Funding                                                 | CUSIP: 95954A2A0<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161505.17    | 0.07%             | 2030-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                         | Ares Strategic Income Fund                                                      | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231858.87    | 0.10%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                         | Principal Life Global Funding II                                                | CUSIP: 74256LEY1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    480000 | PA      | $490494.36    | 0.21%             | 2029-01-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                | Credit Acceptance Auto Loan Trust 2023-2                                        | CUSIP: 22537EAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    465000 | PA      | $471868.98    | 0.20%             | 2033-07-15      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                              | DT Auto Owner Trust 2023-2                                                      | CUSIP: 23346CAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    144899 | PA      | $145026.64    | 0.06%             | 2029-02-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                             | Westpac Banking Corp                                                            | CUSIP: 961214GC1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    815000 | PA      | $816677.26    | 0.35%             | 2030-07-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                     | DNB Bank ASA                                                                    | CUSIP: 23341CAE3<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    235000 | PA      | $237627.79    | 0.10%             | 2030-11-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust            | Mission Lane Credit Card Master Trust                                           | CUSIP: 60510MBE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245000 | PA      | $246947.51    | 0.11%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                              | Dominion Energy Inc                                                             | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    335000 | PA      | $337206.99    | 0.14%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                         | Bain Capital Specialty Finance Inc                                              | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74139.56     | 0.03%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                        | CUSIP: 38375UMN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46490 | PA      | $46570.36     | 0.02%             | 2064-07-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                      | Lennar Corp                                                                     | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305641.82    | 0.13%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                        | Chesapeake Funding II LLC                                                       | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    132096 | PA      | $133415.21    | 0.06%             | 2036-05-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                       | FIXED INC CLEARING CORP.REPO                                                    | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   5533462 | PA      | $5533462.30   | 2.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                             | BANK 2020-BNK25                                                                 | CUSIP: 06539WBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $245855.25    | 0.10%             | 2063-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    230000 | PA      | $235813.54    | 0.10%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                       | Flagship Credit Auto Trust 2022-4                                               | CUSIP: 33843XAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99504 | PA      | $99595.35     | 0.04%             | 2027-06-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2024-VLT4                                                              | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    395000 | PA      | $394876.56    | 0.17%             | 2029-07-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                         | Johnson Controls International plc / Tyco Fire & Security Finance SCA           | CUSIP: 477921AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    310000 | PA      | $321499.76    | 0.14%             | 2029-04-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                         | Svenska Handelsbanken AB                                                        | CUSIP: 86959LAS2<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    425000 | PA      | $428626.79    | 0.18%             | 2028-05-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                | Ares Capital Corp                                                               | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234016.65    | 0.10%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA                             | Sitios Latinoamerica SAB de CV                                                  | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |    265000 | PA      | $269833.60    | 0.12%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                 | ABN AMRO Bank NV                                                                | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $408710.88    | 0.17%             | 2027-09-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    495000 | PA      | $502732.16    | 0.21%             | 2031-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDH9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    385000 | PA      | $392128.18    | 0.17%             | 2031-05-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                         | Northwestern Mutual Global Funding                                              | CUSIP: 66815L2M0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    465000 | PA      | $474690.60    | 0.20%             | 2028-06-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                              | Synchrony Financial                                                             | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146264.21    | 0.06%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                        | GATX Corp                                                                       | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192627.69    | 0.08%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                             | Colgate-Palmolive Co                                                            | CUSIP: 194162AT0<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    700000 | PA      | $702886.44    | 0.30%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    230000 | PA      | $238822.08    | 0.10%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                          | SCF Equipment Leasing 2024-1 LLC                                                | CUSIP: 783896AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $179643.98    | 0.08%             | 2032-01-20      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                    | BGC Group Inc                                                                   | CUSIP: 05555LAC5<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126738.02    | 0.05%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                              | CUSIP: 36194QQA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53880 | PA      | $53655.79     | 0.02%             | 2066-09-20      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128PWV21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       156 | PA      | $154.49       | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs. | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HLJA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1700000 | PA      | $1722348.20   | 0.73%             | 2030-02-25      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                               | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    815000 | PA      | $829822.65    | 0.35%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                      | Merchants Fleet Funding LLC                                                     | CUSIP: 588926AA3<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |    379386 | PA      | $382268.40    | 0.16%             | 2036-05-20      | Fixed         | 7.21%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $335933.04    | 0.14%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                           | Sempra                                                                          | CUSIP: 816851BQ1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156501.99    | 0.07%             | 2026-08-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2024-A                                        | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $150688.35    | 0.06%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC                                   | Weir Group Inc                                                                  | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |    270000 | PA      | $273780.00    | 0.12%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                           | Alliant Energy Finance LLC                                                      | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    285000 | PA      | $288377.21    | 0.12%             | 2027-06-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust         | Americredit Automobile Receivables Trust 2023-1                                 | CUSIP: 03067BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    870000 | PA      | $879556.95    | 0.38%             | 2028-03-20      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                              | CUSIP: 36196JNQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49399 | PA      | $49107.99     | 0.02%             | 2066-11-20      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                           | Protective Life Global Funding                                                  | CUSIP: 74368CBY9<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    380000 | PA      | $390571.60    | 0.17%             | 2029-06-12      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $8117500.00   | 3.46%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                              | Frontier Issuer LLC                                                             | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    630000 | PA      | $639937.62    | 0.27%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| DLLMT LLC                                        | DLLMT 2023-1 LLC                                                                | CUSIP: 232989AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    502976 | PA      | $504897.68    | 0.22%             | 2027-03-22      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                        | CUSIP: 38376RSJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    124074 | PA      | $124532.18    | 0.05%             | 2066-02-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    920000 | PA      | $921754.90    | 0.39%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                       | Flagship Credit Auto Trust 2023-2                                               | CUSIP: 33843EAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $453899.43    | 0.19%             | 2029-05-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                | Brown & Brown Inc                                                               | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    270000 | PA      | $272277.75    | 0.12%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                      | Equifax Inc                                                                     | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    315000 | PA      | $317628.97    | 0.14%             | 2029-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                             | M&T Bank Corp                                                                   | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    240000 | PA      | $243975.67    | 0.10%             | 2031-07-08      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                           | Orbia Advance Corp SAB de CV                                                    | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $408800.00    | 0.17%             | 2030-05-13      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                   | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    835000 | PA      | $837213.27    | 0.36%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                | Golub Capital BDC Inc                                                           | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    335000 | PA      | $326010.69    | 0.14%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                       | Ecolab Inc                                                                      | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110766.20    | 0.05%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                             | M&T Bank Corp                                                                   | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    365000 | PA      | $363732.16    | 0.16%             | 2036-01-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                   | Carvana Auto Receivables Trust 2024-P2                                          | CUSIP: 14688PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $176788.15    | 0.08%             | 2029-07-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| WESTPAC NEW ZEALAND LTD                          | Westpac New Zealand Ltd                                                         | CUSIP: 96122FAE7<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |    590000 | PA      | $600629.26    | 0.26%             | 2030-02-27      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                        | ALA Trust 2025-OANA                                                             | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $105557.96    | 0.05%             | 2040-06-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                            | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    235000 | PA      | $240780.30    | 0.10%             | 2031-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust 2023-5                                   | CUSIP: 80286PAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    590000 | PA      | $600854.05    | 0.26%             | 2029-12-17      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    295000 | PA      | $300099.77    | 0.13%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust            | Westlake Automobile Receivables Trust 2023-3                                    | CUSIP: 96041CAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    695000 | PA      | $704777.96    | 0.30%             | 2028-09-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust       | Mercury Financial Credit Card Master Trust                                      | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330000 | PA      | $333219.81    | 0.14%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust    | Bridgecrest Lending Auto Securitization Trust 2023-1                            | CUSIP: 108056AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    357625 | PA      | $358451.13    | 0.15%             | 2027-11-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                            | Bank of Ireland Group PLC                                                       | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    315000 | PA      | $316010.24    | 0.13%             | 2026-09-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                         | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    410000 | PA      | $412141.78    | 0.18%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                              | CUSIP: 36196RPM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    375929 | PA      | $374478.26    | 0.16%             | 2067-01-20      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust      | AASET 2025-1                                                                    | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    253632 | PA      | $259406.34    | 0.11%             | 2050-02-16      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                 | Genuine Parts Co                                                                | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    370000 | PA      | $375671.76    | 0.16%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100970.82    | 0.04%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust        | TCO Commercial Mortgage Trust 2024-DPM                                          | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $209672.40    | 0.09%             | 2039-12-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226705.80    | 0.10%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1075000 | PA      | $1101665.04   | 0.47%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                   | MVW 2020-1 LLC                                                                  | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27273 | PA      | $26438.04     | 0.01%             | 2037-10-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3785000 | PA      | $3797419.53   | 1.62%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                          | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    470000 | PA      | $484555.72    | 0.21%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                       | LAD Auto Receivables Trust 2024-2                                               | CUSIP: 505920AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215000 | PA      | $216329.78    | 0.09%             | 2028-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                            | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    205000 | PA      | $209006.18    | 0.09%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| NEW MOUNTAIN FINANCE COR                         | New Mountain Finance Corp                                                       | CUSIP: 647551AF7<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152682.66    | 0.07%             | 2029-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RGU2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1110000 | PA      | $1123824.27   | 0.48%             | 2028-02-22      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                            | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    210000 | PA      | $220356.69    | 0.09%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                          | BMW Vehicle Lease Trust                                                         | CUSIP: 05613MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255000 | PA      | $255065.79    | 0.11%             | 2027-10-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                                      | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    405000 | PA      | $418458.36    | 0.18%             | 2027-10-29      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                          | GA Global Funding Trust                                                         | CUSIP: 36143L2G9<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    480000 | PA      | $463428.08    | 0.20%             | 2027-01-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                              | CUSIP: 36195LSH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33607 | PA      | $33442.62     | 0.01%             | 2066-10-20      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FIN                          | Blue Owl Technology Finance Corp II                                             | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    285000 | PA      | $290652.99    | 0.12%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust            | Westlake Automobile Receivables Trust 2025-1                                    | CUSIP: 96043VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310000 | PA      | $311683.30    | 0.13%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                              | CUSIP: 3617B5B60<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    234408 | PA      | $233462.18    | 0.10%             | 2067-07-20      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    375000 | PA      | $378379.49    | 0.16%             | 2029-06-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                         | Main Street Capital Corp                                                        | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    370000 | PA      | $362272.97    | 0.15%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank5                                            | BANK5 Trust 2024-5YR6                                                           | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    985000 | PA      | $1037009.87   | 0.44%             | 2057-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                     | HSBC USA Inc                                                                    | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211656.41    | 0.09%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust    | JPMCC Commercial Mortgage Securities Trust 2019-COR5                            | CUSIP: 46591EAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    575000 | PA      | $539156.28    | 0.23%             | 2052-06-13      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                  | CSAIL 2019-C18 Commercial Mortgage Trust                                        | CUSIP: 12597DAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470000 | PA      | $436537.22    | 0.19%             | 2052-12-15      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                     | AutoZone Inc                                                                    | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    525000 | PA      | $528316.26    | 0.23%             | 2026-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DIRECT                            | Morgan Stanley Direct Lending Fund                                              | CUSIP: 61774AAG8<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160932.77    | 0.07%             | 2030-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ESSENT GROUP LTD                                 | Essent Group Ltd                                                                | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |    370000 | PA      | $383201.93    | 0.16%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRUSTAGE FINANCIAL GROUP                         | Trustage Financial Group Inc                                                    | CUSIP: 89787EAA9<br>LEI: 549300X7YNHNZXTI6F10 | Long             | DBT              | CORP              | US        |    240000 | PA      | $227056.08    | 0.10%             | 2032-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Corp Trust 2012-BWTR                                     | CUSIP: 36192RAA0<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    581843 | PA      | $501949.78    | 0.21%             | 2034-11-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC      | BBCMS 2020-BID Mortgage Trust                                                   | CUSIP: 05493BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    660000 | PA      | $660000.00    | 0.28%             | 2037-10-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                         | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    595000 | PA      | $603459.36    | 0.26%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                          | Brighthouse Financial Global Funding                                            | CUSIP: 10921U2J6<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406272.89    | 0.17%             | 2027-04-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                            | PACCAR Financial Corp                                                           | CUSIP: 69371RT71<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    285000 | PA      | $288596.26    | 0.12%             | 2030-05-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ANZ NEW ZEALAND INTL/LDN                         | ANZ New Zealand Int'l Ltd/London                                                | CUSIP: 00182EBU2<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |    325000 | PA      | $335764.66    | 0.14%             | 2028-08-14      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                         | Element Fleet Management Corp                                                   | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    575000 | PA      | $580053.07    | 0.25%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                    | CME Group Inc                                                                   | CUSIP: 12572QAL9<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    590000 | PA      | $594159.19    | 0.25%             | 2030-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432MT9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    141000 | PA      | $140304.67    | 0.06%             | 2043-04-30      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                     | Drive Auto Receivables Trust 2024-2                                             | CUSIP: 26207AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    355000 | PA      | $354872.73    | 0.15%             | 2029-07-16      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                | Sysco Corp                                                                      | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    315000 | PA      | $322725.68    | 0.14%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC      | BBCMS Mortgage Trust 2021-C12                                                   | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    865000 | PA      | $762764.44    | 0.33%             | 2054-11-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE (CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        45 | NC      | $46310.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                      | BNP Paribas SA                                                                  | CUSIP: 09659W3D4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    580000 | PA      | $585653.52    | 0.25%             | 2031-05-09      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                | Credit Acceptance Auto Loan Trust 2025-1                                        | CUSIP: 22536KAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $202219.20    | 0.09%             | 2035-03-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                           | Marriott International Inc/MD                                                   | CUSIP: 571903BN2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    360000 | PA      | $373431.30    | 0.16%             | 2028-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                   | Wheels Fleet Lease Funding 1 LLC                                                | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $105626.64    | 0.05%             | 2039-09-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust                 | Harley-Davidson Motorcycle Trust 2023-B                                         | CUSIP: 41285YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215000 | PA      | $220332.02    | 0.09%             | 2031-04-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    280000 | PA      | $287366.17    | 0.12%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                   | Hyundai Auto Receivables Trust                                                  | CUSIP: 44935XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $140972.58    | 0.06%             | 2029-12-17      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                  | Prestige Auto Receivables Trust 2021-1                                          | CUSIP: 74113XAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115212 | PA      | $114505.60    | 0.05%             | 2028-02-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                            | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    590000 | PA      | $601282.72    | 0.26%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JB HUNT TRANSPRT SVCS                            | JB Hunt Transport Services Inc                                                  | CUSIP: 445658CG0<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |    650000 | PA      | $659605.79    | 0.28%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                        | BPR Trust 2021-NRD                                                              | CUSIP: 05592CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $513188.00    | 0.22%             | 2038-12-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                              | FS KKR Capital Corp                                                             | CUSIP: 302635AM9<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    240000 | PA      | $253239.06    | 0.11%             | 2029-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    550000 | PA      | $515858.63    | 0.22%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                           | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $262071.55    | 0.11%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO                             | Liberty Utilities Co                                                            | CUSIP: 531542AA6<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |    280000 | PA      | $288057.49    | 0.12%             | 2029-01-31      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                  | Zayo Issuer LLC                                                                 | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520000 | PA      | $535333.24    | 0.23%             | 2055-06-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                         | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp              | CUSIP: 505742AS5<br>LEI: N/A                  | Long             | DBT              |  | US        |    180000 | PA      | $181160.68    | 0.08%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125376.53    | 0.05%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                         | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    360000 | PA      | $371312.95    | 0.16%             | 2031-04-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                    | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    565000 | PA      | $578570.54    | 0.25%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust                 | Harley-Davidson Motorcycle Trust 2023-B                                         | CUSIP: 41285YAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    256757 | PA      | $258764.14    | 0.11%             | 2028-08-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| SPGN TFLM Mortgage Trust                         | SPGN 2022-TFLM Mortgage Trust                                                   | CUSIP: 78473HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    980000 | PA      | $973056.60    | 0.42%             | 2039-02-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                 | Bank of Montreal                                                                | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    235000 | PA      | $238805.28    | 0.10%             | 2029-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                  | SEB Funding LLC                                                                 | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    315000 | PA      | $322126.28    | 0.14%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                               | Ally Financial Inc                                                              | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193382.57    | 0.08%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                  | MVW 2024-1 LLC                                                                  | CUSIP: 62847RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    102304 | PA      | $104147.74    | 0.04%             | 2043-02-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                   | Enterprise Fleet Financing 2023-2 LLC                                           | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    204670 | PA      | $205908.32    | 0.09%             | 2030-04-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    370000 | PA      | $375195.78    | 0.16%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                       | Humana Inc                                                                      | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    545000 | PA      | $557495.23    | 0.24%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust        | SFS Auto Receivables Securitization Trust 2025-2                                | CUSIP: 78398HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $403212.40    | 0.17%             | 2030-12-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                          | GA Global Funding Trust                                                         | CUSIP: 36143L2T1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    370000 | PA      | $376084.50    | 0.16%             | 2032-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                           | Aviation Capital Group LLC                                                      | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504722.15    | 0.22%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit         | Ford Credit Auto Owner Trust/Ford Credit                                        | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1360000 | PA      | $1388978.88   | 0.59%             | 2037-08-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                            | SBNA Auto Lease Trust 2024-A                                                    | CUSIP: 78414SAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    164120 | PA      | $164545.03    | 0.07%             | 2026-11-20      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172719.96    | 0.07%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                         | Bain Capital Specialty Finance Inc                                              | CUSIP: 05684BAC1<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    295000 | PA      | $286197.81    | 0.12%             | 2026-10-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                  | CFCRE Commercial Mortgage Trust 2016-C3                                         | CUSIP: 12531WBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    491600 | PA      | $489049.09    | 0.21%             | 2048-01-10      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                           | Williams Cos Inc/The                                                            | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210145.34    | 0.09%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates            | Countrywide Asset-Backed Certificates                                           | CUSIP: 126673TD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1123 | PA      | $1060.16      | 0.00%             | 2035-02-25      | Variable      | 5.12%                 | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

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

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer