# EDGAR Filing Document

**Accession Number:** 0001526787
**File Stem:** 0001752724-23-046344
**Filing Date:** 2023-2
**Character Count:** 156605
**Document Hash:** 2047bcc6df885db9220bc2d9c151f836
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046344.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046344

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Natixis ETF Trust
- **CENTRAL INDEX KEY:** 0001526787
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23146
- **FILM NUMBER:** 23682177

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

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

## Series and Classes Contracts Data

### Natixis Loomis Sayles Short Duration Income ETF (Series ID: S000060082)

| Class ID   | Class Name                                      | Ticker Symbol   |
|:---|:---|:---|
| C000196706 | Natixis Loomis Sayles Short Duration Income ETF | LSST            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Natixis ETF Trust

- **b. Investment Company Act file number:** 811-23146

- **c. CIK number of Registrant:** 0001526787

- **d. LEI of Registrant:** 549300G6FGV97Y95ZL43

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

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

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

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

  - **Telephone number:** 617-449-2810

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

- **a. Name of Series:** Natixis Loomis Sayles Short Duration Income ETF

- **b. EDGAR series identifier (if any):** S000060082

- **c. LEI of Series:** 549300PEC4O5EVSNX247

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $36621623.32

**Total Liabilities:** $123773.08

**Net Assets:** $36497850.24

**Cash Not Reported:** $70194.69

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -157.56000000 | **1-Year:** -2017.75000000 | **5-Year:** -3046.16000000 | **10-Year:** -532.91000000 | **30-Year:** -0.73000000

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

- **3-Month:** -4.18000000 | **1-Year:** -78.54000000 | **5-Year:** -31.93000000 | **10-Year:** -14.13000000 | **30-Year:** -3.31000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000196706 | -0.31%               | 1.25%                | 0.35%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-207749.99              | $16400.45                                  |
| Month 2  | $-130285.98              | $560404.69                                 |
| Month 3  | $-4574.67                | $8190.89                                   |

**Designated Index Information**

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

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                              | Title                                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UNITED AIRLINES INC                               | United Airlines Inc                                          | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13903.89     | 0.04%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust          | AmeriCredit Automobile Receivables Trust 2021-2              | CUSIP: 03066RAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       814 | PA      | $812.38       | 0.00%             | 2024-11-18      | Fixed         | 0.26%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                 | Expedia Group Inc                                            | CUSIP: 30212PAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $31262.78     | 0.09%             | 2025-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2022-3                   | CUSIP: 30166YAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70000 | PA      | $69083.63     | 0.19%             | 2026-12-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14046.61     | 0.04%             | 2025-05-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                           | Carmax Auto Owner Trust 2021-1                               | CUSIP: 14316NAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14841 | PA      | $14346.70     | 0.04%             | 2025-12-15      | Fixed         | 0.34%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                               | FS KKR Capital Corp                                          | CUSIP: 30313RAA7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14059.68     | 0.04%             | 2025-02-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                           | Blackstone Secured Lending Fund                              | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     70000 | PA      | $54349.84     | 0.15%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                | RGA Global Funding                                           | CUSIP: 76209PAB9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     90000 | PA      | $76225.48     | 0.21%             | 2029-01-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                          | Fortune Brands Innovations Inc                               | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30346.45     | 0.08%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARINGS BDC INC                                   | Barings BDC Inc                                              | CUSIP: 06759LAC7<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16951.57     | 0.05%             | 2026-11-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                           | CarMax Auto Owner Trust 2021-3                               | CUSIP: 14317DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $128281.19    | 0.35%             | 2026-06-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                          | Thermo Fisher Scientific Inc                                 | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170551.73    | 0.47%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                            | American Honda Finance Corp                                  | CUSIP: 02665WDM0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38854.62     | 0.11%             | 2023-09-08      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                           | American Electric Power Co Inc                               | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57851.10     | 0.16%             | 2024-03-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                           | Starwood Property Trust Inc                                  | CUSIP: 85571BAS4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     45000 | PA      | $44608.26     | 0.12%             | 2023-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38375BNT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       934 | PA      | $856.12       | 0.00%             | 2061-12-20      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| AIR LEASE CORP                                    | Air Lease Corp                                               | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44948.83     | 0.12%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                          | Take-Two Interactive Software Inc                            | CUSIP: 874054AE9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122076.89    | 0.33%             | 2024-03-28      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                      | AES Corp/The                                                 | CUSIP: 00130HCB9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42430.53     | 0.12%             | 2025-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                     | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83196.30     | 0.23%             | 2025-05-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                    | Hyundai Auto Receivables Trust 2021-B                        | CUSIP: 44934KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20328 | PA      | $20241.75     | 0.06%             | 2024-05-15      | Fixed         | 0.24%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                            | Extra Space Storage LP                                       | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26872.26     | 0.07%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                           | American Electric Power Co Inc                               | CUSIP: 025537AS0<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64699.82     | 0.18%             | 2023-11-01      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                           | Fidelity National Information Services Inc                   | CUSIP: 31620MBV7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117666.56    | 0.32%             | 2025-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                               | DT Auto Owner Trust 2021-4                                   | CUSIP: 26253WAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $46057.00     | 0.13%             | 2027-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                         | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61948.30     | 0.17%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust                 | Santander Retail Auto Lease Trust 2022-A                     | CUSIP: 80287CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25048 | PA      | $24328.06     | 0.07%             | 2025-03-20      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| CIG Auto Receivables Trust                        | CIG Auto Receivables Trust 2021-1                            | CUSIP: 12598NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21072 | PA      | $20727.49     | 0.06%             | 2025-04-14      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                            | GE HealthCare Technologies Inc                               | CUSIP: 36267VAA1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165594.04    | 0.45%             | 2024-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                          | Blackstone Holdings Finance Co LLC                           | CUSIP: 09261BAJ9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65486.68     | 0.18%             | 2027-11-03      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                | F&G Global Funding                                           | CUSIP: 30321L2E1<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117496.84    | 0.32%             | 2025-07-07      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                   | CUSIP: 92343VFF6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46459.50     | 0.13%             | 2027-03-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                            | Mitsubishi UFJ Financial Group Inc                           | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    235000 | PA      | $206843.20    | 0.57%             | 2028-01-19      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                          | CUSIP: 37940XAF9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55697.23     | 0.15%             | 2024-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                                  | Triton Container International Ltd                           | CUSIP: 89680YAD7<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $96532.00     | 0.26%             | 2023-08-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2022-6                   | CUSIP: 30168AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25029.65     | 0.07%             | 2027-08-16      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr | GM Financial Consumer Automobile Receivables Trust 2021-1    | CUSIP: 36261LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13879 | PA      | $13420.85     | 0.04%             | 2025-10-16      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                      | Assurant Inc                                                 | CUSIP: 04621XAH1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33621.15     | 0.09%             | 2023-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                               | Dominion Energy Inc                                          | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84250.77     | 0.23%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                              | Westpac Banking Corp                                         | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     95000 | PA      | $88703.43     | 0.24%             | 2033-08-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2022-3                            | CUSIP: 33845PAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80000 | PA      | $78855.68     | 0.22%             | 2027-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                  | First Investors Auto Owner Trust 2021-1                      | CUSIP: 32059FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3452 | PA      | $3410.00      | 0.01%             | 2026-03-16      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                        | FIXED INC CLEARING CORP.REPO                                 | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |    235234 | PA      | $235234.32    | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                          | Penske Truck Leasing Co Lp / PTL Finance Corp                | CUSIP: 709599BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29832.24     | 0.08%             | 2023-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                          | EQT Corp                                                     | CUSIP: 26884LAH2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55129.25     | 0.15%             | 2025-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2021-1                            | CUSIP: 33843WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4943 | PA      | $4923.02      | 0.01%             | 2025-06-16      | Fixed         | 0.31%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                          | Caterpillar Financial Services Corp                          | CUSIP: 14913R3A3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62023.86     | 0.17%             | 2027-08-12      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                  | ArcelorMittal SA                                             | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $100470.51    | 0.28%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust             | NextGear Floorplan Master Owner Trust                        | CUSIP: 65341KBN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99599.43     | 0.27%             | 2025-02-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.  | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FREB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       183 | PA      | $181.42       | 0.00%             | 2025-02-25      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                      | QUALCOMM Inc                                                 | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83289.57     | 0.23%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| RELIANCE STAND LIFE II                            | Reliance Standard Life Global Funding II                     | CUSIP: 75951AAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $44926.28     | 0.12%             | 2023-01-21      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                        | VMware Inc                                                   | CUSIP: 928563AG0<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    175000 | PA      | $170428.01    | 0.47%             | 2023-08-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                        | Humana Inc                                                   | CUSIP: 444859BP6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121776.22    | 0.33%             | 2023-08-03      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                  | OneMain Financial Issuance Trust 2022-S1                     | CUSIP: 68267HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220000 | PA      | $207428.94    | 0.57%             | 2035-05-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                  | Bank of Montreal                                             | CUSIP: 06368EA44<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $34874.35     | 0.10%             | 2023-12-08      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group Inc/The                         | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31232.99     | 0.09%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust      | American Credit Acceptance Receivables Trust 2021-3          | CUSIP: 025286AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15919 | PA      | $15862.05     | 0.04%             | 2026-02-13      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                | Ally Financial Inc                                           | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81389.04     | 0.22%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                         | Kubota Credit Owner Trust 2021-2                             | CUSIP: 50117XAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67721 | PA      | $66757.89     | 0.18%             | 2024-06-17      | Fixed         | 0.26%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                        | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46899.63     | 0.13%             | 2033-07-28      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                           | Bayer US Finance II LLC                                      | CUSIP: 07274NAW3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77461.24     | 0.21%             | 2024-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                               | Synchrony Financial                                          | CUSIP: 87165BAS2<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121794.91    | 0.33%             | 2025-06-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                          | Citizens Financial Group Inc                                 | CUSIP: 174610BE4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     95000 | PA      | $88299.90     | 0.24%             | 2037-05-21      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| World OMNI Select Auto Trust                      | World Omni Select Auto Trust 2021-A                          | CUSIP: 98163HAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $37110.72     | 0.10%             | 2027-08-16      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen Inc                                                    | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    190000 | PA      | $177559.56    | 0.49%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                             | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    310000 | PA      | $303533.59    | 0.83%             | 2024-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                            | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $210190.08    | 0.58%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                          | Jackson National Life Global Funding                         | CUSIP: 46849LTC5<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19200.79     | 0.05%             | 2025-06-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                 | State Street Corp                                            | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30980.25     | 0.08%             | 2028-11-04      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2014-USA OA LLC                                         | CUSIP: 12649AAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $89839.84     | 0.25%             | 2037-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                | BMW US Capital LLC                                           | CUSIP: 05565EAW5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54755.84     | 0.15%             | 2023-04-12      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2021-N2                       | CUSIP: 14686KAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7500 | PA      | $6825.16      | 0.02%             | 2028-03-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                        | Nucor Corp                                                   | CUSIP: 670346AX3<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44026.74     | 0.12%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2021-E             | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130089 | PA      | $109962.35    | 0.30%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2020-3                 | CUSIP: 96042QAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15000 | PA      | $14615.76     | 0.04%             | 2025-11-17      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                          | Microchip Technology Inc                                     | CUSIP: 595017AZ7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73601.64     | 0.20%             | 2023-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                     | Sempra Energy                                                | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36459.26     | 0.10%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                | Honda Auto Receivables 2020-3 Owner Trust                    | CUSIP: 43813KAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35111 | PA      | $34314.43     | 0.09%             | 2024-10-18      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2020-4                | CUSIP: 80286WAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25085 | PA      | $24832.38     | 0.07%             | 2026-01-15      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                               | FS KKR Capital Corp                                          | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37852.38     | 0.10%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                             | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1390000 | PA      | $1382887.11   | 3.79%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                           | Nissan Auto Lease Trust 2020-B                               | CUSIP: 65480EAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       425 | PA      | $424.64       | 0.00%             | 2023-10-16      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                          | Met Tower Global Funding                                     | CUSIP: 58989V2C7<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141628.99    | 0.39%             | 2024-04-05      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38380LNQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24887 | PA      | $24739.24     | 0.07%             | 2068-10-20      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                          | Walgreens Boots Alliance Inc                                 | CUSIP: 931427AU2<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    135000 | PA      | $129921.93    | 0.36%             | 2023-11-17      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust           | Hyundai Auto Lease Securitization Trust 2021-B               | CUSIP: 44891VAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       865 | PA      | $864.00       | 0.00%             | 2023-10-16      | Fixed         | 0.19%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                         | MSBAM Commercial Mortgage Securities Trust 2012-CKSV         | CUSIP: 553514AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117077 | PA      | $94247.24     | 0.26%             | 2030-10-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                 | World Omni Auto Receivables Trust 2021-B                     | CUSIP: 98163LAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65000 | PA      | $62342.67     | 0.17%             | 2026-06-15      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust          | Capital One Prime Auto Receivables Trust 2022-2              | CUSIP: 14043GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95000 | PA      | $93999.75     | 0.26%             | 2025-09-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust      | American Credit Acceptance Receivables Trust 2022-1          | CUSIP: 02530WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     61335 | PA      | $60900.79     | 0.17%             | 2025-12-15      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                       | Bell Telephone Co of Canada or Bell Canada/The               | CUSIP: 0778FPAC3<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $80565.58     | 0.22%             | 2024-03-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr | GM Financial Consumer Automobile Receivables Trust 2021-4    | CUSIP: 362554AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25149 | PA      | $24895.15     | 0.07%             | 2024-11-18      | Fixed         | 0.28%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                          | CUSIP: 46647PDM5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    265000 | PA      | $265004.66    | 0.73%             | 2025-12-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2021-2                 | CUSIP: 96042RAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $43439.06     | 0.12%             | 2026-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                  | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136606.75    | 0.37%             | 2024-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                    | Air Lease Corp                                               | CUSIP: 00914AAL6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37783.78     | 0.10%             | 2024-02-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                              | Boston Properties LP                                         | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     20000 | PA      | $20622.13     | 0.06%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                       | CUSIP: 91324PEN8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96083.49     | 0.26%             | 2025-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust          | AmeriCredit Automobile Receivables Trust 2021-3              | CUSIP: 03066JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55000 | PA      | $49522.16     | 0.14%             | 2027-08-18      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                            | Bank of New York Mellon Corp/The                             | CUSIP: 06406RAN7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32521.72     | 0.09%             | 2025-04-24      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust         | Santander Consumer Auto Receivables Trust 2020-A             | CUSIP: 80281MAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $24687.25     | 0.07%             | 2026-02-17      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                | Sonoco Products Co                                           | CUSIP: 835495AM4<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    165000 | PA      | $153325.65    | 0.42%             | 2025-02-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                          | Toyota Lease Owner Trust 2021-B                              | CUSIP: 89239CAC3<br>LEI: 5493006AB33TXC4NJ781 | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $121516.10    | 0.33%             | 2024-10-21      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                          | Flex Ltd                                                     | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     45000 | PA      | $44902.28     | 0.12%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR NOTE (CBT)MAR23                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -27 | NC      | $17816.43     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                           | Guardian Life Global Funding                                 | CUSIP: 40139LBG7<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45904.16     | 0.13%             | 2027-10-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                             | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    910000 | PA      | $910035.54    | 2.49%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust           | United Auto Credit Securitization Trust 2022-1               | CUSIP: 90944DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55000 | PA      | $54169.71     | 0.15%             | 2025-03-10      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                           | Dell International LLC / EMC Corp                            | CUSIP: 24703TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $80850.42     | 0.22%             | 2025-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2021-P3                       | CUSIP: 14687JAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85000 | PA      | $79373.79     | 0.22%             | 2026-11-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVS TRST                          | Federal Realty Investment Trust                              | CUSIP: 313747AU1<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |     40000 | PA      | $39479.40     | 0.11%             | 2024-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                      | CUSIP: 44891ABE6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39909.84     | 0.11%             | 2023-02-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                             | CUSIP: 91282CEX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1175000 | PA      | $1146864.26   | 3.14%             | 2024-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                           | Brighthouse Financial Global Funding                         | CUSIP: 10921U2G2<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19164.30     | 0.05%             | 2023-12-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                   | AstraZeneca PLC                                              | CUSIP: 046353AR9<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     95000 | PA      | $94190.88     | 0.26%             | 2023-08-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                             | HPEFS Equipment Trust 2021-2                                 | CUSIP: 40441JAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24441 | PA      | $24360.95     | 0.07%             | 2028-09-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC                                         | DLLAA 2021-1 LLC                                             | CUSIP: 23291YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21569 | PA      | $21477.73     | 0.06%             | 2024-05-17      | Fixed         | 0.36%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2022-3                | CUSIP: 80285UAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80000 | PA      | $78045.88     | 0.21%             | 2027-08-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE LLC                             | Gray Oak Pipeline LLC                                        | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $49875.03     | 0.14%             | 2025-10-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust        | Mercury Financial Credit Card Master Trust                   | CUSIP: 58940BAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $115810.63    | 0.32%             | 2026-09-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                    | Amazon.com Inc                                               | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174419.77    | 0.48%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38375U6F2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3554 | PA      | $3517.42      | 0.01%             | 2064-10-20      | Floating      | 4.04%                 | No            |                  3 | On Loan: No      |
| QORVO INC                                         | Qorvo Inc                                                    | CUSIP: 74739DAA2<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23023.75     | 0.06%             | 2024-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                 | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54506.54     | 0.15%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge Inc                                                 | CUSIP: 29250NBD6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $124954.13    | 0.34%             | 2023-02-17      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                      | Drive Auto Receivables Trust 2021-1                          | CUSIP: 262108AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1018 | PA      | $1016.82      | 0.00%             | 2025-07-15      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                        | Cigna Corp                                                   | CUSIP: 125523AF7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54637.04     | 0.15%             | 2023-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust             | GM Financial Automobile Leasing Trust 2022-2                 | CUSIP: 36266FAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     72234 | PA      | $71383.36     | 0.20%             | 2024-10-21      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                              | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147485.75    | 0.40%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                              | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc       | CUSIP: 46590XAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    175000 | PA      | $165790.22    | 0.45%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust               | Nissan Auto Receivables 2021-A Owner Trust                   | CUSIP: 65480BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16780 | PA      | $16743.86     | 0.05%             | 2024-02-15      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                              | Hercules Capital Inc                                         | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60013.78     | 0.16%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                 | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $193674.00    | 0.53%             | 2027-08-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2022-5                   | CUSIP: 30167FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80000 | PA      | $79845.18     | 0.22%             | 2027-03-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2022-4                | CUSIP: 80286FAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $131999.09    | 0.36%             | 2027-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                    | Mercedes-Benz Auto Lease Trust 2021-B                        | CUSIP: 58769KAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19388 | PA      | $19336.63     | 0.05%             | 2024-01-16      | Fixed         | 0.22%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                      | Ford Credit Auto Owner Trust 2021-A                          | CUSIP: 34532NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     42150 | PA      | $40943.21     | 0.11%             | 2025-08-15      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                | Honda Auto Receivables 2021-1 Owner Trust                    | CUSIP: 43813GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21037 | PA      | $20384.09     | 0.06%             | 2025-04-21      | Fixed         | 0.27%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                            | Marvell Technology Inc                                       | CUSIP: 573874AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $89478.33     | 0.25%             | 2023-06-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                      | 7-Eleven Inc                                                 | CUSIP: 817826AA8<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64666.82     | 0.18%             | 2023-02-10      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| INFOR INC                                         | Infor Inc                                                    | CUSIP: 45674CAB9<br>LEI: 549300Q3IIYBYI4RHD64 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78124.96     | 0.21%             | 2023-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2022-7                | CUSIP: 80287FAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25139.41     | 0.07%             | 2027-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                           | SCF Equipment Leasing 2022-1 LLC                             | CUSIP: 784033AS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $103513.56    | 0.28%             | 2029-07-20      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| OFFICE PPTY INCOME TRST                           | Office Properties Income Trust                               | CUSIP: 81618TAC4<br>LEI: N/A                  | Long             | DBT              |  | US        |     55000 | PA      | $49838.41     | 0.14%             | 2025-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust                 | Santander Retail Auto Lease Trust 2021-B                     | CUSIP: 80286DAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $155380.48    | 0.43%             | 2024-08-20      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                            | Blackstone Private Credit Fund                               | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    125000 | PA      | $103465.58    | 0.28%             | 2026-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                    | Lowe's Cos Inc                                               | CUSIP: 548661EK9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83730.84     | 0.23%             | 2025-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                          | Huntington Ingalls Industries Inc                            | CUSIP: 446413AS5<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19324.17     | 0.05%             | 2025-05-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                            | Canadian Imperial Bank of Commerce                           | CUSIP: 13607GRK2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $14720.04     | 0.04%             | 2023-06-23      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | Royal Bank of Canada                                         | CUSIP: 78015K7M0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $59541.79     | 0.16%             | 2024-01-19      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                       | Ally Auto Receivables Trust 2022-3                           | CUSIP: 02008DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30000 | PA      | $30103.60     | 0.08%             | 2027-04-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                            | Canadian Imperial Bank of Commerce                           | CUSIP: 13607H6M9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $185568.45    | 0.51%             | 2025-08-04      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2021-3                 | CUSIP: 96043JAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $107616.20    | 0.29%             | 2027-01-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                             | Micron Technology Inc                                        | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86341.03     | 0.24%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                 | Atmos Energy Corp                                            | CUSIP: 049560AU9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59558.63     | 0.16%             | 2023-03-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                | Forestar Group Inc                                           | CUSIP: 346232AF8<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17533.81     | 0.05%             | 2026-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                               | Dominion Energy Inc                                          | CUSIP: 25746UDB2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28907.32     | 0.08%             | 2024-08-15      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                            | Aviation Capital Group LLC                                   | CUSIP: 05369AAC5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69430.61     | 0.19%             | 2023-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                               | DT Auto Owner Trust 2020-3                                   | CUSIP: 26253AAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35000 | PA      | $33861.77     | 0.09%             | 2026-06-15      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                           | Corebridge Global Funding                                    | CUSIP: 00138CAS7<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23332.24     | 0.06%             | 2024-06-17      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                            | NXP BV / NXP Funding LLC / NXP USA Inc                       | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     35000 | PA      | $31745.94     | 0.09%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr | GM Financial Consumer Automobile Receivables Trust 2021-3    | CUSIP: 380140AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26043 | PA      | $25925.69     | 0.07%             | 2024-08-16      | Fixed         | 0.21%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                           | Nissan Auto Lease Trust 2021-A                               | CUSIP: 65480DAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     28121 | PA      | $28033.07     | 0.08%             | 2023-12-15      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                          | Canadian Pacific Railway Co                                  | CUSIP: 13645RBD5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $93210.11     | 0.26%             | 2024-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                             | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    730000 | PA      | $732737.50    | 2.01%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                              | Westpac Banking Corp                                         | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    135000 | PA      | $137871.43    | 0.38%             | 2027-11-18      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38375BYE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       407 | PA      | $389.78       | 0.00%             | 2062-09-20      | Floating      | 4.42%                 | No            |                  3 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2021-P4                       | CUSIP: 14687KAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $121660.37    | 0.33%             | 2027-01-11      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                               | DT Auto Owner Trust 2021-3                                   | CUSIP: 23344QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     32446 | PA      | $32163.52     | 0.09%             | 2025-04-15      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                 | Hyatt Hotels Corp                                            | CUSIP: 448579AH5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29768.53     | 0.08%             | 2025-04-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                            | Santander Holdings USA Inc                                   | CUSIP: 80282KBE5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39698.22     | 0.11%             | 2026-09-09      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                             | CUSIP: 91282CER8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2915000 | PA      | $2828119.33   | 7.75%             | 2024-05-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                               | Macquarie Group Ltd                                          | CUSIP: 55608JBA5<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    120000 | PA      | $110122.94    | 0.30%             | 2025-10-14      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.  | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FUZR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17477 | PA      | $17178.72     | 0.05%             | 2027-06-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2020-P1                       | CUSIP: 14687AAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13970 | PA      | $13785.85     | 0.04%             | 2025-06-09      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co                                          | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62461.83     | 0.17%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                 | Ares Capital Corp                                            | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24054.87     | 0.07%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                           | Carmax Auto Owner Trust 2019-3                               | CUSIP: 14315PAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2213 | PA      | $2204.30      | 0.01%             | 2024-08-15      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                          | Equitable Financial Life Global Funding                      | CUSIP: 29449WAG2<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93994.10     | 0.26%             | 2023-04-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2022-4                   | CUSIP: 30166BAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49602.10     | 0.14%             | 2026-02-17      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                              | BAT International Finance PLC                                | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $208386.28    | 0.57%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                          | Pioneer Natural Resources Co                                 | CUSIP: 723787AU1<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49176.60     | 0.13%             | 2023-05-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                            | Protective Life Global Funding                               | CUSIP: 74368CBB9<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148155.81    | 0.41%             | 2023-04-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust             | NextGear Floorplan Master Owner Trust                        | CUSIP: 65341KBQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $135553.40    | 0.37%             | 2026-07-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2021-2                            | CUSIP: 33844WAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65000 | PA      | $60272.90     | 0.17%             | 2027-06-15      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                               | Dominion Energy Inc                                          | CUSIP: 25746UDH9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64871.48     | 0.18%             | 2023-09-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                 | Eversource Energy                                            | CUSIP: 30040WAG3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44485.46     | 0.12%             | 2023-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| World OMNI Select Auto Trust                      | World Omni Select Auto Trust 2020-A                          | CUSIP: 98163DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9932 | PA      | $9852.64      | 0.03%             | 2025-07-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                   | Xcel Energy Inc                                              | CUSIP: 98389BAZ3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86733.65     | 0.24%             | 2023-10-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                          | Amcor Flexibles North America Inc                            | CUSIP: 02343JAA8<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38937.60     | 0.11%             | 2025-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38380LXV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     69773 | PA      | $69743.56     | 0.19%             | 2069-08-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group Inc/The                         | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85668.99     | 0.23%             | 2028-12-02      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                    | Air Lease Corp                                               | CUSIP: 00914AAP7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73665.53     | 0.20%             | 2024-08-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust          | Americredit Automobile Receivables Trust 2022-1              | CUSIP: 03066TAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85000 | PA      | $80908.53     | 0.22%             | 2027-04-19      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                 | World Omni Auto Receivables Trust 2022-D                     | CUSIP: 98163VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $105231.95    | 0.29%             | 2026-03-16      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2020-3                   | CUSIP: 30166NAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15441 | PA      | $15267.01     | 0.04%             | 2025-07-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                      | Comerica Inc                                                 | CUSIP: 200340AS6<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74449.03     | 0.20%             | 2023-07-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                           | Starwood Property Trust Inc                                  | CUSIP: 85571BAW5<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     95000 | PA      | $89206.48     | 0.24%             | 2024-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                    | Open Text Corp                                               | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $35000.00     | 0.10%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                      | Illumina Inc                                                 | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45560.49     | 0.12%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                          | Celanese US Holdings LLC                                     | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128222.41    | 0.35%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | Royal Bank of Canada                                         | CUSIP: 78016EZX8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $18596.01     | 0.05%             | 2024-10-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                           | Digital Realty Trust LP                                      | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |     85000 | PA      | $85561.99     | 0.23%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2022-1                            | CUSIP: 33845VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    147839 | PA      | $142628.26    | 0.39%             | 2026-10-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                        | NBN Co Ltd                                                   | CUSIP: 62878U2C5<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $184401.64    | 0.51%             | 2024-10-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust                  | Harley-Davidson Motorcycle Trust 2021-A                      | CUSIP: 41284NAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22252 | PA      | $21661.52     | 0.06%             | 2026-04-15      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                 | CUSIP: 25160PAM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $150334.47    | 0.41%             | 2027-09-09      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                            | CNH Industrial Capital LLC                                   | CUSIP: 12592BAP9<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35076.74     | 0.10%             | 2025-10-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                      | Illumina Inc                                                 | CUSIP: 452327AL3<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143513.65    | 0.39%             | 2023-03-23      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                             | TransCanada PipeLines Ltd                                    | CUSIP: 89352HBB4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $185104.97    | 0.51%             | 2024-10-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                          | Toyota Motor Credit Corp                                     | CUSIP: 89236TKL8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117575.97    | 0.32%             | 2027-11-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                               | Bank of Nova Scotia/The                                      | CUSIP: 0641593X2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $137029.73    | 0.38%             | 2024-04-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                    | Enterprise Fleet Financing 2021-2 LLC                        | CUSIP: 29374YAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     63453 | PA      | $59945.22     | 0.16%             | 2027-05-20      | Fixed         | 0.48%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | Royal Bank of Canada                                         | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $114668.46    | 0.31%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust          | AmeriCredit Automobile Receivables Trust 2022-2              | CUSIP: 03065WAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $39366.16     | 0.11%             | 2028-04-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2021-4                     | CUSIP: 36263DAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $100421.92    | 0.28%             | 2026-04-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                         | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105054.26    | 0.29%             | 2026-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                             | Entergy Louisiana LLC                                        | CUSIP: 29364WBK3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186168.18    | 0.51%             | 2024-10-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                     | Aircastle Ltd                                                | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     40000 | PA      | $32714.25     | 0.09%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2021-1                   | CUSIP: 30165XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13011 | PA      | $12922.73     | 0.04%             | 2025-09-15      | Fixed         | 0.57%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                          | New York Life Global Funding                                 | CUSIP: 64952WDZ3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119972.94    | 0.33%             | 2023-02-02      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                         | BPR Trust 2022-SSP                                           | CUSIP: 05602HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95000 | PA      | $93112.64     | 0.26%             | 2039-05-15      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                     | CUSIP: 53944YAR4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $190006.70    | 0.52%             | 2026-03-18      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Retail Trust                       | Daimler Trucks Retail Trust 2022-1                           | CUSIP: 233869AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99824.10     | 0.27%             | 2024-09-16      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                               | Bank of Nova Scotia/The                                      | CUSIP: 064159TE6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $54871.44     | 0.15%             | 2023-02-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING 1                           | Pricoa Global Funding I                                      | CUSIP: 74153WCP2<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175809.45    | 0.48%             | 2026-09-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                               | DT Auto Owner Trust 2020-2                                   | CUSIP: 23343RAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12297 | PA      | $12134.76     | 0.03%             | 2026-03-16      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                     | CUSIP: 05377RDL5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $96617.83     | 0.26%             | 2025-09-22      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                              | Keurig Dr Pepper Inc                                         | CUSIP: 49271VAL4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56955.46     | 0.16%             | 2024-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust      | American Credit Acceptance Receivables Trust 2022-4          | CUSIP: 02529XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20000 | PA      | $20253.04     | 0.06%             | 2029-02-15      | Fixed         | 7.86%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                           | GLP Capital LP / GLP Financing II Inc                        | CUSIP: 361841AJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $63895.95     | 0.18%             | 2025-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust               | PenFed Auto Receivables Owner Trust 2022-A                   | CUSIP: 706874AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $24281.03     | 0.07%             | 2028-12-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                            | Fairfax Financial Holdings Ltd                               | CUSIP: 303901BK7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $28158.38     | 0.08%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2021-2                 | CUSIP: 96042RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19000 | PA      | $18800.18     | 0.05%             | 2025-04-15      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | Athene Global Funding                                        | CUSIP: 04685A2V2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     80000 | PA      | $66661.61     | 0.18%             | 2028-03-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                        | US Bancorp                                                   | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195321.99    | 0.54%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                           | Guardian Life Global Funding                                 | CUSIP: 40139LAE3<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44787.32     | 0.12%             | 2023-04-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| OWL ROCK TECHNOLOGY FINA                          | Owl Rock Technology Finance Corp                             | CUSIP: 691205AC2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99602.78     | 0.27%             | 2025-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2020-2                   | CUSIP: 30167YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8219 | PA      | $8180.40      | 0.02%             | 2025-05-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                  | Ryder System Inc                                             | CUSIP: 78355HKQ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49074.67     | 0.13%             | 2025-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                           | CarMax Auto Owner Trust 2021-3                               | CUSIP: 14317DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24798 | PA      | $24669.43     | 0.07%             | 2024-09-16      | Fixed         | 0.29%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust      | American Credit Acceptance Receivables Trust 2020-4          | CUSIP: 02530QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6120 | PA      | $6007.25      | 0.02%             | 2026-12-14      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2021-N4                       | CUSIP: 14687HAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30000 | PA      | $28636.58     | 0.08%             | 2028-09-11      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                          | Equitable Financial Life Global Funding                      | CUSIP: 29449WAP2<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139682.23    | 0.38%             | 2025-12-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                          | Element Fleet Management Corp                                | CUSIP: 286181AD4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $47333.86     | 0.13%             | 2025-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust  | World Omni Automobile Lease Securitization Trust 2022-A      | CUSIP: 98163NAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30000 | PA      | $29355.96     | 0.08%             | 2025-02-18      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38375BY89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3326 | PA      | $3180.84      | 0.01%             | 2063-04-20      | Fixed         | 3.50%                 | No            |                  3 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust  | World Omni Automobile Lease Securitization Trust 2021-A      | CUSIP: 98163JAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16050 | PA      | $16027.11     | 0.04%             | 2024-04-15      | Fixed         | 0.21%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                  | First Investors Auto Owner Trust 2022-1                      | CUSIP: 32057KAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90000 | PA      | $84020.27     | 0.23%             | 2028-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                               | Nomura Holdings Inc                                          | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    235000 | PA      | $205724.17    | 0.56%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                          | Hudson Pacific Properties LP                                 | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |     85000 | PA      | $79359.16     | 0.22%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                   | CUSIP: 14040HBU8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85000.00     | 0.23%             | 2023-01-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                          | eBay Inc                                                     | CUSIP: 278642BA0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82148.20     | 0.23%             | 2027-11-22      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                            | Santander Holdings USA Inc                                   | CUSIP: 80282KBB1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52408.96     | 0.14%             | 2025-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                          | Principal Life Global Funding II                             | CUSIP: 74256LEJ4<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    175000 | PA      | $167160.05    | 0.46%             | 2024-01-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2020-3                | CUSIP: 80285WAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     28775 | PA      | $28513.58     | 0.08%             | 2026-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CORE INCOME COR                          | OWL Rock Core Income Corp                                    | CUSIP: 69120VAL5<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63011.21     | 0.17%             | 2025-03-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                | Honda Auto Receivables 2020-2 Owner Trust                    | CUSIP: 43813DAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40917 | PA      | $40315.63     | 0.11%             | 2024-07-15      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DIRECT                             | Morgan Stanley Direct Lending Fund                           | CUSIP: 61774AAD5<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50791.34     | 0.14%             | 2027-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                              | Edison International                                         | CUSIP: 281020AU1<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122306.75    | 0.34%             | 2025-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                    | Enterprise Fleet Financing 2022-4 LLC                        | CUSIP: 29374GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85000 | PA      | $85153.85     | 0.23%             | 2029-10-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                             | Owl Rock Capital Corp                                        | CUSIP: 69121KAC8<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27717.29     | 0.08%             | 2025-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38380LX40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    121832 | PA      | $121397.88    | 0.33%             | 2070-01-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CORE INCOME COR                          | OWL Rock Core Income Corp                                    | CUSIP: 69120VAN1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9967.64      | 0.03%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Foursight Capital Automobile Receivables Trust    | Foursight Capital Automobile Receivables Trust 2021-2        | CUSIP: 35105UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $102203.75    | 0.28%             | 2026-05-15      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust                 | Santander Retail Auto Lease Trust 2021-B                     | CUSIP: 80286DAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13388 | PA      | $13362.63     | 0.04%             | 2024-01-22      | Fixed         | 0.31%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                 | World Omni Auto Receivables Trust 2021-C                     | CUSIP: 98164CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17288 | PA      | $17207.38     | 0.05%             | 2024-09-16      | Fixed         | 0.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38380LSX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36298 | PA      | $36317.71     | 0.10%             | 2069-04-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust               | Volkswagen Auto Loan Enhanced Trust 2021-1                   | CUSIP: 92868KAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $198951.06    | 0.55%             | 2026-06-22      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust                  | Harley-Davidson Motorcycle Trust 2020-A                      | CUSIP: 41284UAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2643 | PA      | $2635.70      | 0.01%             | 2024-10-15      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2022-4                            | CUSIP: 33843XAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $110752.93    | 0.30%             | 2027-06-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust                  | Harley-Davidson Motorcycle Trust 2022-A                      | CUSIP: 41284YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16185 | PA      | $16035.38     | 0.04%             | 2025-05-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                      | Drive Auto Receivables Trust 2021-2                          | CUSIP: 262104AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     51620 | PA      | $50969.76     | 0.14%             | 2025-12-15      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust           | Capital One Multi-Asset Execution Trust                      | CUSIP: 14041NFW6<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $159182.05    | 0.44%             | 2026-07-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                            | CNH Industrial Capital LLC                                   | CUSIP: 12592BAN4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106702.93    | 0.29%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                    | Mercedes-Benz Auto Lease Trust 2021-B                        | CUSIP: 58769KAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60000 | PA      | $58338.90     | 0.16%             | 2024-11-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 2YR NOTE (CBT) MAR23                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        42 | NC      | $11408.29     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Auto Owner Trust                               | DT Auto Owner Trust 2022-3                                   | CUSIP: 23345RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50690.17     | 0.14%             | 2028-07-17      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                         | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11  | CUSIP: 61762TAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98546.92     | 0.27%             | 2046-08-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2020-2                 | CUSIP: 96042PAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19235 | PA      | $19026.58     | 0.05%             | 2025-07-15      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Freedom Financial                                 | FREED ABS Trust 2022-4FP                                     | CUSIP: 35634JAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99672.70     | 0.27%             | 2029-12-18      | Fixed         | 7.58%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19846.86     | 0.05%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 5YR NOTE (CBT) MAR23                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -15 | NC      | $1959.53      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC                                        | Ecolab Inc                                                   | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61131.40     | 0.17%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust      | American Credit Acceptance Receivables Trust 2021-3          | CUSIP: 025286AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80000 | PA      | $77871.62     | 0.21%             | 2027-11-15      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                            | American Honda Finance Corp                                  | CUSIP: 02665WEB3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30019.40     | 0.08%             | 2029-01-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust               | Toyota Auto Receivables 2021-C Owner Trust                   | CUSIP: 89239BAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95000 | PA      | $90088.98     | 0.25%             | 2026-01-15      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                     | CUSIP: 05377RFV1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $106785.47    | 0.29%             | 2027-04-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Canadian Pacer Auto Receivables Trust             | Canadian Pacer Auto Receivables Trust 2021-1                 | CUSIP: 13646CAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |     88964 | PA      | $85765.30     | 0.23%             | 2025-10-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                     | Allstate Corp/The                                            | CUSIP: 020002BF7<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30033.16     | 0.08%             | 2023-03-29      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                            | Skyworks Solutions Inc                                       | CUSIP: 83088MAJ1<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78417.46     | 0.21%             | 2023-06-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                               | CNH Equipment Trust 2021-B                                   | CUSIP: 12657WAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     33578 | PA      | $33463.12     | 0.09%             | 2024-08-15      | Fixed         | 0.22%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                           | Brighthouse Financial Global Funding                         | CUSIP: 10921U2H0<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    120000 | PA      | $110508.25    | 0.30%             | 2025-01-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                 | Golub Capital BDC Inc                                        | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     80000 | PA      | $67919.69     | 0.19%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                 | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $208465.62    | 0.57%             | 2028-11-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust             | GM Financial Automobile Leasing Trust 2021-1                 | CUSIP: 36261RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     69383 | PA      | $68988.86     | 0.19%             | 2024-02-20      | Fixed         | 0.26%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                             | PACCAR Financial Corp                                        | CUSIP: 69371RQ41<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24926.90     | 0.07%             | 2023-02-07      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                  | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43636.00     | 0.12%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                    | Brunswick Corp/DE                                            | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46427.84     | 0.13%             | 2032-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                              | Enel Finance International NV                                | CUSIP: 29278GAW8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $189207.78    | 0.52%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                         | Avnet Inc                                                    | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32318.99     | 0.09%             | 2032-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                            | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $177539.26    | 0.49%             | 2027-11-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.  | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FUZS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12710 | PA      | $12558.90     | 0.03%             | 2027-06-25      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                | Ally Financial Inc                                           | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93731.60     | 0.26%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2021-3                | CUSIP: 80287EAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71192 | PA      | $70658.20     | 0.19%             | 2025-12-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                          | Harley-Davidson Financial Services Inc                       | CUSIP: 41283LAY1<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23300.69     | 0.06%             | 2025-06-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr | GM Financial Consumer Automobile Receivables Trust 2022-2    | CUSIP: 362585AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     48873 | PA      | $48176.49     | 0.13%             | 2025-05-16      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                              | Glencore Funding LLC                                         | CUSIP: 378272AT5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63957.74     | 0.18%             | 2024-03-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38375BK84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       519 | PA      | $468.17       | 0.00%             | 2063-02-20      | Fixed         | 1.65%                 | No            |                  3 | On Loan: No      |
| EDISON INTERNATIONAL                              | Edison International                                         | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36549.85     | 0.10%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                             | Toronto-Dominion Bank/The                                    | CUSIP: 89114QCN6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $40000.98     | 0.11%             | 2023-01-06      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38380LNW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26034 | PA      | $25715.06     | 0.07%             | 2068-09-20      | Floating      | 4.14%                 | No            |                  3 | On Loan: No      |
| Drive Auto Receivables Trust                      | Drive Auto Receivables Trust 2021-3                          | CUSIP: 262081AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $48616.22     | 0.13%             | 2026-05-15      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                               | CUSIP: 6174468W2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119195.09    | 0.33%             | 2024-01-25      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                       | Southern Co/The                                              | CUSIP: 842587DG9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80624.00     | 0.22%             | 2024-02-26      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Foursight Capital Automobile Receivables Trust    | Foursight Capital Automobile Receivables Trust 2022-2        | CUSIP: 34660DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $118916.50    | 0.33%             | 2026-03-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust             | GM Financial Automobile Leasing Trust 2021-2                 | CUSIP: 380144AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     57473 | PA      | $56636.16     | 0.16%             | 2024-05-20      | Fixed         | 0.34%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                       | Nutrien Ltd                                                  | CUSIP: 67077MAZ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $75942.56     | 0.21%             | 2024-11-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                  | OneMain Financial Issuance Trust 2020-A                      | CUSIP: 68269LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     49510 | PA      | $49148.79     | 0.13%             | 2032-05-14      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                 | Hyatt Hotels Corp                                            | CUSIP: 448579AL6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63183.56     | 0.17%             | 2023-10-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                  | Bank of Montreal                                             | CUSIP: 06368LAQ9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $113789.64    | 0.31%             | 2027-09-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                            | CNH Industrial Capital LLC                                   | CUSIP: 12592BAK0<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78635.55     | 0.22%             | 2023-07-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust           | United Auto Credit Securitization Trust 2022-2               | CUSIP: 90944KAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55000 | PA      | $54252.88     | 0.15%             | 2027-05-10      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                               | DT Auto Owner Trust 2021-2                                   | CUSIP: 23345EAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $24532.93     | 0.07%             | 2027-01-15      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                             | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    220000 | PA      | $218796.88    | 0.60%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                          | Main Street Capital Corp                                     | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     90000 | PA      | $77562.40     | 0.21%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings Inc                          | CUSIP: 65339KBL3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103574.89    | 0.28%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON INC                           | Consolidated Edison Inc                                      | CUSIP: 209115AE4<br>LEI: 54930033SBW53OO8T749 | Long             | DBT              | CORP              | US        |     85000 | PA      | $81622.56     | 0.22%             | 2023-12-01      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| TRUSTAGE FINANCIAL GROUP                          | Trustage Financial Group Inc                                 | CUSIP: 89787EAA9<br>LEI: 549300X7YNHNZXTI6F10 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30173.44     | 0.08%             | 2032-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                   | Danske Bank A/S                                              | CUSIP: 23636ABD2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    225000 | PA      | $218013.56    | 0.60%             | 2025-03-28      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                      | CUSIP: 44891ABV8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69953.25     | 0.19%             | 2024-06-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2021-4                   | CUSIP: 30165JAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80000 | PA      | $78039.88     | 0.21%             | 2026-05-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                         | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39205.28     | 0.11%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                            | CenterPoint Energy Resources Corp                            | CUSIP: 15189WAM2<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74458.98     | 0.20%             | 2023-03-02      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                             | Southwest Airlines Co                                        | CUSIP: 844741BJ6<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55204.48     | 0.15%             | 2025-05-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                  | CUSIP: 694308KA4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107365.75    | 0.29%             | 2024-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                | Seagate HDD Cayman                                           | CUSIP: 81180WAT8<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     65000 | PA      | $63712.95     | 0.17%             | 2024-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                | Athene Holding Ltd                                           | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |     65000 | PA      | $64276.94     | 0.18%             | 2033-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                               | Fifth Third Bancorp                                          | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138900.70    | 0.38%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                          | Northwestern Mutual Global Funding                           | CUSIP: 66815L2B4<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    145000 | PA      | $137296.15    | 0.38%             | 2024-03-25      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                      | DNB Bank ASA                                                 | CUSIP: 23341CAC7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $200208.00    | 0.55%             | 2026-10-09      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2020-4                            | CUSIP: 33845XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15000 | PA      | $14122.76     | 0.04%             | 2027-02-16      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                | Raytheon Technologies Corp                                   | CUSIP: 913017DB2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1983.17      | 0.01%             | 2023-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                              | WEC Energy Group Inc                                         | CUSIP: 92939UAF3<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104212.81    | 0.29%             | 2024-03-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                              | Western Union Co/The                                         | CUSIP: 959802AX7<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54730.00     | 0.15%             | 2023-06-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2021-2                            | CUSIP: 33844WAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30000 | PA      | $28560.80     | 0.08%             | 2027-06-15      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                           | Honeywell International Inc                                  | CUSIP: 438516CJ3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167133.46    | 0.46%             | 2028-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                   | Prestige Auto Receivables Trust 2021-1                       | CUSIP: 74113XAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $40829.13     | 0.11%             | 2028-02-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                           | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29350.80     | 0.08%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                   | CUSIP: 14040HCK9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    160000 | PA      | $153176.36    | 0.42%             | 2024-12-06      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                          | Public Service Enterprise Group Inc                          | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41161.83     | 0.11%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                            | Alliant Energy Finance LLC                                   | CUSIP: 01882YAA4<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24826.69     | 0.07%             | 2023-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                   | Prestige Auto Receivables Trust 2020-1                       | CUSIP: 74114BAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     47321 | PA      | $46968.09     | 0.13%             | 2026-11-16      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| SECURITY BENEFIT GL FUND                          | Security Benefit Global Funding                              | CUSIP: 81412DAA1<br>LEI: 5493003C0JW6BY7YFF93 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65672.15     | 0.18%             | 2024-05-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                             | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122607.50    | 0.34%             | 2026-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust          | AmeriCredit Automobile Receivables Trust 2021-2              | CUSIP: 03066RAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20000 | PA      | $18753.24     | 0.05%             | 2027-01-19      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                             | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3130000 | PA      | $3121074.62   | 8.55%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                            | Equitable Holdings Inc                                       | CUSIP: 054561AC9<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41861.35     | 0.11%             | 2023-04-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                              | Western Digital Corp                                         | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15473.40     | 0.04%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2019-B10 Mortgage Trust                            | CUSIP: 08162VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     79551 | PA      | $77900.88     | 0.21%             | 2062-03-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                     | DTE Energy Co                                                | CUSIP: 233331BD8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113039.07    | 0.31%             | 2024-11-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| OFFICE PPTY INCOME TRST                           | Office Properties Income Trust                               | CUSIP: 67623CAF6<br>LEI: N/A                  | Long             | DBT              |  | US        |     30000 | PA      | $20036.40     | 0.05%             | 2031-10-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                              | Verizon Master Trust                                         | CUSIP: 92348KAV5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |     60000 | PA      | $59031.54     | 0.16%             | 2027-07-20      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                          | Avolon Holdings Funding Ltd                                  | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     35000 | PA      | $33274.60     | 0.09%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                     | CUSIP: 38376RUS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8904 | PA      | $8818.02      | 0.02%             | 2066-05-20      | Floating      | 4.42%                 | No            |                  3 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                          | Warnermedia Holdings Inc                                     | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63037.06     | 0.17%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust             | OneMain Direct Auto Receivables Trust 2022-1                 | CUSIP: 68269DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $129615.33    | 0.36%             | 2029-03-14      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                              | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45651.53     | 0.13%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                      | Tapestry Inc                                                 | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15566.09     | 0.04%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2020-2                            | CUSIP: 33844QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7876 | PA      | $7780.75      | 0.02%             | 2026-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                          | Bain Capital Specialty Finance Inc                           | CUSIP: 05684BAC1<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |     60000 | PA      | $49431.48     | 0.14%             | 2026-10-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                           | Guardian Life Global Funding                                 | CUSIP: 40139LAG8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36229.31     | 0.10%             | 2025-06-23      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                             | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    190000 | PA      | $184662.37    | 0.51%             | 2026-04-25      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-27

**Name of Applicant:** Natixis ETF Trust

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer