# EDGAR Filing Document

**Accession Number:** 0000911507
**File Stem:** 0001752724-23-009356
**Filing Date:** 2023-1
**Character Count:** 267535
**Document Hash:** 395301d57406f23bb4c78edbc65248f5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-009356.hdr.sgml**: 20230124

**ACCESSION NUMBER**: 0001752724-23-009356

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230124

**DATE AS OF CHANGE**: 20230124

**PERIOD START**: 20221130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LORD ABBETT INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0000911507
- **IRS NUMBER:** 133731507
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07988
- **FILM NUMBER:** 23546499

**BUSINESS ADDRESS:**
- **STREET 1:** 90 HUDSON STREET
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07302
- **BUSINESS PHONE:** 201-827-2000

**MAIL ADDRESS:**
- **STREET 1:** 90 HUDSON STREET
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07302

## Series and Classes Contracts Data

### Lord Abbett Core Plus Bond Fund (Series ID: S000051773)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000162898 | Class A      | LAPLX           |
| C000162899 | Class C      | LAPCX           |
| C000162900 | Class F      | LPLFX           |
| C000162901 | Class I      | LAPIX           |
| C000162903 | Class R3     | LAPQX           |
| C000162904 | Class R4     | LAPUX           |
| C000162905 | Class R5     | LAPVX           |
| C000162906 | Class R6     | LAPWX           |
| C000188256 | Class F3     | LOPLX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** LORD ABBETT INVESTMENT TRUST

- **b. Investment Company Act file number:** 811-07988

- **c. CIK number of Registrant:** 0000911507

- **d. LEI of Registrant:** 54930085JIVNI3FPKR71

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

  - **Street Address 1:** 90 HUDSON STREET

  - **City:** JERSEY CITY

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07302

  - **Telephone number:** 201-827-2000

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

- **a. Name of Series:** Lord Abbett Core Plus Bond Fund

- **b. EDGAR series identifier (if any):** S000051773

- **c. LEI of Series:** 549300KC02CZFCHCIR84

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

- **a. Date of fiscal year-end:** 2022-11-30

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1020217045.12

**Total Liabilities:** $354998684.14

**Net Assets:** $665218360.98

**Delayed Delivery Securities:** $228126534.45

**Cash Not Reported:** $3996751.57

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -803.04000000 | **1-Year:** -24857.50000000 | **5-Year:** -67738.31000000 | **10-Year:** -76248.09000000 | **30-Year:** -7305.34000000

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

- **3-Month:** -118.86000000 | **1-Year:** -4079.74000000 | **5-Year:** -20386.60000000 | **10-Year:** -6447.51000000 | **30-Year:** -279.98000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000162903 | -4.50%               | -0.96%               | 3.30%                |
| Class ID C000162901 | -4.46%               | -0.92%               | 3.34%                |
| Class ID C000162899 | -4.53%               | -0.99%               | 3.27%                |
| Class ID C000162898 | -4.40%               | -1.01%               | 3.41%                |
| Class ID C000162904 | -4.41%               | -1.01%               | 3.40%                |
| Class ID C000188256 | -4.38%               | -0.99%               | 3.43%                |
| Class ID C000162900 | -4.47%               | -0.93%               | 3.42%                |
| Class ID C000162906 | -4.45%               | -0.91%               | 3.35%                |
| Class ID C000162905 | -4.38%               | -0.99%               | 3.42%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-6311148.29             | $-15744071.47                              |
| Month 2  | $-7462367.29             | $2024918.61                                |
| Month 3  | $-2367576.25             | $20082973.37                               |

**Designated Index Information**

- **Index Name:** Barc Capital US Corp Inv Grade

- **Index Identifier:** BCF2T

### 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        |    431000 | PA      | $401702.86    | 0.06%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                       | Westpac Banking Corp                                                                                               | CUSIP: 961214EM1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    399000 | PA      | $363063.22    | 0.05%             | 2030-02-04      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                                                     | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $870585.32    | 0.13%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                               | Entergy Corp                                                                                                       | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2386510.83   | 0.36%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                               | Drive Auto Receivables Trust 2019-1                                                                                | CUSIP: 26208NAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    368517 | PA      | $367551.39    | 0.06%             | 2026-06-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Inflation Indexed Bonds                                                                     | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8415792 | PA      | $8512474.39   | 1.28%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                                                     | CUSIP: 09659T2A8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1319270.25   | 0.20%             | 2033-03-01      | Fixed         | 4.38%                 | 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        |   2000000 | PA      | $1962381.40   | 0.29%             | 2026-12-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust                    | SG Commercial Mortgage Securities Trust 2019-787E                                                                  | CUSIP: 78426RAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1217000 | PA      | $22784.16     | 0.00%             | 2041-02-15      | Variable      | 0.46%                 | No            |                  2 | On Loan: No      |
| MHP LUX SA                                                 | MHP Lux SA                                                                                                         | CUSIP: 59318YAB4<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $189113.80    | 0.03%             | 2029-09-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                         | CUSIP: 21H032613<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3328000 | PA      | $3092440.00   | 0.46%             | 2053-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                                  | Avant Loans Funding Trust 2021-REV1                                                                                | CUSIP: 05353LAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    825000 | PA      | $713986.35    | 0.11%             | 2030-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                   | Avolon Holdings Funding Ltd                                                                                        | CUSIP: 05401AAD3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    418000 | PA      | $407973.17    | 0.06%             | 2024-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Inflation Indexed Bonds                                                                     | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5333898 | PA      | $3700324.56   | 0.56%             | 2052-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                 | Cigna Corp                                                                                                         | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   3318000 | PA      | $2821362.82   | 0.42%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                                          | Mountain View CLO 2017-1 LLC                                                                                       | CUSIP: 62432HAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $241435.11    | 0.04%             | 2029-10-16      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                         | Aqua Finance Trust 2021-A                                                                                          | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    887153 | PA      | $810777.79    | 0.12%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                   | Acadia Healthcare Co Inc                                                                                           | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    253000 | PA      | $233807.42    | 0.04%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fairstone Financial Issuance Trust I                       | Fairstone Financial Issuance Trust I                                                                               | CUSIP: 30575PAU0<br>LEI: 549300LY2ZF7LX6T3F37 | Long             | ABS-O            | CORP              | CA        |    781000 | PA      | $571560.55    | 0.09%             | 2039-10-20      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                                    | Standard Industries Inc/NJ                                                                                         | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    492000 | PA      | $404153.40    | 0.06%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                        | American Express Co                                                                                                | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1326000 | PA      | $1258525.73   | 0.19%             | 2033-08-03      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN GRP/FIN                                   | Neuberger Berman Group LLC / Neuberger Berman Finance Corp                                                         | CUSIP: 64128XAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    303000 | PA      | $254675.84    | 0.04%             | 2045-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                    | GA Global Funding Trust                                                                                            | CUSIP: 36143L2J3<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   2577000 | PA      | $2467715.25   | 0.37%             | 2025-04-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                                  | Pike Corp                                                                                                          | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    619000 | PA      | $553974.05    | 0.08%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                            | Danske Bank A/S                                                                                                    | CUSIP: 23636AAR2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    800000 | PA      | $728405.42    | 0.11%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140QMT53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1942379 | PA      | $1680746.87   | 0.25%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                | Hertz Vehicle Financing III LP                                                                                     | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1144000 | PA      | $979974.77    | 0.15%             | 2027-12-27      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                                                        | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2877000 | PA      | $2785537.67   | 0.42%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F0504C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6775000 | PA      | $6853865.27   | 1.03%             | 2037-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                              | Discover Bank                                                                                                      | CUSIP: 25466AAN1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1420863.92   | 0.21%             | 2028-08-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage Trust                         | ReadyCap Commercial Mortgage Trust 2019-6                                                                          | CUSIP: 75575QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    371850 | PA      | $342751.87    | 0.05%             | 2052-10-25      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                                        | Senegal Government International Bond                                                                              | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    700000 | PA      | $587860.00    | 0.09%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                           | Bain Capital Credit CLO 2019-2                                                                                     | CUSIP: 05682LAJ6<br>LEI: 549300WZ8E2KQS66KT95 | Long             | ABS-CBDO         | CORP              | KY        |    870000 | PA      | $851077.31    | 0.13%             | 2032-10-17      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                                       | Vermilion Energy Inc                                                                                               | CUSIP: 923725AD7<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | DBT              | CORP              | CA        |   1350000 | PA      | $1248089.39   | 0.19%             | 2030-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                      | Time Warner Cable LLC                                                                                              | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    981000 | PA      | $1004560.28   | 0.15%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                            | Lamb Weston Holdings Inc                                                                                           | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    431000 | PA      | $381713.00    | 0.06%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                            | Benefit Street Partners CLO XVII Ltd                                                                               | CUSIP: 08182BAL2<br>LEI: 5493001ND55H5MJDIQ39 | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3173625.00   | 0.48%             | 2032-07-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                   | Amentum Government Services Holdings LLC Term Loan B                                                               | CUSIP: 57776DAB9<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |    510648 | PA      | $504691.61    | 0.08%             | 2027-01-29      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                                        | Alfa Desarrollo SpA                                                                                                | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |    467290 | PA      | $343463.01    | 0.05%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                         | F&G Global Funding                                                                                                 | CUSIP: 30321L2E1<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1226160.80   | 0.18%             | 2025-07-07      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 49, Ltd.                       | Octagon Investment Partners 49 Ltd                                                                                 | CUSIP: 67578FAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1765000 | PA      | $1699016.34   | 0.26%             | 2033-01-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN BRAND INTELLECT                                   | Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd                                               | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    249000 | PA      | $236297.27    | 0.04%             | 2026-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                           | ABN AMRO Bank NV                                                                                                   | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $725068.72    | 0.11%             | 2037-03-13      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                                                        | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4936000 | PA      | $3902829.90   | 0.59%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                       | Range Resources Corp                                                                                               | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    595000 | PA      | $621459.65    | 0.09%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                               | Entegris Inc                                                                                                       | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    353000 | PA      | $293371.24    | 0.04%             | 2029-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F0626C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6169000 | PA      | $6351142.75   | 0.95%             | 2052-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                      | Ammc Clo 19 Ltd                                                                                                    | CUSIP: 00176PAN2<br>LEI: 549300MYS7FLQJZMYD18 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $490471.44    | 0.07%             | 2028-10-16      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                        | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-1421.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                                         | Viterra Finance BV                                                                                                 | CUSIP: 92852LAC3<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |   1013000 | PA      | $948007.19    | 0.14%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                        | COMM 2014-UBS4 Mortgage Trust                                                                                      | CUSIP: 12591QAD4<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    835000 | PA      | $604943.81    | 0.09%             | 2047-08-10      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                               | Centene Corp                                                                                                       | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    962000 | PA      | $904486.83    | 0.14%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                | BBCMS 2019-BWAY Mortgage Trust                                                                                     | CUSIP: 05492NAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     87000 | PA      | $80885.21     | 0.01%             | 2034-11-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                      | OneMain Direct Auto Receivables Trust 2019-1                                                                       | CUSIP: 68267EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1487000 | PA      | $1361494.52   | 0.20%             | 2028-11-14      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                                         | SunCoke Energy Inc                                                                                                 | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    425000 | PA      | $360769.66    | 0.05%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                   | Occidental Petroleum Corp                                                                                          | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    926000 | PA      | $967207.00    | 0.15%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PRIMA Capital LTD                                          | Prima Capital CRE Securitization 2019-RK1 Ltd                                                                      | CUSIP: 74166GAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    164588 | PA      | $140551.47    | 0.02%             | 2038-04-15      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| Flagship Credit Auto Trust                                 | Flagship Credit Auto Trust 2022-3                                                                                  | CUSIP: 33845PAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2185000 | PA      | $2136299.19   | 0.32%             | 2027-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac Structured Agency Credit Risk Debt Notes                                                               | CUSIP: 35564KB24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1414540 | PA      | $1406579.70   | 0.21%             | 2042-07-25      | Floating      | 6.17%                 | 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        |     77535 | PA      | $77021.55     | 0.01%             | 2025-06-16      | Fixed         | 0.31%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                    | Capital One Multi-Asset Execution Trust                                                                            | CUSIP: 14041NCG4<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   1670000 | PA      | $1603656.58   | 0.24%             | 2028-05-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                      | Westlake Automobile Receivables Trust 2020-3                                                                       | CUSIP: 96042QAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $477342.15    | 0.07%             | 2026-06-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                                               | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2324000 | PA      | $1885291.48   | 0.28%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                    | SCF Equipment Leasing 2019-2 LLC                                                                                   | CUSIP: 784034AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    402000 | PA      | $386411.24    | 0.06%             | 2026-08-20      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                              | Citigroup Inc                                                                                                      | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2265310.97   | 0.34%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                           | Crown Castle Inc                                                                                                   | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   3377000 | PA      | $2973444.11   | 0.45%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                                                   | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17639000 | PA      | $17727195.00  | 2.66%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                         | Southwest Gas Corp                                                                                                 | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $873520.51    | 0.13%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                         | CUSIP: 21H0606C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1524000 | PA      | $1555780.90   | 0.23%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                                            | Mercer International Inc                                                                                           | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    546000 | PA      | $469385.28    | 0.07%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                           | OneMain Financial Issuance Trust 2020-2                                                                            | CUSIP: 682696AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280000 | PA      | $232229.06    | 0.03%             | 2035-09-14      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2021-HQA4                                                                            | CUSIP: 35564KNK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    691746 | PA      | $649242.00    | 0.10%             | 2041-12-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2021-RISE                                                                                                 | CUSIP: 12434EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1239332.38   | 0.19%             | 2036-11-15      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Commercial Mortgage Trust 2021-VOLT                                                                             | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    690000 | PA      | $661479.33    | 0.10%             | 2036-09-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                       | Bank of America Corp                                                                                               | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1514000 | PA      | $1407536.35   | 0.21%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                                | BNG Bank NV                                                                                                        | CUSIP: 05591F2Q2<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |   7328000 | PA      | $7308308.05   | 1.10%             | 2024-05-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                     | Lending Funding Trust 2020-2                                                                                       | CUSIP: 51507KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    630000 | PA      | $538614.28    | 0.08%             | 2031-04-21      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                       | Deephaven Residential Mortgage Trust 2021-3                                                                        | CUSIP: 24381VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    627858 | PA      | $518739.78    | 0.08%             | 2066-08-25      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                 | US Bancorp                                                                                                         | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1849000 | PA      | $1772038.68   | 0.27%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| HILLENBRAND INC                                            | Hillenbrand Inc                                                                                                    | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |    408000 | PA      | $331959.00    | 0.05%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                    | BDS 2021-FL10 Ltd                                                                                                  | CUSIP: 05493FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2280000 | PA      | $2209702.40   | 0.33%             | 2036-06-16      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                   | Santander UK Group Holdings PLC                                                                                    | CUSIP: 80281LAH8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1212000 | PA      | $1209415.88   | 0.18%             | 2024-01-05      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5018000 | PA      | $4885885.44   | 0.73%             | 2053-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                     | Advanced Micro Devices Inc                                                                                         | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    736000 | PA      | $654908.51    | 0.10%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                       | Enel Finance International NV                                                                                      | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1948000 | PA      | $1603435.43   | 0.24%             | 2030-06-17      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-63065.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust              | JP Morgan Chase Commercial Mortgage Securities Corp Series 2019-PCC                                                | CUSIP: 46651KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    183552 | PA      | $182513.87    | 0.03%             | 2029-09-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                       | National Fuel Gas Co                                                                                               | CUSIP: 636180BN0<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   1848000 | PA      | $1689216.00   | 0.25%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                           | Carlyle Global Market Strategies CLO 2014-3-R Ltd                                                                  | CUSIP: 14315LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2028298 | PA      | $1990259.35   | 0.30%             | 2031-07-27      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140XH3N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2155017 | PA      | $2163207.13   | 0.33%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities                     | Natixis Commercial Mortgage Securities Trust 2018-285M                                                             | CUSIP: 63874FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $47673.37     | 0.01%             | 2032-11-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                               | Navient Corp                                                                                                       | CUSIP: 63938CAH1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    879000 | PA      | $857244.75    | 0.13%             | 2025-06-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE HLDG LLC                                     | GE Healthcare Holding LLC                                                                                          | CUSIP: 36267VAE3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1677000 | PA      | $1711154.30   | 0.26%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Corp Trust 2022-AGSS                                                                        | CUSIP: 36265XAA9<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1480197.30   | 0.22%             | 2039-08-15      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2022-LBA6                                                                                                 | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2340000 | PA      | $2244590.71   | 0.34%             | 2039-01-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                                         | Viterra Finance BV                                                                                                 | CUSIP: 92852LAB5<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |    708000 | PA      | $537818.17    | 0.08%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                     | UBS AG                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   3045000 | PA      | $2996672.81   | 0.45%             | 2024-05-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                 | Verus Securitization Trust 2021-8                                                                                  | CUSIP: 92538GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1271646 | PA      | $1071970.00   | 0.16%             | 2066-11-25      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                               | Calpine Corp                                                                                                       | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1049642.92   | 0.16%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                           | CARLYLE US CLO 2019-1 LTD                                                                                          | CUSIP: 14316BAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    870000 | PA      | $852067.32    | 0.13%             | 2031-04-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                                        | DBWF 2018-GLKS Mortgage Trust                                                                                      | CUSIP: 23307GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $483391.30    | 0.07%             | 2030-12-19      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Nvent Finance Sarl                                         | nVent Finance Sarl                                                                                                 | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |   2100000 | PA      | $1944308.71   | 0.29%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.           | Freddie Mac Multifamily Structured Pass Through Certificates                                                       | CUSIP: 3137H7QH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2865000 | PA      | $2471119.51   | 0.37%             | 2055-06-25      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                                                   | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3654000 | PA      | $3797305.31   | 0.57%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                             | Mariner Finance Issuance Trust 2021-A                                                                              | CUSIP: 56848DAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $443371.56    | 0.07%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust               | American Express Credit Account Master Trust                                                                       | CUSIP: 02582JJR2<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   3125000 | PA      | $2891332.81   | 0.43%             | 2026-11-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust 2022-LPFL                    | MTN Commercial Mortgage Trust 2022-LPFL                                                                            | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $2121317.00   | 0.32%             | 2039-03-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| EXPORT FIN & INS CORP                                      | Export Finance & Insurance Corp                                                                                    | CUSIP: 30220L2B9<br>LEI: 213800XAAULSUYWPBB61 | Long             | DBT              | NUSS              | AU        |   4239000 | PA      | $4299602.91   | 0.65%             | 2027-10-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                            | MEG Energy Corp                                                                                                    | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |    585000 | PA      | $555782.18    | 0.08%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140XFJT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1211844 | PA      | $1054890.47   | 0.16%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                        | Minejesa Capital BV                                                                                                | CUSIP: 602736AA8<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |   1400000 | PA      | $1225000.00   | 0.18%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                   | Hilcorp Energy I LP / Hilcorp Finance Co                                                                           | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    593000 | PA      | $544221.01    | 0.08%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                        | Sprint Capital Corp                                                                                                | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    380000 | PA      | $454850.50    | 0.07%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                      | Mexico Government International Bond                                                                               | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1550000 | PA      | $1196100.42   | 0.18%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                     | Federal Home Loan Banks                                                                                            | CUSIP: 3130ATK55<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |  10180000 | PA      | $10180939.00  | 1.53%             | 2023-01-03      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                      | Ammc Clo 19 Ltd                                                                                                    | CUSIP: 00176PAL6<br>LEI: 549300MYS7FLQJZMYD18 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $495167.22    | 0.07%             | 2028-10-16      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                | Workday Inc                                                                                                        | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1788833.02   | 0.27%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                | Extended Stay America Trust 2021-ESH                                                                               | CUSIP: 30227FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    478334 | PA      | $455500.96    | 0.07%             | 2038-07-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US ULTRA BOND CBT MAR23                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       156 | NC      | $60946.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Group Ltd                                        | Macquarie Group Ltd                                                                                                | CUSIP: 55608JAN8<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    284000 | PA      | $266009.14    | 0.04%             | 2029-03-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                                    | Aethon United BR LP / Aethon United Finance Corp                                                                   | CUSIP: 00810GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    378000 | PA      | $376599.82    | 0.06%             | 2026-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                      | Westlake Automobile Receivables Trust 2019-2                                                                       | CUSIP: 96041LAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25211 | PA      | $25147.74     | 0.00%             | 2024-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2022-HQA3                                                                            | CUSIP: 35564KE39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1401178 | PA      | $1386639.61   | 0.21%             | 2042-08-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                           | CIFC Funding 2014-V Ltd                                                                                            | CUSIP: 12550AAT3<br>LEI: 549300Y56VCWZJQV2Z14 | Long             | ABS-CBDO         | CORP              | KY        |    410000 | PA      | $405208.22    | 0.06%             | 2031-10-17      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| COLGATE ENERGY PARTNERS                                    | Colgate Energy Partners III LLC                                                                                    | CUSIP: 19416MAA7<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |    385000 | PA      | $382119.05    | 0.06%             | 2026-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                        | Medline Borrower LP                                                                                                | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    419000 | PA      | $360710.82    | 0.05%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TCW Gem Ltd                                                | TCW CLO 2022-1 Ltd                                                                                                 | CUSIP: 871969AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $974661.30    | 0.15%             | 2033-04-22      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-7217.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd                                          | Jamestown CLO VI-R Ltd                                                                                             | CUSIP: 47047LAA7<br>LEI: 254900G01W2J355PT310 | Long             | ABS-CBDO         | CORP              | KY        |    393827 | PA      | $387439.40    | 0.06%             | 2030-04-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| M360 2019-CRE2, LLC                                        | M360 2019-CRE2 LLC                                                                                                 | CUSIP: 55379VAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     98655 | PA      | $97424.87     | 0.01%             | 2034-09-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                     | Aviation Capital Group LLC                                                                                         | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    315000 | PA      | $274937.59    | 0.04%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                        | Petroleos Mexicanos                                                                                                | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    633000 | PA      | $490572.97    | 0.07%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5691000 | PA      | $5385331.04   | 0.81%             | 2053-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                           | OneMain Financial Issuance Trust 2018-2                                                                            | CUSIP: 68269CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $97794.84     | 0.01%             | 2033-03-14      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                                                   | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9003000 | PA      | $9118702.59   | 1.37%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140QLZ82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4186952 | PA      | $3611611.05   | 0.54%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                           | BAT Capital Corp                                                                                                   | CUSIP: 05526DAZ8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1868000 | PA      | $1802277.30   | 0.27%             | 2024-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                | MF1 2022-FL8 Ltd                                                                                                   | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1244750.00   | 0.19%             | 2037-02-19      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                         | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6583000 | PA      | $6659017.06   | 1.00%             | 2053-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Parkway Generation, LLC                                    | Parkway Generation, LLC Term Loan C                                                                                | CUSIP: 000000000<br>LEI: 254900ATQHHVKF65MT32 | Long             | LON              | CORP              | US        |     64985 | PA      | $64172.31     | 0.01%             | 2029-02-18      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| HECLA MINING CO                                            | Hecla Mining Co                                                                                                    | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |    164000 | PA      | $160180.56    | 0.02%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                          | CUSIP: 00774MAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1050000 | PA      | $1035560.58   | 0.16%             | 2024-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140XHXH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2239215 | PA      | $1948198.75   | 0.29%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                       | BlueMountain Fuji US Clo III Ltd                                                                                   | CUSIP: 09628FAE9<br>LEI: 549300EY8WEC9D18YD37 | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1148649.55   | 0.17%             | 2030-01-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                    | Japan International Cooperation Agency                                                                             | CUSIP: 47109LAF1<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    990000 | PA      | $938690.10    | 0.14%             | 2027-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                       | Glencore Funding LLC                                                                                               | CUSIP: 378272AV0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1283000 | PA      | $1237875.22   | 0.19%             | 2029-03-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US 10YR ULTRA FUT MAR23                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -237 | NC      | $-116703.21   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CONDOR MERGER SUB INC                                      | Condor Merger Sub Inc                                                                                              | CUSIP: 579063AB4<br>LEI: 254900SAGUYT3MBUU161 | Long             | DBT              | CORP              | US        |    422000 | PA      | $346255.81    | 0.05%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust                   | Capital One Prime Auto Receivables Trust 2022-1                                                                    | CUSIP: 14043QAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3607520 | PA      | $3552914.15   | 0.53%             | 2025-06-16      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                                                             | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1353000 | PA      | $1392590.05   | 0.21%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                     | Santander Drive Auto Receivables Trust 2022-6                                                                      | CUSIP: 802918AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2090000 | PA      | $2019099.26   | 0.30%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                               | NiSource Inc                                                                                                       | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    778000 | PA      | $682882.29    | 0.10%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.           | Freddie Mac Multifamily Structured Pass Through Certificates                                                       | CUSIP: 3137H9C98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1551000 | PA      | $1469434.93   | 0.22%             | 2032-09-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust              | J.P. Morgan Chase Commercial Mortgage SecuritiesTrust 2018-MINN                                                    | CUSIP: 46650GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000 | PA      | $9548.02      | 0.00%             | 2035-11-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                               | 7-Eleven Inc                                                                                                       | CUSIP: 817826AB6<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1537433.61   | 0.23%             | 2024-02-10      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corporation                                    | Lamar Media Corporation 2020 Term Loan B                                                                           | CUSIP: 513076BB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1397283 | PA      | $1359081.28   | 0.20%             | 2027-02-05      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F0206C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4129000 | PA      | $3402715.34   | 0.51%             | 2052-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                               | Ares XLII Clo Ltd                                                                                                  | CUSIP: 04016LAS6<br>LEI: 5493004S1FMDW7K3MU50 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1920875.44   | 0.29%             | 2028-01-22      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| LAREDO PETROLEUM INC                                       | Laredo Petroleum Inc                                                                                               | CUSIP: 516806AF3<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    765000 | PA      | $766120.73    | 0.12%             | 2025-01-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Verde CLO Ltd                                              | VERDE CLO Ltd                                                                                                      | CUSIP: 92338BAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1040000 | PA      | $1018160.00   | 0.15%             | 2032-04-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                     | Amur Equipment Finance Receivables IX LLC                                                                          | CUSIP: 03237KAE4<br>LEI: 549300INEWFFGID70G60 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $904314.70    | 0.14%             | 2027-11-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                                               | CUSIP: 06051GJC4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2546000 | PA      | $2499519.15   | 0.38%             | 2024-05-19      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                           | OneMain Financial Issuance Trust 2020-2                                                                            | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1700000 | PA      | $1486284.33   | 0.22%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140XDPA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1090361 | PA      | $1017441.68   | 0.15%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vertex Aerospace Services Corp.                            | Vertex Aerospace Services Corp. 2021 First Lien Term Loan                                                          | CUSIP: 92532MAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    797995 | PA      | $785426.57    | 0.12%             | 2028-12-06      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                      | American Airlines Inc                                                                                              | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    340000 | PA      | $378029.99    | 0.06%             | 2025-07-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                           | Carlyle US Clo 2017-2 Ltd                                                                                          | CUSIP: 14315JAQ2<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $977980.24    | 0.15%             | 2031-07-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                        | Citigroup Commercial Mortgage Trust 2016-GC36                                                                      | CUSIP: 17324TAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    485000 | PA      | $264240.13    | 0.04%             | 2049-02-10      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Packaging Coordinators Midco, Inc.                         | Packaging Coordinators Midco, Inc. 2020 1st Lien Term Loan                                                         | CUSIP: 69515EAH5<br>LEI: 549300SL20D7D39KSB12 | Long             | LON              | CORP              | US        |    806150 | PA      | $779107.68    | 0.12%             | 2027-11-30      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US 10YR NOTE (CBT)MAR23                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -78 | NC      | $-48158.29    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES / NOTE                                     | VICI Properties LP / VICI Note Co Inc                                                                              | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              |  | US        |    831000 | PA      | $823997.81    | 0.12%             | 2024-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                    | Japan Bank for International Cooperation                                                                           | CUSIP: 471048CT3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   6128000 | PA      | $6017556.04   | 0.90%             | 2025-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                    | Dryden 36 Senior Loan Fund                                                                                         | CUSIP: 26249KBB6<br>LEI: 549300XLLT7H0EYXK263 | Long             | ABS-CBDO         | CORP              | KY        |   1590000 | PA      | $1560121.12   | 0.23%             | 2029-04-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                                                   | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    657000 | PA      | $659001.80    | 0.10%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux S.a.r.l.                                | Jazz Financing Lux S.a.r.l. USD Term Loan                                                                          | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |    741252 | PA      | $736793.04    | 0.11%             | 2028-05-05      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| INDIANAPOLIS PWR & LIGHT                                   | Indianapolis Power & Light Co                                                                                      | CUSIP: 455434BV1<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |   1849000 | PA      | $1919360.85   | 0.29%             | 2032-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                    | SCF Equipment Leasing 2021-1 LLC                                                                                   | CUSIP: 783897AG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2252000 | PA      | $2049725.81   | 0.31%             | 2032-08-20      | Fixed         | 3.56%                 | No            |                  3 | On Loan: No      |
| BX Trust                                                   | BX Commercial Mortgage Trust 2021-XL2                                                                              | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2780145 | PA      | $2656073.42   | 0.40%             | 2038-10-15      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: SPP0096I4 CDS USD R F  1.00000 F_SPP0096I4 CCPCDX / Short: SPP0096I4 CDS USD P V 03MEVENT P_SPP0096I4 CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  12940000 | OU      | $-672897.29   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                          | Amsted Industries Inc                                                                                              | CUSIP: 032177AJ6<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    312000 | PA      | $264189.12    | 0.04%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                | BBCMS 2018-TALL Mortgage Trust                                                                                     | CUSIP: 05548WAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     64000 | PA      | $48374.74     | 0.01%             | 2037-03-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140QPAL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    841505 | PA      | $809989.87    | 0.12%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                                                   | CUSIP: 91282CEX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3657000 | PA      | $3571217.64   | 0.54%             | 2024-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                   | California Resources Corp                                                                                          | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    296000 | PA      | $288232.96    | 0.04%             | 2026-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                          | GreatAmerica Leasing Receivables Funding LLC Series 2019-1                                                         | CUSIP: 39154TAX6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24014 | PA      | $23994.96     | 0.00%             | 2025-02-18      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                                                        | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   6013000 | PA      | $5035757.44   | 0.76%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                                                 | Twilio Inc                                                                                                         | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    260000 | PA      | $210901.60    | 0.03%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                         | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13064000 | PA      | $13052773.06  | 1.96%             | 2053-01-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                   | Jacobs Entertainment Inc                                                                                           | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    383000 | PA      | $345083.00    | 0.05%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                          | Chord Energy Corp                                                                                                  | CUSIP: 674215AL2<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1066712.15   | 0.16%             | 2026-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                     | CCO Holdings LLC / CCO Holdings Capital Corp                                                                       | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    888000 | PA      | $764521.79    | 0.11%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ausgrid Finance Pty Ltd                                    | Ausgrid Finance Pty Ltd                                                                                            | CUSIP: 052113AB3<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |    772000 | PA      | $721336.70    | 0.11%             | 2028-08-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                   | CUSIP: 3132DNTX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2351727 | PA      | $2360665.08   | 0.35%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd            | Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd                                                             | CUSIP: 03881EAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    130000 | PA      | $118910.72    | 0.02%             | 2036-05-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                        | Sprint Capital Corp                                                                                                | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   1226000 | PA      | $1300675.66   | 0.20%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                | Netflix Inc                                                                                                        | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    559000 | PA      | $577424.64    | 0.09%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                               | Assurant Inc                                                                                                       | CUSIP: 04621XAM0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    312000 | PA      | $266972.48    | 0.04%             | 2030-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VMC Finance LLC                                            | VMC Finance 2019-FL3 LLC                                                                                           | CUSIP: 91834PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    219622 | PA      | $216298.27    | 0.03%             | 2036-09-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                          | State Street Corp                                                                                                  | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   2430000 | PA      | $2264348.92   | 0.34%             | 2033-08-04      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria Government International Bond                                                                              | CUSIP: 65412JAD5<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    370000 | PA      | $286794.40    | 0.04%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                   | CUSIP: 3132AAVU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    916142 | PA      | $859501.38    | 0.13%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fluor Corp                                                 | Fluor Corp                                                                                                         | CUSIP: 343412AF9<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $925426.25    | 0.14%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                                                        | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    862000 | PA      | $910423.01    | 0.14%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust              | JP Morgan Chase Commercial Mortgage Securities Trust 2020-MKST                                                     | CUSIP: 46652DAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $829902.30    | 0.12%             | 2036-12-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                                    | Alcoa Nederland Holding BV                                                                                         | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    381000 | PA      | $334594.20    | 0.05%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                     | Toll Brothers Finance Corp                                                                                         | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $447831.56    | 0.07%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                        | Citigroup Commercial Mortgage Trust 2016-GC36                                                                      | CUSIP: 17324TAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97572 | PA      | $90153.58     | 0.01%             | 2049-02-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Fannie Mae Connecticut Avenue Securities                                                                           | CUSIP: 20755DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    921099 | PA      | $915678.34    | 0.14%             | 2042-07-25      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                                   | Tengizchevroil Finance Co International Ltd                                                                        | CUSIP: 88034QAC1<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    450000 | PA      | $317250.00    | 0.05%             | 2030-08-15      | Fixed         | 3.25%                 | 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        |   1871347 | PA      | $1845441.36   | 0.28%             | 2024-10-21      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                   | Microchip Technology Inc                                                                                           | CUSIP: 595017AP9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    598000 | PA      | $595539.56    | 0.09%             | 2023-06-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management LLC                                    | CBAM 2017-1 Ltd                                                                                                    | CUSIP: 12480VAL9<br>LEI: 254900JWJFDB3KD6V066 | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $492927.10    | 0.07%             | 2030-07-20      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                     | Diamondback Energy Inc                                                                                             | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   2039000 | PA      | $1816910.63   | 0.27%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                          | CPPIB Capital Inc                                                                                                  | CUSIP: 22411VAV0<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |   2540000 | PA      | $2590828.32   | 0.39%             | 2025-04-04      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE                                            | Cellnex Finance Co SA                                                                                              | CUSIP: 15118JAA3<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    500000 | PA      | $339399.23    | 0.05%             | 2041-07-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                   | Constellation Energy Generation LLC                                                                                | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1535438.77   | 0.23%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                    | National Australia Bank Ltd                                                                                        | CUSIP: 632525AS0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1425000 | PA      | $1198177.82   | 0.18%             | 2034-08-02      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                   | Vistra Operations Co LLC                                                                                           | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    878000 | PA      | $786511.31    | 0.12%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                   | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                          | CUSIP: 71568PAN9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |   1155000 | PA      | $929639.51    | 0.14%             | 2030-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                   | Cheniere Energy Partners LP                                                                                        | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    437000 | PA      | $356157.19    | 0.05%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140XCWV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    796069 | PA      | $688842.51    | 0.10%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                        | COMM 2015-PC1 Mortgage Trust                                                                                       | CUSIP: 12593GAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000 | PA      | $8889.79      | 0.00%             | 2050-07-10      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital                                    | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3675000 | PA      | $3009658.41   | 0.45%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                         | Ellington Financial Mortgage Trust 2020-2                                                                          | CUSIP: 31573WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50696 | PA      | $45115.94     | 0.01%             | 2065-10-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Grippen Park CLO LTD                                       | Grippen Park CLO Ltd                                                                                               | CUSIP: 39862EAB0<br>LEI: 549300P7KR0IARP7PG22 | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $536261.11    | 0.08%             | 2030-01-20      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F032617<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8643000 | PA      | $7918473.56   | 1.19%             | 2053-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                      | Province of Ontario Canada                                                                                         | CUSIP: 683234DB1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   2609000 | PA      | $2497147.60   | 0.38%             | 2027-05-19      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                                  | Avant Loans Funding Trust 2022-REV1                                                                                | CUSIP: 05356GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2435000 | PA      | $2375831.69   | 0.36%             | 2031-09-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                        | COMM 2014-UBS6 Mortgage Trust                                                                                      | CUSIP: 12592PBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $46556.72     | 0.01%             | 2047-12-10      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                        | Starwood Mortgage Residential Trust 2020-1                                                                         | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6271 | PA      | $6024.99      | 0.00%             | 2050-02-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                       | Bank of America Corp                                                                                               | CUSIP: 06051GHC6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    612000 | PA      | $611291.33    | 0.09%             | 2023-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                                      | CNX Midstream Partners LP                                                                                          | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    396000 | PA      | $330730.67    | 0.05%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                            | Madison IAQ LLC                                                                                                    | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    598000 | PA      | $443112.02    | 0.07%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                           | WFRBS Commercial Mortgage Trust 2013-C12                                                                           | CUSIP: 92937FAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $49372.57     | 0.01%             | 2048-03-15      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| NATIONAL CINEMEDIA LLC                                     | National CineMedia LLC                                                                                             | CUSIP: 63530QAJ8<br>LEI: 7LJEQIVQVLNGS4X6T547 | Long             | DBT              | CORP              | US        |    431000 | PA      | $151441.91    | 0.02%             | 2028-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                | State of Illinois                                                                                                  | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   1635000 | PA      | $1577868.69   | 0.24%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                   | Federal Farm Credit Banks Funding Corp                                                                             | CUSIP: 3133EN2V1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    850000 | PA      | $849993.68    | 0.13%             | 2024-11-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                                     | Option Care Health Inc                                                                                             | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |    430000 | PA      | $366840.53    | 0.06%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                    | American Airlines, Inc. 2021 Term Loan                                                                             | CUSIP: 02376CBJ3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |    689248 | PA      | $686232.54    | 0.10%             | 2028-04-20      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                    | Goldentree Loan Management US Clo 3 Ltd                                                                            | CUSIP: 38138BAG5<br>LEI: 549300TB55YBQBSW5Z77 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $242020.75    | 0.04%             | 2030-04-20      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Bayer Corp                                                 | Bayer Corp                                                                                                         | CUSIP: 072732AC4<br>LEI: 54930050NR9YMICYZM28 | Long             | DBT              | CORP              | US        |    203000 | PA      | $209465.06    | 0.03%             | 2028-02-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                                                          | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1302000 | PA      | $1246587.70   | 0.19%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                                        | Silgan Holdings Inc                                                                                                | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |    575000 | PA      | $540531.63    | 0.08%             | 2028-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                         | CUSIP: 21H042612<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3931000 | PA      | $3851612.20   | 0.58%             | 2053-01-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                         | CUSIP: 21H0406C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1074000 | PA      | $1025460.23   | 0.15%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                      | Molina Healthcare Inc                                                                                              | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    537000 | PA      | $462491.25    | 0.07%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                 | Humana Inc                                                                                                         | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1842000 | PA      | $1919021.35   | 0.29%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                | Rad CLO 7 Ltd                                                                                                      | CUSIP: 48661CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1470768 | PA      | $1440036.92   | 0.22%             | 2033-04-17      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust              | J.P. Morgan Chase Commercial Mortgage SecuritiesTrust 2018-MINN                                                    | CUSIP: 46650GAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000 | PA      | $9554.99      | 0.00%             | 2035-11-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                     | Lendmark Funding Trust 2021-2                                                                                      | CUSIP: 52604DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    725000 | PA      | $534179.71    | 0.08%             | 2032-04-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                 | Apidos CLO XXVI                                                                                                    | CUSIP: 03766GAQ5<br>LEI: 549300RV409NJP65MP20 | Long             | ABS-CBDO         | CORP              | KY        |    380000 | PA      | $367567.15    | 0.06%             | 2029-07-18      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                        | Commercial Mortgage Pass Through Certificates                                                                      | CUSIP: 12624NAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95704 | PA      | $81995.69     | 0.01%             | 2030-10-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                           | WFRBS Commercial Mortgage Trust 2013-C12                                                                           | CUSIP: 92937FAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $24743.12     | 0.00%             | 2048-03-15      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                             | CPS Auto Receivables Trust 2020-B                                                                                  | CUSIP: 12656CAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290993 | PA      | $289760.68    | 0.04%             | 2026-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                    | Metropolitan Life Global Funding I                                                                                 | CUSIP: 59217GFC8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    558000 | PA      | $546809.75    | 0.08%             | 2025-08-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HONO 2021-LULU Mortgage Trust                              | HONO 2021-LULU Mortgage Trust                                                                                      | CUSIP: 40390MAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $235343.00    | 0.04%             | 2036-10-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Avid Automobile Receivables Trust                          | Avid Automobile Receivables Trust 2019-1                                                                           | CUSIP: 05369DAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    492149 | PA      | $489365.18    | 0.07%             | 2026-07-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                                                      | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    394000 | PA      | $386829.74    | 0.06%             | 2025-05-24      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                    | AEP Transmission Co LLC                                                                                            | CUSIP: 00115AAP4<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1549444.73   | 0.23%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                              | TransDigm Inc                                                                                                      | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    769000 | PA      | $756442.23    | 0.11%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                      | Oglethorpe Power Corp                                                                                              | CUSIP: 677050AG1<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    700000 | PA      | $686237.64    | 0.10%             | 2039-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                            | NGPL PipeCo LLC                                                                                                    | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1667216.67   | 0.25%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F062614<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5858000 | PA      | $6021807.20   | 0.91%             | 2053-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                   | Avolon Holdings Funding Ltd                                                                                        | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    729000 | PA      | $661876.93    | 0.10%             | 2026-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                           | Duke Energy Corp                                                                                                   | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   3213000 | PA      | $3051758.55   | 0.46%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                   | CUSIP: 3132DNNR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1090731 | PA      | $1101617.35   | 0.17%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Sri Lanka                                      | Sri Lanka Government International Bond                                                                            | CUSIP: 85227SAK2<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    290000 | PA      | $92697.51     | 0.01%             | 2022-07-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                                            | 180 Medical Inc                                                                                                    | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    866000 | PA      | $737708.88    | 0.11%             | 2029-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                                            | HGI CRE CLO 2021-FL2 Ltd                                                                                           | CUSIP: 40390JAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    980000 | PA      | $945956.28    | 0.14%             | 2036-09-17      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| EAST OHIO GAS CO/THE                                       | East Ohio Gas Co/The                                                                                               | CUSIP: 27409LAA1<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |   2649000 | PA      | $2401730.15   | 0.36%             | 2025-06-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| GRAY ESCROW II INC                                         | Gray Escrow II Inc                                                                                                 | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    724000 | PA      | $553700.72    | 0.08%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140XCYM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    335450 | PA      | $311959.49    | 0.05%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                          | Post Holdings Inc                                                                                                  | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    600000 | PA      | $527340.00    | 0.08%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Corp Trust 2019-70P                                                                         | CUSIP: 36257MAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  86776000 | PA      | $1622.71      | 0.00%             | 2036-10-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN GRP/FIN                                   | Neuberger Berman Group LLC / Neuberger Berman Finance Corp                                                         | CUSIP: 64128XAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $17218.01     | 0.00%             | 2027-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Corp Trust 2019-SMP                                                                         | CUSIP: 36259NAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  36803000 | PA      | $783.90       | 0.00%             | 2032-08-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140QGKS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    662097 | PA      | $594755.08    | 0.09%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS/CVR NITROGE                                   | CVR Partners LP / CVR Nitrogen Finance Corp                                                                        | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    487000 | PA      | $440230.96    | 0.07%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CS Master Trust                                            | CS Master Trust                                                                                                    | CUSIP: 12598DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $398358.00    | 0.06%             | 2025-04-15      | Floating      | 7.80%                 | No            |                  3 | On Loan: No      |
| DELL INT LLC / EMC CORP                                    | Dell International LLC / EMC Corp                                                                                  | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    473000 | PA      | $554326.46    | 0.08%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| SMRT                                                       | SMRT 2022-MINI                                                                                                     | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1460000 | PA      | $1403211.99   | 0.21%             | 2039-01-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                    | Kinder Morgan Energy Partners LP                                                                                   | CUSIP: 494550BV7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $1112703.09   | 0.17%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                    | Honeywell International Inc                                                                                        | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1558579.26   | 0.23%             | 2034-11-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Corp Trust 2018-RIVR                                                                        | CUSIP: 36255WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99828 | PA      | $93371.43     | 0.01%             | 2035-07-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                                    | Gulfport Energy Corp                                                                                               | CUSIP: 402635AR7<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |    703517 | PA      | $702092.38    | 0.11%             | 2026-05-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                               | SM Energy Co                                                                                                       | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    428000 | PA      | $420165.46    | 0.06%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                        | Invitation Homes Operating Partnership LP                                                                          | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    700000 | PA      | $579485.31    | 0.09%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PRIMA Capital LTD                                          | Prima Capital CRE Securitization 2019-RK1 Ltd                                                                      | CUSIP: 74166GAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    100000 | PA      | $73801.27     | 0.01%             | 2038-04-15      | Fixed         | 4.45%                 | No            |                  3 | On Loan: No      |
| CIVITAS RESOURCES INC                                      | Civitas Resources Inc                                                                                              | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    400000 | PA      | $369060.00    | 0.06%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                   | Avolon Holdings Funding Ltd                                                                                        | CUSIP: 05401AAF8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    500000 | PA      | $476418.00    | 0.07%             | 2024-07-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                          | Owens & Minor Inc                                                                                                  | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    441000 | PA      | $392490.00    | 0.06%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PDC Energy Inc                                             | PDC Energy Inc                                                                                                     | CUSIP: 69327RAJ0<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1286384.90   | 0.19%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                   | EQT Corp                                                                                                           | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3370971.49   | 0.51%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FOOTHILL ESTRN TRANSPRTN CORRIDOR AGY CA TOLL ROAD REVENUE | Foothill-Eastern Transportation Corridor Agency                                                                    | CUSIP: 345105JE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    221000 | PA      | $172041.07    | 0.03%             | 2049-01-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                   | Live Nation Entertainment Inc                                                                                      | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    404000 | PA      | $354954.40    | 0.05%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                               | Assurant Inc                                                                                                       | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    515000 | PA      | $383410.41    | 0.06%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc                                                                                                       | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4236509.71   | 0.64%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2018-GW                                                                                                   | CUSIP: 12433UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55000 | PA      | $53341.92     | 0.01%             | 2035-05-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                                                             | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3741000 | PA      | $3597217.70   | 0.54%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                   | CUSIP: 3133KKRT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1284896 | PA      | $1113399.72   | 0.17%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                            | CSAIL 2019-C18 Commercial Mortgage Trust                                                                           | CUSIP: 12597DAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    214129 | PA      | $180044.40    | 0.03%             | 2052-12-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140XHVB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    659589 | PA      | $666172.34    | 0.10%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Corp Trust 2019-SMP                                                                         | CUSIP: 36259NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    525000 | PA      | $507221.19    | 0.08%             | 2032-08-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES GROUP                                    | American Airlines Group Inc                                                                                        | CUSIP: 02376RAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    297000 | PA      | $260374.08    | 0.04%             | 2025-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                    | Capital One Multi-Asset Execution Trust                                                                            | CUSIP: 14041NFZ9<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   2255000 | PA      | $2156228.52   | 0.32%             | 2027-03-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US 5YR NOTE (CBT) MAR23                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        11 | NC      | $6416.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                                    | GSK Consumer Healthcare Capital US LLC                                                                             | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   2540000 | PA      | $2243910.52   | 0.34%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Sunrun Demeter Issuer LLC                                  | Sunrun Demeter Issuer 2021-2 LLC                                                                                   | CUSIP: 86772HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    666043 | PA      | $522146.51    | 0.08%             | 2057-01-30      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                     | Marlette Funding Trust 2021-3                                                                                      | CUSIP: 57108QAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1028768.62   | 0.15%             | 2031-12-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8234000 | PA      | $8194116.56   | 1.23%             | 2053-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                   | Avolon Holdings Funding Ltd                                                                                        | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $856317.05    | 0.13%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CIM Retail Portfolio Trust                                 | CIM Retail Portfolio Trust 2021-RETL                                                                               | CUSIP: 12566BAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    862500 | PA      | $781544.21    | 0.12%             | 2036-08-15      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust               | American Express Credit Account Master Trust                                                                       | CUSIP: 02582JJV3<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   1525000 | PA      | $1485214.73   | 0.22%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                        | BHMS 2018-ATLS                                                                                                     | CUSIP: 05549GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $528293.87    | 0.08%             | 2035-07-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                   | Venture Global Calcasieu Pass LLC                                                                                  | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   1319000 | PA      | $1139141.16   | 0.17%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F050411<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3831000 | PA      | $3867813.53   | 0.58%             | 2038-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                      | Wells Fargo Commercial Mortgage Trust 2017-C41                                                                     | CUSIP: 95001ABG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    146000 | PA      | $131227.47    | 0.02%             | 2050-11-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                     | Aviation Capital Group LLC                                                                                         | CUSIP: 05369AAH4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1177000 | PA      | $1153071.75   | 0.17%             | 2024-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                   | Hilton Domestic Operating Co Inc                                                                                   | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    364000 | PA      | $337347.92    | 0.05%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                             | NRG Energy Inc                                                                                                     | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   2046000 | PA      | $1886040.61   | 0.28%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                          | EURO-BUND FUTURE DEC22                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -20 | NC      | $-15107.58    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                    | Frontier Communications Holdings LLC                                                                               | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    398000 | PA      | $354633.92    | 0.05%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                                                     | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3787357.20   | 0.57%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| CS Master Trust                                            | CS Master Trust                                                                                                    | CUSIP: 12657KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $198185.40    | 0.03%             | 2023-04-15      | Floating      | 8.03%                 | No            |                  3 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                | BBCMS 2019-BWAY Mortgage Trust                                                                                     | CUSIP: 05492NAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    311000 | PA      | $294872.94    | 0.04%             | 2034-11-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                               | Comcast Corp                                                                                                       | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3045000 | PA      | $3194526.73   | 0.48%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital                                    | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1137000 | PA      | $1072679.46   | 0.16%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                     | Lendmark Funding Trust 2022-1                                                                                      | CUSIP: 52608JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1452595.65   | 0.22%             | 2032-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd            | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd                                                             | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1945000.00   | 0.29%             | 2037-01-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                         | CUSIP: 21H040616<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1919000 | PA      | $1833094.76   | 0.28%             | 2053-01-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                                                   | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2457000 | PA      | $2103633.30   | 0.32%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                                                               | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1391000 | PA      | $1448093.28   | 0.22%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2021-ARIA                                                                                                 | CUSIP: 05608RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1812053.00   | 0.27%             | 2036-10-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                     | Galaxy Pipeline Assets Bidco Ltd                                                                                   | CUSIP: 36321PAC4<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   1502000 | PA      | $1156844.95   | 0.17%             | 2040-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                         | CUSIP: 21H060614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13003000 | PA      | $13256889.82  | 1.99%             | 2053-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                      | OneMain Direct Auto Receivables Trust 2019-1                                                                       | CUSIP: 68267EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1026000 | PA      | $981163.18    | 0.15%             | 2027-09-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                   | Angel Oak Mortgage Trust 2020-1                                                                                    | CUSIP: 03464RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25478 | PA      | $23885.63     | 0.00%             | 2059-12-25      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                                    | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                                                   | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $357842.55    | 0.05%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                              | Valvoline Inc                                                                                                      | CUSIP: 92047WAD3<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |    472000 | PA      | $459312.12    | 0.07%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust              | JP Morgan Chase Commercial Mortgage Securities Corp Series 2019-PCC                                                | CUSIP: 46651KAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $322557.46    | 0.05%             | 2029-09-15      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                                               | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    497000 | PA      | $473431.10    | 0.07%             | 2026-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                | Rad CLO 6 Ltd                                                                                                      | CUSIP: 48661NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1478684.73   | 0.22%             | 2033-01-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                               | Upstart Securitization Trust 2021-2                                                                                | CUSIP: 91680FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $472470.35    | 0.07%             | 2031-06-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140XJU50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1360787 | PA      | $1170704.19   | 0.18%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                   | CUSIP: 3132DNQK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1513936 | PA      | $1525303.09   | 0.23%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                            | NGPL PipeCo LLC                                                                                                    | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    600000 | PA      | $492003.38    | 0.07%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                              | Aircastle Ltd                                                                                                      | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    919000 | PA      | $749091.75    | 0.11%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140XGTN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1106341 | PA      | $997383.36    | 0.15%             | 2048-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                           | AMC Networks Inc                                                                                                   | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    596000 | PA      | $444949.76    | 0.07%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                         | Ford Motor Co                                                                                                      | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1263175.90   | 0.19%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                            | BRAVO Residential Funding Trust 2021-NQM2                                                                          | CUSIP: 10569EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1354326 | PA      | $1273078.46   | 0.19%             | 2060-03-25      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Perimeter Master Note Business Trust                       | Perimeter Master Note Business Trust                                                                               | CUSIP: 71384PAK7<br>LEI: 5493005H6EB040833X54 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $454128.55    | 0.07%             | 2024-05-15      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| COMM Mortgage Trust                                        | COMM 2015-DC1 Mortgage Trust                                                                                       | CUSIP: 12629NAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    707000 | PA      | $573344.05    | 0.09%             | 2048-02-10      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                                                   | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1358000 | PA      | $1265437.58   | 0.19%             | 2026-04-30      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                     | Penn Entertainment Inc                                                                                             | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    439000 | PA      | $358586.18    | 0.05%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                          | Generate CLO 2 Ltd                                                                                                 | CUSIP: 98625TAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $246381.01    | 0.04%             | 2031-01-22      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                            | Residential Mortgage Loan Trust 2020-1                                                                             | CUSIP: 76119CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19989 | PA      | $18691.25     | 0.00%             | 2060-01-26      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F022618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7849000 | PA      | $6724692.13   | 1.01%             | 2053-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                               | CSMC 2021-BHAR                                                                                                     | CUSIP: 12659VAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $597768.54    | 0.09%             | 2038-11-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp                                      | Playtika Holding Corp 2021 Term Loan                                                                               | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |    518483 | PA      | $506492.90    | 0.08%             | 2028-03-13      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                           | Carlyle Global Market Strategies CLO 2015-1 Ltd                                                                    | CUSIP: 14311DBN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    742331 | PA      | $724799.19    | 0.11%             | 2031-07-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XV Ltd                         | Octagon Investment Partners XV Ltd                                                                                 | CUSIP: 67590EBG8<br>LEI: 549300VYCI9AZ4NZBX86 | Long             | ABS-CBDO         | CORP              | KY        |   2020000 | PA      | $1982193.46   | 0.30%             | 2030-07-19      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2022-HQA1                                                                            | CUSIP: 35564KTA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2071881 | PA      | $2044105.95   | 0.31%             | 2042-03-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                                                                         | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3941000 | PA      | $3601903.08   | 0.54%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F030611<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4930000 | PA      | $4368772.74   | 0.66%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                | Cargill Inc                                                                                                        | CUSIP: 141781BW3<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1816390.43   | 0.27%             | 2032-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Corp Trust 2019-70P                                                                         | CUSIP: 36257MAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    812724 | PA      | $767182.77    | 0.12%             | 2036-10-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                 | BFLD 2019-DPLO                                                                                                     | CUSIP: 054970AQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1070000 | PA      | $1002583.47   | 0.15%             | 2034-10-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                   | International Flavors & Fragrances Inc                                                                             | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   1984000 | PA      | $1755125.46   | 0.26%             | 2025-10-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                         | CUSIP: 21H0526C7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5232000 | PA      | $5295686.42   | 0.80%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                               | Centene Corp                                                                                                       | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $2687243.14   | 0.40%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                     | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                              | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    764000 | PA      | $637349.81    | 0.10%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                                                     | CUSIP: 6174468C6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    959000 | PA      | $940061.80    | 0.14%             | 2025-07-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                         | CUSIP: 21H030617<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1254000 | PA      | $1134023.37   | 0.17%             | 2053-01-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                                 | Elastic NV                                                                                                         | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |    777000 | PA      | $633085.30    | 0.10%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                         | Tricolor Auto Securitization Trust 2021-1                                                                          | CUSIP: 89615BAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $472061.60    | 0.07%             | 2026-09-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                                                                | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3088000 | PA      | $3089014.10   | 0.46%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                      | Tenet Healthcare Corp                                                                                              | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    223000 | PA      | $213955.12    | 0.03%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                                             | BankUnited Inc                                                                                                     | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1208627.11   | 0.18%             | 2030-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                   | CUSIP: 3132DNQX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2277462 | PA      | $2240342.36   | 0.34%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust              | JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY                                                     | CUSIP: 46642MAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $4986.78      | 0.00%             | 2027-06-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                     | Advanced Micro Devices Inc                                                                                         | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |   1594000 | PA      | $1506363.51   | 0.23%             | 2032-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                   | Intercontinental Exchange Inc                                                                                      | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   3973000 | PA      | $3890117.26   | 0.58%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                     | Bank of New York Mellon Corp/The                                                                                   | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    851000 | PA      | $830770.01    | 0.12%             | 2030-07-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                            | Danske Bank A/S                                                                                                    | CUSIP: 23636AAT8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1360000 | PA      | $1353198.90   | 0.20%             | 2024-01-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                                               | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    609000 | PA      | $514554.57    | 0.08%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Baxalta Inc                                                | Baxalta Inc                                                                                                        | CUSIP: 07177MAB9<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |    436000 | PA      | $428917.94    | 0.06%             | 2025-06-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                       | Commercial Metals Co                                                                                               | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    424000 | PA      | $365641.41    | 0.05%             | 2030-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                        | Delta Air Lines Inc                                                                                                | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    517000 | PA      | $527226.86    | 0.08%             | 2025-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust              | JP Morgan Chase Commercial Mortgage Securities Corp Series 2019-PCC                                                | CUSIP: 46651KAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $322875.28    | 0.05%             | 2029-09-15      | Floating      | 9.26%                 | No            |                  3 | On Loan: No      |
| AMERICAN TOWER CORP                                        | American Tower Corp                                                                                                | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   1188000 | PA      | $1088035.95   | 0.16%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                 | Humana Inc                                                                                                         | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1642000 | PA      | $1417402.51   | 0.21%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                       | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-7824.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LoanCore 2022-CRE7 Issuer Ltd.                             | LoanCore 2022-CRE7 Issuer Ltd                                                                                      | CUSIP: 53946PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    830000 | PA      | $797860.33    | 0.12%             | 2037-01-17      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                             | ServiceNow Inc                                                                                                     | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1559671.32   | 0.23%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                                    | EIG Pearl Holdings Sarl                                                                                            | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |   1435000 | PA      | $1194582.97   | 0.18%             | 2036-08-31      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                          | CF Industries Inc                                                                                                  | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    899000 | PA      | $859049.73    | 0.13%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Encina Equipment Finance                                   | Encina Equipment Finance 2022-1 LLC                                                                                | CUSIP: 29252VAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1674000 | PA      | $1627797.43   | 0.24%             | 2028-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                                   | Fortress Transportation and Infrastructure Investors LLC                                                           | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    415000 | PA      | $361574.98    | 0.05%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending                      | CF Trust 2019-BOSS                                                                                                 | CUSIP: 15725PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    222000 | PA      | $203312.28    | 0.03%             | 2024-12-15      | Floating      | 4.75%                 | No            |                  3 | On Loan: No      |
| Santander Drive Auto Receivables Trust                     | Santander Drive Auto Receivables Trust 2022-5                                                                      | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1730000 | PA      | $1649172.15   | 0.25%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                        | American Tower Corp                                                                                                | CUSIP: 03027XAV2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   1912000 | PA      | $1825641.90   | 0.27%             | 2025-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F060618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8908000 | PA      | $9102115.21   | 1.37%             | 2053-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust              | JP Morgan Chase Commercial Mortgage Securities Corp Series 2019-PCC                                                | CUSIP: 46651KAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $321925.11    | 0.05%             | 2029-09-15      | Floating      | 8.26%                 | No            |                  3 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc               | BAMLL Commercial Mortgage Securities Trust 2019-AHT                                                                | CUSIP: 05525DAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $96464.40     | 0.01%             | 2034-03-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                       | Bank of America Corp                                                                                               | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1956000 | PA      | $1814744.64   | 0.27%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                  | Prosus NV                                                                                                          | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $879847.91    | 0.13%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                       | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-16408.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                              | Citigroup Inc                                                                                                      | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4539000 | PA      | $4155023.30   | 0.62%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | BRCCAP~-10~20220726                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |     -5250 | PA      | $-5250.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRECISION DRILLING CORP                                    | Precision Drilling Corp                                                                                            | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |    370000 | PA      | $350214.25    | 0.05%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                               | CSMC 2020-AFC1 Trust                                                                                               | CUSIP: 12597MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84179 | PA      | $77620.39     | 0.01%             | 2050-02-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                                                   | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8471000 | PA      | $7255940.94   | 1.09%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                                                    | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $4792485.89   | 0.72%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                   | Caisse d'Amortissement de la Dette Sociale                                                                         | CUSIP: 12802D2K1<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   3716000 | PA      | $3745555.54   | 0.56%             | 2025-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust                  | Santander Consumer Auto Receivables Trust 2021-A                                                                   | CUSIP: 80282YAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $689993.70    | 0.10%             | 2028-08-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                                                     | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1170945.78   | 0.18%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                | ONE Gas Inc                                                                                                        | CUSIP: 68235PAL2<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    451000 | PA      | $429296.75    | 0.06%             | 2024-03-11      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                      | Continental Resources Inc/OK                                                                                       | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   3918000 | PA      | $3676248.04   | 0.55%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                          | Kommunalbanken AS                                                                                                  | CUSIP: 50048MDE7<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   1480000 | PA      | $1505560.61   | 0.23%             | 2026-06-17      | Floating      | 2.05%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                        | Elevance Health Inc                                                                                                | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2324786.42   | 0.35%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORP                                   | Western Alliance Bancorp                                                                                           | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |    215000 | PA      | $183682.02    | 0.03%             | 2031-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140QPAM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    621747 | PA      | $596066.79    | 0.09%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US 2YR NOTE (CBT) MAR23                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       340 | NC      | $177491.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Auto Receivables Trust                            | Prestige Auto Receivables Trust 2021-1                                                                             | CUSIP: 74113XAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1620000 | PA      | $1431391.82   | 0.22%             | 2029-03-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                           | Carlyle Global Market Strategies CLO 2014-5 Ltd                                                                    | CUSIP: 14311AAS1<br>LEI: 549300ODZUR61VZRRZ07 | Long             | ABS-CBDO         | CORP              | KY        |   1778774 | PA      | $1745355.79   | 0.26%             | 2031-07-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                                                   | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4943000 | PA      | $3602790.52   | 0.54%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                             | Mariner Finance Issuance Trust 2021-B                                                                              | CUSIP: 56847JAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $301756.56    | 0.05%             | 2036-11-20      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| ReadyCap Commercial Mortgage Trust                         | Ready Capital Mortgage Financing 2022-FL8 LLC                                                                      | CUSIP: 75574PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1350000 | PA      | $1307443.71   | 0.20%             | 2037-01-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                      | Wells Fargo Commercial Mortgage Trust 2013-LC12                                                                    | CUSIP: 94988QAQ4<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-MBS          | CORP              | US        |    494000 | PA      | $466865.47    | 0.07%             | 2046-07-15      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Protective Life Corp                                       | Protective Life Corp                                                                                               | CUSIP: 743674AY9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    275000 | PA      | $330035.60    | 0.05%             | 2039-10-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                                                     | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3503000 | PA      | $3536757.99   | 0.53%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                             | EPR Properties                                                                                                     | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   1023000 | PA      | $888529.38    | 0.13%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                      | Svensk Exportkredit AB                                                                                             | CUSIP: 87031CAH6<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   2446000 | PA      | $2460749.18   | 0.37%             | 2025-11-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                                    | TRTX 2019-FL3 Issuer Ltd                                                                                           | CUSIP: 87276VAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    411000 | PA      | $408317.22    | 0.06%             | 2034-10-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                              | CoreVest American Finance 2018-1 Trust                                                                             | CUSIP: 21872BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3949 | PA      | $3935.96      | 0.00%             | 2051-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                 | Verus Securitization Trust 2020-1                                                                                  | CUSIP: 92536PAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48155 | PA      | $45440.78     | 0.01%             | 2060-01-25      | Variable      | 2.42%                 | No            |                  2 | On Loan: No      |
| UNITED STATES STEEL CORP                                   | United States Steel Corp                                                                                           | CUSIP: 912909AU2<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |    141000 | PA      | $137683.68    | 0.02%             | 2029-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                   | TK Elevator US Newco Inc                                                                                           | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    382000 | PA      | $347236.09    | 0.05%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                   | TerraForm Power Operating LLC                                                                                      | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    469000 | PA      | $422951.24    | 0.06%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOV INC                                                    | NOV Inc                                                                                                            | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1339452.33   | 0.20%             | 2029-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                        | Elevance Health Inc                                                                                                | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2299284.93   | 0.35%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F040412<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2763000 | PA      | $2702883.17   | 0.41%             | 2038-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                           | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                   | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    836000 | PA      | $753219.28    | 0.11%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust                  | Santander Consumer Auto Receivables Trust 2020-B                                                                   | CUSIP: 802830BA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2588000 | PA      | $2568716.55   | 0.39%             | 2028-08-15      | Fixed         | 7.03%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.           | Freddie Mac Multifamily Structured Pass Through Certificates                                                       | CUSIP: 3137H8TZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2769000 | PA      | $2492675.12   | 0.37%             | 2032-08-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                   | Occidental Petroleum Corp                                                                                          | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    168000 | PA      | $170654.40    | 0.03%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                | Ovintiv Inc                                                                                                        | CUSIP: 292505AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1019305.69   | 0.15%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM                                           | Callon Petroleum Co                                                                                                | CUSIP: 13123XBD3<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    567000 | PA      | $560839.55    | 0.08%             | 2028-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PTTEP TREASURY CENTER CO                                   | PTTEP Treasury Center Co Ltd                                                                                       | CUSIP: 69371MAE7<br>LEI: 2549006WFOUPZX6TZG08 | Long             | DBT              | CORP              | TH        |   1900000 | PA      | $1619398.35   | 0.24%             | 2030-01-15      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                         | Discover Card Execution Note Trust                                                                                 | CUSIP: 254683CW3<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |   2700000 | PA      | $2593614.33   | 0.39%             | 2027-07-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| PARTY CITY HOLDINGS INC                                    | Party City Holdings Inc                                                                                            | CUSIP: 702150AG8<br>LEI: 5493005PYM1JS6EZN307 | Long             | DBT              | CORP              | US        |    506000 | PA      | $192062.42    | 0.03%             | 2026-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5761000 | PA      | $5825049.59   | 0.88%             | 2053-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140XBK82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2577693 | PA      | $2231487.37   | 0.34%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                               | Centene Corp                                                                                                       | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1060892.53   | 0.16%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                           | Great Wolf Trust 2019-WOLF                                                                                         | CUSIP: 39152TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    512000 | PA      | $494641.20    | 0.07%             | 2036-12-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F020612<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11973000 | PA      | $9876789.55   | 1.48%             | 2053-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                                                   | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1358000 | PA      | $1315481.58   | 0.20%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140XHJE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2014148 | PA      | $1920040.63   | 0.29%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 31418DZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1947048 | PA      | $1611124.74   | 0.24%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities                     | Natixis Commercial Mortgage Securities Trust 2018-285M                                                             | CUSIP: 63874FAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $46193.38     | 0.01%             | 2032-11-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                                          | Levi Strauss & Co                                                                                                  | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |    293000 | PA      | $240908.06    | 0.04%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                   | Warnermedia Holdings Inc                                                                                           | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1048944.29   | 0.16%             | 2024-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F042418<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8653000 | PA      | $8620359.59   | 1.30%             | 2038-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                             | Barings CLO Ltd 2019-III                                                                                           | CUSIP: 06761KAL5<br>LEI: 549300T40QLO0VJIOB35 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $979807.31    | 0.15%             | 2031-04-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                         | Macquarie Bank Ltd                                                                                                 | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    696000 | PA      | $564465.94    | 0.08%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MODIVCARE ESCROW ISSUER                                    | ModivCare Escrow Issuer Inc                                                                                        | CUSIP: 60783XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    413000 | PA      | $348059.88    | 0.05%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                   | First American Financial Corp                                                                                      | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |   1484000 | PA      | $1101094.06   | 0.17%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                                    | Alcoa Nederland Holding BV                                                                                         | CUSIP: 013822AC5<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    627000 | PA      | $609430.91    | 0.09%             | 2028-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                           | Vista Point Securitization Trust 2020-2                                                                            | CUSIP: 92838TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130300 | PA      | $114453.58    | 0.02%             | 2065-04-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| Orange Lake Timeshare Trust                                | Orange Lake Timeshare Trust 2019-A                                                                                 | CUSIP: 68504UAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15152 | PA      | $14348.98     | 0.00%             | 2038-04-09      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                            | SEB Funding LLC                                                                                                    | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    937650 | PA      | $801875.65    | 0.12%             | 2052-01-30      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND                                       | KIND Trust 2021-KIND                                                                                               | CUSIP: 482606AN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    466628 | PA      | $420027.16    | 0.06%             | 2038-08-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                   | Octane Receivables Trust 2022-2                                                                                    | CUSIP: 67578XAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2084000 | PA      | $2046659.93   | 0.31%             | 2028-07-20      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                         | Murphy Oil USA Inc                                                                                                 | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    650000 | PA      | $601445.00    | 0.09%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO LTD                                       | Marble Point CLO XVII Ltd                                                                                          | CUSIP: 56606CAA1<br>LEI: 2549003LUS5LG1CTZP23 | Long             | ABS-CBDO         | CORP              | KY        |    428920 | PA      | $421413.90    | 0.06%             | 2033-04-20      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                        | Macquarie Group Ltd                                                                                                | CUSIP: 55607PAG0<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    980000 | PA      | $760776.06    | 0.11%             | 2032-06-23      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.           | Freddie Mac Multifamily Structured Pass Through Certificates                                                       | CUSIP: 3137H93C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1063000 | PA      | $994558.96    | 0.15%             | 2032-08-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                       | Westpac Banking Corp                                                                                               | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1800000 | PA      | $1644788.65   | 0.25%             | 2031-11-23      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                        | Global Payments Inc                                                                                                | CUSIP: 891906AE9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1622756.40   | 0.24%             | 2023-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                   | Ford Motor Credit Co LLC                                                                                           | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1434000 | PA      | $1491919.26   | 0.22%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                     | IPALCO Enterprises Inc                                                                                             | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2064923.81   | 0.31%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                          | Cedar Funding V CLO Ltd                                                                                            | CUSIP: 15032AAN7<br>LEI: 635400NWFWJ92O7QGD64 | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $687816.58    | 0.10%             | 2031-07-17      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                   | CUSIP: 3133KMFR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6041277 | PA      | $5220508.92   | 0.78%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                   | Sabine Pass Liquefaction LLC                                                                                       | CUSIP: 785592AM8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1912000 | PA      | $1917552.96   | 0.29%             | 2025-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 20-1 A PTT                                     | British Airways 2020-1 Class A Pass Through Trust                                                                  | CUSIP: 11044MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    686007 | PA      | $628727.66    | 0.09%             | 2032-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                     | FMG Resources August 2006 Pty Ltd                                                                                  | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    438000 | PA      | $369518.70    | 0.06%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                                 | FIXED INC CLEARING CORP.REPO                                                                                       | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  26044821 | PA      | $26044821.33  | 3.92%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F0306C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    704000 | PA      | $623334.70    | 0.09%             | 2052-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                        | Citibank Credit Card Issuance Trust                                                                                | CUSIP: 17305EGE9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1718420.90   | 0.26%             | 2029-05-14      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                             | PulteGroup Inc                                                                                                     | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    393000 | PA      | $391084.73    | 0.06%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                     | Diamondback Energy Inc                                                                                             | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $842463.38    | 0.13%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Massage Envy Franchising, LLC                              | ME Funding LLC 2019-1                                                                                              | CUSIP: 55282GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    816740 | PA      | $794336.82    | 0.12%             | 2049-07-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Avid Automobile Receivables Trust                          | Avid Automobile Receivables Trust 2021-1                                                                           | CUSIP: 05369LAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    950000 | PA      | $839294.22    | 0.13%             | 2028-04-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                        | BHMS 2018-ATLS                                                                                                     | CUSIP: 05549GAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1870043.00   | 0.28%             | 2035-07-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                               | Novelis Corp                                                                                                       | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    414000 | PA      | $339972.66    | 0.05%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                       | Kraft Heinz Foods Co                                                                                               | CUSIP: 000000000<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1592504.06   | 0.24%             | 2028-05-25      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                       | Westpac Banking Corp                                                                                               | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    550000 | PA      | $469929.04    | 0.07%             | 2034-07-24      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                     | Comstock Resources Inc                                                                                             | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    474000 | PA      | $463484.31    | 0.07%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Bill                                                                                        | CUSIP: 912796Z69<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18854000 | PA      | $18624605.64  | 2.80%             | 2023-03-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                   | Inter-American Investment Corp                                                                                     | CUSIP: 45828Q2A4<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |   1080000 | PA      | $1037308.38   | 0.16%             | 2025-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                                                                | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $5777291.45   | 0.87%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                       | National Fuel Gas Co                                                                                               | CUSIP: 636180BQ3<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   1308000 | PA      | $1311546.75   | 0.20%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                           | CUSIP: 38379RVZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4457 | PA      | $3986.26      | 0.00%             | 2050-11-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                                                                | CUSIP: 65339KBL3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55299.84     | 0.01%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                   | OCP SA                                                                                                             | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    590000 | PA      | $485112.16    | 0.07%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                       | BlueMountain CLO 2013-2 Ltd                                                                                        | CUSIP: 09626YAN0<br>LEI: 549300KGXMRFX2DKIX03 | Long             | ABS-CBDO         | CORP              | KY        |   1960771 | PA      | $1929386.85   | 0.29%             | 2030-10-22      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                             | CPS Auto Receivables Trust 2020-B                                                                                  | CUSIP: 12656CAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1310500.10   | 0.20%             | 2027-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Perimeter Master Note Business Trust                       | Perimeter Master Note Business Trust                                                                               | CUSIP: 71384PAG6<br>LEI: 5493005H6EB040833X54 | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $727929.00    | 0.11%             | 2024-05-15      | Fixed         | 7.06%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                            | Danske Bank A/S                                                                                                    | CUSIP: 23636ABD2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1345000 | PA      | $1295417.09   | 0.19%             | 2025-03-28      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Employbridge LLC                                           | Employbridge LLC 2021 Term Loan B                                                                                  | CUSIP: 000000000<br>LEI: 549300GS4274Y66CQH05 | Long             | LON              | CORP              | US        |       503 | PA      | $413.68       | 0.00%             | 2028-07-19      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                 | Verus Securitization Trust 2020-5                                                                                  | CUSIP: 92538CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    242341 | PA      | $221229.56    | 0.03%             | 2065-05-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                    | Bayer US Finance II LLC                                                                                            | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   2194000 | PA      | $2128717.75   | 0.32%             | 2025-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                     | Anglo American Capital PLC                                                                                         | CUSIP: 034863AT7<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   1550000 | PA      | $1454605.98   | 0.22%             | 2027-09-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Trust 2013-G1                                                                               | CUSIP: 36197QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     81084 | PA      | $80467.92     | 0.01%             | 2031-04-10      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                      | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $-13366.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                        | Buckeye Partners LP                                                                                                | CUSIP: 118230AS0<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    361000 | PA      | $286345.20    | 0.04%             | 2078-01-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                      | Westlake Automobile Receivables Trust 2021-1                                                                       | CUSIP: 96043FAH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1000220.43   | 0.15%             | 2027-09-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Corp II                                                                                     | CUSIP: 36266CAE6<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    870000 | PA      | $838602.99    | 0.13%             | 2036-11-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| SEG HLD LLC/SEG FIN CORP                                   | SEG Holding LLC / SEG Finance Corp                                                                                 | CUSIP: 78397KAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $356450.63    | 0.05%             | 2028-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                  | Ball Corp                                                                                                          | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    424000 | PA      | $345292.88    | 0.05%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PARK AEROSPACE HOLDINGS                                    | Park Aerospace Holdings Ltd                                                                                        | CUSIP: 70014LAB6<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |    382000 | PA      | $376529.67    | 0.06%             | 2024-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                     | Rockford Tower CLO 2018-1 Ltd                                                                                      | CUSIP: 77342JAA1<br>LEI: 549300KPFGDIQ0PMP224 | Long             | ABS-CBDO         | CORP              | KY        |    980022 | PA      | $960644.29    | 0.14%             | 2031-05-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| FED HOME LN DISCOUNT NT                                    | Federal Home Loan Bank Discount Notes                                                                              | CUSIP: 313384BA6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1190000 | PA      | $1182071.91   | 0.18%             | 2023-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                               | Credit Suisse Mortgage Capital Certificates                                                                        | CUSIP: 12659LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56000 | PA      | $54062.52     | 0.01%             | 2065-04-25      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                                             | Romark CLO Ltd                                                                                                     | CUSIP: 77587UAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    830000 | PA      | $793146.76    | 0.12%             | 2030-10-23      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                     | CenterPoint Energy Resources Corp                                                                                  | CUSIP: 15189WAP5<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2472133.94   | 0.37%             | 2032-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                                   | Weatherford International Ltd                                                                                      | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $384078.00    | 0.06%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                          | CUSIP: 00774MAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1500000 | PA      | $1431518.03   | 0.22%             | 2025-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                        | Coinbase Global Inc                                                                                                | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    350000 | PA      | $205213.75    | 0.03%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| M360 2019-CRE2, LLC                                        | M360 2019-CRE2 LLC                                                                                                 | CUSIP: 55379VAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    258000 | PA      | $257358.03    | 0.04%             | 2034-09-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                | Netflix Inc                                                                                                        | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    270000 | PA      | $273431.70    | 0.04%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                        | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $13190.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                | MF1 2022-FL9 LLC                                                                                                   | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1977187.50   | 0.30%             | 2037-06-19      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Parkway Generation, LLC                                    | Parkway Generation, LLC Term Loan B                                                                                | CUSIP: 000000000<br>LEI: 254900ATQHHVKF65MT32 | Long             | LON              | CORP              | US        |    461855 | PA      | $456081.75    | 0.07%             | 2029-02-18      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                         | CUSIP: 21H0426C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2848000 | PA      | $2790261.24   | 0.42%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                 | Flagship Credit Auto Trust 2019-3                                                                                  | CUSIP: 33846AAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $741916.00    | 0.11%             | 2026-12-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                          | Magnetite VII Ltd                                                                                                  | CUSIP: 55951PBA4<br>LEI: 549300B54XJTQC6DWJ15 | Long             | ABS-CBDO         | CORP              | KY        |   1692533 | PA      | $1667259.00   | 0.25%             | 2028-01-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                                                   | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4229242.07   | 0.64%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140XHWU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    768589 | PA      | $778160.58    | 0.12%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                   | FactSet Research Systems Inc                                                                                       | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |   2397000 | PA      | $2022460.72   | 0.30%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                        | Exeter Automobile Receivables Trust 2020-2                                                                         | CUSIP: 30167YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1296684.74   | 0.19%             | 2027-09-15      | Fixed         | 7.19%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                       | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-899.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ATKORE INC                                                 | Atkore Inc                                                                                                         | CUSIP: 047649AA6<br>LEI: 52990002TI38AM4RPV48 | Long             | DBT              | CORP              | US        |    390000 | PA      | $329000.10    | 0.05%             | 2031-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                | Southern Co/The                                                                                                    | CUSIP: 842587DC8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   2819000 | PA      | $2777839.72   | 0.42%             | 2024-08-01      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                    | Adani Ports & Special Economic Zone Ltd                                                                            | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |   1000000 | PA      | $872940.68    | 0.13%             | 2027-07-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Trust 2014-GC26                                                                             | CUSIP: 36250HAM5<br>LEI: 549300V3F4KBEWHAZP46 | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $44398.69     | 0.01%             | 2047-11-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Genesis Sales Finance Master Trust                         | Genesis Sales Finance Master Trust                                                                                 | CUSIP: 37186XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $956464.30    | 0.14%             | 2025-09-22      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140XHPS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1952735 | PA      | $1806482.26   | 0.27%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140LRB72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    766656 | PA      | $669032.38    | 0.10%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                         | Ally Financial Inc                                                                                                 | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    959000 | PA      | $1030389.07   | 0.15%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                                                         | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    964000 | PA      | $1050196.67   | 0.16%             | 2030-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                              | Life Time Inc                                                                                                      | CUSIP: 53190FAA3<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    401000 | PA      | $386140.95    | 0.06%             | 2026-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                 | JPMBB Commercial Mortgage Securities Trust 2015-C30                                                                | CUSIP: 46644UBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000 | PA      | $8826.98      | 0.00%             | 2048-07-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                     | Philip Morris International Inc                                                                                    | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    852000 | PA      | $867065.80    | 0.13%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Jane Street Group, LLC                                     | Jane Street Group, LLC 2021 Term Loan                                                                              | CUSIP: 47077DAG5<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |    589985 | PA      | $574683.74    | 0.09%             | 2028-01-26      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                           | Bain Capital Credit CLO 2018-2                                                                                     | CUSIP: 05682VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2380000 | PA      | $2334380.80   | 0.35%             | 2031-07-19      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust              | JP Morgan Chase Commercial Mortgage Securities Corp Series 2019-PCC                                                | CUSIP: 46651KAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $322971.64    | 0.05%             | 2029-09-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                | BBCMS 2019-BWAY Mortgage Trust                                                                                     | CUSIP: 05492NAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $315034.13    | 0.05%             | 2034-11-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                    | CUSIP: 3140M7SF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2352162 | PA      | $2032290.33   | 0.31%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-15

**Name of Applicant:** LORD ABBETT INVESTMENT TRUST

**Signature:** Michael Hebert

**Name of Signer:** Michael Hebert

**Title:** Chief Financial Officer