# EDGAR Filing Document

**Accession Number:** 0001959372
**File Stem:** 0000894189-26-015788
**Filing Date:** 2026-5
**Character Count:** 205074
**Document Hash:** aab26abe8574c71cb932a22cdeb95429
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-26-015788.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0000894189-26-015788

**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:** 261022619

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

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

## Series and Classes Contracts Data

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

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000241710 | Class A      | PLIAX           |
| C000241711 | Class C      | PLNCX           |
| C000241712 | Class I      | PLIIX           |
| C000241713 | Class I-2    | PLIDX           |
| C000268436 | Class H      | PLIHX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Los Angeles

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90025

  - **Telephone number:** 3104784005

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

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

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

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

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

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

- **b. Date as of which information is reported:** 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:** $3372651511.58

**Total Liabilities:** $266942097.03

**Net Assets:** $3105709414.55

**Delayed Delivery Securities:** $46740631.37

**Cash Not Reported:** $12675364.37

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 16499.958814000000 | **1-Year:** 60673.343461000000 | **5-Year:** 339333.194473000000 | **10-Year:** 807967.611215000000 | **30-Year:** 573023.590228000000

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

- **3-Month:** 90519.878958000000 | **1-Year:** 16138.112005000000 | **5-Year:** 29176.431912000000 | **10-Year:** 5495.382171000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000241710 | 0.12%                | 1.24%                | -1.83%               |
| Class ID C000241711 | 0.16%                | 1.18%                | -2.00%               |
| Class ID C000241712 | 0.16%                | 1.27%                | -1.79%               |
| Class ID C000241713 | 0.15%                | 1.26%                | -1.80%               |
| Class ID C000268436 | 0.15%                | 1.34%                | -1.86%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2462843.83              | $-9006933.35                               |
| Month 2  | $785174.63               | $28608415.74                               |
| Month 3  | $-3990905.43             | $-68322234.67                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| DANSKE BANK A/S                | Danske Bank A/S                                                                  | CUSIP: 23636ABL4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   3000000 | PA      | $2946676.68   | 0.09%             | 2031-09-12      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| DYCOM INDUSTRIES INC           | Dycom Industries Inc                                                             | CUSIP: 26747FAV1<br>LEI: 549300F56EKTHQI3WT60 | Long             | LON              | CORP              | US        |   3800000 | PA      | $3819798.00   | 0.12%             | 2033-01-27      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                       | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3958696.64   | 0.13%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                          | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   6500000 | PA      | $6807260.07   | 0.22%             | 2036-01-14      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                   | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3300000 | PA      | $3314039.12   | 0.11%             | 2035-06-27      | Variable      | 7.45%                 | No            |                  2 | On Loan: —       |
| BRITISH AIR 19-1 AA PTT        | British Airways 2019-1 Class AA Pass Through Trust                               | CUSIP: 11043XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4456206 | PA      | $4223172.08   | 0.14%             | 2032-12-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN       | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |   5150000 | PA      | $4294018.50   | 0.14%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2020-B                                 | CUSIP: 63941GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1869579 | PA      | $1761171.90   | 0.06%             | 2069-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                | Nordea Bank Abp                                                                  | CUSIP: 65558RAQ2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   8800000 | PA      | $8779149.28   | 0.28%             | 2033-11-10      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                             | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10350000 | PA      | $8956041.40   | 0.29%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2026-NQM1 Trust                                                              | CUSIP: 67123HAB9<br>LEI: 25490068H0VHV68K7086 | Long             | ABS-MBS          | CORP              | US        |  10059758 | PA      | $9998026.10   | 0.32%             | 2065-11-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                      | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5750000 | PA      | $4407624.55   | 0.14%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | Bravo Residential Funding Trust Series 2025-NQM1                                 | CUSIP: 10569MAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12023388 | PA      | $12084620.85  | 0.39%             | 2064-12-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2024-NQM5                                        | CUSIP: 105925AA9<br>LEI: 254900RBHU9OC1RNXD92 | Long             | ABS-MBS          | CORP              | US        |    714739 | PA      | $718924.18    | 0.02%             | 2064-06-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd | Palmer Square Loan Funding 2022-4 Ltd                                            | CUSIP: 69702YAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $5990974.20   | 0.19%             | 2031-07-24      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC       | Broadstone Net Lease LLC                                                         | CUSIP: 11134GAA8<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1722135.91   | 0.06%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO          | Brooklyn Union Gas Co/The                                                        | CUSIP: 114259AZ7<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7930350.88   | 0.26%             | 2036-03-16      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                    | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $4611211.10   | 0.15%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: —       |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                               | CUSIP: 225313AT2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   6400000 | PA      | $6463161.60   | 0.21%             | 2035-09-23      | Variable      | 7.12%                 | No            |                  2 | On Loan: —       |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                               | CUSIP: 22535WAN7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   4000000 | PA      | $4122048.28   | 0.13%             | 2036-01-09      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                               | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   7350000 | PA      | $7203320.97   | 0.23%             | 2033-09-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                               | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2291884.79   | 0.07%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWJL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11230368 | PA      | $11319467.25  | 0.36%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                       | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2429461.60   | 0.08%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                         | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $6022851.29   | 0.19%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP          | KeySpan Gas East Corp                                                            | CUSIP: 49338CAC7<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $1900445.86   | 0.06%             | 2052-01-18      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                         | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   5900000 | PA      | $5870106.53   | 0.19%             | 2031-09-27      | Variable      | 6.75%                 | No            |                  2 | On Loan: —       |
| Dryden Senior Loan Fund        | Dryden 64 CLO Ltd                                                                | CUSIP: 26251LAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1598140.00   | 0.05%             | 2031-04-18      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                          | CUSIP: 55336VBW9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   4850000 | PA      | $4448726.52   | 0.14%             | 2053-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MARS INC                       | Mars Inc                                                                         | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6059304.48   | 0.20%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARS INC                       | Mars Inc                                                                         | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2439381.23   | 0.08%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                   | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  14150000 | PA      | $12179844.14  | 0.39%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC        | Duke Energy Indiana LLC                                                          | CUSIP: 26443TAG1<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1723462.42   | 0.06%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                   | Enbridge Inc                                                                     | CUSIP: 29250NCR4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   9050000 | PA      | $9131399.77   | 0.29%             | 2036-03-27      | Fixed         | 5.45%                 | 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        |    226025 | PA      | $222984.57    | 0.01%             | 2068-05-15      | Fixed         | 2.64%                 | 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        |   6655898 | PA      | $6204743.65   | 0.20%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                               | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |   1650000 | PA      | $1648058.53   | 0.05%             |  |  |  | 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        |   7169514 | PA      | $6506562.21   | 0.21%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2022-B                                 | CUSIP: 63942PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10179176 | PA      | $9872390.09   | 0.32%             | 2070-10-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER           | Niagara Mohawk Power Corp                                                        | CUSIP: 65364UAV8<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   8150000 | PA      | $8017568.45   | 0.26%             | 2036-01-12      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru | SMB Private Education Loan Trust 2024-C                                          | CUSIP: 83206EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5801915 | PA      | $5890023.38   | 0.19%             | 2052-06-17      | Fixed         | 5.50%                 | 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        |   8354385 | PA      | $8383624.25   | 0.27%             | 2054-03-16      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note | Toyota Auto Loan Extended Note Trust 2025-1                                      | CUSIP: 891950AA5<br>LEI: 254900QVX5SBHB37FT67 | Long             | ABS-O            | CORP              | US        |   3550000 | PA      | $3585717.97   | 0.12%             | 2038-05-25      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $9958203.06   | 0.32%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $3179794.93   | 0.10%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11500000 | PA      | $10409521.47  | 0.34%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37500000 | PA      | $37496337.75  | 1.21%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31000000 | PA      | $30888593.75  | 0.99%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23800000 | PA      | $23218015.74  | 0.75%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS          | Universal Health Services Inc                                                    | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5931645.48   | 0.19%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC       | Vistra Operations Co LLC                                                         | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2177676.00   | 0.07%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC             | Voya Financial Inc                                                               | CUSIP: 929089AK6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1208143.69   | 0.04%             | 2036-03-02      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| CAESARS ENTERTAIN INC          | Caesars Entertainment Inc                                                        | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |   7043087 | PA      | $6858205.75   | 0.22%             | 2031-02-06      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| UKG INC                        | UKG Inc                                                                          | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   6350895 | PA      | $6077425.89   | 0.20%             | 2031-02-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14000000 | PA      | $9955585.92   | 0.32%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30600000 | PA      | $26844327.97  | 0.86%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2025-2                                                  | CUSIP: 03466QAA1<br>LEI: 254900DKH168ZWJSMI96 | Long             | ABS-MBS          | CORP              | US        |   9101788 | PA      | $9151851.94   | 0.29%             | 2070-02-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                               | CUSIP: 05971KAS8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   4300000 | PA      | $4193986.60   | 0.14%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Basswood Park CLO Ltd          | Basswood Park CLO Ltd                                                            | CUSIP: 070252AL5<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-CBDO         | CORP              | KY        |   3125000 | PA      | $3120968.44   | 0.10%             | 2034-04-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                  | Boeing Co/The                                                                    | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5721238.32   | 0.18%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWNU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9219435 | PA      | $8708391.98   | 0.28%             | 2055-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                               | CUSIP: 36179X5J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2618546 | PA      | $2678825.56   | 0.09%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3594287.48   | 0.12%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu | GreenSky Home Improvement Issuer Trust 2025-3                                    | CUSIP: 39571WAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5550000 | PA      | $5509863.51   | 0.18%             | 2060-12-27      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                          | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2187655.23   | 0.07%             | 2055-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO               | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   5050000 | PA      | $4890004.74   | 0.16%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust   | Hilton Grand Vacations Trust 2024-3                                              | CUSIP: 43283NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    706337 | PA      | $707758.39    | 0.02%             | 2040-08-27      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC        | Honeywell Aerospace Inc                                                          | CUSIP: 43849RAJ4<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5341413.73   | 0.17%             | 2056-03-16      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP       | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2668481.37   | 0.09%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC           | Howmet Aerospace Inc                                                             | CUSIP: 443201AH1<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2431561.45   | 0.08%             | 2036-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust           | LHOME Mortgage Trust 2025-RTL1                                                   | CUSIP: 50205UAA9<br>LEI: 5299002NGIWITLMXOH85 | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3514340.90   | 0.11%             | 2040-01-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                | Nevada Power Co                                                                  | CUSIP: 641423CF3<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2923711.55   | 0.09%             | 2053-05-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP            | Medline Borrower LP                                                              | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   7648250 | PA      | $7666147.31   | 0.25%             | 2030-10-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| AZURIA WATER SOLUTN INC        | Azuria Water Solutions Inc                                                       | CUSIP: N/A<br>LEI: 549300AG3DVJURRIT691       | Long             | LON              | CORP              | US        |  12264706 | PA      | $12172720.62  | 0.39%             | 2033-01-27      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| AZURIA WATER SOLUTN INC        | Azuria Water Solutions Inc                                                       | CUSIP: N/A<br>LEI: 549300AG3DVJURRIT691       | Long             | LON              | CORP              | US        |   1635294 | PA      | $1623029.38   | 0.05%             | 2033-01-27      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP          | Cousins Properties LP                                                            | CUSIP: 222793AD3<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |   5900000 | PA      | $5683292.41   | 0.18%             | 2033-03-01      | Fixed         | 4.88%                 | 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        |   7026048 | PA      | $7054676.71   | 0.23%             | 2070-06-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                    | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2931896.97   | 0.09%             | 2039-09-19      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| COLONIAL ENTERPRISES INC       | Colonial Enterprises Inc                                                         | CUSIP: 19565CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4999085.40   | 0.16%             | 2035-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                               | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4350000 | PA      | $4469237.55   | 0.14%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10910846 | PA      | $10343070.72  | 0.33%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2024-1 Mortgage Loan Trust                                                  | CUSIP: 19688TAA3<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |   3378829 | PA      | $3389322.13   | 0.11%             | 2069-02-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 55 CLO Ltd                                                                | CUSIP: 26245MAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004322.80   | 0.03%             | 2031-04-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC           | Duke Energy Ohio Inc                                                             | CUSIP: 26442EAK6<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2919154.86   | 0.09%             | 2053-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EATON CORP                     | Eaton Corp                                                                       | CUSIP: 278058DZ2<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5333461.90   | 0.17%             | 2036-03-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| AT&T INC                       | AT&T Inc                                                                         | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $3064421.45   | 0.10%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2965000 | PA      | $1945709.59   | 0.06%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4421548 | PA      | $4458654.43   | 0.14%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418EVA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15355156 | PA      | $15734259.46  | 0.51%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aimco                          | AIMCO CLO Series 2018-B                                                          | CUSIP: 00900PAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7000350.00   | 0.23%             | 2037-04-16      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1AA PTT        | American Airlines 2019-1 Class AA Pass Through Trust                             | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1532292 | PA      | $1430151.89   | 0.05%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418FNF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9490041 | PA      | $8963967.13   | 0.29%             | 2055-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II        | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10650000 | PA      | $10493715.51  | 0.34%             | 2034-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                             | CUSIP: 378272CD8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  10100000 | PA      | $10116624.60  | 0.33%             | 2033-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $5086292.71   | 0.16%             | 2035-04-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER        | American Electric Power Co Inc                                                   | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4858944.60   | 0.16%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER        | American Electric Power Co Inc                                                   | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |  10050000 | PA      | $9934475.25   | 0.32%             | 2056-03-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO        | Piedmont Natural Gas Co Inc                                                      | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1541799.32   | 0.05%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| ROCC Trust                     | ROCK Trust 2024-CNTR                                                             | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5156000 | PA      | $5245843.82   | 0.17%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND           | Atlas Warehouse Lending Co LP                                                    | CUSIP: 049463AD4<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5070673.50   | 0.16%             | 2028-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND           | Atlas Warehouse Lending Co LP                                                    | CUSIP: 049463AH5<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   5750000 | PA      | $5571853.27   | 0.18%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES        | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   4000000 | PA      | $4040413.88   | 0.13%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust         | SLM Student Loan Trust 2004-3                                                    | CUSIP: 78442GLL8<br>LEI: 549300YK6GOQU7FJ5N55 | Long             | ABS-MBS          | CORP              | US        |    814209 | PA      | $800828.20    | 0.03%             | 2064-10-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                       | CUSIP: 14040HDQ5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   9250000 | PA      | $9067863.62   | 0.29%             | 2037-01-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENERGY INC         | CenterPoint Energy Inc                                                           | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3222173.50   | 0.10%             | 2056-04-01      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                    | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3472915.69   | 0.11%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS NC        | Duke Energy Progress NC Storm Funding LLC                                        | CUSIP: 26444BAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5350000 | PA      | $4566606.24   | 0.15%             | 2037-07-01      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL           | Edison International                                                             | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   3675000 | PA      | $3743843.78   | 0.12%             | 2053-06-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: —       |
| FAIR ISAAC CORP                | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   5960000 | PA      | $5851655.54   | 0.19%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Consolidated Communications LL | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                  | CUSIP: 315961AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8250000 | PA      | $8174399.39   | 0.26%             | 2056-03-20      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| EPICOR SOFTWARE CORP           | Epicor Software Corp                                                             | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |   3993970 | PA      | $3923336.49   | 0.13%             | 2031-05-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| DAWN BIDCO LLC                 | Dayforce Bidco LLC                                                               | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3900000 | PA      | $3699579.00   | 0.12%             | 2033-02-04      | Floating      | 6.66%                 | 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        |    391737 | PA      | $388926.70    | 0.01%             | 2036-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEMPRA                         | Sempra                                                                           | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1921540.30   | 0.06%             | 2054-10-01      | Variable      | 6.88%                 | 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        |    572040 | PA      | $550495.11    | 0.02%             | 2046-05-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC              | Polaris Newco LLC                                                                | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   6394265 | PA      | $5644952.94   | 0.18%             | 2028-06-05      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| GRANT THORNTON ADVISORS        | Grant Thornton Advisors LLC                                                      | CUSIP: 38821UAD2<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |   7546466 | PA      | $7063793.62   | 0.23%             | 2031-05-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140XPLG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5375394 | PA      | $4731395.90   | 0.15%             | 2053-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418E5B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3561794 | PA      | $3364379.12   | 0.11%             | 2054-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                                | CUSIP: 404280EV7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2100000 | PA      | $2095976.82   | 0.07%             | 2031-08-27      | Variable      | 6.95%                 | No            |                  2 | On Loan: —       |
| HUMANA INC                     | Humana Inc                                                                       | CUSIP: 444859CE0<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2403361.50   | 0.08%             | 2056-09-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES          | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BL7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4393685.16   | 0.14%             | 2041-01-28      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10127203.50  | 0.33%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12286731.00  | 0.40%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC           | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   4245000 | PA      | $4139102.49   | 0.13%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LMRK Issuer Co. LLC            | Lmrk Issuer Co 2 LLC                                                             | CUSIP: 50209AAH4<br>LEI: 549300TATF7H68SRLE80 | Long             | ABS-O            | CORP              | US        |   3450000 | PA      | $3462548.69   | 0.11%             | 2055-09-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                 | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   5285000 | PA      | $5313939.34   | 0.17%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust  | CHI Commercial Mortgage Trust 2025-SFT                                           | CUSIP: 16706GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8725000 | PA      | $8852487.96   | 0.29%             | 2042-04-15      | Variable      | 5.12%                 | 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        |  75401998 | NS      | $75401997.96  | 2.43%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                     | CUSIP: 902613BV9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3800000 | PA      | $3701860.82   | 0.12%             | 2031-01-08      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14500000 | PA      | $9138964.88   | 0.29%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $17091796.80  | 0.55%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                | DAE Funding LLC                                                                  | CUSIP: 23371DAM6<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |  11950000 | PA      | $11353747.94  | 0.37%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                               | CUSIP: 292480AJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3486036.44   | 0.11%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                               | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5700000 | PA      | $5811299.91   | 0.19%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                               | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   8350000 | PA      | $8254925.73   | 0.27%             | 2056-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418ET75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16073329 | PA      | $16484152.55  | 0.53%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                                | CUSIP: 404280FH7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   6600000 | PA      | $6531365.94   | 0.21%             | 2031-03-24      | Variable      | 6.75%                 | No            |                  2 | On Loan: —       |
| Hilton Grand Vacations Trust   | Hilton Grand Vacations Trust 2024-2                                              | CUSIP: 43283JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1596591 | PA      | $1621535.25   | 0.05%             | 2038-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC        | Honeywell Aerospace Inc                                                          | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4565908.66   | 0.15%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                              | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9900000 | PA      | $10647833.53  | 0.34%             | 2034-10-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO       | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | CUSIP: 472140AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   6000000 | PA      | $6234383.28   | 0.20%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  30006696 | PA      | $28456054.56  | 0.92%             | 2052-09-01      | Fixed         | 4.00%                 | 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        |   4775000 | PA      | $4780744.33   | 0.15%             | 2029-07-16      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust             | A&D Mortgage Trust 2026-NQM2                                                     | CUSIP: 00038TAC6<br>LEI: 984500676AA49C11FP07 | Long             | ABS-MBS          | CORP              | US        |  13432088 | PA      | $13299284.01  | 0.43%             | 2071-03-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1750000 | PA      | $1753246.25   | 0.06%             | 2056-01-31      | Variable      | 6.50%                 | No            |                  2 | On Loan: —       |
| EASTERN ENERGY GAS             | Eastern Energy Gas Holdings LLC                                                  | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |   8450000 | PA      | $7964468.24   | 0.26%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD         | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BX9<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   3325000 | PA      | $3409585.21   | 0.11%             | 2035-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140MTV91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8383935 | PA      | $8277020.57   | 0.27%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140XGAC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5000101 | PA      | $4722590.03   | 0.15%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aimco                          | AIMCO CLO 10 Ltd                                                                 | CUSIP: 00901AAS6<br>LEI: 5493004I93856WYBB035 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5005707.50   | 0.16%             | 2037-07-22      | Floating      | 5.08%                 | 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        |   3999219 | PA      | $3953828.09   | 0.13%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SLST             | Seasoned Loans Structured Transaction Trust Series 2025-2                        | CUSIP: 35564C2J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7779189 | PA      | $7250647.11   | 0.23%             | 2035-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                               | CUSIP: 36179XBR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13481390 | PA      | $12066302.79  | 0.39%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II        | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1471714.20   | 0.05%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2186376.82   | 0.07%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                                | CUSIP: 404280FM6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   7850000 | PA      | $7711942.29   | 0.25%             | 2037-03-10      | Variable      | 5.28%                 | No            |                  2 | On Loan: —       |
| KILROY REALTY LP               | Kilroy Realty LP                                                                 | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5255575.03   | 0.17%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22000000 | PA      | $14715507.84  | 0.47%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16500000 | PA      | $9949306.62   | 0.32%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP               | Kilroy Realty LP                                                                 | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4341086.42   | 0.14%             | 2035-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kinetic ABS Issuer LLC         | Kinetic ABS Issuer LLC                                                           | CUSIP: 49459AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3400000 | PA      | $3410304.38   | 0.11%             | 2056-02-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                         | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $508421.04    | 0.02%             | 2036-06-13      | Variable      | 6.07%                 | 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        |   5775681 | PA      | $5851356.48   | 0.19%             | 2071-10-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24800000 | PA      | $22219734.34  | 0.72%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1837617.19   | 0.06%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63500000 | PA      | $62512773.12  | 2.01%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CHARIOT BUYER LLC              | Chariot Buyer LLC                                                                | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |  11696616 | PA      | $11603627.51  | 0.37%             | 2032-09-08      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva | AmeriCredit Automobile Receivables Trust 2021-3                                  | CUSIP: 03066JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    812221 | PA      | $809183.07    | 0.03%             | 2027-08-18      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                      | Amgen Inc                                                                        | CUSIP: 031162DW7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   8350000 | PA      | $8207311.69   | 0.26%             | 2036-02-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWG98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4349817 | PA      | $4388314.14   | 0.14%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HQDH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  31940000 | PA      | $31379970.43  | 1.01%             | 2032-12-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418FDH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15991412 | PA      | $16146957.19  | 0.52%             | 2044-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                    | PRKCM 2025-HOME1                                                                 | CUSIP: 69382FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7629534 | PA      | $7677979.78   | 0.25%             | 2060-02-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO        | Public Service Co of Colorado                                                    | CUSIP: 744448DE8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3697757.70   | 0.12%             | 2036-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC            | Quanta Services Inc                                                              | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5233848.46   | 0.17%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC             | RWE Finance US LLC                                                               | CUSIP: 749983AC6<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3890757.04   | 0.13%             | 2035-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA           | Royal Bank of Canada                                                             | CUSIP: 780082BA0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   9800000 | PA      | $9557069.76   | 0.31%             | 2086-05-24      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7550000 | PA      | $4923130.84   | 0.16%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC         | UnitedHealth Group Inc                                                           | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5044525.00   | 0.16%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP               | Ventas Realty LP                                                                 | CUSIP: 92277GBC0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5476666.44   | 0.18%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                       | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   8250000 | PA      | $8082239.63   | 0.26%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $12833124.96  | 0.41%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22900000 | PA      | $22272038.95  | 0.72%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4941406.25   | 0.16%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $10890234.36  | 0.35%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CDK Global II LLC              | CDK Global II LLC, Senior Secured First Lien Term Loan                           | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6162249 | PA      | $4414265.71   | 0.14%             | 2029-07-06      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| COLOSSUS ACQUIRECO LLC         | Colossus Acquireco LLC                                                           | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |  11820375 | PA      | $11795434.01  | 0.38%             | 2032-07-30      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY        | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7175164.28   | 0.23%             | 2054-06-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru | OneMain Financial Issuance Trust 2022-S1                                         | CUSIP: 68267HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    817573 | PA      | $817168.96    | 0.03%             | 2035-05-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                      | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1857654.26   | 0.06%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                 | OWN Equipment Fund II LLC                                                        | CUSIP: 690912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1073687 | PA      | $1072493.89   | 0.03%             | 2033-09-26      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| PG&E ENERGY RECOVERY FND       | PG&E Energy Recovery Funding LLC                                                 | CUSIP: 71710TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2400000 | PA      | $1991901.84   | 0.06%             | 2036-01-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                   | RealPage Inc                                                                     | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |   6237630 | PA      | $5989871.54   | 0.19%             | 2028-04-24      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| IMA FINANCIAL GROUP            | IMA Financial Group Inc                                                          | CUSIP: 44966KAB1<br>LEI: 549300ACX5KO3W14VI97 | Long             | LON              | CORP              | US        |   5925250 | PA      | $5880810.23   | 0.19%             | 2028-11-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| INDICOR LLC                    | Indicor LLC                                                                      | CUSIP: 77669LAL7<br>LEI: 254900RXO1EICEHOLG29 | Long             | LON              | CORP              | US        |   7637663 | PA      | $7646675.47   | 0.25%             | 2029-11-23      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC       | Vistra Operations Co LLC                                                         | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4027172.00   | 0.13%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                 | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   9025000 | PA      | $9189911.84   | 0.30%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust             | A&D Mortgage Trust 2026-NQM1                                                     | CUSIP: 00040DAD5<br>LEI: 984500FEB1BEC4C6Y473 | Long             | ABS-MBS          | CORP              | US        |   5728115 | PA      | $5681108.73   | 0.18%             | 2071-02-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER       | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4326069.44   | 0.14%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC   | Focus Financial Partners LLC                                                     | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |   5250000 | PA      | $5092211.25   | 0.16%             | 2031-09-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                   | Alphabet Inc                                                                     | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3336948.74   | 0.11%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| AMAZON.COM INC                 | Amazon.com Inc                                                                   | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4302026.51   | 0.14%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| AMAZON.COM INC                 | Amazon.com Inc                                                                   | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6938908.13   | 0.22%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-2 AA PTT       | American Airlines 2016-2 Class AA Pass Through Trust                             | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4583064 | PA      | $4469391.21   | 0.14%             | 2028-06-15      | Fixed         | 3.20%                 | 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     | 0.00%             | 2037-10-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP         | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   8350000 | PA      | $8294095.66   | 0.27%             | 2036-09-12      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                | MVW 2023-1 LLC                                                                   | CUSIP: 62848PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    687995 | PA      | $689186.36    | 0.02%             | 2040-10-20      | Fixed         | 4.93%                 | 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        |   1857797 | PA      | $1839928.50   | 0.06%             | 2055-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10500000 | PA      | $5771308.62   | 0.19%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9500000 | PA      | $6590439.47   | 0.21%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL         | American International Group Inc                                                 | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   9920000 | PA      | $10123144.34  | 0.33%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2025-4                                                  | CUSIP: 034935AA4<br>LEI: 254900VBIBOATGC48K85 | Long             | ABS-MBS          | CORP              | US        |   7546400 | PA      | $7607924.65   | 0.24%             | 2070-04-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING          | Athene Global Funding                                                            | CUSIP: 04685A4S7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   8025000 | PA      | $7883354.34   | 0.25%             | 2035-08-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: —       |
| BNP PARIBAS                    | BNP Paribas SA                                                                   | CUSIP: 05602XQR2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   6200000 | PA      | $5994474.34   | 0.19%             | 2033-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: —       |
| BBVA MEX BANCA GRUPO TX        | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: 072912AA6<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   1150000 | PA      | $1190250.00   | 0.04%             | 2035-02-11      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | Bravo Residential Funding Trust 2025-Nqm3                                        | CUSIP: 105927AC1<br>LEI: 254900KREJHICFBDC014 | Long             | ABS-MBS          | CORP              | US        |   5525955 | PA      | $5553524.37   | 0.18%             | 2065-03-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140QVQZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9568185 | PA      | $9623669.19   | 0.31%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140W0VA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8054026 | PA      | $8099879.59   | 0.26%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140W4Y50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7011702 | PA      | $6636540.38   | 0.21%             | 2053-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13048553 | PA      | $12374273.71  | 0.40%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418FEA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  44631559 | PA      | $42157682.77  | 1.36%             | 2054-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418FF44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11339709 | PA      | $11403054.29  | 0.37%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418FMJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8492795 | PA      | $8540237.52   | 0.27%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                         | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1722771.21   | 0.06%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| GCAT                           | GCAT 2026-NQM2 Trust                                                             | CUSIP: 36173JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10700000 | PA      | $10719263.21  | 0.35%             | 2071-02-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                               | CUSIP: 36179XNH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3326832 | PA      | $3411488.12   | 0.11%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2928321 | PA      | $2903990.82   | 0.09%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HDVA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  26400000 | PA      | $27175368.00  | 0.88%             | 2031-05-25      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418FEN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3952844 | PA      | $4046895.25   | 0.13%             | 2044-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                               | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15908009 | PA      | $15078586.98  | 0.49%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II        | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8700000 | PA      | $7763945.16   | 0.25%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2025-NQM2                                    | CUSIP: 36272EAA2<br>LEI: 254900WJFO182DZH8M35 | Long             | ABS-MBS          | CORP              | US        |   2722670 | PA      | $2739793.21   | 0.09%             | 2065-06-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                              | CUSIP: 37940XBB7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   6350000 | PA      | $6201051.16   | 0.20%             | 2033-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                | Goat Holdco LLC                                                                  | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    925000 | PA      | $931469.45    | 0.03%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4843894.20   | 0.16%             | 2036-10-21      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| HIGH STREET FD TRUST III       | High Street Funding Trust III                                                    | CUSIP: 42981FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8050000 | PA      | $7656468.02   | 0.25%             | 2055-02-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                              | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   8550000 | PA      | $8404989.78   | 0.27%             | 2037-02-05      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                              | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   1250000 | PA      | $1283393.75   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                          | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1454138.21   | 0.05%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                   | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2901280.44   | 0.09%             | 2036-10-22      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| GE VERNOVA INC                 | GE Vernova Inc                                                                   | CUSIP: 36828AAC5<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |   4950000 | PA      | $4765283.03   | 0.15%             | 2056-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                              | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3760061.76   | 0.12%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP       | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6065227.50   | 0.20%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| JBS NV/USA FOODS/FOOD CO       | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | CUSIP: 46590XBA3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   6200000 | PA      | $6223281.00   | 0.20%             | 2037-03-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                              | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  12025000 | PA      | $12182183.95  | 0.39%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO       | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   7660000 | PA      | $8429630.84   | 0.27%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2024-NQM1                                        | CUSIP: 465983AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2917437 | PA      | $2930265.04   | 0.09%             | 2064-02-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN        | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4550000 | PA      | $4619514.90   | 0.15%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                   | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3996029.47   | 0.13%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                   | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2039760.96   | 0.07%             | 2036-01-18      | Variable      | 5.59%                 | 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        |    409661 | PA      | $385845.50    | 0.01%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2020-C                                 | CUSIP: 63941KAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270473 | PA      | $260025.75    | 0.01%             | 2068-11-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC           | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $5421727.48   | 0.17%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                 | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   4350000 | PA      | $4334853.13   | 0.14%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC       | Liberty Mutual Group Inc                                                         | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   3650000 | PA      | $2285667.19   | 0.07%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                    | MetLife Inc                                                                      | CUSIP: 59156RCR7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   5775000 | PA      | $5671060.86   | 0.18%             | 2056-03-15      | Variable      | 5.85%                 | No            |                  2 | On Loan: —       |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2024-A                                 | CUSIP: 63943CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8515328 | PA      | $8644776.07   | 0.28%             | 2072-10-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust      | Nelnet Student Loan Trust 2025-D                                                 | CUSIP: 639931AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3843099 | PA      | $3801813.74   | 0.12%             | 2054-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM2 Trust                                                              | CUSIP: 67120VAA3<br>LEI: 2549006BC0G3YEF5SL09 | Long             | ABS-MBS          | CORP              | US        |   9404428 | PA      | $9455187.06   | 0.30%             | 2064-11-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY        | Phillips Edison Grocery Center Operating Partnership I LP                        | CUSIP: 71845JAE8<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3905059.96   | 0.13%             | 2033-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Redaptive EAAS Issuer, LLC     | REDAPTIVE EAAS ISSUER 2025-1 LLC                                                 | CUSIP: 757204AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1559558 | PA      | $1569723.16   | 0.05%             | 2042-03-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                 | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3325000 | PA      | $3357741.28   | 0.11%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust               | SLG Office Trust 2021-OVA                                                        | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1010000 | PA      | $899354.10    | 0.03%             | 2041-07-15      | Fixed         | 2.59%                 | 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        |   1099738 | PA      | $1045304.80   | 0.03%             | 2051-02-15      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Student Loan Trust 2021-1                                                | CUSIP: 63942NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    970167 | PA      | $813058.34    | 0.03%             | 2069-12-26      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE       | Northwestern Mutual Life Insurance Co/The                                        | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |   8300000 | PA      | $8533435.26   | 0.27%             | 2055-05-29      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru | SMB Private Education Loan Trust 2026-A                                          | CUSIP: 78451MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6150000 | PA      | $6071529.69   | 0.20%             | 2053-12-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER        | Southwestern Electric Power Co                                                   | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2333536.16   | 0.08%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| BLOCK INC                      | Block Inc                                                                        | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4550677.50   | 0.15%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| TD SYNNEX CORP                 | TD SYNNEX Corp                                                                   | CUSIP: 87162WAN0<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   6250000 | PA      | $6058535.31   | 0.20%             | 2035-10-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| OCP Aegis CLO Ltd              | OCP Aegis CLO 2023-29 Ltd                                                        | CUSIP: 67118BAQ6<br>LEI: 2138009EGVOGD3J5GI42 | Long             | ABS-CBDO         | CORP              | JE        |   2750000 | PA      | $2744500.28   | 0.09%             | 2036-01-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM1 Trust                                                              | CUSIP: 673914AC1<br>LEI: 2549007E8KF1RJ2ZV866 | Long             | ABS-MBS          | CORP              | US        |   3840666 | PA      | $3858556.25   | 0.12%             | 2064-12-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                 | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5036313.40   | 0.16%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| THERMO FISHER SCIENTIFIC       | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556DJ8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1589253.94   | 0.05%             | 2036-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP           | Bank of America Corp                                                             | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6487355.70   | 0.21%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME          | Six Flags Entertainment Corp                                                     | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |   2422908 | PA      | $2389593.51   | 0.08%             | 2031-05-01      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                 | 1011778 BC ULC                                                                   | CUSIP: C6901LAM9<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |   5862174 | PA      | $5856341.62   | 0.19%             | 2030-09-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES         | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   8150000 | PA      | $7987700.66   | 0.26%             | 2041-01-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| ORYX MIDSTREAM SERVICES        | Oryx Midstream Services Permian Basin LLC                                        | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |   2139197 | PA      | $2144545.11   | 0.07%             | 2028-10-05      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                             | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15304604.55  | 0.49%             | 2036-05-09      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA            | Bank of Nova Scotia/The                                                          | CUSIP: 0641598X7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10105440.00  | 0.33%             | 2085-04-27      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| PROAMPAC PG BORROWER LLC       | Proampac PG Borrower LLC                                                         | CUSIP: 74274NAM5<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |   1554792 | PA      | $1505427.11   | 0.05%             | 2033-03-07      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14613909 | PA      | $12872402.41  | 0.41%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWLV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2504689 | PA      | $2591201.39   | 0.08%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140XKHB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4305616 | PA      | $4234159.88   | 0.14%             | 2050-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140XL6B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4719083 | PA      | $4251563.34   | 0.14%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140XNKL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7079264 | PA      | $6514439.79   | 0.21%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd               | Flatiron CLO 28 Ltd                                                              | CUSIP: 33884EAQ4<br>LEI: 254900U51J2X527SRJ56 | Long             | ABS-CBDO         | CORP              | KY        |   3450000 | PA      | $3446610.38   | 0.11%             | 2036-07-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC          | Foundry JV Holdco LLC                                                            | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2533544.95   | 0.08%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                               | CUSIP: 36179YHT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5481058 | PA      | $5584521.01   | 0.18%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II        | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3850000 | PA      | $3738934.82   | 0.12%             | 2054-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| HILTON GRAND VAC LLC/INC       | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1900219.80   | 0.06%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Hudson Yards                   | Hudson Yards 2025-SPRL Mortgage Trust                                            | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3584445.20   | 0.12%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2025-NQM1                                        | CUSIP: 46593QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3718919 | PA      | $3736799.18   | 0.12%             | 2065-06-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP           | Kite Realty Group LP                                                             | CUSIP: 49803XAF0<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5979957.24   | 0.19%             | 2031-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                         | CUSIP: 539439BF5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   6400000 | PA      | $6114138.88   | 0.20%             | 2035-09-27      | Variable      | 6.62%                 | No            |                  2 | On Loan: —       |
| REALTY INCOME CORP             | Realty Income Corp                                                               | CUSIP: 756109DB7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   3650000 | PA      | $3601562.35   | 0.12%             | 2033-04-15      | Fixed         | 4.75%                 | 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        |    122030 | PA      | $121263.51    | 0.00%             | 2037-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                | San Diego Gas & Electric Co                                                      | CUSIP: 797440CH5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5188539.93   | 0.17%             | 2036-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SEMPRA                         | Sempra                                                                           | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   5850000 | PA      | $5833674.41   | 0.19%             | 2054-10-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Small Business Administration  | SBA Small Business Investment Cos                                                | CUSIP: 831641FX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8574834 | PA      | $8607317.53   | 0.28%             | 2034-03-10      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru | SMB Private Education Loan Trust 2023-C                                          | CUSIP: 83207DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3335822 | PA      | $3401746.50   | 0.11%             | 2052-11-15      | Fixed         | 5.67%                 | 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        |   2173707 | PA      | $2175448.36   | 0.07%             | 2047-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $4273945.29   | 0.14%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23000000 | PA      | $23245722.57  | 0.75%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35300000 | PA      | $36224556.77  | 1.17%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $24920898.50  | 0.80%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE         | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4081000 | PA      | $4013407.50   | 0.13%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP             | VICI Properties LP                                                               | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2366230.75   | 0.08%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC       | Vistra Operations Co LLC                                                         | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2362714.56   | 0.08%             | 2031-01-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WSP GLOBAL INC                 | WSP Global Inc                                                                   | CUSIP: 92938WAH6<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |   9300000 | PA      | $9224475.72   | 0.30%             | 2036-09-18      | Fixed         | 5.71%                 | 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      | $0.01         | 0.00%             | 2028-08-02      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| WHATABRANDS LLC                | Whatabrands LLC                                                                  | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |  10982129 | PA      | $10977241.62  | 0.35%             | 2028-08-03      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                 | Proofpoint Inc                                                                   | CUSIP: 74345HAJ0<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |  10350000 | PA      | $10035204.75  | 0.32%             | 2028-08-31      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP            | Medline Borrower LP                                                              | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    758656 | PA      | $760647.94    | 0.02%             | 2028-10-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| HOPPER MERGER SUB INC          | Hopper Merger Sub Inc                                                            | CUSIP: N/A<br>LEI: 9845009E9B4548A5N478       | Long             | LON              | CORP              | US        |   7750000 | PA      | $7667191.25   | 0.25%             | 2033-01-14      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                          | CUSIP: 55336VCE8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   5650000 | PA      | $5571306.86   | 0.18%             | 2036-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| MVW Owner Trust                | MVW 2024-2 LLC                                                                   | CUSIP: 55389QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1277512 | PA      | $1270381.95   | 0.04%             | 2042-03-20      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                   | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10385204.50  | 0.33%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC         | Mosaic Solar Loan Trust 2025-1                                                   | CUSIP: 61945HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2706334 | PA      | $2667862.51   | 0.09%             | 2050-08-22      | Fixed         | 6.12%                 | 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        |   8802725 | PA      | $8787404.30   | 0.28%             | 2055-07-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA           | Royal Bank of Canada                                                             | CUSIP: 780082AT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   6550000 | PA      | $6251938.25   | 0.20%             | 2084-11-24      | Variable      | 6.35%                 | 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        |    188428 | PA      | $186604.31    | 0.01%             | 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        |    740824 | PA      | $697414.94    | 0.02%             | 2053-07-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                | San Diego Gas & Electric Co                                                      | CUSIP: 797440CJ1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4615507.61   | 0.15%             | 2056-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO        | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    925000 | PA      | $954493.63    | 0.03%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                   | Alphabet Inc                                                                     | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   7350000 | PA      | $7331609.86   | 0.24%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| ATLAS WAREHOUSE LEND           | Atlas Warehouse Lending Co LP                                                    | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5144355.35   | 0.17%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                          | CUSIP: 056121AB2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   6500000 | PA      | $6649849.96   | 0.21%             | 2036-05-28      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE       | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   9700000 | PA      | $9978875.00   | 0.32%             | 2031-05-20      | Variable      | 8.38%                 | No            |                  2 | On Loan: —       |
| BNP PARIBAS                    | BNP Paribas SA                                                                   | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   9400000 | PA      | $9720122.55   | 0.31%             | 2033-01-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2025-NQM4                                        | CUSIP: 10570QAE1<br>LEI: 25490082TY9NA9XBGW19 | Long             | ABS-MBS          | CORP              | US        |   5454570 | PA      | $5484956.96   | 0.18%             | 2065-02-25      | Variable      | 5.61%                 | 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        |   7273860 | PA      | $7066317.48   | 0.23%             | 2029-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| BROWN & BROWN INC              | Brown & Brown Inc                                                                | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $3122522.03   | 0.10%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                       | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3550000 | PA      | $3612581.85   | 0.12%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENERGY INC         | CenterPoint Energy Inc                                                           | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9144189.00   | 0.29%             | 2055-05-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2914940 | PA      | $2940070.36   | 0.09%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2945522.28   | 0.09%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu | GreenSky Home Improvement Issuer Trust 2025-2                                    | CUSIP: 39571VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2117734.50   | 0.07%             | 2060-06-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                          | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3850000 | PA      | $3723721.89   | 0.12%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO       | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    727000 | PA      | $750893.07    | 0.02%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HLDS CO           | Maple Parent Holdings Corp                                                       | CUSIP: 56530KAC0<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |  10900000 | PA      | $10834796.53  | 0.35%             | 2036-03-26      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                    | MetLife Inc                                                                      | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2994887.20   | 0.10%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer | MetroNet Infrastructure Issuer LLC                                               | CUSIP: 59170JBK3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   6650000 | PA      | $6669536.37   | 0.21%             | 2056-04-20      | Fixed         | 5.27%                 | 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    | 0.01%             | 2068-11-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL             | nVent Finance Sarl                                                               | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |   4300000 | PA      | $3823453.49   | 0.12%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM10 Trust                                                             | CUSIP: 67121LAA4<br>LEI: 254900NDJVO62R77II89 | Long             | ABS-MBS          | CORP              | US        |   3969686 | PA      | $3985298.04   | 0.13%             | 2065-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN       | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   9850000 | PA      | $9633782.65   | 0.31%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                      | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $2922868.01   | 0.09%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN       | Piedmont Operating Partnership LP                                                | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |   7700000 | PA      | $7486770.98   | 0.24%             | 2033-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI       | SMBC Aviation Capital Finance DAC                                                | CUSIP: 78448TAP7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   3800000 | PA      | $3712589.82   | 0.12%             | 2035-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1411328.12   | 0.05%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC         | UnitedHealth Group Inc                                                           | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   5350000 | PA      | $5098150.57   | 0.16%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRUCORDIA INSURANCE HOLD       | Trucordia Insurance Holdings LLC                                                 | CUSIP: 89783WAB1<br>LEI: 254900KYYP47CV7DMK95 | Long             | LON              | CORP              | US        |   5350000 | PA      | $4948750.00   | 0.16%             | 2032-06-17      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| PNW Trust                      | PNW Trust 2026-ARTE                                                              | CUSIP: 73020TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10950000 | PA      | $10939539.47  | 0.35%             | 2029-04-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru | SMB Private Education Loan Trust 2021-A                                          | CUSIP: 78448YAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    393161 | PA      | $387208.07    | 0.01%             | 2053-01-15      | Floating      | 4.52%                 | 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        |   1509540 | PA      | $1494798.28   | 0.05%             | 2050-05-16      | Fixed         | 4.48%                 | 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        |    302911 | PA      | $300101.78    | 0.01%             | 2036-07-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| SEMPRA                         | Sempra                                                                           | CUSIP: 816851BX6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3945129.84   | 0.13%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Small Business Administration  | SBA Small Business Investment Cos                                                | CUSIP: 831641GA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2996915 | PA      | $2983275.44   | 0.10%             | 2035-09-10      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru | SMB Private Education Loan Trust 2024-A                                          | CUSIP: 831943AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5497887 | PA      | $5524070.59   | 0.18%             | 2056-03-15      | Fixed         | 5.24%                 | 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        |   6186575 | PA      | $5985936.28   | 0.19%             | 2055-02-16      | Fixed         | 3.94%                 | 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        |    357358 | PA      | $347054.54    | 0.01%             | 2048-11-16      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK          | Toronto-Dominion Bank/The                                                        | CUSIP: 89116C4H7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   8400000 | PA      | $8271424.56   | 0.27%             | 2085-10-31      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                     | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3500000 | PA      | $3470685.72   | 0.11%             | 2029-09-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: —       |
| UBS GROUP AG                   | UBS Group AG                                                                     | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4250000 | PA      | $4312498.84   | 0.14%             | 2036-05-09      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018-1 AA PTT       | United Airlines 2018-1 Class AA Pass Through Trust                               | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3694369 | PA      | $3594428.90   | 0.12%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-1 AA PTT       | United Airlines 2019-1 Class AA Pass Through Trust                               | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    764168 | PA      | $749017.66    | 0.02%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT        | United Airlines 2023-1 Class A Pass Through Trust                                | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7311432 | PA      | $7551030.87   | 0.24%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                    | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |  13142561 | PA      | $13159120.79  | 0.42%             | 2031-02-28      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC       | Broadstreet Partners Group LLC                                                   | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |   8391766 | PA      | $8199300.90   | 0.26%             | 2031-06-16      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC       | BCPE Empire Holdings Inc                                                         | CUSIP: 05550HAQ8<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |  12319024 | PA      | $12154749.43  | 0.39%             | 2030-12-26      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC       | TK Elevator US Newco Inc                                                         | CUSIP: N/A<br>LEI: 549300C2AFWPAYWS5574       | Long             | LON              | CORP              | US        |   4514580 | PA      | $4529319.69   | 0.15%             | 2030-04-30      | Floating      | 6.38%                 | 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   | 0.11%             | 2032-08-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                   | AES Corp/The                                                                     | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |  11900000 | PA      | $11972665.21  | 0.39%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2025-3                                                  | CUSIP: 03466RAA9<br>LEI: 254900U85BAJNPG0MG65 | Long             | ABS-MBS          | CORP              | US        |   6988347 | PA      | $7006704.28   | 0.23%             | 2070-03-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2025-1                                                  | CUSIP: 034934AA7<br>LEI: 254900HC0S1X9R2JZB30 | Long             | ABS-MBS          | CORP              | US        |   8486877 | PA      | $8539035.31   | 0.27%             | 2070-01-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR       | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5082479.80   | 0.16%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD       | Aspen Insurance Holdings Ltd                                                     | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |   3378000 | PA      | $3486635.64   | 0.11%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                | BAE Systems PLC                                                                  | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3073739.94   | 0.10%             | 2034-03-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                          | CUSIP: 05571ABG9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   8000000 | PA      | $7661778.80   | 0.25%             | 2047-01-13      | Variable      | 6.35%                 | No            |                  2 | On Loan: —       |
| BANCO SANTANDER MEXICO         | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | CUSIP: 05969BAF0<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |   4600000 | PA      | $4713620.00   | 0.15%             | 2029-12-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP         | Bank of New York Mellon Corp/The                                                 | CUSIP: 064058AS9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |   4650000 | PA      | $4557092.54   | 0.15%             |  |  |  | No            |                  2 | On Loan: —       |
| BANQUE FED CRED MUTUEL         | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675DCS9<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   5000000 | PA      | $4894350.70   | 0.16%             | 2036-01-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX        | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: 07336UAB9<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   7000000 | PA      | $7376543.23   | 0.24%             | 2039-01-08      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC           | Beignet Investor LLC                                                             | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10750000 | PA      | $11061002.34  | 0.36%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART         | Brixmor Operating Partnership LP                                                 | CUSIP: 11120BAA5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7706452.50   | 0.25%             | 2035-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART         | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAM5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2337529.58   | 0.08%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO          | Brooklyn Union Gas Co/The                                                        | CUSIP: 114259AY0<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $4223301.74   | 0.14%             | 2054-07-18      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                  | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   9175000 | PA      | $9213979.16   | 0.30%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1169103.88   | 0.04%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                               | CUSIP: 22535WAU1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   5750000 | PA      | $5627764.49   | 0.18%             | 2037-01-12      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27000000 | PA      | $26131992.12  | 0.84%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4190000 | PA      | $4179606.83   | 0.13%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo | Velocity Commercial Capital Loan Trust 2025-1                                    | CUSIP: 922955AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2183131 | PA      | $2200674.85   | 0.07%             | 2055-02-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC                 | Weir Group Inc                                                                   | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |   5925000 | PA      | $6007416.28   | 0.19%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                 | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    850000 | PA      | $846617.54    | 0.03%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                                   | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4427915.67   | 0.14%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                  | CoreLogic Inc                                                                    | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |   8781316 | PA      | $8419130.56   | 0.27%             | 2028-06-02      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC       | Broadstreet Partners Group LLC                                                   | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |    686101 | PA      | $670365.40    | 0.02%             | 2031-06-16      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC           | Chart Industries Inc                                                             | CUSIP: 16115EAT4<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |   3844231 | PA      | $3846633.56   | 0.12%             | 2030-03-18      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC       | BCPE Empire Holdings Inc                                                         | CUSIP: 05550HAT2<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |   2666667 | PA      | $2630013.33   | 0.08%             | 2032-12-29      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC         | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6250000 | PA      | $6028706.88   | 0.19%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                     | Allianz SE                                                                       | CUSIP: 018820AE0<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   3400000 | PA      | $3407738.40   | 0.11%             | 2033-10-30      | Variable      | 6.55%                 | No            |                  2 | On Loan: —       |
| ATHENE HOLDING LTD             | Athene Holding Ltd                                                               | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   8150000 | PA      | $7859882.41   | 0.25%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| ATLAS WAREHOUSE LEND           | Atlas Warehouse Lending Co LP                                                    | CUSIP: 049463AG7<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1963924.08   | 0.06%             | 2030-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   6000000 | PA      | $5846225.64   | 0.19%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE       | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05962GAJ8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   1324000 | PA      | $1327610.55   | 0.04%             | 2028-01-10      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                               | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   6850000 | PA      | $6754822.20   | 0.22%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE       | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAC2<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   2001000 | PA      | $2072545.76   | 0.07%             | 2030-10-14      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC        | Booz Allen Hamilton Inc                                                          | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4872815.60   | 0.16%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $3158769.29   | 0.10%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                   | Comcast Corp                                                                     | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3525000 | PA      | $2039327.52   | 0.07%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC        | Entergy Mississippi LLC                                                          | CUSIP: 29366WAH9<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1725102.37   | 0.06%             | 2036-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP         | Extra Space Storage LP                                                           | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3328452.96   | 0.11%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HAMB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1501574.40   | 0.05%             | 2033-07-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140QVLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8049949 | PA      | $8267243.35   | 0.27%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140W0VT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8996447 | PA      | $8894915.92   | 0.29%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140XJQC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5693780 | PA      | $5706228.36   | 0.18%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418E7B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3799111 | PA      | $3878903.94   | 0.12%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2420407 | PA      | $2476342.17   | 0.08%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418FCS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19053784 | PA      | $19507096.21  | 0.63%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LL | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                  | CUSIP: 315961AL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3453105.46   | 0.11%             | 2056-03-20      | Fixed         | 7.03%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV        | Fidelity National Information Services Inc                                       | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   7100000 | PA      | $7047214.77   | 0.23%             | 2031-03-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT             | Seasoned Credit Risk Transfer Trust Series 2025-1                                | CUSIP: 35563PYZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  25499329 | PA      | $21955151.51  | 0.71%             | 2064-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                               | CUSIP: 3618N5C49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15327908 | PA      | $14835616.47  | 0.48%             | 2054-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO               | Georgia Power Co                                                                 | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4086367.00   | 0.13%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP           | Wrangler Holdco Corp                                                             | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4327580.17   | 0.14%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9665169.40   | 0.31%             | 2041-02-02      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu | GreenSky Home Improvement Issuer Trust 2025-1                                    | CUSIP: 39571NAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    824441 | PA      | $831711.11    | 0.03%             | 2060-03-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                          | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12127855.20  | 0.39%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2014-150E                                         | CUSIP: 61764BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4880000 | PA      | $4524560.32   | 0.15%             | 2032-09-09      | Fixed         | 3.91%                 | 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        |    241396 | PA      | $225987.37    | 0.01%             | 2069-09-16      | Fixed         | 1.17%                 | 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        |    299102 | PA      | $281928.83    | 0.01%             | 2069-07-15      | Fixed         | 1.22%                 | 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        |    319372 | PA      | $290435.15    | 0.01%             | 2069-05-15      | Fixed         | 0.84%                 | 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   | 0.05%             | 2069-08-26      | Fixed         | 1.32%                 | 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        |   1153716 | PA      | $1051465.77   | 0.03%             | 2069-07-15      | Fixed         | 0.94%                 | 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        |   4500000 | PA      | $4501332.90   | 0.14%             | 2036-07-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE          | Nippon Life Insurance Co                                                         | CUSIP: 654579AR2<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   5200000 | PA      | $5208626.44   | 0.17%             | 2033-04-02      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                     | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5089475.45   | 0.16%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                     | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   4850000 | PA      | $4990717.90   | 0.16%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP          | Novartis Capital Corp                                                            | CUSIP: 66989HBJ6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   5850000 | PA      | $5838280.70   | 0.19%             | 2036-03-18      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM4 Trust                                                              | CUSIP: 67120QAA4<br>LEI: 254900IAVXYLOCPK6W54 | Long             | ABS-MBS          | CORP              | US        |   9964376 | PA      | $9993250.42   | 0.32%             | 2055-02-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM16 Trust                                                             | CUSIP: 67122DAC7<br>LEI: 254900WI6P4MRT24JH23 | Long             | ABS-MBS          | CORP              | US        |   8048485 | PA      | $8014224.43   | 0.26%             | 2065-08-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM3 Trust                                                              | CUSIP: 67448YAC8<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-MBS          | CORP              | US        |   2293079 | PA      | $2307303.66   | 0.07%             | 2064-12-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                      | ONEOK Inc                                                                        | CUSIP: 682680DB6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6946110.22   | 0.22%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                      | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5386761.58   | 0.17%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                 | OWN Equipment Fund I LLC                                                         | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2089025 | PA      | $2099397.11   | 0.07%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne | PRET 2025-RPL1 Trust                                                             | CUSIP: 69392FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4838014 | PA      | $4733763.45   | 0.15%             | 2069-07-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC         | Pacific Gas and Electric Co                                                      | CUSIP: 694308LA3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2486263.21   | 0.08%             | 2036-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                     | PacifiCorp                                                                       | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7097745.27   | 0.23%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                     | PacifiCorp                                                                       | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   5850000 | PA      | $5594436.32   | 0.18%             | 2055-09-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                     | PacifiCorp                                                                       | CUSIP: 695114DG0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3685435.65   | 0.12%             | 2056-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-1                                              | CUSIP: 69544NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    833869 | PA      | $834753.00    | 0.03%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PEACHTREE FUND TRUST II        | Peachtree Corners Funding Trust II                                               | CUSIP: 70470BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8300000 | PA      | $8504362.35   | 0.27%             | 2035-05-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: —       |
| PG&E RECOVERY FND LLC          | PG&E Recovery Funding LLC                                                        | CUSIP: 71710TAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11822864.52  | 0.38%             | 2049-06-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY        | Phillips Edison Grocery Center Operating Partnership I LP                        | CUSIP: 71845JAC2<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |   6850000 | PA      | $6648253.25   | 0.21%             | 2035-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE       | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9534762.50   | 0.31%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP        | Principal Financial Group Inc                                                    | CUSIP: 74251VAA0<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1224749.38   | 0.04%             | 2036-10-15      | Fixed         | 6.05%                 | 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        |   1831871 | PA      | $1675881.27   | 0.05%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru | SMB Private Education Loan Trust 2020-A                                          | CUSIP: 78449UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1557799 | PA      | $1510526.98   | 0.05%             | 2037-09-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                 | Salesforce Inc                                                                   | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   9200000 | PA      | $9174852.63   | 0.30%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                 | Salesforce Inc                                                                   | CUSIP: 79466LAW4<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   7100000 | PA      | $7129406.28   | 0.23%             | 2056-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: —       |
| SEMPRA                         | Sempra                                                                           | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2920783.80   | 0.09%             | 2052-04-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer         | Service Experts Issuer 2025-1 LLC                                                | CUSIP: 81758JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1070194 | PA      | $1092073.72   | 0.04%             | 2037-01-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru | SMB Private Education Loan Trust 2017-B                                          | CUSIP: 83189DAB6<br>LEI: 549300NWENTZ8X7JUC78 | Long             | ABS-O            | CORP              | US        |     25385 | PA      | $25304.81     | 0.00%             | 2035-10-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER        | Southwestern Electric Power Co                                                   | CUSIP: 845437BV3<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $5705625.36   | 0.18%             | 2036-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP           | Targa Resources Corp                                                             | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   6850000 | PA      | $7407345.32   | 0.24%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TEXAS ELECTRIC MKT STABL       | Texas Electric Market Stabilization Funding N LLC                                | CUSIP: 88240TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1476451 | PA      | $1468483.73   | 0.05%             | 2034-08-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                     | CUSIP: 902613BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   9450000 | PA      | $9765214.20   | 0.31%             | 2031-04-12      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19500000 | PA      | $18654873.12  | 0.60%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16350000 | PA      | $16053336.93  | 0.52%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $29596875.00  | 0.95%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18500000 | PA      | $18032080.06  | 0.58%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC               | VB-S1 Issuer LLC                                                                 | CUSIP: 91825HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6350000 | PA      | $6206716.06   | 0.20%             | 2056-03-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| VSP OPTICAL GROUP INC          | VSP Optical Group Inc                                                            | CUSIP: 91836LAA0<br>LEI: 549300PHX8USLM2BT742 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3922607.76   | 0.13%             | 2035-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo | Velocity Commercial Capital Loan Trust 2025-5                                    | CUSIP: 92262KAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1539183 | PA      | $1527003.05   | 0.05%             | 2055-12-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                       | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3073258.68   | 0.10%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                       | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $3990870.51   | 0.13%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust   | Veros Auto Receivables Trust 2026-1                                              | CUSIP: 92511CAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3649000 | PA      | $3632059.52   | 0.12%             | 2029-05-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP             | VICI Properties LP                                                               | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6952826.58   | 0.22%             | 2031-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                 | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   9550000 | PA      | $9306618.25   | 0.30%             | 2037-01-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP           | Westpac Banking Corp                                                             | CUSIP: 961214FW8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   9700000 | PA      | $9820192.89   | 0.32%             | 2035-11-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| STUBHUB HOLDCO SUB LLC         | StubHub Holdco Sub LLC                                                           | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |   4750000 | PA      | $4689152.50   | 0.15%             | 2030-03-15      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC               | Wand NewCo 3 Inc                                                                 | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |   5315779 | PA      | $5279525.68   | 0.17%             | 2031-01-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| MAVIS TIRE EXPRESS SERVI       | Mavis Tire Express Services Topco Corp                                           | CUSIP: 57777YAG1<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |   4300000 | PA      | $4301634.00   | 0.14%             | 2028-05-04      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| PRIMO BRANDS CORP              | Primo Brands Corp                                                                | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |   2487437 | PA      | $2492822.48   | 0.08%             | 2028-03-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC       | TK Elevator US Newco Inc                                                         | CUSIP: N/A<br>LEI: 549300C2AFWPAYWS5574       | Long             | LON              | CORP              | US        |   4861817 | PA      | $4877691.16   | 0.16%             | 2030-04-30      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| PROAMPAC PG BORROWER LLC       | Proampac PG Borrower LLC                                                         | CUSIP: 74274NAM5<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |   3764967 | PA      | $3645428.86   | 0.12%             | 2033-03-07      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Trust            | GS Financial Square Government Fund                                              | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | STIV             | RF                | US        | 151861706 | NS      | $151861706.40 | 4.89%             |  |  |  | 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