# EDGAR Filing Document

**Accession Number:** 0001959372
**File Stem:** 0000894189-26-015803
**Filing Date:** 2026-5
**Character Count:** 136732
**Document Hash:** b9f2b0fb810384a1da2d5ce28fbc872e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-26-015803.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0000894189-26-015803

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260527

**DATE AS OF CHANGE**: 20260527

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23850
- **FILM NUMBER:** 261022634

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

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

## Series and Classes Contracts Data

### Aristotle Short Duration Income Fund (Series ID: S000080057)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000241672 | Class A      | PLADX           |
| C000241673 | Class C      | PLCSX           |
| C000241674 | Class I      | PLSDX           |
| C000241675 | Class I-2    | PLDSX           |
| C000268433 | Class H      | PLDHX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Los Angeles

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90025

  - **Telephone number:** 3104784005

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

- **a. Name of Series:** Aristotle Short Duration Income Fund

- **b. EDGAR series identifier (if any):** S000080057

- **c. LEI of Series:** 549300VT1KBCJFS7TL26

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

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

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1031881934.82

**Total Liabilities:** $33752202.88

**Net Assets:** $998129731.94

**Delayed Delivery Securities:** $10036587.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 17871.537076000000 | **1-Year:** 90568.258037000000 | **5-Year:** 111093.877324000000 | **10-Year:** 5479.042224000000 | **30-Year:** 47.270986000000

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

- **3-Month:** 21852.323080000000 | **1-Year:** 2046.875674000000 | **5-Year:** 2006.382011000000 | **10-Year:** 188.373526000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000241672 | 0.30%                | 0.49%                | -0.70%               |
| Class ID C000241673 | 0.14%                | 0.43%                | -0.67%               |
| Class ID C000241674 | 0.33%                | 0.42%                | -0.57%               |
| Class ID C000241675 | 0.32%                | 0.41%                | -0.58%               |
| Class ID C000268433 | 0.34%                | 0.43%                | -0.59%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $464287.87               | $-1175297.48                               |
| Month 2  | $212389.03               | $987732.62                                 |
| Month 3  | $-21548.44               | $-9615327.68                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                           | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1451417.97   | 0.15%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CCD9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2498277.08   | 0.25%             | 2029-03-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust   | Hilton Grand Vacations Trust 2024-2                                             | CUSIP: 43283JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1520563 | PA      | $1544319.28   | 0.15%             | 2038-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2471704.31   | 0.25%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| JABIL INC                      | Jabil Inc                                                                       | CUSIP: 46656PAA2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2040388.30   | 0.20%             | 2029-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust           | LHOME Mortgage Trust 2025-RTL1                                                  | CUSIP: 50205UAA9<br>LEI: 5299002NGIWITLMXOH85 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1004097.40   | 0.10%             | 2040-01-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC       | Lennox International Inc                                                        | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |   3950000 | PA      | $4024521.77   | 0.40%             | 2028-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                | MVW 2024-2 LLC                                                                  | CUSIP: 55389QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2492706 | PA      | $2478794.04   | 0.25%             | 2042-03-20      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                 | MVW 2020-1 LLC                                                                  | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     92755 | PA      | $89356.86     | 0.01%             | 2037-10-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XXXI Ltd                                                              | CUSIP: 55952FAL2<br>LEI: 549300J3BCFSIZAJJW77 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3996181.60   | 0.40%             | 2034-07-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XXII Ltd                                                              | CUSIP: 55954HAW2<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-CBDO         | CORP              | KY        |   2350000 | PA      | $2356372.73   | 0.24%             | 2036-07-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XXIX Ltd                                                              | CUSIP: 55955KAL8<br>LEI: 549300XSCWZTP19VRZ67 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001497.60   | 0.20%             | 2037-07-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I        | Metropolitan Life Global Funding I                                              | CUSIP: 59217GFU8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1385325.58   | 0.14%             | 2031-01-12      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONICS TECH         | Molex Electronic Technologies LLC                                               | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4218515.45   | 0.42%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $3215241.66   | 0.32%             | 2030-04-18      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                | MVW 2024-1 LLC                                                                  | CUSIP: 62847RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2570934 | PA      | $2591489.03   | 0.26%             | 2043-02-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Loan Trust 2020-A                                     | CUSIP: 63941FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    296625 | PA      | $279189.72    | 0.03%             | 2068-11-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2020-F                                | CUSIP: 63941XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    360119 | PA      | $339442.31    | 0.03%             | 2069-07-15      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Navient Education Loan Trust   | Navient Education Loan Trust 2025-A                                             | CUSIP: 63943EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    976724 | PA      | $975024.06    | 0.10%             | 2055-07-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru | SMB Private Education Loan Trust 2021-A                                         | CUSIP: 78448YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1416647 | PA      | $1296014.85   | 0.13%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru | SMB Private Education Loan Trust 2022-C                                         | CUSIP: 78449CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1204330 | PA      | $1192568.75   | 0.12%             | 2050-05-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru | SMB Private Education Loan Trust 2018-C                                         | CUSIP: 78449QAB3<br>LEI: 549300V1P5RKG8RJI005 | Long             | ABS-O            | CORP              | US        |    278308 | PA      | $275614.57    | 0.03%             | 2035-11-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru | SMB Private Education Loan Trust                                                | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    821470 | PA      | $773336.06    | 0.08%             | 2053-07-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2024-5                                   | CUSIP: 802920AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1207980 | PA      | $1209109.91   | 0.12%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2024-5                                   | CUSIP: 802920AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    725000 | PA      | $727227.49    | 0.07%             | 2031-01-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| PROAMPAC PG BORROWER LLC       | Proampac PG Borrower LLC                                                        | CUSIP: 74274NAM5<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |   1824641 | PA      | $1766708.27   | 0.18%             | 2033-03-07      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2 AA PTT         | American Airlines 2015-2 Class AA Pass Through Trust                            | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4938509 | PA      | $4882457.46   | 0.49%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receiva | Amur Equipment Finance Receivables XV LLC                                       | CUSIP: 03237FAB1<br>LEI: 254900UXD59DZRJ7U848 | Long             | ABS-O            | CORP              | US        |    621722 | PA      | $625612.27    | 0.06%             | 2031-09-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING          | Athene Global Funding                                                           | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2170543.55   | 0.22%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND           | Atlas Warehouse Lending Co LP                                                   | CUSIP: 049463AD4<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4056538.80   | 0.41%             | 2028-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD / MARTINI BV       | Bacardi Ltd / Bacardi-Martini BV                                                | CUSIP: 05635JAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3000000 | PA      | $3031012.71   | 0.30%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1243958.39   | 0.12%             | 2028-01-20      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2014053.22   | 0.20%             | 2027-09-15      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4725000 | PA      | $4815905.74   | 0.48%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2200000 | PA      | $2218581.60   | 0.22%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt | Benefit Street Partners CLO XXV Ltd                                             | CUSIP: 08186YAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3750000 | PA      | $3743374.13   | 0.38%             | 2035-01-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W2F0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $996024.91    | 0.10%             | 2028-08-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   5150000 | PA      | $5169343.25   | 0.52%             | 2029-05-09      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 225401BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1900000 | PA      | $1876276.16   | 0.19%             | 2030-04-10      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 15 Ltd             | Elmwood CLO 15 Ltd                                                              | CUSIP: 29003JAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $1998510.00   | 0.20%             | 2035-04-22      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3577264.92   | 0.36%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2020-D                                | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3729624 | PA      | $3546713.72   | 0.36%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2020-E                                | CUSIP: 63941TAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6773395 | PA      | $6314276.02   | 0.63%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU | SoFi Consumer Loan Program 2025-2 Trust                                         | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    437327 | PA      | $438333.53    | 0.04%             | 2034-06-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I       | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3447200 | PA      | $3464879.10   | 0.35%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                 | Starbucks Corp                                                                  | CUSIP: 855244BN8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4008803.60   | 0.40%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-1 AA PTT       | United Airlines 2016-1 Class AA Pass Through Trust                              | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2251734 | PA      | $2194661.57   | 0.22%             | 2028-07-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA           | Royal Bank of Canada                                                            | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3250000 | PA      | $3250726.02   | 0.33%             | 2029-08-06      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru | SMB Private Education Loan Trust 2018-B                                         | CUSIP: 78449LAB4<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-O            | CORP              | US        |    236187 | PA      | $234703.56    | 0.02%             | 2037-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr | SoFi Professional Loan Program 2021-B Trust                                     | CUSIP: 83405NAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1570210 | PA      | $1409191.77   | 0.14%             | 2047-02-15      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                  | CoreLogic Inc                                                                   | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |   3351250 | PA      | $3213027.69   | 0.32%             | 2028-06-02      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| UKG INC                        | UKG Inc                                                                         | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   3890397 | PA      | $3722876.49   | 0.37%             | 2031-02-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA         | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2350000 | PA      | $2339605.22   | 0.23%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM1 Trust                                                             | CUSIP: 673914AC1<br>LEI: 2549007E8KF1RJ2ZV866 | Long             | ABS-MBS          | CORP              | US        |   1064739 | PA      | $1069698.77   | 0.11%             | 2064-12-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM14 Trust                                                            | CUSIP: 673924AC0<br>LEI: 254900T4WKE0IYMYAI09 | Long             | ABS-MBS          | CORP              | US        |   1132362 | PA      | $1131915.50   | 0.11%             | 2065-07-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd | Palmer Square Loan Funding 2025-2 Ltd                                           | CUSIP: 69704AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4458453 | PA      | $4462269.92   | 0.45%             | 2033-07-15      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                    | Exelon Corp                                                                     | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $4740080.03   | 0.47%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP         | Extra Space Storage LP                                                          | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2247537.58   | 0.23%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC             | Meta Platforms Inc                                                              | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2922055.62   | 0.29%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust     | Flagship Credit Auto Trust 2022-1                                               | CUSIP: 33845VAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1017497 | PA      | $1014437.84   | 0.10%             | 2028-03-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6300000 | PA      | $6500806.07   | 0.65%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1708590.98   | 0.17%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust   | Hilton Grand Vacations Trust 2023-1                                             | CUSIP: 432917AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    944405 | PA      | $958222.11    | 0.10%             | 2038-01-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2025-NQM5                                       | CUSIP: 46664DAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5021617 | PA      | $4987586.80   | 0.50%             | 2066-05-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $6153548.97   | 0.62%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8921650.59   | 0.89%             | 2030-01-23      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust   | Ford Credit Auto Owner Trust 2024-A                                             | CUSIP: 34535EAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3038747.70   | 0.30%             | 2029-11-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1973203.16   | 0.20%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu | GreenSky Home Improvement Issuer Trust 2025-2                                   | CUSIP: 39571VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    382403 | PA      | $383371.55    | 0.04%             | 2060-06-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust   | Hilton Grand Vacations Trust 2024-1B                                            | CUSIP: 43283YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    521229 | PA      | $524641.53    | 0.05%             | 2039-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                | MVW 2021-1W LLC                                                                 | CUSIP: 55389TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    303449 | PA      | $288334.49    | 0.03%             | 2041-01-22      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2178260.41   | 0.22%             | 2030-01-09      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    750000 | PA      | $737606.31    | 0.07%             | 2032-01-16      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2018-D                                | CUSIP: 63940UAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    276977 | PA      | $274498.09    | 0.03%             | 2059-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru | SMB Private Education Loan Trust 2018-A                                         | CUSIP: 78449PAB5<br>LEI: 549300QHI21JZK7YIR34 | Long             | ABS-O            | CORP              | US        |     74902 | PA      | $74364.57     | 0.01%             | 2036-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1981596.62   | 0.20%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2025-1                                   | CUSIP: 80288DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5013547.50   | 0.50%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Lin | Santander Bank Auto Credit-Linked Notes Series 2024-A                           | CUSIP: 80290CCJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    141225 | PA      | $142306.95    | 0.01%             | 2032-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru | SMB Private Education Loan Trust 2024-F                                         | CUSIP: 83207VAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    198914 | PA      | $199610.10    | 0.02%             | 2054-03-16      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr | Sofi Professional Loan Program 2019-C LLC                                       | CUSIP: 83401CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    433833 | PA      | $421324.21    | 0.04%             | 2048-11-16      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                 | TD SYNNEX Corp                                                                  | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3857557.70   | 0.39%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP           | Targa Resources Corp                                                            | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   3550000 | PA      | $3699176.64   | 0.37%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| UPG HI Issuer Trust            | UPG HI 2025-2 Issuer Trust                                                      | CUSIP: 90321EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    608638 | PA      | $609125.54    | 0.06%             | 2047-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI          | US Bank NA/Cincinnati OH                                                        | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2258677.19   | 0.23%             | 2028-05-15      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14976855.45  | 1.50%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust   | Upstart Securitization Trust 2025-3                                             | CUSIP: 91684FAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1631005 | PA      | $1629980.87   | 0.16%             | 2035-09-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP               | NTT Finance Corp                                                                | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   3750000 | PA      | $3764868.53   | 0.38%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2017-1AA PTT        | Air Canada 2017-1 Class AA Pass Through Trust                                   | CUSIP: 00908PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1493800 | PA      | $1430823.32   | 0.14%             | 2030-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| Navient Student Loan Trust     | Navient Student Loan Trust 2019-B                                               | CUSIP: 63941LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400539 | PA      | $388168.12    | 0.04%             | 2059-12-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2022-A                                | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1528510 | PA      | $1387171.02   | 0.14%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM16 Trust                                                            | CUSIP: 67122DAC7<br>LEI: 254900WI6P4MRT24JH23 | Long             | ABS-MBS          | CORP              | US        |   2892424 | PA      | $2880111.91   | 0.29%             | 2065-08-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd | Palmer Square Loan Funding 2025-3 Ltd                                           | CUSIP: 696918AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4850000 | PA      | $4850442.81   | 0.49%             | 2034-01-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd | Palmer Square Loan Funding 2024-1 Ltd                                           | CUSIP: 69703NAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2991145.80   | 0.30%             | 2032-10-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru | SMB Private Education Loan Trust 2021-D                                         | CUSIP: 78449MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1093712 | PA      | $1032001.19   | 0.10%             | 2053-03-17      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2025-4                                   | CUSIP: 802923AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1405547 | PA      | $1406130.74   | 0.14%             | 2029-01-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO              | Southern Power Co                                                               | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1826882.40   | 0.18%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1900000 | PA      | $1807527.49   | 0.18%             | 2030-08-13      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2014-2 A PTT        | United Airlines 2014-2 Class A Pass Through Trust                               | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4596990 | PA      | $4586796.71   | 0.46%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HLDS CO           | Maple Parent Holdings Corp                                                      | CUSIP: 56530KAA4<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3500221.76   | 0.35%             | 2029-03-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust   | Navient Refinance Loan Trust 2026-A                                             | CUSIP: 63943HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4650000 | PA      | $4599901.37   | 0.46%             | 2056-01-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust   | Navient Refinance Loan Trust 2025-B                                             | CUSIP: 63943NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    777682 | PA      | $770202.63    | 0.08%             | 2055-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP            | Medline Borrower LP                                                             | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   4463725 | PA      | $4474170.20   | 0.45%             | 2030-10-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21050000 | PA      | $20793864.23  | 2.08%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                   | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   7923889 | PA      | $7933873.00   | 0.79%             | 2031-02-28      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| ORYX MIDSTREAM SERVICES        | Oryx Midstream Services Permian Basin LLC                                       | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |   1989951 | PA      | $1994925.70   | 0.20%             | 2028-10-05      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD                | SkyMiles IP Ltd                                                                 | CUSIP: 24736CBT0<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |   1745625 | PA      | $1756718.45   | 0.18%             | 2028-10-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-3 AA PTT       | American Airlines 2016-3 Class AA Pass Through Trust                            | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5399468 | PA      | $5237531.95   | 0.52%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2026-2                                                 | CUSIP: 03466LAA2<br>LEI: 254900KYTF3JMR1ZQR67 | Long             | ABS-MBS          | CORP              | US        |   5937368 | PA      | $5881035.04   | 0.59%             | 2071-02-25      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2025-7                                                 | CUSIP: 03466TAA5<br>LEI: 254900QTRHHMG5RQ9X60 | Long             | ABS-MBS          | CORP              | US        |   4602215 | PA      | $4620967.28   | 0.46%             | 2070-06-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND           | Atlas Warehouse Lending Co LP                                                   | CUSIP: 049463AF9<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5172296.22   | 0.52%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                | BAE Systems PLC                                                                 | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   2800000 | PA      | $2818945.61   | 0.28%             | 2027-03-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                | BAE Systems PLC                                                                 | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2041396.54   | 0.20%             | 2029-03-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   3400000 | PA      | $3437273.79   | 0.34%             | 2028-07-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3013365.99   | 0.30%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Basswood Park CLO Ltd          | Basswood Park CLO Ltd                                                           | CUSIP: 070252AJ0<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4494957.75   | 0.45%             | 2034-04-20      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | Bravo Residential Funding Trust 2025-NQM9                                       | CUSIP: 10569WAC5<br>LEI: 254900XY2WSFF1Q6S467 | Long             | ABS-MBS          | CORP              | US        |   6893923 | PA      | $6872694.74   | 0.69%             | 2065-09-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust Series 2025-NQM8                                | CUSIP: 10571JAA4<br>LEI: 254900Z6C8GAQR4M4U49 | Long             | ABS-MBS          | CORP              | US        |   1608227 | PA      | $1604410.58   | 0.16%             | 2065-06-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 19-1 A PTT         | British Airways 2019-1 Class A Pass Through Trust                               | CUSIP: 11043XAB9<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |   2115827 | PA      | $2055456.76   | 0.21%             | 2029-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4900087.49   | 0.49%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust | Carvana Auto Receivables Trust 2024-P2                                          | CUSIP: 14688PAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        | 152601800 | PA      | $991759.10    | 0.10%             | 2031-06-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2003527.70   | 0.20%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                | Concentrix Corp                                                                 | CUSIP: 20602DAD3<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5351484.55   | 0.54%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| DailyPay Securitization Trust  | DailyPay Securitization Trust 2025-1                                            | CUSIP: 233824AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $902711.52    | 0.09%             | 2028-06-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                | Danske Bank A/S                                                                 | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   3000000 | PA      | $3028886.37   | 0.30%             | 2028-03-01      | Variable      | 5.43%                 | No            |                  2 | On Loan: —       |
| DANSKE BANK A/S                | Danske Bank A/S                                                                 | CUSIP: 23636ABN0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1400000 | PA      | $1404144.98   | 0.14%             | 2032-03-27      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP        | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1983773.74   | 0.20%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 53 CLO Ltd                                                               | CUSIP: 26243EAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2358261 | PA      | $2358456.37   | 0.24%             | 2031-01-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 16 Ltd             | Elmwood CLO 16 Ltd                                                              | CUSIP: 29002UAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2992358.70   | 0.30%             | 2037-04-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV           | ENEL Finance International NV                                                   | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   4500000 | PA      | $4463861.18   | 0.45%             | 2028-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust     | Flagship Credit Auto Trust 2024-1                                               | CUSIP: 33843VAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1530000 | PA      | $1533707.96   | 0.15%             | 2028-10-16      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II        | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015848.00   | 0.10%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280FK0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3400000 | PA      | $3375470.12   | 0.34%             | 2030-03-10      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $757012.32    | 0.08%             | 2028-11-26      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XXIV Ltd                                                              | CUSIP: 55954WAN9<br>LEI: 549300P6T1S83Z2MDF55 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249627.68    | 0.03%             | 2035-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust             | A&D Mortgage Trust 2025-NQM4                                                    | CUSIP: 002941AA0<br>LEI: 9845006Y6D399D9E8O78 | Long             | ABS-MBS          | CORP              | US        |   4843649 | PA      | $4836880.07   | 0.48%             | 2070-10-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-3 A PTT        | American Airlines 2016-3 Class A Pass Through Trust                             | CUSIP: 023771S25<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4184069 | PA      | $3987468.72   | 0.40%             | 2028-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD       | Aspen Insurance Holdings Ltd                                                    | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |   5750000 | PA      | $5934918.56   | 0.59%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6850000 | PA      | $6905516.78   | 0.69%             | 2029-01-24      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL         | Banque Federative du Credit Mutuel SA                                           | CUSIP: 06675DCU4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   3800000 | PA      | $3749140.99   | 0.38%             | 2031-01-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2025-NQM7                                       | CUSIP: 10570TAA3<br>LEI: 254900I1LYOO3G3UAT10 | Long             | ABS-MBS          | CORP              | US        |   1297839 | PA      | $1303268.13   | 0.13%             | 2065-07-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5495000 | PA      | $5563154.10   | 0.56%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   5850000 | PA      | $5905406.99   | 0.59%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HLDS CO           | Maple Parent Holdings Corp                                                      | CUSIP: 56530KAB2<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1045989.50   | 0.10%             | 2031-03-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC       | Microchip Technology Inc                                                        | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6038152.14   | 0.60%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA         | Morgan Stanley Bank NA                                                          | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1264439.88   | 0.13%             | 2028-05-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2019-G                                | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2346985 | PA      | $2275599.02   | 0.23%             | 2068-10-15      | Fixed         | 2.40%                 | 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        |    295039 | PA      | $276206.77    | 0.03%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2021-C                                | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11913534 | PA      | $10789776.38  | 1.08%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                      | IQVIA Inc                                                                       | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   3850000 | PA      | $3926711.25   | 0.39%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2025-NQM2                                       | CUSIP: 46590SAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1718702 | PA      | $1726775.17   | 0.17%             | 2065-09-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2021-B                                | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1573751 | PA      | $1434274.53   | 0.14%             | 2069-07-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2024-A                                | CUSIP: 63943CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4789872 | PA      | $4862686.54   | 0.49%             | 2072-10-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust                                                        | CUSIP: 46593VAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    226573 | PA      | $226472.80    | 0.02%             | 2055-11-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6750000 | PA      | $6785071.52   | 0.68%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM10 Trust                                                            | CUSIP: 67121LAA4<br>LEI: 254900NDJVO62R77II89 | Long             | ABS-MBS          | CORP              | US        |   2619993 | PA      | $2630296.71   | 0.26%             | 2065-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor A | Research-Driven Pagaya Motor Asset Trust 2025-1                                 | CUSIP: 76089YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1183260 | PA      | $1184643.25   | 0.12%             | 2033-06-27      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2021-A                                | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4755232 | PA      | $4324385.82   | 0.43%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd       | Neuberger Berman Loan Advisers Clo 42 Ltd                                       | CUSIP: 64133WAL9<br>LEI: 549300LGCRX4YI1JNS93 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1997208.80   | 0.20%             | 2036-07-16      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC         | Roper Technologies Inc                                                          | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    800000 | PA      | $795105.29    | 0.08%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                 | Salesforce Inc                                                                  | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   6150000 | PA      | $6163703.74   | 0.62%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Southwick Park CLO, Ltd.       | Southwick Park CLO LLC                                                          | CUSIP: 846031AU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4504536 | PA      | $4504740.73   | 0.45%             | 2032-07-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4300000 | PA      | $4434035.26   | 0.44%             | 2030-09-13      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU       | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   9450000 | PA      | $8986892.36   | 0.90%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust   | Veros Auto Receivables Trust 2026-1                                             | CUSIP: 92511CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1398406 | PA      | $1397271.02   | 0.14%             | 2028-08-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC               | APi Group DE Inc                                                                | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |   1900000 | PA      | $1901292.00   | 0.19%             | 2029-01-03      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC       | BCPE Empire Holdings Inc                                                        | CUSIP: 05550HAT2<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |   1013333 | PA      | $999405.06    | 0.10%             | 2032-12-29      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd       | Neuberger Berman Loan Advisers Clo 43 Ltd                                       | CUSIP: 64134AAL6<br>LEI: 549300N83MM16HCONB28 | Long             | ABS-CBDO         | CORP              | KY        |   5250000 | PA      | $5251555.05   | 0.53%             | 2036-07-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $4482301.70   | 0.45%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PNW Trust                      | PNW Trust 2026-ARTE                                                             | CUSIP: 73020TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3450000 | PA      | $3446704.22   | 0.35%             | 2029-04-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA       | Cooperatieve Rabobank UA                                                        | CUSIP: 74977RDR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $2004457.28   | 0.20%             | 2028-08-22      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1559327.31   | 0.16%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F | Ford Credit Auto Owner Trust 2024-REV1                                          | CUSIP: 34533BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3300000 | PA      | $3347844.06   | 0.34%             | 2036-08-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP TRUST        | Kite Realty Group Trust                                                         | CUSIP: 76131VAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4304617.21   | 0.43%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust    | SBNA Auto Receivables Trust 2024-A                                              | CUSIP: 78437PAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1008435.20   | 0.10%             | 2029-09-17      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru | SMB Private Education Loan Trust 2019-A                                         | CUSIP: 78449TAB7<br>LEI: 549300WEYOS38NWU8D22 | Long             | ABS-O            | CORP              | US        |    692216 | PA      | $685796.39    | 0.07%             | 2036-07-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru | SMB Private Education Loan Trust 2022-A                                         | CUSIP: 78450FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2162638 | PA      | $2008786.91   | 0.20%             | 2054-11-16      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2025-2                                   | CUSIP: 80287NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    780139 | PA      | $780641.73    | 0.08%             | 2028-06-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2025-3                                   | CUSIP: 80288JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1714833 | PA      | $1717339.18   | 0.17%             | 2028-10-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru | SMB Private Education Loan Trust 2022-B                                         | CUSIP: 83206NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4697214 | PA      | $4544877.54   | 0.46%             | 2055-02-16      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC                 | Weir Group Inc                                                                  | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1318082.90   | 0.13%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3850000 | PA      | $3938869.63   | 0.39%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                | Xcel Energy Inc                                                                 | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1810006.25   | 0.18%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC           | Chart Industries Inc                                                            | CUSIP: 16115EAT4<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |   3267596 | PA      | $3269638.53   | 0.33%             | 2030-03-18      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC       | BCPE Empire Holdings Inc                                                        | CUSIP: 05550HAQ8<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |   4686667 | PA      | $4624169.96   | 0.46%             | 2030-12-26      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| TRUCORDIA INSURANCE HOLD       | Trucordia Insurance Holdings LLC                                                | CUSIP: 89783WAB1<br>LEI: 254900KYYP47CV7DMK95 | Long             | LON              | CORP              | US        |   3700000 | PA      | $3422500.00   | 0.34%             | 2032-06-17      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| DYCOM INDUSTRIES INC           | Dycom Industries Inc                                                            | CUSIP: 26747FAV1<br>LEI: 549300F56EKTHQI3WT60 | Long             | LON              | CORP              | US        |   1450000 | PA      | $1457554.50   | 0.15%             | 2033-01-27      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd       | Neuberger Berman Loan Advisers CLO 41 Ltd                                       | CUSIP: 64134BAJ9<br>LEI: 549300RYH1PYRU661D66 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2997665.10   | 0.30%             | 2034-04-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                | Nevada Power Co                                                                 | CUSIP: 641423CD8<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |   1963000 | PA      | $1811701.36   | 0.18%             | 2030-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                             | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3565960.88   | 0.36%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3467760.10   | 0.35%             | 2029-10-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3483496.56   | 0.35%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP       | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    771000 | PA      | $762053.19    | 0.08%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note | Navistar Financial Dealer Note Master Owner Trust II 2025-1                     | CUSIP: 63938PBZ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2300000 | PA      | $2295946.71   | 0.23%             | 2030-09-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd       | Neuberger Berman Loan Advisers Clo 50 Ltd                                       | CUSIP: 64134VAY2<br>LEI: 549300UMYON6L2REF246 | Long             | ABS-CBDO         | CORP              | JE        |   2550000 | PA      | $2547133.80   | 0.26%             | 2036-07-23      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                   | Nordson Corp                                                                    | CUSIP: 655663AC6<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |   6375000 | PA      | $6362897.32   | 0.64%             | 2029-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IMA FINANCIAL GROUP            | IMA Financial Group Inc                                                         | CUSIP: 44966KAB1<br>LEI: 549300ACX5KO3W14VI97 | Long             | LON              | CORP              | US        |   2129198 | PA      | $2113228.62   | 0.21%             | 2028-11-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2025-NQM5                                       | CUSIP: 10569RAC6<br>LEI: 254900HGOJX787MBR512 | Long             | ABS-MBS          | CORP              | US        |   1177638 | PA      | $1183003.16   | 0.12%             | 2065-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2025-NQM6                                       | CUSIP: 10570MAC4<br>LEI: 254900U9H6FFPW4O4S55 | Long             | ABS-MBS          | CORP              | US        |   3130080 | PA      | $3136375.91   | 0.31%             | 2065-06-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HDG7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2399178.54   | 0.24%             | 2030-07-26      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                 | CarVal CLO I Ltd                                                                | CUSIP: 146865AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4658566 | PA      | $4660980.94   | 0.47%             | 2031-07-16      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust | Carvana Auto Receivables Trust 2024-N2                                          | CUSIP: 14687VAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1822489.92   | 0.18%             | 2030-09-10      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                              | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   3250000 | PA      | $3286834.82   | 0.33%             | 2029-01-09      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust     | Flagship Credit Auto Trust 2023-3                                               | CUSIP: 33846BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3950000 | PA      | $3954751.85   | 0.40%             | 2029-07-16      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F | Ford Credit Auto Owner Trust 2023-REV1                                          | CUSIP: 34535QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2017623.20   | 0.20%             | 2035-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1762076.38   | 0.18%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GCAT                           | GCAT 2025-NQM1 Trust                                                            | CUSIP: 36171GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2281622 | PA      | $2286058.35   | 0.23%             | 2069-11-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust   | Hilton Grand Vacations Trust 2022-2                                             | CUSIP: 43283GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    428189 | PA      | $422837.03    | 0.04%             | 2037-01-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust   | Hilton Grand Vacations Trust 2024-3                                             | CUSIP: 43283NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1602842 | PA      | $1606067.13   | 0.16%             | 2040-08-27      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust   | Hilton Grand Vacations Trust 2020-A                                             | CUSIP: 43285HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55998 | PA      | $55263.10     | 0.01%             | 2039-02-25      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3902009.00   | 0.39%             | 2030-05-06      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                | MVW 2022-1 LLC                                                                  | CUSIP: 55400UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250869 | PA      | $248494.33    | 0.02%             | 2039-11-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd       | Neuberger Berman Loan Advisers Clo 50 Ltd                                       | CUSIP: 64134VBA3<br>LEI: 549300UMYON6L2REF246 | Long             | ABS-CBDO         | CORP              | JE        |   1375000 | PA      | $1374602.63   | 0.14%             | 2036-07-23      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                    | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2754390.80   | 0.28%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4055937.52   | 0.41%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CQE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33000000 | PA      | $32709961.02  | 3.28%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC       | Constellation Energy Generation LLC                                             | CUSIP: 210385AQ3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5035613.47   | 0.50%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| CROWN CASTLE TOWERS LLC        | Crown Castle Towers LLC                                                         | CUSIP: 22822RBH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1427564.30   | 0.14%             | 2028-07-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING CO       | Fedex Freight Holding Co Inc                                                    | CUSIP: 314352AA3<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |   5550000 | PA      | $5484765.63   | 0.55%             | 2029-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV        | Fidelity National Information Services Inc                                      | CUSIP: 31620MCD6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   5450000 | PA      | $5425668.42   | 0.54%             | 2029-03-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receiva | GM Financial Revolving Receivables Trust 2023-2                                 | CUSIP: 36268DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2322267.98   | 0.23%             | 2036-08-11      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XFM3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2415679.69   | 0.24%             | 2031-01-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC   | Focus Financial Partners LLC                                                    | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |   3550000 | PA      | $3443304.75   | 0.34%             | 2031-09-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva | AmeriCredit Automobile Receivables Trust 2025-1                                 | CUSIP: 03067FAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1350000 | PA      | $1348537.95   | 0.14%             | 2029-03-19      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05571ABE4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   4000000 | PA      | $3946296.28   | 0.40%             | 2032-01-13      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC        | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   9648000 | PA      | $9402584.98   | 0.94%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                              | CUSIP: 22535WAT4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   3750000 | PA      | $3699809.81   | 0.37%             | 2032-01-12      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 55 CLO Ltd                                                               | CUSIP: 26245MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    383834 | PA      | $384162.98    | 0.04%             | 2031-04-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                    | Ameren Corp                                                                     | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2031959.06   | 0.20%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2200000 | PA      | $2169431.95   | 0.22%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EATON CORP                     | Eaton Corp                                                                      | CUSIP: 278058DW9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5149421.99   | 0.52%             | 2029-03-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                   | Enbridge Inc                                                                    | CUSIP: 29250NCQ6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   4000000 | PA      | $4017703.04   | 0.40%             | 2031-03-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                  | Boeing Co/The                                                                   | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1170178.79   | 0.12%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                | Cigna Group/The                                                                 | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3289737.76   | 0.33%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX ASIA FIN CORP          | Equinix Asia Financing Corp Pte Ltd                                             | CUSIP: 29447KAA3<br>LEI: 2549002E9B0F5FQ3X427 | Long             | DBT              | CORP              | SG        |   3100000 | PA      | $3035895.94   | 0.30%             | 2031-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM15 Trust                                                            | CUSIP: 67122CAC9<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |   1543647 | PA      | $1542562.80   | 0.15%             | 2065-07-27      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust  | Lendbuzz Securitization Trust 2024-2                                            | CUSIP: 525920AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1673805 | PA      | $1682687.34   | 0.17%             | 2029-05-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust  | Lendbuzz Securitization Trust 2025-1                                            | CUSIP: 525938AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    997900 | PA      | $996594.11    | 0.10%             | 2030-10-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                 | OWN Equipment Fund I LLC                                                        | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1162891 | PA      | $1168664.39   | 0.12%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                  | DTE Energy Co                                                                   | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   8875000 | PA      | $9025704.16   | 0.90%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                | Danske Bank A/S                                                                 | CUSIP: 23636ABL4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   4800000 | PA      | $4714682.69   | 0.47%             | 2031-09-12      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2015-1AA       | Delta Air Lines 2015-1 Class AA Pass Through Trust                              | CUSIP: 24736XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1152583 | PA      | $1139294.78   | 0.11%             | 2027-07-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                     | Evergy Inc                                                                      | CUSIP: 30034WAF3<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    950000 | PA      | $942993.35    | 0.09%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                        | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $804932.64    | 0.08%             | 2029-06-13      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XXIII Ltd                                                             | CUSIP: 55954NAS8<br>LEI: 549300WG00K34O9YA435 | Long             | ABS-CBDO         | CORP              | KY        |  10500000 | PA      | $10486108.50  | 1.05%             | 2035-01-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd               | Flatiron CLO 28 Ltd                                                             | CUSIP: 33884EAQ4<br>LEI: 254900U51J2X527SRJ56 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1998035.00   | 0.20%             | 2036-07-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4348991.38   | 0.44%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10092963.00  | 1.01%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2023-A                                | CUSIP: 638961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1793185 | PA      | $1816679.94   | 0.18%             | 2071-10-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Loan Trust 2018-B                                     | CUSIP: 63940QAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4418 | PA      | $4415.89      | 0.00%             | 2059-12-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2021-G                                | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2333183 | PA      | $2093678.06   | 0.21%             | 2070-04-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272CC0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2799774.74   | 0.28%             | 2031-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2265619.83   | 0.23%             | 2032-01-21      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Student Loan Trust 2021-1                                               | CUSIP: 63942NAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    815822 | PA      | $799246.92    | 0.08%             | 2069-12-26      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM18 Trust                                                            | CUSIP: 673918AC2<br>LEI: 254900JLM1WC0WGYCA96 | Long             | ABS-MBS          | CORP              | US        |   1578196 | PA      | $1574293.69   | 0.16%             | 2065-09-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu | GreenSky Home Improvement Issuer Trust 2025-1                                   | CUSIP: 39571NAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    166111 | PA      | $166533.98    | 0.02%             | 2060-03-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   4235000 | PA      | $4166470.29   | 0.42%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3550000 | PA      | $3638226.55   | 0.36%             | 2030-03-04      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5625498.48   | 0.56%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM11 Trust                                                            | CUSIP: 67449BAA1<br>LEI: 254900KNWDG7C03UTA13 | Long             | ABS-MBS          | CORP              | US        |   1067899 | PA      | $1071746.65   | 0.11%             | 2065-05-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER        | Southwestern Electric Power Co                                                  | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   2483000 | PA      | $2467980.58   | 0.25%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP           | Las Vegas Sands Corp                                                            | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3191709.84   | 0.32%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA         | Morgan Stanley Bank NA                                                          | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1516302.78   | 0.15%             | 2029-01-12      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5437313.75   | 0.54%             | 2029-10-18      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2020-H                                | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4365559 | PA      | $4111765.57   | 0.41%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2400000 | PA      | $2452269.14   | 0.25%             | 2030-02-08      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA       | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2992332.45   | 0.30%             | 2027-09-11      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC       | Willis North America Inc                                                        | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2711854.01   | 0.27%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO        | Allied Universal Holdco LLC                                                     | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |   3491250 | PA      | $3495614.06   | 0.35%             | 2032-08-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2019-F                                | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2136644 | PA      | $2064441.24   | 0.21%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2020-B                                | CUSIP: 63941GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3169234 | PA      | $2985465.96   | 0.30%             | 2069-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Student Loan Trust 2020-1                                               | CUSIP: 63942FAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1132230 | PA      | $1143451.87   | 0.11%             | 2069-06-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2021-F                                | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3089608 | PA      | $2761063.01   | 0.28%             | 2070-02-18      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| INDICOR LLC                    | Indicor LLC                                                                     | CUSIP: 77669LAL7<br>LEI: 254900RXO1EICEHOLG29 | Long             | LON              | CORP              | US        |   3900896 | PA      | $3905499.56   | 0.39%             | 2029-11-23      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Student Loan Trust 2020-2                                               | CUSIP: 63942HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1763312 | PA      | $1563513.88   | 0.16%             | 2069-08-26      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2022-B                                | CUSIP: 63942PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4646614 | PA      | $4506572.02   | 0.45%             | 2070-10-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Student Loan Trust 2021-2                                               | CUSIP: 63942QAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1676865 | PA      | $1645589.45   | 0.16%             | 2070-02-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust      | Nelnet Student Loan Trust 2021-A                                                | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1057397 | PA      | $1006242.07   | 0.10%             | 2062-04-20      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE          | Nippon Life Insurance Co                                                        | CUSIP: 654579AQ4<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   3800000 | PA      | $3810914.82   | 0.38%             | 2031-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OGE ENERGY CORP                | OGE Energy Corp                                                                 | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1690871.28   | 0.17%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2023-NQM3 Trust                                                             | CUSIP: 67117PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1285970 | PA      | $1282683.50   | 0.13%             | 2063-02-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2518276.06   | 0.25%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                 | OWN Equipment Fund II LLC                                                       | CUSIP: 690912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    626317 | PA      | $625621.44    | 0.06%             | 2033-09-26      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2024-11                                            | CUSIP: 69544AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    497083 | PA      | $498653.55    | 0.05%             | 2032-07-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-1                                             | CUSIP: 69544NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    941980 | PA      | $943666.69    | 0.09%             | 2032-07-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL          | Pinnacle West Capital Corp                                                      | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4233593.99   | 0.42%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO        | Public Service Co of Colorado                                                   | CUSIP: 744448DD0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3989295.48   | 0.40%             | 2029-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC            | Reach ABS Trust 2025-1                                                          | CUSIP: 75525PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    343974 | PA      | $344852.49    | 0.03%             | 2032-08-16      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP             | Regal Rexnord Corp                                                              | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1153000 | PA      | $1183212.09   | 0.12%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA           | Royal Bank of Canada                                                            | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   4650000 | PA      | $4695251.38   | 0.47%             | 2029-01-24      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2025-1                                   | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2195890 | PA      | $2199856.98   | 0.22%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9923437.50   | 0.99%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP             | VICI Properties LP                                                              | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   6850000 | PA      | $6858260.83   | 0.69%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WSP GLOBAL INC                 | WSP Global Inc                                                                  | CUSIP: 92938WAG8<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |   4600000 | PA      | $4563533.22   | 0.46%             | 2031-09-18      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP PLC (THE)           | Weir Group PLC/The                                                              | CUSIP: 94876QAA4<br>LEI: 549300KDR56WHY9I3D10 | Long             | DBT              | CORP              | GB        |   4015000 | PA      | $4001438.61   | 0.40%             | 2026-05-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                   | RealPage Inc                                                                    | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |   3150000 | PA      | $3024882.00   | 0.30%             | 2028-04-24      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC              | Polaris Newco LLC                                                               | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   1944162 | PA      | $1716335.78   | 0.17%             | 2028-06-05      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC          | Ellucian Holdings Inc                                                           | CUSIP: 28917XAB6<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |   5149472 | PA      | $5016435.86   | 0.50%             | 2029-10-09      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP            | Medline Borrower LP                                                             | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    881938 | PA      | $884253.24    | 0.09%             | 2028-10-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| PROAMPAC PG BORROWER LLC       | Proampac PG Borrower LLC                                                        | CUSIP: 74274NAM5<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |    753509 | PA      | $729585.08    | 0.07%             | 2033-03-07      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM       | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2013303.94   | 0.20%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT          | American Homes 4 Rent LP                                                        | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   2808000 | PA      | $2793990.75   | 0.28%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS         | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   3125000 | PA      | $3112944.53   | 0.31%             | 2030-08-26      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2019-E                                | CUSIP: 63941MAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    266710 | PA      | $263121.79    | 0.03%             | 2068-05-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                | 180 Medical Inc                                                                 | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |   3075000 | PA      | $2989012.55   | 0.30%             | 2029-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu | GreenSky Home Improvement Issuer Trust 2025-3                                   | CUSIP: 39571WAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2468052 | PA      | $2463630.86   | 0.25%             | 2060-12-27      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC        | Honeywell Aerospace Inc                                                         | CUSIP: 43849RAC9<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2923215.92   | 0.29%             | 2029-03-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1999432.26   | 0.20%             | 2028-04-26      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2180385.97   | 0.22%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3550000 | PA      | $3550207.68   | 0.36%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| JABIL INC                      | Jabil Inc                                                                       | CUSIP: 46656PAC8<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1284529.65   | 0.13%             | 2029-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd | Palmer Square Loan Funding 2025-3 Ltd                                           | CUSIP: 696918AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5598000 | PA      | $5593530.56   | 0.56%             | 2034-01-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2292967.93   | 0.23%             | 2027-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II       | Principal Life Global Funding II                                                | CUSIP: 74256LFE4<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1826204.97   | 0.18%             | 2031-01-13      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS       | Public Service Enterprise Group Inc                                             | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10325906.90  | 1.03%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru | SMB Private Education Loan Trust 2021-E                                         | CUSIP: 78450MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1093965 | PA      | $1039817.64   | 0.10%             | 2051-02-15      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2025-3                                   | CUSIP: 80288JAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1801225.98   | 0.18%             | 2031-09-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr | SoFi Professional Loan Program 2020-ATrust                                      | CUSIP: 83406TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1098051 | PA      | $1056694.56   | 0.11%             | 2046-05-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| US BANK MMDA - USBGFS 9        | US BANK MMDA - USBGFS 9                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |  23552636 | NS      | $23552636.28  | 2.36%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $5605917.96   | 0.56%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19475000 | PA      | $19118211.96  | 1.92%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA POWER FUEL SEC        | Virginia Power Fuel Securitization LLC                                          | CUSIP: 92808VAA0<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |    961957 | PA      | $966733.66    | 0.10%             | 2027-05-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC BORROWER      | Hilton Grand Vacations Borrower LLC                                             | CUSIP: 43283LAH4<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |         0 | PA      | $0.02         | 0.00%             | 2028-08-02      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| PRIMO BRANDS CORP              | Primo Brands Corp                                                               | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |   2089447 | PA      | $2093970.89   | 0.21%             | 2028-03-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Trust            | GS Financial Square Government Fund                                             | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | STIV             | RF                | US        |  13573030 | NS      | $13573029.80  | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-26

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

**Signature:** /s/ Josh Schwab

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

**Title:** Treasurer