# EDGAR Filing Document

**Accession Number:** 0000911507
**File Stem:** 0001752724-25-176586
**Filing Date:** 2025-7
**Character Count:** 560124
**Document Hash:** aa0988b506ef129f4e01a6164beef839
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-176586.hdr.sgml**: 20250724

**ACCESSION NUMBER**: 0001752724-25-176586

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250724

**DATE AS OF CHANGE**: 20250724

**PERIOD START**: 20251130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LORD ABBETT INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0000911507

**ORGANIZATION NAME:**
- **EIN:** 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:** 251146184

**BUSINESS ADDRESS:**
- **STREET 1:** 30 HUDSON STREET
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07302
- **BUSINESS PHONE:** 201-827-2000

**MAIL ADDRESS:**
- **STREET 1:** 30 HUDSON STREET
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07302

## Series and Classes Contracts Data

### Lord Abbett Short Duration Income Fund (Series ID: S000007279)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000019991 | Class I      | LLDYX           |
| C000019992 | Class A      | LALDX           |
| C000019994 | Class C      | LDLAX           |
| C000054891 | Class F      | LDLFX           |
| C000054892 | Class R2     | LDLQX           |
| C000054893 | Class R3     | LDLRX           |
| C000156626 | Class R4     | LDLKX           |
| C000156627 | Class R5     | LDLTX           |
| C000156628 | Class R6     | LDLVX           |
| C000188238 | Class F3     | LOLDX           |

## 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:** 30 HUDSON STREET

  - **City:** JERSEY CITY

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07302-3973

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

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

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

- **b. EDGAR series identifier (if any):** S000007279

- **c. LEI of Series:** 0O8RLNVRD61T45VNF625

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

- **a. Date of fiscal year-end:** 2025-11-30

- **b. Date as of which information is reported:** 2025-05-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $47514744059.76

**Total Liabilities:** $5287252203.27

**Net Assets:** $42227491856.49

**Delayed Delivery Securities:** $4087842267.19

**Cash Not Reported:** $268083358.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -178859.61000000 | **1-Year:** -3063592.57000000 | **5-Year:** -3271567.09000000 | **10-Year:** -62738.43000000 | **30-Year:** -3814.81000000

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

- **3-Month:** -62231.10000000 | **1-Year:** -774621.11000000 | **5-Year:** -840324.77000000 | **10-Year:** -39924.83000000 | **30-Year:** 11427.52000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000054891 | 0.17%                | 0.69%                | 0.19%                |
| Class ID C000019994 | 0.11%                | 0.37%                | 0.39%                |
| Class ID C000156627 | 0.43%                | 0.44%                | 0.20%                |
| Class ID C000054892 | 0.38%                | 0.39%                | 0.15%                |
| Class ID C000054893 | 0.13%                | 0.40%                | 0.42%                |
| Class ID C000019991 | 0.17%                | 0.70%                | 0.20%                |
| Class ID C000156626 | 0.15%                | 0.68%                | 0.18%                |
| Class ID C000156628 | 0.18%                | 0.71%                | 0.21%                |
| Class ID C000019992 | 0.41%                | 0.42%                | 0.18%                |
| Class ID C000188238 | 0.18%                | 0.71%                | 0.21%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-17901051.73            | $-42183939.65                              |
| Month 2  | $7162101.97              | $45797576.56                               |
| Month 3  | $-19931181.26            | $-5840750.61                               |

**Designated Index Information**

- **Index Name:** BBg Barc US Corp 1-5 yrs TR Index

- **Index Identifier:** BC706T

### 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        |   19900000 | PA      | $19676617.33  | 0.05%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AGL CLO 14, LTD.                                     | AGL CLO 14 Ltd                                                                                                                             | CUSIP: 00851WAL3<br>LEI: 254900G6P36ERQHAIS15 | Long             | ABS-CBDO         | CORP              | KY        |   15000000 | PA      | $14978730.00  | 0.04%             | 2034-12-02      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                            | Nelnet Student Loan Trust 2021-A                                                                                                           | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24011636 | PA      | $22384835.73  | 0.05%             | 2062-04-20      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                       | Synchrony Bank                                                                                                                             | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   17509000 | PA      | $17750858.47  | 0.04%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                     | LPL Holdings Inc                                                                                                                           | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   25413000 | PA      | $25538906.93  | 0.06%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                  | American Tower Corp                                                                                                                        | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   48078000 | PA      | $44454382.78  | 0.11%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2024-5C1                                                                                             | CUSIP: 95003VAC2<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |   57860000 | PA      | $60078184.61  | 0.14%             | 2057-07-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                             | Octane Receivables Trust 2023-1                                                                                                            | CUSIP: 67571BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8008187 | PA      | $8027740.05   | 0.02%             | 2029-05-21      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| AssuredPartners Inc                                  | AssuredPartners Inc 2024 Incremental Term Loan B5                                                                                          | CUSIP: 04621HAW3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |  112903118 | PA      | $113214730.45 | 0.27%             | 2031-02-14      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC                                | Whistler Pipeline LLC                                                                                                                      | CUSIP: 96337RAA0<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |   36122000 | PA      | $36270082.50  | 0.09%             | 2029-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                             | ONEOK Inc                                                                                                                                  | CUSIP: 29336UAE7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   15384000 | PA      | $15384000.00  | 0.04%             | 2025-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                       | Morgan Stanley                                                                                                                             | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   17527000 | PA      | $16624740.89  | 0.04%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Lightstone Holdco LLC                                | Lightstone Holdco LLC 2022 Extended Term Loan C                                                                                            | CUSIP: 53226GAL5<br>LEI: 549300VXK6UGDG7H3G98 | Long             | LON              | CORP              | US        |     259061 | PA      | $259844.25    | 0.00%             | 2027-01-29      | Floating      | 10.03%                | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                  | PFS Financing Corp                                                                                                                         | CUSIP: 69335PET8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   40045000 | PA      | $40422784.53  | 0.10%             | 2028-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                             | Navoi Mining & Metallurgical Combinat                                                                                                      | CUSIP: 63890CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |   16210000 | PA      | $16391285.67  | 0.04%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                             | Western Midstream Operating LP                                                                                                             | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   22221000 | PA      | $22072804.82  | 0.05%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                             | BX Trust 2024-CNYN                                                                                                                         | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   65562565 | PA      | $65725068.54  | 0.16%             | 2041-04-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Cherry Securitization Trust                          | Cherry Securitization Trust 2024-1                                                                                                         | CUSIP: 164737AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   28215000 | PA      | $28414812.99  | 0.07%             | 2032-04-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                  | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   60785000 | PA      | $59679788.89  | 0.14%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                          | Rad CLO 15 Ltd                                                                                                                             | CUSIP: 750103AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   22106985 | PA      | $22142223.34  | 0.05%             | 2034-01-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                             | Jackson National Life Global Funding                                                                                                       | CUSIP: 46849LVB4<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   24478000 | PA      | $24227409.90  | 0.06%             | 2029-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   49230000 | PA      | $49228525.56  | 0.12%             | 2025-06-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                     | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20755RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   35679657 | PA      | $35763008.34  | 0.08%             | 2044-09-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Estate Notes               | Greystone CRE Notes 2021-FL3 Ltd                                                                                                           | CUSIP: 39809PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   41012442 | PA      | $41015415.26  | 0.10%             | 2039-07-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                   | Expand Energy Corp                                                                                                                         | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   87604000 | PA      | $88687398.67  | 0.21%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EVERI HOLDINGS INC                                   | Everi Holdings Inc                                                                                                                         | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |    9612000 | PA      | $9690779.95   | 0.02%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                         | Synopsys Inc                                                                                                                               | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   39542000 | PA      | $39942397.94  | 0.09%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR REMIC Trust 2024-DNA1                                                                                                    | CUSIP: 35564NAW3<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | USGSE             | US        |   44378149 | PA      | $44630993.25  | 0.11%             | 2044-02-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                  | Exeter Automobile Receivables Trust 2021-3                                                                                                 | CUSIP: 30166AAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   40830000 | PA      | $39876648.08  | 0.09%             | 2028-12-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust        | JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT                                                                              | CUSIP: 46645WAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  155900000 | PA      | $1950475.81   | 0.00%             | 2033-07-05      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   12386000 | PA      | $12535970.80  | 0.03%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds               | Hungary Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   10000000 | PA      | $10307180.00  | 0.02%             | 2028-05-22      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS CORP                         | Frontier Communications Corp 2025 Term Loan B                                                                                              | CUSIP: 35906EAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    7337274 | PA      | $7348757.17   | 0.02%             | 2031-07-01      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                             | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   10224000 | PA      | $10143634.66  | 0.02%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                   | Aqua Finance Trust 2021-A                                                                                                                  | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17066919 | PA      | $15652962.26  | 0.04%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   64650000 | PA      | $63787362.12  | 0.15%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                             | Octane Receivables Trust 2024-3                                                                                                            | CUSIP: 67571GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   32060000 | PA      | $32099796.08  | 0.08%             | 2030-05-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                                | Sycamore Tree CLO 2024-5 Ltd                                                                                                               | CUSIP: 87122YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   71860000 | PA      | $71905271.80  | 0.17%             | 2036-04-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                             | Volkswagen Group of America Finance LLC                                                                                                    | CUSIP: 928668CE0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   60840000 | PA      | $61089879.61  | 0.14%             | 2026-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                               | Spirit Aerosystems Inc 2022 Term Loan                                                                                                      | CUSIP: 84857HAY6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | LON              | CORP              | US        |    7735310 | PA      | $7755460.97   | 0.02%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                             | Madison Park Funding LVII Ltd                                                                                                              | CUSIP: 55822GAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   75370000 | PA      | $75404067.24  | 0.18%             | 2034-07-27      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                              | Canadian Natural Resources Ltd                                                                                                             | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   12183000 | PA      | $12140361.69  | 0.03%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                             | Volkswagen Group of America Finance LLC                                                                                                    | CUSIP: 928668CA8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   39108000 | PA      | $39654113.11  | 0.09%             | 2026-11-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                             | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   27769000 | PA      | $28284869.43  | 0.07%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                   | Ally Financial Inc                                                                                                                         | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |  142452000 | PA      | $142707046.06 | 0.34%             | 2025-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                | SS&C Technologies Inc                                                                                                                      | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |   27000000 | PA      | $26986764.60  | 0.06%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   16400000 | PA      | $16074564.14  | 0.04%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                       | Air Lease Corp                                                                                                                             | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    9247000 | PA      | $9520871.17   | 0.02%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                        | Citigroup Inc                                                                                                                              | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   97986000 | PA      | $98141177.49  | 0.23%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| SOLVAY FINANCE (AMERICA)                             | Syensqo Finance America LLC                                                                                                                | CUSIP: 834423AE5<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |   23745000 | PA      | $24303655.03  | 0.06%             | 2029-06-04      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| 6297782 LLC                                          | South Bow USA Infrastructure Holdings LLC                                                                                                  | CUSIP: 83007CAA0<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   39908000 | PA      | $39944145.07  | 0.09%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                     | GREYWOLF CLO VII Ltd                                                                                                                       | CUSIP: 39809AAA6<br>LEI: 5493005EEKUYF0Q6Z361 | Long             | ABS-CBDO         | CORP              | KY        |   13200588 | PA      | $13212244.40  | 0.03%             | 2031-10-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                              | DCP Midstream Operating LP                                                                                                                 | CUSIP: 23311VAG2<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   14856000 | PA      | $14860017.06  | 0.04%             | 2025-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                 | National Fuel Gas Co                                                                                                                       | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   31379000 | PA      | $31632923.26  | 0.07%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                               | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   28749000 | PA      | $29129208.69  | 0.07%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| KEY COMMERCIAL MORTGAGE TRUST 2019-S2                | Key Commercial Mortgage Securities Trust 2019-S2                                                                                           | CUSIP: 49307XAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   94145371 | PA      | $3932429.55   | 0.01%             | 2052-06-15      | Variable      | 1.35%                 | 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        |  120499000 | PA      | $115296214.68 | 0.27%             | 2027-12-27      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                | Stellantis Finance US Inc                                                                                                                  | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   32151000 | PA      | $32252153.80  | 0.08%             | 2028-03-17      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Palisades Center Trust                               | Palisades Center Trust 2016-PLSD                                                                                                           | CUSIP: 69640GAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   34071926 | PA      | $471821.22    | 0.00%             | 2033-04-13      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                       | Capital One NA                                                                                                                             | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |   28430000 | PA      | $29011814.55  | 0.07%             | 2028-08-09      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION SOFTWARE                               | Constellation Software Inc/Canada                                                                                                          | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |   13250000 | PA      | $13416060.13  | 0.03%             | 2029-02-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Trust 2016-GS2                                                                                                      | CUSIP: 36252TAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   28917000 | PA      | $28462332.23  | 0.07%             | 2049-05-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                               | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   33877000 | PA      | $32579980.77  | 0.08%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                               | Santander Holdings USA Inc                                                                                                                 | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   35038000 | PA      | $33679911.00  | 0.08%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                        | DTE Energy Co                                                                                                                              | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   48117000 | PA      | $48797269.97  | 0.12%             | 2029-03-01      | Fixed         | 5.10%                 | 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        |    6900880 | PA      | $6823814.90   | 0.02%             | 2052-10-25      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                               | Chase Auto Owner Trust 2024-1                                                                                                              | CUSIP: 16144BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   37324000 | PA      | $37609621.91  | 0.09%             | 2029-05-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER                                | AG TTMT Escrow Issuer LLC                                                                                                                  | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   75926000 | PA      | $78872308.43  | 0.19%             | 2027-09-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                             | Octane Receivables Trust 2024-2                                                                                                            | CUSIP: 67578YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   36878601 | PA      | $37204039.92  | 0.09%             | 2032-07-20      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                             | Crowdstrike Holdings Inc                                                                                                                   | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |   51889000 | PA      | $48602329.98  | 0.12%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR REMIC Trust 2024-DNA3                                                                                                    | CUSIP: 35564NEZ2<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | USGSE             | US        |    7725485 | PA      | $7723217.00   | 0.02%             | 2044-10-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                | KKR CLO 43 Ltd                                                                                                                             | CUSIP: 48255UAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    6000000 | PA      | $6033744.00   | 0.01%             | 2036-01-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                        | UBS Commercial Mortgage Trust 2017-C6                                                                                                      | CUSIP: 90276UAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5953996 | PA      | $5784489.57   | 0.01%             | 2050-12-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                    | National Grid PLC                                                                                                                          | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |   27330000 | PA      | $28125187.94  | 0.07%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                               | Protective Life Global Funding                                                                                                             | CUSIP: 74368CCC6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   24604000 | PA      | $24643941.40  | 0.06%             | 2030-06-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BX Trust                                             | BX Trust 2022-PSB                                                                                                                          | CUSIP: 05606DAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11331183 | PA      | $11338264.84  | 0.03%             | 2039-08-15      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                 | Matador Resources Co                                                                                                                       | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   37081000 | PA      | $37618822.82  | 0.09%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                               | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                      | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19996962.00  | 0.05%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                          | Long: SPH0028J4 CDS USD R F  1.50000 F_SPH0028J4 CMBX / Short: SPH0028J4 CDS USD P V 01MEVENT P_SPH0028J4 CMBX                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |     998670 | OU      | $-118558.79   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Navesink CLO, Limited                                | Navesink CLO 1 Ltd                                                                                                                         | CUSIP: 98886CAS5<br>LEI: 549300Z3UTJMSTE02P68 | Long             | ABS-CBDO         | CORP              | KY        |   33300000 | PA      | $33384249.00  | 0.08%             | 2033-07-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                             | Microchip Technology Inc                                                                                                                   | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   28770000 | PA      | $28863194.66  | 0.07%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                              | Australia & New Zealand Banking Group Ltd                                                                                                  | CUSIP: 052528AK2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   25108000 | PA      | $25036051.52  | 0.06%             | 2026-05-19      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                     | LPL Holdings Inc                                                                                                                           | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   28602000 | PA      | $28677676.32  | 0.07%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                              | Royal Caribbean Cruises Ltd                                                                                                                | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   54730000 | PA      | $54896676.93  | 0.13%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                     | First National Master Note Trust                                                                                                           | CUSIP: 32113CCE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   72020000 | PA      | $73023123.37  | 0.17%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                | Caesars Entertainment Inc                                                                                                                  | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   19856000 | PA      | $19897578.46  | 0.05%             | 2027-07-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2017-BNK8                                                                                                                             | CUSIP: 06650AAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6149155 | PA      | $6010324.11   | 0.01%             | 2050-11-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  135435000 | PA      | $134272355.53 | 0.32%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust        | JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY                                                                             | CUSIP: 46642MAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20772000 | PA      | $872424.00    | 0.00%             | 2027-06-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                  | Macquarie Group Ltd                                                                                                                        | CUSIP: 55608JAK4<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   38587000 | PA      | $37672642.83  | 0.09%             | 2028-11-28      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                             | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                                         | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              |  | US        |   43793000 | PA      | $42450578.14  | 0.10%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds               | Dominican Republic International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    7517000 | PA      | $7608030.87   | 0.02%             | 2026-01-29      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                             | Boost Newco Borrower LLC 2025 USD Term Loan B                                                                                              | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |  121315000 | PA      | $121675305.55 | 0.29%             | 2031-01-31      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                    | Cedar Funding VII Clo Ltd                                                                                                                  | CUSIP: 15032FAM8<br>LEI: 549300G87EGFMLOYN341 | Long             | ABS-CBDO         | CORP              | KY        |   31370000 | PA      | $31387724.05  | 0.07%             | 2031-01-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                             | First Citizens BancShares Inc/NC                                                                                                           | CUSIP: 31946MAA1<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   30775000 | PA      | $30770447.76  | 0.07%             | 2030-03-15      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                       | PSEG Power LLC                                                                                                                             | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23768000 | PA      | $24006452.70  | 0.06%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                  | American Express Co                                                                                                                        | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   36444000 | PA      | $36867177.89  | 0.09%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR REMIC Trust 2024-DNA2                                                                                                    | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | USGSE             | US        |   77372610 | PA      | $77765213.69  | 0.18%             | 2044-05-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                 | Range Resources Corp                                                                                                                       | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |   41778000 | PA      | $42943856.87  | 0.10%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                           | GLS Auto Receivables Issuer Trust 2025-2                                                                                                   | CUSIP: 37989BAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18410000 | PA      | $18440034.07  | 0.04%             | 2029-01-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                   | Osaic Holdings Inc                                                                                                                         | CUSIP: 00791GAA5<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |   51373000 | PA      | $51704482.23  | 0.12%             | 2027-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: —       |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2024-5C29                                                                                                             | CUSIP: 05555PAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   64300000 | PA      | $64075580.14  | 0.15%             | 2057-09-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| M&T Equipment Notes                                  | M&T Equipment 2024-LEAF1 Notes                                                                                                             | CUSIP: 55376YAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20885000 | PA      | $20986171.12  | 0.05%             | 2031-08-18      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                             | SLM Corp                                                                                                                                   | CUSIP: 78442PGE0<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |   19870000 | PA      | $19409167.01  | 0.05%             | 2026-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2017-C42                                                                                             | CUSIP: 95001GAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5079385 | PA      | $4932032.44   | 0.01%             | 2050-12-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust            | SFS Auto Receivables Securitization Trust 2024-3                                                                                           | CUSIP: 78436XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   37935000 | PA      | $38007471.02  | 0.09%             | 2030-06-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                                   | Viterra Finance BV                                                                                                                         | CUSIP: 92852LAC3<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |   51875000 | PA      | $51894238.88  | 0.12%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Apex Credit CLO LLC                                  | APEX CREDIT CLO 2018-II LTD                                                                                                                | CUSIP: 03754LBC8<br>LEI: 254900U9YTKPL76CYP79 | Long             | ABS-CBDO         | CORP              | KY        |   35069524 | PA      | $34988829.47  | 0.08%             | 2031-10-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                         | Centene Corp                                                                                                                               | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  214061000 | PA      | $209202093.58 | 0.50%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                               | RR 8 Ltd                                                                                                                                   | CUSIP: 74980FAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   90275000 | PA      | $90330609.40  | 0.21%             | 2037-07-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                  | Exeter Automobile Receivables Trust 2025-2                                                                                                 | CUSIP: 30168JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   33720000 | PA      | $34381303.15  | 0.08%             | 2031-07-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                          | Cencora Inc Delayed Draw Term Loan                                                                                                         | CUSIP: 15136UAK4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | LON              | CORP              | US        |  147904400 | PA      | $147349758.49 | 0.35%             | 2027-11-26      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                             | Microchip Technology Inc                                                                                                                   | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   24660000 | PA      | $24755652.93  | 0.06%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                         | Barclays PLC                                                                                                                               | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   10192000 | PA      | $10213322.17  | 0.02%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                           | Air Canada                                                                                                                                 | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |   62132000 | PA      | $61387093.24  | 0.15%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                  | Exeter Automobile Receivables Trust 2024-3                                                                                                 | CUSIP: 30165AAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   35643000 | PA      | $36108208.87  | 0.09%             | 2030-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   12348000 | PA      | $12867097.57  | 0.03%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                               | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  324747500 | PA      | $323472612.76 | 0.77%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Trust 2015-GS1                                                                                                      | CUSIP: 36252AAE6<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |   74819390 | PA      | $162447.86    | 0.00%             | 2048-11-10      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                             | F&G Annuities & Life Inc                                                                                                                   | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   39860000 | PA      | $41510615.75  | 0.10%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                              | Studio City Finance Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |    6634000 | PA      | $6623696.14   | 0.02%             | 2025-07-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                 | Bayer US Finance LLC                                                                                                                       | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   43020000 | PA      | $43663875.61  | 0.10%             | 2026-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                   | CNO Global Funding                                                                                                                         | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   29008000 | PA      | $27857657.59  | 0.07%             | 2026-10-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                       | Morgan Stanley                                                                                                                             | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   24450000 | PA      | $24701124.48  | 0.06%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                              | Hyundai Capital America                                                                                                                    | CUSIP: 44891ABX4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   42180000 | PA      | $38666790.68  | 0.09%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust               | Santander Drive Auto Receivables Trust 2025-1                                                                                              | CUSIP: 80288DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   31620000 | PA      | $31804607.05  | 0.08%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR REMIC Trust 2022-HQA2                                                                                                    | CUSIP: 35564KB24<br>LEI: 5493000IRLADKYZNON28 | Long             | ABS-MBS          | USGSE             | US        |   26986566 | PA      | $27614421.61  | 0.07%             | 2042-07-25      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                      | Gen Digital Inc 2021 Term Loan A                                                                                                           | CUSIP: 66877AAC2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |   97526529 | PA      | $97597723.08  | 0.23%             | 2027-09-10      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2017-BNK4                                                                                                                             | CUSIP: 06541FAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11935860 | PA      | $11712231.97  | 0.03%             | 2050-05-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Hudsons Bay Simon JV Trust                           | Hudsons Bay Simon JV Trust 2015-HBS                                                                                                        | CUSIP: 44422PAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   44223437 | PA      | $6114.33      | 0.00%             | 2034-08-05      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                     | ArcelorMittal SA                                                                                                                           | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   34107000 | PA      | $35382939.46  | 0.08%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                     | WFRBS Commercial Mortgage Trust 2014-C22                                                                                                   | CUSIP: 92890KBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   37769102 | PA      | $143454.60    | 0.00%             | 2057-09-15      | Variable      | 0.42%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                            | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F050478<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  640162000 | PA      | $640185167.46 | 1.52%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                        | Citigroup Inc                                                                                                                              | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   17272000 | PA      | $17051903.59  | 0.04%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                     | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13757397 | PA      | $14043496.12  | 0.03%             | 2043-05-25      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                             | EQT Corp                                                                                                                                   | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   92361000 | PA      | $90851042.66  | 0.22%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                          | Rad CLO 4 Ltd                                                                                                                              | CUSIP: 749984AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   18733308 | PA      | $18724053.85  | 0.04%             | 2032-04-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                       | Morgan Stanley                                                                                                                             | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   39185000 | PA      | $39560657.19  | 0.09%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust            | SFS Auto Receivables Securitization Trust 2023-1                                                                                           | CUSIP: 78398AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   44387434 | PA      | $44669901.90  | 0.11%             | 2028-10-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                                       | Ohio Edison Co                                                                                                                             | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8185000 | PA      | $8254695.36   | 0.02%             | 2029-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR REMIC Trust 2021-HQA4                                                                                                    | CUSIP: 35564KNK1<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | USGSE             | US        |   58751392 | PA      | $58704478.80  | 0.14%             | 2041-12-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                             | Huntington Ingalls Industries Inc                                                                                                          | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9228461.20   | 0.02%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| BX Trust                                             | BX Trust 2021-RISE                                                                                                                         | CUSIP: 12434EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   40660330 | PA      | $40548591.02  | 0.10%             | 2036-11-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                                 | Atlas Warehouse Lending Co LP                                                                                                              | CUSIP: 049463AD4<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   26731000 | PA      | $26900814.56  | 0.06%             | 2028-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                             | Manufacturers & Traders Trust Co                                                                                                           | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   47563000 | PA      | $47796905.80  | 0.11%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust             | AmeriCredit Automobile Receivables Trust 2024-1                                                                                            | CUSIP: 023947AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   38840000 | PA      | $39290909.10  | 0.09%             | 2029-01-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                          | Long: SPMK01MF8 CDS USD R F  1.50000 SPMK01MF8_FEE CMBX / Short: SPMK01MF8 CDS USD P V 01MEVENT SPMK01MF8_PRO CMBX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |     499335 | OU      | $-59279.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2016-C34                                                                                             | CUSIP: 95000DBG5<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-MBS          | CORP              | US        |  107549833 | PA      | $952429.06    | 0.00%             | 2049-06-15      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                           | US Bancorp                                                                                                                                 | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   41292000 | PA      | $41815720.89  | 0.10%             | 2030-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: B86374056 IRS USD R V 12MSOFR 486374058 CCPOIS / Short: B86374056 IRS USD P F  3.54573 486374057 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  465000000 | OU      | $1441104.55   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE US LLC                                | Holcim Finance US LLC                                                                                                                      | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   31049000 | PA      | $31216834.44  | 0.07%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Playa Resorts Holding BV                             | Playa Resorts Holding BV 2022 Term Loan B                                                                                                  | CUSIP: 72812NAJ5<br>LEI: 5493005SPBUMPZZCIZ96 | Long             | LON              | CORP              | NL        |   39981947 | PA      | $40026327.19  | 0.09%             | 2029-01-05      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                                     | Triton Container International Ltd                                                                                                         | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |   56086000 | PA      | $54715622.16  | 0.13%             | 2026-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                         | Barclays PLC                                                                                                                               | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   33243000 | PA      | $33586025.87  | 0.08%             | 2026-11-02      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                               | Lendmark Funding Trust 2021-2                                                                                                              | CUSIP: 52604DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  138926000 | PA      | $131388194.77 | 0.31%             | 2032-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DCP RIGHTS, LLC                                      | SHOW Trust 2022-BIZ                                                                                                                        | CUSIP: 82539LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  186000000 | PA      | $139500000.00 | 0.33%             | 2027-01-15      | Floating      | 7.32%                 | No            |                  3 | On Loan: No      |
| ENERGY TRANSFER LP                                   | Energy Transfer LP                                                                                                                         | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  100151000 | PA      | $101455929.47 | 0.24%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                 | Glencore Funding LLC                                                                                                                       | CUSIP: 378272AQ1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   10525000 | PA      | $10328047.78  | 0.02%             | 2027-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                      | CSAIL 2016-C6 Commercial Mortgage Trust                                                                                                    | CUSIP: 12636MAG3<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |  122938424 | PA      | $755419.74    | 0.00%             | 2049-01-15      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                        | UBS Commercial Mortgage Trust 2017-C1                                                                                                      | CUSIP: 90276EAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2961865 | PA      | $2871140.28   | 0.01%             | 2050-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                             | Warnermedia Holdings Inc                                                                                                                   | CUSIP: 55903VBB8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   34733000 | PA      | $32350296.40  | 0.08%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                    | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   50000000 | PA      | $50633500.50  | 0.12%             | 2027-08-14      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                             | Lloyds Banking Group PLC                                                                                                                   | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   18348000 | PA      | $18315229.74  | 0.04%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| World Financial Network Credit Card Master Trust     | World Financial Network Credit Card Master Note Trust 2024-B                                                                               | CUSIP: 981464HU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   35390000 | PA      | $35572339.90  | 0.08%             | 2031-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LBA Trust                                            | LBA Trust 2024-7IND                                                                                                                        | CUSIP: 52109XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   29700000 | PA      | $29759878.17  | 0.07%             | 2041-10-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| AEGON FUNDING CO LLC                                 | AEGON Funding Co LLC                                                                                                                       | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |   80352000 | PA      | $81195643.77  | 0.19%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| RGA GLOBAL FUNDING                                   | RGA Global Funding                                                                                                                         | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   32162000 | PA      | $33034541.87  | 0.08%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                | SBNA Auto Lease Trust 2024-C                                                                                                               | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   32858000 | PA      | $32840831.70  | 0.08%             | 2028-02-22      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2020-C7                                                                                                               | CUSIP: 05492VAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12040217 | PA      | $11416744.88  | 0.03%             | 2053-04-15      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                               | Anglo American Capital PLC                                                                                                                 | CUSIP: 034863AU4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   41549000 | PA      | $41298459.53  | 0.10%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                         | Navient Corp                                                                                                                               | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1952377.60   | 0.00%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                             | Jaguar Land Rover Automotive PLC                                                                                                           | CUSIP: 47010BAJ3<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |   66728000 | PA      | $66957010.50  | 0.16%             | 2025-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                               | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                      | CUSIP: 013092AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2630000 | PA      | $2590157.60   | 0.01%             | 2026-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds               | Romania Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   19590000 | PA      | $19431734.94  | 0.05%             | 2027-11-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Life Financial Services Trust                        | Life 2022-BMR Mortgage Trust                                                                                                               | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7945000 | PA      | $7716722.67   | 0.02%             | 2039-05-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                           | Intel Corp                                                                                                                                 | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   23258000 | PA      | $22832875.86  | 0.05%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                | Helmerich & Payne Inc                                                                                                                      | CUSIP: 423452AJ0<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   48551000 | PA      | $45859754.95  | 0.11%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| BMO Mortgage Trust                                   | BMO 2024-5C5 Mortgage Trust                                                                                                                | CUSIP: 05593RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   62845000 | PA      | $65188427.21  | 0.15%             | 2057-02-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| GREENKO DUTCH BV                                     | Greenko Dutch BV                                                                                                                           | CUSIP: 39530LAD2<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |   28466240 | PA      | $27883678.40  | 0.07%             | 2026-03-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| Santander Drive Auto Receivables Trust               | Santander Drive Auto Receivables Trust 2023-4                                                                                              | CUSIP: 802927AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16550000 | PA      | $16740434.23  | 0.04%             | 2028-12-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                            | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                                                                                | CUSIP: 61766EBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18050000 | PA      | $17764701.70  | 0.04%             | 2049-05-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                         | Illumina Inc                                                                                                                               | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   26121000 | PA      | $26098472.47  | 0.06%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                         | Navient Corp                                                                                                                               | CUSIP: 63938CAH1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   42371000 | PA      | $42380994.05  | 0.10%             | 2025-06-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                   | F&G Global Funding                                                                                                                         | CUSIP: 30321L2A9<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   36106000 | PA      | $34968754.88  | 0.08%             | 2026-06-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                       | Apidos Loan Fund 2024-1 Ltd                                                                                                                | CUSIP: 037986AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   26100000 | PA      | $26112658.50  | 0.06%             | 2035-04-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                       | EPR Properties                                                                                                                             | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   54181000 | PA      | $53618059.41  | 0.13%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                | Truist Financial Corp                                                                                                                      | CUSIP: 89788MAH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   45757000 | PA      | $45706309.02  | 0.11%             | 2026-07-28      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                      | Danske Bank A/S                                                                                                                            | CUSIP: 23636AAZ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   46515000 | PA      | $46079669.84  | 0.11%             | 2026-09-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                       | Morgan Stanley Capital I Trust 2016-UBS11                                                                                                  | CUSIP: 61767FBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   63349362 | PA      | $703684.71    | 0.00%             | 2049-08-15      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                             | Permian Resources Operating LLC                                                                                                            | CUSIP: 15138AAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   57192000 | PA      | $57078410.97  | 0.14%             | 2026-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                             | BX Trust 2022-LBA6                                                                                                                         | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   32960000 | PA      | $32909854.66  | 0.08%             | 2039-01-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                | AMMC CLO 25 Ltd                                                                                                                            | CUSIP: 00177GAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   31440000 | PA      | $31453424.88  | 0.07%             | 2035-04-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                         | Barclays PLC                                                                                                                               | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   27713000 | PA      | $27963559.05  | 0.07%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                            | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31                                                                                | CUSIP: 61766RBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  206860408 | PA      | $2305335.13   | 0.01%             | 2049-11-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                     | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6194073 | PA      | $6192792.93   | 0.01%             | 2044-02-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                              | Dell International LLC / EMC Corp                                                                                                          | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   19466000 | PA      | $19559611.41  | 0.05%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                | KKR CLO 23 Ltd                                                                                                                             | CUSIP: 48252YAQ2<br>LEI: 549300ULSPVDFXMNXZ65 | Long             | ABS-CBDO         | CORP              | KY        |   17910000 | PA      | $17927121.96  | 0.04%             | 2031-10-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| NMI HOLDINGS                                         | NMI Holdings Inc                                                                                                                           | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |   12397000 | PA      | $12597524.45  | 0.03%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                               | HAT Holdings I LLC / HAT Holdings II LLC                                                                                                   | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   38850000 | PA      | $40034925.00  | 0.09%             | 2027-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                              | GA Global Funding Trust                                                                                                                    | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   61976000 | PA      | $61448247.71  | 0.15%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                             | Macquarie Airfinance Holdings Ltd                                                                                                          | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   10942000 | PA      | $10785520.65  | 0.03%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Cent CLO LP                                          | Columbia Cent CLO 31 Ltd                                                                                                                   | CUSIP: 19737LAS2<br>LEI: 5493007YZPNOMQEILE23 | Long             | ABS-CBDO         | CORP              | KY        |   98430000 | PA      | $97996415.85  | 0.23%             | 2034-04-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                               | Standard Chartered PLC                                                                                                                     | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   32803000 | PA      | $33277818.83  | 0.08%             | 2027-07-06      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| World Financial Network Credit Card Master Trust     | World Financial Network Credit Card Master Trust                                                                                           | CUSIP: 981464HR4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   43450000 | PA      | $44340047.18  | 0.11%             | 2031-02-15      | Fixed         | 5.47%                 | 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        |   83012577 | PA      | $83099076.37  | 0.20%             | 2031-04-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2019-C50                                                                                             | CUSIP: 95001XBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10770000 | PA      | $10268073.84  | 0.02%             | 2052-05-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL                               | Mutual of Omaha Cos Global Funding                                                                                                         | CUSIP: 62829D2B5<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |   37111000 | PA      | $38060985.56  | 0.09%             | 2028-12-12      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                             | Permian Resources Operating LLC                                                                                                            | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   95263000 | PA      | $97046513.89  | 0.23%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust        | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-ICON                                                                           | CUSIP: 46650RAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13737000 | PA      | $13335293.58  | 0.03%             | 2034-01-05      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                 | Flutter Treasury DAC                                                                                                                       | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   48475000 | PA      | $49673447.43  | 0.12%             | 2029-04-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TCI-Flatiron CLO Ltd                                 | TCI-Flatiron Clo 2018-1 Ltd                                                                                                                | CUSIP: 87232AAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9685103 | PA      | $9696027.44   | 0.02%             | 2032-01-29      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                             | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   15827000 | PA      | $16388730.46  | 0.04%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                     | Flatiron RR CLO 22 LLC                                                                                                                     | CUSIP: 33883QAQ8<br>LEI: 5493000CIUZPG6SZO932 | Long             | ABS-CBDO         | CORP              | US        |   34000000 | PA      | $33758362.00  | 0.08%             | 2034-10-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                             | Delta Air Lines Inc / SkyMiles IP Ltd                                                                                                      | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    2464214 | PA      | $2455091.78   | 0.01%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL                               | Mutual of Omaha Cos Global Funding                                                                                                         | CUSIP: 62829D2F6<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |   23772000 | PA      | $24046517.39  | 0.06%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                     | GGAM Finance Ltd                                                                                                                           | CUSIP: 36170JAB2<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |   46486000 | PA      | $46961877.18  | 0.11%             | 2026-05-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                 | Glencore Funding LLC                                                                                                                       | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   31335000 | PA      | $32600821.19  | 0.08%             | 2028-10-06      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                         | UBS Group AG                                                                                                                               | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   10000000 | PA      | $10015506.30  | 0.02%             | 2028-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                 | National Fuel Gas Co                                                                                                                       | CUSIP: 636180BP5<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   24935000 | PA      | $24817024.29  | 0.06%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                     | DT Midstream Inc                                                                                                                           | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   91343000 | PA      | $87061345.29  | 0.21%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                  | NCL Corp Ltd                                                                                                                               | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   18333000 | PA      | $18356044.58  | 0.04%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                            | Boeing Co/The                                                                                                                              | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   21366000 | PA      | $20221252.88  | 0.05%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream LLC                                 | ONEOK Inc                                                                                                                                  | CUSIP: 29336TAA8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   42642000 | PA      | $43302399.21  | 0.10%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds               | Hungary Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   20000000 | PA      | $20614360.00  | 0.05%             | 2028-05-22      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                     | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16986083 | PA      | $17371979.71  | 0.04%             | 2042-12-25      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                   | Regal Rexnord Corp                                                                                                                         | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   31920000 | PA      | $33110877.42  | 0.08%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                        | Aircastle Ltd                                                                                                                              | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   32497000 | PA      | $33353023.30  | 0.08%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SODEXO INC                                           | Sodexo Inc                                                                                                                                 | CUSIP: 833794AC4<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |   15649000 | PA      | $15778939.12  | 0.04%             | 2030-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association             | Government National Mortgage Association                                                                                                   | CUSIP: 38378XX30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1761132 | PA      | $1697847.61   | 0.00%             | 2050-04-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                          | Swedbank AB                                                                                                                                | CUSIP: 870195AD6<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   39220000 | PA      | $39433823.52  | 0.09%             | 2029-11-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                | GM Financial Automobile Leasing Trust 2025-1                                                                                               | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   46120000 | PA      | $46324615.99  | 0.11%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                               | GE HealthCare Technologies Inc                                                                                                             | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   12250000 | PA      | $12319737.90  | 0.03%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                            | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                                                                                | CUSIP: 61766EBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   99243553 | PA      | $379656.21    | 0.00%             | 2049-05-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                                       | Romark CLO Ltd                                                                                                                             | CUSIP: 77587UAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   12451486 | PA      | $12460052.77  | 0.03%             | 2030-10-23      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                               | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL                                                                  | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |   19305000 | PA      | $18688784.40  | 0.04%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Solventum Corporation                                | Solventum Corporation Delayed Draw Term Loan                                                                                               | CUSIP: 88562GAD1<br>LEI: 254900I70403OSGY4M28 | Long             | LON              | CORP              | US        |    8286800 | PA      | $8297158.50   | 0.02%             | 2025-08-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                         | CD 2017-CD5 Mortgage Trust                                                                                                                 | CUSIP: 12515HAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12700703 | PA      | $12329481.77  | 0.03%             | 2050-08-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                    | Rakuten Group Inc                                                                                                                          | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |  108919000 | PA      | $117656746.85 | 0.28%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR REMIC Trust 2022-HQA3                                                                                                    | CUSIP: 35564KE39<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | USGSE             | US        |   17004041 | PA      | $17324877.15  | 0.04%             | 2042-08-25      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                              | Imperial Brands Finance PLC                                                                                                                | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    8800000 | PA      | $8673593.10   | 0.02%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                  | COMM 2012-CCRE4 Mortgage Trust                                                                                                             | CUSIP: 12624QAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   40900034 | PA      | $662245.16    | 0.00%             | 2045-10-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                             | Macquarie Airfinance Holdings Ltd                                                                                                          | CUSIP: 55609NAB4<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   66055000 | PA      | $69171937.29  | 0.16%             | 2029-03-30      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                               | Federation des Caisses Desjardins du Quebec                                                                                                | CUSIP: 31429KAK9<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   50861000 | PA      | $52417736.20  | 0.12%             | 2028-03-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DLLMT LLC                                            | DLLMT 2024-1 LLC                                                                                                                           | CUSIP: 23347AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10670000 | PA      | $10751307.53  | 0.03%             | 2028-08-21      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                     | LPL Holdings Inc                                                                                                                           | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   61498000 | PA      | $65331827.75  | 0.15%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                           | Intel Corp                                                                                                                                 | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   20548000 | PA      | $18592083.14  | 0.04%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| XPO INC                                              | XPO Inc                                                                                                                                    | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |   19265000 | PA      | $19493598.49  | 0.05%             | 2028-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                              | Hyundai Capital America                                                                                                                    | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $36140932.45  | 0.09%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                 | Las Vegas Sands Corp                                                                                                                       | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   74117000 | PA      | $72542295.39  | 0.17%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                             | Aon Corp                                                                                                                                   | CUSIP: 037389AK9<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |   71754000 | PA      | $75433175.59  | 0.18%             | 2027-01-01      | Fixed         | 8.21%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2025-5C3                                                                                             | CUSIP: 95004JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   93290000 | PA      | $98024999.25  | 0.23%             | 2058-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                         | UBS Group AG                                                                                                                               | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   57857000 | PA      | $56647602.40  | 0.13%             | 2029-01-12      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                             | Western Midstream Operating LP                                                                                                             | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   14522000 | PA      | $15082819.60  | 0.04%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                         | CSMC 2014-USA OA LLC                                                                                                                       | CUSIP: 12649AAE9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |  113021624 | PA      | $180133.86    | 0.00%             | 2037-09-15      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                             | Octane Receivables Trust 2022-2                                                                                                            | CUSIP: 67578XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3939189 | PA      | $3940373.69   | 0.01%             | 2028-02-22      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust               | Santander Drive Auto Receivables Trust 2024-4                                                                                              | CUSIP: 802919AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24740000 | PA      | $24871678.65  | 0.06%             | 2029-09-17      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Company LLC            | Corpay Technologies Operating Company LLC Term Loan B5                                                                                     | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |   85528651 | PA      | $85615890.59  | 0.20%             | 2028-04-28      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust               | GreenSky Home Improvement Issuer Trust 2024-2                                                                                              | CUSIP: 39571XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13061343 | PA      | $13081912.48  | 0.03%             | 2059-10-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                          | OCP CLO 2016-11 Ltd                                                                                                                        | CUSIP: 67110DBA4<br>LEI: 254900QIJ8IQOK988683 | Long             | ABS-CBDO         | CORP              | KY        |   69640000 | PA      | $69685335.64  | 0.17%             | 2036-04-26      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Incorporated                    | Elanco Animal Health Inc Term Loan B                                                                                                       | CUSIP: 28414BAF3<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |  124132182 | PA      | $124129698.99 | 0.29%             | 2027-08-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                  | Citigroup Commercial Mortgage Trust 2016-GC36                                                                                              | CUSIP: 17324TAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   85167635 | PA      | $261302.82    | 0.00%             | 2049-02-10      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                             | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   21656000 | PA      | $20996356.29  | 0.05%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank5                                                | BANK5 2024-5YR8                                                                                                                            | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   45845000 | PA      | $47650761.20  | 0.11%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                         | Huntington Bank Auto Credit-Linked Notes Series 2024-1                                                                                     | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   38034378 | PA      | $38558564.48  | 0.09%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                               | Aviation Capital Group LLC                                                                                                                 | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   84521000 | PA      | $82882361.79  | 0.20%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                             | Lloyds Banking Group PLC                                                                                                                   | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   41528000 | PA      | $42119707.56  | 0.10%             | 2027-08-07      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                            | Boeing Co/The                                                                                                                              | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   41755000 | PA      | $42020924.65  | 0.10%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                              | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   16537000 | PA      | $16774884.08  | 0.04%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                               | Lendmark Funding Trust 2024-1                                                                                                              | CUSIP: 52603DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   32801000 | PA      | $33243977.51  | 0.08%             | 2032-06-21      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC                                 | ONEOK Inc                                                                                                                                  | CUSIP: 29336TAC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   46697000 | PA      | $47644575.52  | 0.11%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                | AMMC CLO 23 Ltd                                                                                                                            | CUSIP: 00177JBJ3<br>LEI: 549300ICO4ZE2FVC2Y46 | Long             | ABS-CBDO         | CORP              | KY        |  118500000 | PA      | $118614471.00 | 0.28%             | 2035-04-17      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                           | Affirm Asset Securitization Trust 2024-B                                                                                                   | CUSIP: 00835AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16765000 | PA      | $16741205.44  | 0.04%             | 2029-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                      | Danske Bank A/S                                                                                                                            | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   84056000 | PA      | $83456457.97  | 0.20%             | 2028-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                 | Enel Finance International NV                                                                                                              | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   42961000 | PA      | $43507449.31  | 0.10%             | 2029-06-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd      | Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd                                                                                     | CUSIP: 03880KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5640005 | PA      | $5639969.31   | 0.01%             | 2034-08-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                   | Coterra Energy Inc                                                                                                                         | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |   30495000 | PA      | $30027783.97  | 0.07%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                               | HAT Holdings I LLC / HAT Holdings II LLC                                                                                                   | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  104735000 | PA      | $102024678.14 | 0.24%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                               | Chase Auto Owner Trust 2024-5                                                                                                              | CUSIP: 16144QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   25000000 | PA      | $24900385.00  | 0.06%             | 2029-08-27      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   74461000 | PA      | $72054417.50  | 0.17%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                     | Societe Generale SA                                                                                                                        | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   70472000 | PA      | $70923519.74  | 0.17%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                              | GLP Capital LP / GLP Financing II Inc                                                                                                      | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              |  | US        |   15722000 | PA      | $15762484.15  | 0.04%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust               | Santander Drive Auto Receivables Trust 2024-3                                                                                              | CUSIP: 80287LAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   36695000 | PA      | $37104666.65  | 0.09%             | 2029-09-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                      | Venture 33 CLO Ltd                                                                                                                         | CUSIP: 92330YAN3<br>LEI: 549300NQPL9XHZ20E278 | Long             | ABS-CBDO         | CORP              | KY        |   28652619 | PA      | $28670755.93  | 0.07%             | 2031-07-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                             | Lincoln Financial Global Funding                                                                                                           | CUSIP: 53359KAA9<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |   32519000 | PA      | $33253163.25  | 0.08%             | 2030-01-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                            | IQVIA Inc                                                                                                                                  | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   12906000 | PA      | $12835857.18  | 0.03%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                  | Citigroup Commercial Mortgage Trust 2016-GC36                                                                                              | CUSIP: 17324TAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27260000 | PA      | $26890804.19  | 0.06%             | 2049-02-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SYNOVUS BANK GA                                      | Synovus Bank/Columbus GA                                                                                                                   | CUSIP: 87164DSE1<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |   23310000 | PA      | $22965729.02  | 0.05%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Newark BSL CLO 1 Ltd.                                | Newark BSL CLO 1 Ltd                                                                                                                       | CUSIP: 65023TAJ1<br>LEI: 549300R0C043JWD1XY94 | Long             | ABS-CBDO         | CORP              | KY        |    9789293 | PA      | $9798729.88   | 0.02%             | 2029-12-21      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                 | Bayer US Finance LLC                                                                                                                       | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   86164000 | PA      | $89605034.30  | 0.21%             | 2029-01-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| JP Morgan Chase Commercial Mortgage Sec Trust        | JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY                                                                             | CUSIP: 46642MAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14352000 | PA      | $226044.00    | 0.00%             | 2027-06-10      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                              | GLP Capital LP / GLP Financing II Inc                                                                                                      | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              |  | US        |   95084000 | PA      | $94934101.02  | 0.22%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Setanta Aircraft Leasing Designated Activity Company | Setanta Aircraft Leasing Designated Activity Company 2024 Term Loan B                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |   19601935 | PA      | $19734934.45  | 0.05%             | 2028-11-05      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                                   | Viterra Finance BV                                                                                                                         | CUSIP: 92852LAA7<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |   47780000 | PA      | $46551563.78  | 0.11%             | 2026-04-21      | Fixed         | 2.00%                 | 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        |    5600000 | PA      | $5602442.72   | 0.01%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                        | UBS Commercial Mortgage Trust 2017-C5                                                                                                      | CUSIP: 90276TAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8700000 | PA      | $8427261.96   | 0.02%             | 2050-11-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                             | Neuberger Berman Loan Advisers Clo 51 Ltd                                                                                                  | CUSIP: 64135BAL3<br>LEI: 549300E2R8NH2QE50368 | Long             | ABS-CBDO         | CORP              | JE        |   96990000 | PA      | $97044508.38  | 0.23%             | 2036-10-23      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                           | Affirm Asset Securitization Trust 2023-B                                                                                                   | CUSIP: 00792FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   94355000 | PA      | $94814225.79  | 0.22%             | 2028-09-15      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                           | LAD Auto Receivables Trust 2024-3                                                                                                          | CUSIP: 505709AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   31252985 | PA      | $31251440.83  | 0.07%             | 2027-11-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                               | Standard Chartered PLC                                                                                                                     | CUSIP: 853254CW8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   40593000 | PA      | $41791925.22  | 0.10%             | 2028-02-08      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                      | CFCRE Commercial Mortgage Trust 2016-C4                                                                                                    | CUSIP: 12531YAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   47679178 | PA      | $279981.67    | 0.00%             | 2058-05-10      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                        | Carnival Corp                                                                                                                              | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |  162901000 | PA      | $157504904.38 | 0.37%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                        | UBS Commercial Mortgage Trust 2017-C7                                                                                                      | CUSIP: 90276WAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3776538 | PA      | $3669945.61   | 0.01%             | 2050-12-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                               | VICI Properties LP / VICI Note Co Inc                                                                                                      | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              |  | US        |   77290000 | PA      | $75908410.33  | 0.18%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                                                   | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  158543000 | PA      | $156169392.50 | 0.37%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                            | MSBAM                                                                                                                                      | CUSIP: 61778GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   63980000 | PA      | $66089804.48  | 0.16%             | 2058-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                           | Navient Private Education Refi Loan Trust 2021-C                                                                                           | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   59527983 | PA      | $53335138.45  | 0.13%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                | Westlake Automobile Receivables Trust 2024-1                                                                                               | CUSIP: 96043RAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9340000 | PA      | $9483316.70   | 0.02%             | 2029-10-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| HERBALIFE/HLF FINANCING                              | Herbalife Nutrition Ltd / HLF Financing Inc                                                                                                | CUSIP: 42704MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   35937000 | PA      | $36011680.68  | 0.09%             | 2025-09-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MARS INC                                             | Mars Inc                                                                                                                                   | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   58877000 | PA      | $59265493.41  | 0.14%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust               | Santander Drive Auto Receivables Trust 2024-5                                                                                              | CUSIP: 802920AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   65605000 | PA      | $65627620.60  | 0.16%             | 2029-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                     | Crown Castle Inc                                                                                                                           | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   21905000 | PA      | $21905284.11  | 0.05%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                     | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   54200833 | PA      | $54126507.56  | 0.13%             | 2044-07-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                               | Anglo American Capital PLC                                                                                                                 | CUSIP: 034863BB5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    8570000 | PA      | $8271005.64   | 0.02%             | 2029-03-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                          | Rad CLO 7 Ltd                                                                                                                              | CUSIP: 74936GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   78800000 | PA      | $78918200.00  | 0.19%             | 2036-04-17      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                 | Verizon Master Trust                                                                                                                       | CUSIP: 92348KDJ9<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   24075000 | PA      | $24002353.69  | 0.06%             | 2032-08-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                  | Affirm Master Trust                                                                                                                        | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   44005000 | PA      | $44128152.39  | 0.10%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                              | Royal Caribbean Cruises Ltd                                                                                                                | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   43784000 | PA      | $43817626.11  | 0.10%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                             | Sammons Financial Group Global Funding                                                                                                     | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   19748000 | PA      | $20002728.86  | 0.05%             | 2028-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Graham Holdings Co                                   | Graham Holdings Co                                                                                                                         | CUSIP: 384637AA2<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |   13329000 | PA      | $13323588.43  | 0.03%             | 2026-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                               | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   41710000 | PA      | $41830567.76  | 0.10%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                  | NCL Corp Ltd                                                                                                                               | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   53935000 | PA      | $53981330.17  | 0.13%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                       | NRG Energy Inc                                                                                                                             | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   13293000 | PA      | $13078434.23  | 0.03%             | 2025-12-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                       | Synchrony Bank                                                                                                                             | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   41801000 | PA      | $41849268.45  | 0.10%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                | Uber Technologies Inc                                                                                                                      | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |  183255000 | PA      | $180625840.52 | 0.43%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                     | LPL Holdings Inc                                                                                                                           | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   88110000 | PA      | $84777218.10  | 0.20%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                              | Hyundai Capital America                                                                                                                    | CUSIP: 44891ACG0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   46778000 | PA      | $47207402.39  | 0.11%             | 2026-06-26      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NEW GOLD INC                                         | New Gold Inc                                                                                                                               | CUSIP: 644535AH9<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |   36259000 | PA      | $36467017.88  | 0.09%             | 2027-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                    | NatWest Group PLC                                                                                                                          | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   39204000 | PA      | $39343763.83  | 0.09%             | 2029-05-18      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust        | JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY                                                                             | CUSIP: 46642MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  163798100 | PA      | $42997001.25  | 0.10%             | 2027-06-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| TRIUMPH GROUP INC                                    | Triumph Group Inc                                                                                                                          | CUSIP: 896818AU5<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |  131051000 | PA      | $137400289.90 | 0.33%             | 2028-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   77683000 | PA      | $77909976.52  | 0.18%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                               | Nationstar Mortgage Holdings Inc                                                                                                           | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25406000 | PA      | $25369735.48  | 0.06%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust        | JPMCC Commercial Mortgage Securities Trust 2017-JP7                                                                                        | CUSIP: 465968AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1941710 | PA      | $1896904.20   | 0.00%             | 2050-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                              | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   59474000 | PA      | $59792950.74  | 0.14%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                        | UniCredit SpA                                                                                                                              | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   35554000 | PA      | $35296861.38  | 0.08%             | 2026-09-22      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUND TRUST II                              | Alexander Funding Trust II                                                                                                                 | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   55927000 | PA      | $59313996.72  | 0.14%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                             | Virgin Media Bristol LLC USD Term Loan N                                                                                                   | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |  104425000 | PA      | $102956262.38 | 0.24%             | 2028-01-31      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                               | Energizer Holdings Inc                                                                                                                     | CUSIP: 29272WAF6<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    9880000 | PA      | $9953309.60   | 0.02%             | 2027-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                       | Mariner Finance Issuance Trust 2021-B                                                                                                      | CUSIP: 56847JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   69465000 | PA      | $66002461.50  | 0.16%             | 2036-11-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                             | Lloyds Banking Group PLC                                                                                                                   | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   29589000 | PA      | $29510951.32  | 0.07%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: B86374134 IRS USD R V 12MSOFR 486374136 CCPOIS / Short: B86374134 IRS USD P F  3.49270 486374135 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        | 1712000000 | OU      | $6142500.98   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                 | Bank of America Corp                                                                                                                       | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   62426000 | PA      | $62828145.79  | 0.15%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Group Ltd                         | Marvell Technology Group Ltd 2020 5 Year Term Loan A                                                                                       | CUSIP: 57385HAN7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   21285195 | PA      | $21365014.74  | 0.05%             | 2025-12-07      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                                   | Macquarie Bank Ltd                                                                                                                         | CUSIP: 55608XAB3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   32811000 | PA      | $32809230.17  | 0.08%             | 2025-06-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| VOLKSWAGEN GROUP AMERICA                             | Volkswagen Group of America Finance LLC                                                                                                    | CUSIP: 928668BV3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   63166000 | PA      | $63728804.64  | 0.15%             | 2026-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AON CORPORATION                                      | Aon Corporation Term Loan A                                                                                                                | CUSIP: 03739XAV1<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | LON              | CORP              | US        |   38169120 | PA      | $38169120.00  | 0.09%             | 2027-06-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                         | AES Corp/The                                                                                                                               | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   61750000 | PA      | $62575065.83  | 0.15%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                             | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   28081000 | PA      | $27897924.80  | 0.07%             | 2026-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                           | LAD Auto Receivables Trust 2024-3                                                                                                          | CUSIP: 505709AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20000000 | PA      | $20012686.00  | 0.05%             | 2029-03-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                          | BNP Paribas SA                                                                                                                             | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  168306000 | PA      | $162512387.41 | 0.38%             | 2028-01-20      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA                             | Trans-Allegheny Interstate Line Co                                                                                                         | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8269000 | PA      | $8336280.97   | 0.02%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III                               | Fresenius Medical Care US Finance III Inc                                                                                                  | CUSIP: 35805BAA6<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |   15676000 | PA      | $14889211.21  | 0.04%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                             | Vertiv Group Corporation 2024 Term Loan B                                                                                                  | CUSIP: 92537EAF5<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |   30923547 | PA      | $30929731.32  | 0.07%             | 2027-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                  | Global Payments Inc                                                                                                                        | CUSIP: 37961CT28<br>LEI: 549300NOMHGVQBX6S778 | Long             | STIV             | CORP              | US        |   34400000 | PA      | $34400000.00  | 0.08%             | 2025-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                               | Spirit AeroSystems Inc                                                                                                                     | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   53394000 | PA      | $59027862.57  | 0.14%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                             | Jackson National Life Global Funding                                                                                                       | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   56094000 | PA      | $56187312.37  | 0.13%             | 2028-06-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                           | Mattel Inc                                                                                                                                 | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   61268000 | PA      | $61528695.34  | 0.15%             | 2027-12-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                     | WFRBS Commercial Mortgage Trust 2014-C22                                                                                                   | CUSIP: 92890KBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8594597 | PA      | $1462.80      | 0.00%             | 2057-09-15      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                             | Citizens Financial Group Inc                                                                                                               | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   36493000 | PA      | $36545183.53  | 0.09%             | 2031-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                             | BX Commercial Mortgage Trust 2021-XL2                                                                                                      | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13001127 | PA      | $12999289.04  | 0.03%             | 2038-10-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                             | First Citizens BancShares Inc/NC                                                                                                           | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   58889000 | PA      | $58671925.13  | 0.14%             | 2031-03-12      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                    | NSTAR Electric Co                                                                                                                          | CUSIP: 67021CAX5<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   27160000 | PA      | $27334413.10  | 0.06%             | 2030-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                             | Antero Midstream Partners LP / Antero Midstream Finance Corp                                                                               | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   26953000 | PA      | $26946385.73  | 0.06%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                             | EQT Corp                                                                                                                                   | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |  103261000 | PA      | $101423402.35 | 0.24%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                | Truist Financial Corp                                                                                                                      | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   23827000 | PA      | $24367900.54  | 0.06%             | 2030-01-24      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust                      | M&T Bank Auto Receivables Trust 2025-1                                                                                                     | CUSIP: 55287XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   23320000 | PA      | $23463627.88  | 0.06%             | 2030-06-17      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                | KKR CLO 23 Ltd                                                                                                                             | CUSIP: 48252YAS8<br>LEI: 549300ULSPVDFXMNXZ65 | Long             | ABS-CBDO         | CORP              | KY        |    7750000 | PA      | $7758083.25   | 0.02%             | 2031-10-20      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY INC                                     | Viper Energy Inc                                                                                                                           | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |   60056000 | PA      | $59796443.97  | 0.14%             | 2027-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                              | Dryden 43 Senior Loan Fund                                                                                                                 | CUSIP: 26245CBQ5<br>LEI: 5493002P75UIPU4MC757 | Long             | ABS-CBDO         | CORP              | KY        |  105530000 | PA      | $105199057.92 | 0.25%             | 2034-04-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   34854000 | PA      | $35966713.95  | 0.09%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                    | Newell Brands Inc                                                                                                                          | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     857000 | PA      | $863587.76    | 0.00%             | 2026-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| East West Investment Management CLO 2019-1, Ltd.     | CIFC Falcon 2020 Ltd                                                                                                                       | CUSIP: 27580XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   15131869 | PA      | $15160604.66  | 0.04%             | 2033-01-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                        | Boeing Co/The                                                                                                                              | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   51466000 | PA      | $52920605.69  | 0.13%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                             | California Resources Corp                                                                                                                  | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |   15906000 | PA      | $15904299.65  | 0.04%             | 2026-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                             | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                                        | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  109391000 | PA      | $106007000.35 | 0.25%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                   | SONOCO PRODUCTS CO TERM LOAN                                                                                                               | CUSIP: 000000000<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | LON              | CORP              | US        |   22000000 | PA      | $22082500.00  | 0.05%             | 2026-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING                             | Capital Power US Holdings Inc                                                                                                              | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   36989000 | PA      | $37230879.21  | 0.09%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                               | CNH Industrial Capital LLC                                                                                                                 | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   19727000 | PA      | $19771008.18  | 0.05%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Corp Trust 2021-ROSS                                                                                                | CUSIP: 36264YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   47760000 | PA      | $44894127.77  | 0.11%             | 2026-05-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                               | Lumen Technologies Inc 2024 Extended Term Loan B2                                                                                          | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   57768301 | PA      | $57279003.27  | 0.14%             | 2030-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                        | Synchrony Card Funding LLC                                                                                                                 | CUSIP: 87166PAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   41992000 | PA      | $42494497.27  | 0.10%             | 2029-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                   | Royalty Pharma PLC                                                                                                                         | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   24095000 | PA      | $24370975.70  | 0.06%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                     | OneMain Financial Issuance Trust 2020-2                                                                                                    | CUSIP: 682696AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14375000 | PA      | $13650350.50  | 0.03%             | 2035-09-14      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Ausgrid Finance Pty Ltd                              | Ausgrid Finance Pty Ltd                                                                                                                    | CUSIP: 052113AB3<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |   12691000 | PA      | $12502289.78  | 0.03%             | 2028-08-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                             | United Wholesale Mortgage LLC                                                                                                              | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |   44386000 | PA      | $44377850.73  | 0.11%             | 2025-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                  | Sprint Capital Corp                                                                                                                        | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   59556000 | PA      | $63725199.91  | 0.15%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                              | BPCE SA                                                                                                                                    | CUSIP: 05578QAE3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   22232000 | PA      | $22244937.02  | 0.05%             | 2026-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                     | LPL Holdings Inc                                                                                                                           | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   16168000 | PA      | $16443365.45  | 0.04%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                              | Hyundai Capital America                                                                                                                    | CUSIP: 44891ACU9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   23600000 | PA      | $23797113.57  | 0.06%             | 2029-01-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2021-B23 Mortgage Trust                                                                                                          | CUSIP: 08162RAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   28429786 | PA      | $25745314.47  | 0.06%             | 2054-02-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                | Athene Global Funding                                                                                                                      | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $40572481.20  | 0.10%             | 2027-03-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| PALOMINO FUNDING TRUST I                             | Palomino Funding Trust I                                                                                                                   | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   29716000 | PA      | $31269092.48  | 0.07%             | 2028-05-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                              | Crescent Energy Finance LLC                                                                                                                | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |  132076000 | PA      | $136485960.85 | 0.32%             | 2028-02-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                             | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   46867000 | PA      | $44077154.65  | 0.10%             | 2028-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TRINITY INDUSTRIES INC                               | Trinity Industries Inc                                                                                                                     | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2391528.50   | 0.01%             | 2028-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                  | Nissan Auto Receivables 2025-A Owner Trust                                                                                                 | CUSIP: 65481GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   27765000 | PA      | $27848630.96  | 0.07%             | 2029-12-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                | Bank of Ireland Group PLC                                                                                                                  | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   55106000 | PA      | $56283485.17  | 0.13%             | 2030-03-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                               | US 2YR NOTE (CBT) SEP25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     101747 | NC      | $23423477.66  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Credit Auto Lease Trust                         | Ford Credit Auto Lease Trust 2025-A                                                                                                        | CUSIP: 345282AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   69650000 | PA      | $70041892.69  | 0.17%             | 2028-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO X Ltd                                    | Elmwood CLO X Ltd                                                                                                                          | CUSIP: 29002VAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   29500000 | PA      | $29520974.50  | 0.07%             | 2034-04-20      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                              | Corebridge Global Funding                                                                                                                  | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   20497000 | PA      | $20553849.25  | 0.05%             | 2027-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                 | National Fuel Gas Co                                                                                                                       | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   33891000 | PA      | $34575987.27  | 0.08%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                             | Hess Midstream Operations LP                                                                                                               | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14795000 | PA      | $14949888.86  | 0.04%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE US LLC                                | Holcim Finance US LLC                                                                                                                      | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   20451000 | PA      | $20593757.59  | 0.05%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                | Westlake Automobile Receivables Trust 2024-2                                                                                               | CUSIP: 96042YAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   48660000 | PA      | $49480719.02  | 0.12%             | 2030-04-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                             | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                             | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   73209000 | PA      | $73236141.50  | 0.17%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                   | Southwest Gas Corp                                                                                                                         | CUSIP: 845011AH8<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |   42112000 | PA      | $42958081.46  | 0.10%             | 2028-03-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                               | Brazilian Government International Bond                                                                                                    | CUSIP: 105756CD0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    5000000 | PA      | $4999250.00   | 0.01%             | 2025-06-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                     | HF Sinclair Corp                                                                                                                           | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   52437000 | PA      | $52195916.17  | 0.12%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                     | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20755DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31503961 | PA      | $32219013.14  | 0.08%             | 2042-07-25      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                               | Canyon Capital CLO 2019-2 Ltd                                                                                                              | CUSIP: 13887WAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   12750000 | PA      | $12710105.25  | 0.03%             | 2034-10-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                | Continental Resources Inc/OK                                                                                                               | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   80948000 | PA      | $79208785.27  | 0.19%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                            | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F060469<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27911000 | PA      | $28581940.81  | 0.07%             | 2039-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                | Jackson Financial Inc                                                                                                                      | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |   25281000 | PA      | $25490194.71  | 0.06%             | 2027-06-08      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                | Helmerich & Payne Inc                                                                                                                      | CUSIP: 423452AH4<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   32608000 | PA      | $32291090.35  | 0.08%             | 2027-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARL                                     | Hazine Mustesarligi Varlik Kiralama AS                                                                                                     | CUSIP: 000000000<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |   17631000 | PA      | $17532522.05  | 0.04%             | 2026-06-22      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                            | Boeing Co/The                                                                                                                              | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   34312000 | PA      | $33239393.84  | 0.08%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                  | Intesa Sanpaolo SpA                                                                                                                        | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |  100244000 | PA      | $100485708.33 | 0.24%             | 2026-01-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                  | Buckeye Partners LP 2024 Term Loan B5                                                                                                      | CUSIP: 11823LAP0<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |   40674447 | PA      | $40760066.32  | 0.10%             | 2026-11-01      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                        | DTE Energy Co                                                                                                                              | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   36257000 | PA      | $36594241.58  | 0.09%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                  | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QBW1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   41678000 | PA      | $40908828.34  | 0.10%             | 2026-01-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| DBWF Mortgage Trust                                  | DBWF Mortgage Trust                                                                                                                        | CUSIP: 23306NAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5531142 | PA      | $12202.97     | 0.00%             | 2034-06-10      | Variable      | 0.42%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                               | Canyon CLO 2020-2 Ltd                                                                                                                      | CUSIP: 13876NAW3<br>LEI: 2549001ZLWJBJYTM8I33 | Long             | ABS-CBDO         | CORP              | KY        |   17350000 | PA      | $17249977.25  | 0.04%             | 2034-10-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Cherry Securitization Trust                          | Cherry Securitization Trust 2025-1                                                                                                         | CUSIP: 16473RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   39590000 | PA      | $39957510.01  | 0.09%             | 2032-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SITIO ROYAL OP / SIT FIN                             | Sitio Royalties Operating Partnership LP / Sitio Finance Corp                                                                              | CUSIP: 82983MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   43315000 | PA      | $44708183.66  | 0.11%             | 2028-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                                    | Ma'aden Sukuk Ltd                                                                                                                          | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |   24270000 | PA      | $24580716.68  | 0.06%             | 2030-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                            | Block Inc                                                                                                                                  | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   47254000 | PA      | $46108319.68  | 0.11%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                               | RR 12 Ltd                                                                                                                                  | CUSIP: 74989HAL6<br>LEI: 549300RLLUH00ZYECJ34 | Long             | ABS-CBDO         | CORP              | KY        |   48700000 | PA      | $48717191.10  | 0.12%             | 2036-01-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                             | Amcor Flexibles North America Inc                                                                                                          | CUSIP: 02344AAC2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   23744000 | PA      | $23811775.11  | 0.06%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NBM US Holdings Inc                                  | NBM US Holdings Inc                                                                                                                        | CUSIP: 62877VAA9<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | US        |   13781000 | PA      | $13829054.35  | 0.03%             | 2026-05-14      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| APA CORP                                             | APA Corp                                                                                                                                   | CUSIP: 03743QAD0<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   45219000 | PA      | $43449777.68  | 0.10%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BACARDI-MARTINI BV                                   | Bacardi-Martini BV                                                                                                                         | CUSIP: 05634WAA0<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |   40549000 | PA      | $41321818.53  | 0.10%             | 2030-02-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                                | Atlassian Corp                                                                                                                             | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |   46591000 | PA      | $47539506.10  | 0.11%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                          | Long: SPGK021B5 CDS USD R F  1.50000 F_SPGK021B5 CMBX / Short: SPGK021B5 CDS USD P V 01MEVENT P_SPGK021B5 CMBX                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |     998670 | OU      | $-118558.79   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                            | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                                                                                | CUSIP: 61691GAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9483939 | PA      | $9330473.69   | 0.02%             | 2049-12-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                         | ARES L CLO Ltd                                                                                                                             | CUSIP: 04018LAJ4<br>LEI: 549300S7Y78W7UJHZZ39 | Long             | ABS-CBDO         | CORP              | KY        |   39209159 | PA      | $39232135.91  | 0.09%             | 2032-01-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                          | Ovintiv Inc                                                                                                                                | CUSIP: 651290AR9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   60306000 | PA      | $60339761.71  | 0.14%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                    | General Motors Co                                                                                                                          | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   16342000 | PA      | $16478079.02  | 0.04%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                             | Corp Financiera de Desarrollo SA                                                                                                           | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |    7197000 | PA      | $7231042.39   | 0.02%             | 2030-05-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                        | Ballyrock CLO 2019-2 Ltd                                                                                                                   | CUSIP: 05875MAX0<br>LEI: 254900IF22Z7SA13VI60 | Long             | ABS-CBDO         | CORP              | KY        |    9000000 | PA      | $9002916.00   | 0.02%             | 2036-02-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Solventum Corporation                                | Solventum Corporation Term Loan                                                                                                            | CUSIP: 88562GAE9<br>LEI: 254900I70403OSGY4M28 | Long             | LON              | CORP              | US        |  129308000 | PA      | $129308000.00 | 0.31%             | 2027-02-16      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                            | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F060477<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  284775000 | PA      | $291475975.03 | 0.69%             | 2039-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                            | Amgen Inc                                                                                                                                  | CUSIP: 031162DN7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   26424000 | PA      | $26430653.30  | 0.06%             | 2026-03-02      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                         | UBS Group AG                                                                                                                               | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   12475000 | PA      | $12468624.90  | 0.03%             | 2027-08-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                  | COMM 2014-UBS5 Mortgage Trust                                                                                                              | CUSIP: 12592KBD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13166131 | PA      | $238.31       | 0.00%             | 2047-09-10      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX LLC                                | Rentokil Terminix Funding LLC                                                                                                              | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |   39274000 | PA      | $39165877.50  | 0.09%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                  | DBGS 2018-C1 Mortgage Trust                                                                                                                | CUSIP: 23307DBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   42483000 | PA      | $41716487.73  | 0.10%             | 2051-10-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                             | Lincoln Financial Global Funding                                                                                                           | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |   28714000 | PA      | $28783045.97  | 0.07%             | 2028-05-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                              | Brighthouse Financial Global Funding                                                                                                       | CUSIP: 10921U2L1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   51015000 | PA      | $52022950.29  | 0.12%             | 2029-06-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                      | CSAIL 2017-CX10 Commercial Mortgage Trust                                                                                                  | CUSIP: 12595JAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5800000 | PA      | $5648530.68   | 0.01%             | 2050-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                         | Barclays PLC                                                                                                                               | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   42614000 | PA      | $41138904.46  | 0.10%             | 2027-11-24      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                             | Vistra Operations Co LLC                                                                                                                   | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   10942000 | PA      | $10977375.49  | 0.03%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Trust 2018-GS9                                                                                                      | CUSIP: 36255NAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25083452 | PA      | $24566993.76  | 0.06%             | 2051-03-10      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                 | M&T Bank Corp                                                                                                                              | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   43711000 | PA      | $43569962.96  | 0.10%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                     | OneMain Financial Issuance Trust 2021-1                                                                                                    | CUSIP: 68269MAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18050000 | PA      | $17179991.81  | 0.04%             | 2036-06-16      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                            | Boeing Co/The                                                                                                                              | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   53788000 | PA      | $51911183.38  | 0.12%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                            | Hess Corp                                                                                                                                  | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   21328000 | PA      | $23870055.31  | 0.06%             | 2029-10-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                    | Suncor Energy Inc                                                                                                                          | CUSIP: 71644EAE2<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |   22444000 | PA      | $23168250.82  | 0.05%             | 2026-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                       | Morgan Stanley                                                                                                                             | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   18791000 | PA      | $19075284.34  | 0.05%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                | Westlake Automobile Receivables Trust 2024-3                                                                                               | CUSIP: 96043CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   31280000 | PA      | $31284088.30  | 0.07%             | 2028-04-17      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust             | AmeriCredit Automobile Receivables Trust 2023-2                                                                                            | CUSIP: 03065UAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3502733 | PA      | $3509379.81   | 0.01%             | 2027-04-19      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                        | Carnival Corp                                                                                                                              | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    4487000 | PA      | $4501028.16   | 0.01%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                  | Exeter Automobile Receivables Trust 2024-3                                                                                                 | CUSIP: 30165AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3882940 | PA      | $3885017.37   | 0.01%             | 2027-02-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                             | Celanese US Holdings LLC 2022 5-Year Delayed Draw Term Loan                                                                                | CUSIP: 15089XAH2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | LON              | CORP              | US        |   25138182 | PA      | $24886800.00  | 0.06%             | 2027-03-18      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                             | Element Fleet Management Corp                                                                                                              | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   17056000 | PA      | $17312122.45  | 0.04%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                | Uber Technologies Inc                                                                                                                      | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   30960000 | PA      | $31134459.60  | 0.07%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                             | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397ZJ5<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   10043000 | PA      | $10042037.28  | 0.02%             | 2025-06-09      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                              | SCF Equipment Leasing 2022-1 LLC                                                                                                           | CUSIP: 784033AS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24519549 | PA      | $24420737.32  | 0.06%             | 2029-07-20      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                      | CFCRE Commercial Mortgage Trust 2016-C6                                                                                                    | CUSIP: 12532ABD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  138478268 | PA      | $1329252.89   | 0.00%             | 2049-11-10      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                             | Discovery Communications LLC                                                                                                               | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   63529000 | PA      | $60673912.72  | 0.14%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                     | Radian Group Inc                                                                                                                           | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    7841000 | PA      | $8075471.54   | 0.02%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust               | Santander Drive Auto Receivables Trust 2024-5                                                                                              | CUSIP: 802920AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   58500000 | PA      | $58481075.25  | 0.14%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Trust 2012-GCJ9                                                                                                     | CUSIP: 36192PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   35598909 | PA      | $355.99       | 0.00%             | 2045-11-10      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                               | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   40395000 | PA      | $40356087.90  | 0.10%             | 2025-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust                | NextGear Floorplan Master Owner Trust                                                                                                      | CUSIP: 65345GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   69730000 | PA      | $70319218.50  | 0.17%             | 2028-03-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                         | SM Energy Co                                                                                                                               | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   38996000 | PA      | $38815631.80  | 0.09%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST INC                             | Evergy Missouri West Inc                                                                                                                   | CUSIP: 30037FAA8<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |   23835000 | PA      | $24158153.26  | 0.06%             | 2027-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                             | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                                                        | CUSIP: 87612BBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   85876000 | PA      | $86039166.98  | 0.20%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                     | Kilroy Realty LP                                                                                                                           | CUSIP: 49427RAL6<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    7275000 | PA      | $7258024.88   | 0.02%             | 2025-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORPORATION                                 | Carnival Corporation 2025 Term Loan (2027)                                                                                                 | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |   25681045 | PA      | $25753208.47  | 0.06%             | 2027-08-08      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust                          | Volkswagen Auto Lease Trust 2024-A                                                                                                         | CUSIP: 92866EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   77510000 | PA      | $78173516.60  | 0.19%             | 2027-06-21      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust           | JPMBB Commercial Mortgage Securities Trust 2014-C26                                                                                        | CUSIP: 46643TBC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1116676 | PA      | $14.63        | 0.00%             | 2048-01-15      | Variable      | 0.37%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                             | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                                                                 | CUSIP: 46590XAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    9218000 | PA      | $9334967.20   | 0.02%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: B77133434 IRS USD R V 12MSOFR 277133436 CCPOIS / Short: B77133434 IRS USD P F  3.87160 277133435 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  842698000 | OU      | $-6802497.03  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                               | Blackstone Private Credit Fund                                                                                                             | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   19742000 | PA      | $19027867.11  | 0.05%             | 2026-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                              | Frontier Communications Holdings LLC                                                                                                       | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16993000 | PA      | $17047921.38  | 0.04%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                      | Danske Bank A/S                                                                                                                            | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   48712000 | PA      | $49471029.41  | 0.12%             | 2028-03-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                             | Comision Federal de Electricidad                                                                                                           | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   64028000 | PA      | $61992991.67  | 0.15%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Bank5                                                | BANK5 2024-5YR11                                                                                                                           | CUSIP: 06644WBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   43590000 | PA      | $45321909.16  | 0.11%             | 2057-11-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                             | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd                                                                  | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   55002826 | PA      | $55163434.25  | 0.13%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                      | Citizens Auto Receivables Trust 2024-2                                                                                                     | CUSIP: 17331XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   79525000 | PA      | $80067010.59  | 0.19%             | 2028-08-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                    | NatWest Group PLC                                                                                                                          | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    7446000 | PA      | $7532325.50   | 0.02%             | 2026-11-10      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                               | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XFD3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   23103000 | PA      | $22509005.93  | 0.05%             | 2030-01-07      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                         | Huntington Bank Auto Credit-Linked Notes Series 2024-2                                                                                     | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   29554247 | PA      | $29736998.26  | 0.07%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Valley Stream Park CLO, Ltd                          | Valley Stream Park CLO LTD                                                                                                                 | CUSIP: 92013AAT6<br>LEI: 213800DEME82SWN32S20 | Long             | ABS-CBDO         | CORP              | JE        |  103560000 | PA      | $103498485.36 | 0.25%             | 2037-01-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                         | Post CLO 2021-1 LTD                                                                                                                        | CUSIP: 73742FAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   12850000 | PA      | $12856309.35  | 0.03%             | 2034-10-15      | Floating      | 5.86%                 | 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        |    1063455 | PA      | $1013720.04   | 0.00%             | 2050-02-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                               | Kazakhstan Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   16090000 | PA      | $16094662.08  | 0.04%             | 2025-07-21      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                | Athene Global Funding                                                                                                                      | CUSIP: 04685A3R0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   42849000 | PA      | $43254756.89  | 0.10%             | 2027-01-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                               | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                      | CUSIP: 01309QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   72850000 | PA      | $74377373.10  | 0.18%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Trust 2019-GSA1                                                                                                     | CUSIP: 36261PAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21127000 | PA      | $19725570.03  | 0.05%             | 2052-11-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BX Trust                                             | BX Commercial Mortgage Trust 2021-ACNT                                                                                                     | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   31694325 | PA      | $31685700.86  | 0.08%             | 2038-11-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                        | Ballyrock CLO 2019-1 Ltd                                                                                                                   | CUSIP: 05875JAJ8<br>LEI: 254900EJNL3EAF77OS82 | Long             | ABS-CBDO         | CORP              | KY        |   82216344 | PA      | $82254327.55  | 0.19%             | 2032-07-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                  | Calpine Corporation 2024 Term Loan B10                                                                                                     | CUSIP: 13134MBW2<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |   40764081 | PA      | $40764080.59  | 0.10%             | 2031-01-31      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                         | Barclays PLC                                                                                                                               | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   69331000 | PA      | $70802324.46  | 0.17%             | 2027-09-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                        | Live Nation Entertainment Inc Term Loan B4                                                                                                 | CUSIP: 53803HAM2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |   48267282 | PA      | $48272350.50  | 0.11%             | 2026-10-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                          | Gartner Inc                                                                                                                                | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   86313000 | PA      | $85342893.67  | 0.20%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                                 | Atlas Warehouse Lending Co LP                                                                                                              | CUSIP: 000000000<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   14362000 | PA      | $14431441.42  | 0.03%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                              | KeyCorp                                                                                                                                    | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   15829000 | PA      | $15801360.67  | 0.04%             | 2031-04-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| SCF Equipment Trust Llc                              | SCF Equipment Leasing 2022-1 LLC                                                                                                           | CUSIP: 784033AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   45560000 | PA      | $44968193.82  | 0.11%             | 2030-10-21      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                     | OneMain Financial Issuance Trust 2022-3                                                                                                    | CUSIP: 68269PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   71173001 | PA      | $71578601.35  | 0.17%             | 2034-05-15      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                       | Whirlpool Corp Term Loan B                                                                                                                 | CUSIP: 000000000<br>LEI: WHENKOULSSK7WUM60H03 | Long             | LON              | CORP              | US        |   20000000 | PA      | $20050000.00  | 0.05%             | 2025-09-23      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                              | Hyundai Capital America                                                                                                                    | CUSIP: 44891ACM7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   48250000 | PA      | $48878322.12  | 0.12%             | 2026-09-21      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                       | Solventum Corp                                                                                                                             | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   48673000 | PA      | $49290489.53  | 0.12%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                              | Hyundai Capital America                                                                                                                    | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   40238000 | PA      | $40448441.52  | 0.10%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                              | BPCE SA                                                                                                                                    | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   28760000 | PA      | $29399760.45  | 0.07%             | 2030-01-18      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                              | CarMax Auto Owner Trust 2024-2                                                                                                             | CUSIP: 14319EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   45330000 | PA      | $45953369.09  | 0.11%             | 2029-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACREC 2021-FL1 Ltd.                                  | ACREC 2021-FL1 Ltd                                                                                                                         | CUSIP: 00500RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   22381757 | PA      | $22329763.07  | 0.05%             | 2036-10-16      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Limited                      | Bain Capital Credit Clo 2019-3 Ltd                                                                                                         | CUSIP: 05683TBA6<br>LEI: 549300434Q955VK1W392 | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $9974960.00   | 0.02%             | 2034-10-21      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                | Mexico Government International Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   58367000 | PA      | $60053806.30  | 0.14%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Huntington Auto Trust                                | Huntington Auto Trust 2024-1                                                                                                               | CUSIP: 446144AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   75201000 | PA      | $75806766.62  | 0.18%             | 2029-01-16      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE US LLC                                | Holcim Finance US LLC                                                                                                                      | CUSIP: 43475RAA4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   41587000 | PA      | $41645310.38  | 0.10%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                              | Royal Caribbean Cruises Ltd                                                                                                                | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   33385000 | PA      | $33072164.52  | 0.08%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Commercial Mortgage Securities LLC    | Ladder Capital Commercial Mortgage 2013-GCP Mortgage Trust                                                                                 | CUSIP: 50184BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3104520 | PA      | $2997113.75   | 0.01%             | 2036-02-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                       | Pikes Peak CLO 6                                                                                                                           | CUSIP: 72132YAY1<br>LEI: 635400BKNXKWEO3G2J74 | Long             | ABS-CBDO         | CORP              | KY        |   25325000 | PA      | $25236767.70  | 0.06%             | 2034-05-18      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                        | AppLovin Corp                                                                                                                              | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   60922000 | PA      | $61350215.86  | 0.15%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BAITEREK NATIONAL MANAGI                             | Baiterek National Managing Holding JSC                                                                                                     | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |   31310000 | PA      | $31484803.10  | 0.07%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                     | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20753GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34909939 | PA      | $34879899.16  | 0.08%             | 2044-05-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                    | Wellfleet CLO 2020-1 Ltd                                                                                                                   | CUSIP: 94949GAN1<br>LEI: 2549001JCRYETQY84B65 | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $10004900.00  | 0.02%             | 2033-04-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                     | Carlyle Global Market Strategies CLO 2015-4 Ltd                                                                                            | CUSIP: 14311NAW4<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |    8000000 | PA      | $8004400.00   | 0.02%             | 2032-07-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                     | Black Hills Corp                                                                                                                           | CUSIP: 092113AV1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   36563000 | PA      | $37860621.24  | 0.09%             | 2028-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   74108000 | PA      | $76038849.85  | 0.18%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                          | Long: SP9J5E8Y8 CDS USD R F  1.50000 SP9J5E8Y8_FEE CMBX / Short: SP9J5E8Y8 CDS USD P V 01MEVENT SP9J5E8Y8_PRO CMBX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |    4045578 | OU      | $-504483.60   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                              | SCF Equipment Trust 2016-1 LLC                                                                                                             | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   34834000 | PA      | $35321982.54  | 0.08%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Avolon TLB Borrower 1 (US) LLC                       | Avolon TLB Borrower 1 (US) LLC 2023 Term Loan B6                                                                                           | CUSIP: 05400KAJ9<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |    9244557 | PA      | $9256112.47   | 0.02%             | 2030-06-24      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                         | UBS Group AG                                                                                                                               | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   30943000 | PA      | $32044230.12  | 0.08%             | 2028-08-11      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                             | Jacobs Engineering Group Inc                                                                                                               | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |   52295000 | PA      | $54651496.89  | 0.13%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                               | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12250000 | PA      | $12227259.10  | 0.03%             | 2026-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                              | Algonquin Power & Utilities Corp                                                                                                           | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   68347000 | PA      | $68687358.49  | 0.16%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                            | IQVIA Inc                                                                                                                                  | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   10282000 | PA      | $10659462.50  | 0.03%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hudsons Bay Simon JV Trust                           | Hudsons Bay Simon JV Trust 2015-HBS                                                                                                        | CUSIP: 44422PBS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  150785000 | PA      | $344892.04    | 0.00%             | 2034-08-05      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                             | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                                                        | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   40699000 | PA      | $40654658.85  | 0.10%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                | Genesis Energy LP / Genesis Energy Finance Corp                                                                                            | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16000000 | PA      | $16150128.00  | 0.04%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                     | Trinitas Clo XX Ltd                                                                                                                        | CUSIP: 89640EAN8<br>LEI: 5493007IXHTJ7TQMIW41 | Long             | ABS-CBDO         | CORP              | BM        |   33750000 | PA      | $33511556.25  | 0.08%             | 2035-07-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                     | Connecticut Avenue Securities Series 2025-R01                                                                                              | CUSIP: 20755JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   67321613 | PA      | $67400675.91  | 0.16%             | 2045-01-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust            | SFS Auto Receivables Securitization Trust 2024-1                                                                                           | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   31375000 | PA      | $31490234.10  | 0.07%             | 2029-05-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                   | CNO Global Funding                                                                                                                         | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   16244000 | PA      | $16237435.80  | 0.04%             | 2029-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EDGEWATER GENERATION LLC                             | Edgewater Generation LLC 2025 Repriced Term Loan                                                                                           | CUSIP: 28031FAM2<br>LEI: 5493004PLDT1L28SWG83 | Long             | LON              | CORP              | US        |   34466053 | PA      | $34659924.66  | 0.08%             | 2030-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                               | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  434767600 | PA      | $433459901.67 | 1.03%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                      | Bermuda Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    4750000 | PA      | $4682075.00   | 0.01%             | 2027-01-25      | Fixed         | 3.72%                 | Yes           |                  2 | On Loan: No      |
| Titan Acquisition Limited                            | Titan Acquisition Limited 2024 Term Loan B                                                                                                 | CUSIP: 000000000<br>LEI: 5493003ZDHRVP2N4C109 | Long             | LON              | CORP              | CA        |   15694634 | PA      | $15673760.04  | 0.04%             | 2029-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                             | Tengizchevroil Finance Co International Ltd                                                                                                | CUSIP: 88034QAB3<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |   96208000 | PA      | $95612087.65  | 0.23%             | 2025-08-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   31837000 | PA      | $33416147.04  | 0.08%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                       | CarVal CLO I Ltd                                                                                                                           | CUSIP: 146865AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8441640 | PA      | $8437360.43   | 0.02%             | 2031-07-16      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                     | BAT Capital Corp                                                                                                                           | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   20595000 | PA      | $19371016.08  | 0.05%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                          | Southern Co/The                                                                                                                            | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   32580000 | PA      | $32993895.99  | 0.08%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                             | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   36418000 | PA      | $36162468.73  | 0.09%             | 2026-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fidelity Investments                                 | Fidelity Investments Money Market Government Portfolio                                                                                     | CUSIP: 31607A703<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |  119296125 | NS      | $119296125.00 | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                             | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   29584000 | PA      | $30104146.18  | 0.07%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust            | SFS Auto Receivables Securitization Trust 2024-2                                                                                           | CUSIP: 78397XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   45570000 | PA      | $46081140.46  | 0.11%             | 2029-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust          | MF1 2021-FL7 Ltd                                                                                                                           | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   12737055 | PA      | $12736201.13  | 0.03%             | 2036-10-16      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                    | Eversource Energy                                                                                                                          | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   33504000 | PA      | $34822486.93  | 0.08%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                  | Citigroup Commercial Mortgage Trust 2016-GC37                                                                                              | CUSIP: 17290XAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   51689000 | PA      | $51067227.85  | 0.12%             | 2049-04-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                      | CSAIL 2016-C7 Commercial Mortgage Trust                                                                                                    | CUSIP: 12637UAW9<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |   30065993 | PA      | $29475436.77  | 0.07%             | 2049-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                    | NatWest Group PLC                                                                                                                          | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   12929000 | PA      | $12959242.35  | 0.03%             | 2030-08-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                | Bank of Ireland Group PLC                                                                                                                  | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |  139211000 | PA      | $134232793.76 | 0.32%             | 2027-09-30      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| KRATON CORP                                          | Kraton Corp                                                                                                                                | CUSIP: 50077CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16524000 | PA      | $16685789.62  | 0.04%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                | Athene Global Funding                                                                                                                      | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   49427000 | PA      | $50116566.95  | 0.12%             | 2030-01-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                    | General Motors Co                                                                                                                          | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   27207000 | PA      | $27290110.31  | 0.06%             | 2025-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                  | Churchill Downs Inc                                                                                                                        | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $10968656.60  | 0.03%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                               | Mauser Packaging Solutions Holding Co                                                                                                      | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   16460000 | PA      | $16636714.56  | 0.04%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BankUnited Inc                                       | BankUnited Inc                                                                                                                             | CUSIP: 06652KAA1<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |   66202000 | PA      | $66043182.06  | 0.16%             | 2025-11-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                       | SWCH Commercial Mortgage Trust 2025-DATA                                                                                                   | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   53180000 | PA      | $52805038.46  | 0.13%             | 2042-02-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                 | Glencore Funding LLC                                                                                                                       | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   11805000 | PA      | $11865069.74  | 0.03%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                               | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308KS5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   48671000 | PA      | $48668305.09  | 0.12%             | 2025-09-04      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| SMRT                                                 | SMRT 2022-MINI                                                                                                                             | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14600000 | PA      | $14534413.88  | 0.03%             | 2039-01-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Halcyon Loan Advisors Funding Ltd                    | Halcyon Loan Advisors Funding 2017-2 Ltd                                                                                                   | CUSIP: 40490BAC2<br>LEI: 549300IKIM3YK4H3N895 | Long             | ABS-CBDO         | CORP              | KY        |     347038 | PA      | $347829.50    | 0.00%             | 2030-01-17      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust               | Santander Drive Auto Receivables Trust 2023-3                                                                                              | CUSIP: 80285XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15386564 | PA      | $15405578.86  | 0.04%             | 2027-10-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                 | Verizon Master Trust                                                                                                                       | CUSIP: 92348VAA7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   40189000 | PA      | $41437133.70  | 0.10%             | 2031-09-22      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SIZZLING PLATT/FIN CO                                | Sizzling Platter LLC / Sizzling Platter Finance Corp                                                                                       | CUSIP: 830146AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   48078000 | PA      | $48283293.06  | 0.11%             | 2025-11-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                         | SM Energy Co                                                                                                                               | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   39464000 | PA      | $39431450.09  | 0.09%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                      | Benefit Street Partners CLO IV Ltd                                                                                                         | CUSIP: 08180FBU4<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-CBDO         | CORP              | KY        |   74180000 | PA      | $74393712.58  | 0.18%             | 2034-04-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                | Civitas Resources Inc                                                                                                                      | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   55163000 | PA      | $54203423.07  | 0.13%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                    | Japan Tobacco Inc                                                                                                                          | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |   66616000 | PA      | $67255102.58  | 0.16%             | 2028-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                  | Citigroup Commercial Mortgage Trust 2012-GC8                                                                                               | CUSIP: 17318UAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  125603054 | PA      | $9922.64      | 0.00%             | 2045-09-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                             | PVH Corp                                                                                                                                   | CUSIP: 693656AC4<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |   19872000 | PA      | $19864571.45  | 0.05%             | 2025-07-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PACIFIC NATIONAL FINANCE                             | Pacific National Finance Pty Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |   44370000 | PA      | $42819579.09  | 0.10%             | 2028-03-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                              | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   39256000 | PA      | $39838644.62  | 0.09%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   98959000 | PA      | $100525577.38 | 0.24%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                          | Merchants Fleet Funding LLC                                                                                                                | CUSIP: 588926AF2<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |   93942035 | PA      | $94543602.19  | 0.22%             | 2037-04-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                                      | HGI CRE CLO 2021-FL2 Ltd                                                                                                                   | CUSIP: 40390JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10386362 | PA      | $10352055.56  | 0.02%             | 2036-09-17      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                             | Penske Truck Leasing Co Lp / PTL Finance Corp                                                                                              | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16548000 | PA      | $16237626.37  | 0.04%             | 2026-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                  | Citizens Bank NA/Providence RI                                                                                                             | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   71051000 | PA      | $70900695.87  | 0.17%             | 2028-08-09      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                  | Bayview Opportunity Master Fund VII 2024-CAR1 LLC                                                                                          | CUSIP: 07336QAA0<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |   26236796 | PA      | $26326690.97  | 0.06%             | 2031-12-26      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2015-SG1                                                                                             | CUSIP: 94989QAV2<br>LEI: 549300ZJL46M82UL2Z22 | Long             | ABS-MBS          | CORP              | US        |   13226852 | PA      | $13179907.08  | 0.03%             | 2048-09-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                    | Credit Acceptance Auto Loan Trust 2024-2                                                                                                   | CUSIP: 22536VAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   42940000 | PA      | $43594448.54  | 0.10%             | 2034-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PFP III                                              | PFP 2025-12 Ltd                                                                                                                            | CUSIP: 69382JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   79320000 | PA      | $79121700.00  | 0.19%             | 2042-12-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                             | Jackson National Life Global Funding                                                                                                       | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   56344000 | PA      | $57308463.91  | 0.14%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2019-B9 Mortgage Trust                                                                                                           | CUSIP: 08160JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22439000 | PA      | $21691339.25  | 0.05%             | 2052-03-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                            | IQVIA Inc 2022 Term Loan A2                                                                                                                | CUSIP: 44969CBM1<br>LEI: 549300PLWY28YB00C717 | Long             | LON              | CORP              | US        |   76872744 | PA      | $76921174.21  | 0.18%             | 2027-06-16      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                | Universal Health Services Inc                                                                                                              | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   20530000 | PA      | $20125154.76  | 0.05%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                  | Citigroup Commercial Mortgage Trust 2015-GC35                                                                                              | CUSIP: 17324KAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  139186211 | PA      | $399102.54    | 0.00%             | 2048-11-10      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                      | Long: S15117319 CDS USD R F  1.00000 315117320 CCPCDX / Short: S15117319 CDS USD P V 03MEVENT 315117321 CCPCDX                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  399903000 | OU      | $9144042.47   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Trust 2017-GS5                                                                                                      | CUSIP: 36252HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12371910 | PA      | $12133666.59  | 0.03%             | 2050-03-10      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   90599000 | PA      | $89890388.98  | 0.21%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                      | LSTAR Commercial Mortgage Trust 2017-5                                                                                                     | CUSIP: 54910TAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21777598 | PA      | $21681285.22  | 0.05%             | 2050-03-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                | DirecTV Financing LLC Term Loan                                                                                                            | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   18900528 | PA      | $18995030.85  | 0.04%             | 2027-08-02      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                             | Vertiv Group Corp                                                                                                                          | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |   36957000 | PA      | $35831053.26  | 0.08%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                             | BX Trust 2025-ROIC                                                                                                                         | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   42120000 | PA      | $41861585.38  | 0.10%             | 2030-03-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| GREENKO DUTCH BV                                     | Greenko Dutch BV                                                                                                                           | CUSIP: 000000000<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |   12262800 | PA      | $12011841.80  | 0.03%             | 2026-03-29      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                               | US 5YR NOTE (CBT) SEP25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -14051 | NC      | $-6343451.60  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| FELLS POINT FUNDING TR                               | Fells Point Funding Trust                                                                                                                  | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  114348000 | PA      | $111250499.07 | 0.26%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                | KKR CLO 27 LTD                                                                                                                             | CUSIP: 48253YBL1<br>LEI: 5493007WGG1LNIZXEI24 | Long             | ABS-CBDO         | CORP              | KY        |   50940000 | PA      | $50761302.48  | 0.12%             | 2035-01-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                          | BNP Paribas SA                                                                                                                             | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   36783389 | PA      | $34385769.72  | 0.08%             | 2028-09-30      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Westlake Flooring Master Trust                       | Westlake Flooring Master Trust                                                                                                             | CUSIP: 96043GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   72105000 | PA      | $72410090.68  | 0.17%             | 2028-02-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                            | Boeing Co/The                                                                                                                              | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  151662000 | PA      | $149004495.02 | 0.35%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                             | Snam SpA                                                                                                                                   | CUSIP: 83304JAA5<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |   23780000 | PA      | $23783996.23  | 0.06%             | 2030-05-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                         | SM Energy Co                                                                                                                               | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   13649000 | PA      | $13673882.13  | 0.03%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2025-5C4                                                                                             | CUSIP: 949931AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   43770000 | PA      | $45282796.25  | 0.11%             | 2058-05-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                              | Teva Pharmaceutical Finance Netherlands III BV                                                                                             | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |  183509000 | PA      | $179561464.50 | 0.43%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                      | BAE Systems PLC                                                                                                                            | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   20503000 | PA      | $20893595.48  | 0.05%             | 2029-03-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                       | Open Text Corp                                                                                                                             | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   41486000 | PA      | $42754475.94  | 0.10%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                         | Illumina Inc                                                                                                                               | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   63913000 | PA      | $65206324.93  | 0.15%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                             | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   28269000 | PA      | $27636180.91  | 0.07%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                             | Sammons Financial Group Global Funding                                                                                                     | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   30589000 | PA      | $30982000.74  | 0.07%             | 2029-12-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | Long: BLGR0WCJ4 IRS USD R V 12MUSCPI INF_SLGR0WCJ4 CCPINFLATIONZERO / Short: BLGR0WCJ4 IRS USD P F  2.28500 FIX_SLGR0WCJ4 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  117695000 | OU      | $978963.47    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                  | Nissan Auto Receivables 2023-B Owner Trust                                                                                                 | CUSIP: 65480MAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   39778000 | PA      | $40134772.86  | 0.10%             | 2028-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                             | Celanese US Holdings LLC                                                                                                                   | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   64227000 | PA      | $65892093.32  | 0.16%             | 2027-07-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                         | Entegris Inc                                                                                                                               | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   91909000 | PA      | $89303306.32  | 0.21%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                               | Aviation Capital Group LLC                                                                                                                 | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   30432000 | PA      | $31483635.58  | 0.07%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                             | Devon Energy Corp                                                                                                                          | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   27374000 | PA      | $27373988.50  | 0.06%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                  | Citigroup Commercial Mortgage Trust 2015-GC31                                                                                              | CUSIP: 17323YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  116452079 | PA      | $1246.04      | 0.00%             | 2048-06-10      | Variable      | 0.15%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                   | CNO Global Funding                                                                                                                         | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   31500000 | PA      | $31598500.82  | 0.07%             | 2027-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                              | Corebridge Global Funding                                                                                                                  | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   24170000 | PA      | $24640563.55  | 0.06%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                  | CGMS Commercial Mortgage Trust 2017-B1                                                                                                     | CUSIP: 17326CAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5752146 | PA      | $5578903.25   | 0.01%             | 2050-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                     | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   42405252 | PA      | $42340707.32  | 0.10%             | 2045-01-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                             | EQT Corp                                                                                                                                   | CUSIP: 26884LBG3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   36207000 | PA      | $36891465.09  | 0.09%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Seminole Tribe of Florida                            | Seminole Tribe of Florida 2022 Term Loan A                                                                                                 | CUSIP: 81683UAS6<br>LEI: 549300EWYRB8UULZD884 | Long             | LON              | CORP              | US        |   44084028 | PA      | $43973817.69  | 0.10%             | 2027-05-13      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                       | Galaxy XXVI CLO Ltd                                                                                                                        | CUSIP: 36321LAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5221869 | PA      | $5228271.14   | 0.01%             | 2031-11-22      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                  | Exeter Automobile Receivables Trust 2023-2                                                                                                 | CUSIP: 30168CAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   26015000 | PA      | $26461474.63  | 0.06%             | 2029-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   31767000 | PA      | $32009747.85  | 0.08%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                             | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   10875000 | PA      | $10254834.20  | 0.02%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| MCLAREN FINANCE PLC                                  | Mclaren Finance PLC                                                                                                                        | CUSIP: 58175LAA8<br>LEI: 213800BKPDWMWX3GSG36 | Long             | DBT              | CORP              | GB        |    2637000 | PA      | $2646625.05   | 0.01%             | 2026-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                            | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F052466<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33888000 | PA      | $34374329.40  | 0.08%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                     | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754KAA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     171866 | PA      | $171819.60    | 0.00%             | 2041-11-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2018-B2 Mortgage Trust                                                                                                           | CUSIP: 08161CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30550000 | PA      | $29833962.99  | 0.07%             | 2051-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                              | Frontier Communications Holdings LLC                                                                                                       | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8198000 | PA      | $8186395.73   | 0.02%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                                                                                             | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    5565000 | PA      | $5520063.29   | 0.01%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Cor 2 Year Term Loan                                                                                                  | CUSIP: 67460TAR9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | LON              | CORP              | US        |  138834652 | PA      | $138834651.70 | 0.33%             | 2025-12-29      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                      | Sands China Ltd                                                                                                                            | CUSIP: 80007RAF2<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   18190000 | PA      | $18192777.61  | 0.04%             | 2025-08-08      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust               | Santander Drive Auto Receivables Trust 2024-2                                                                                              | CUSIP: 80286YAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22655000 | PA      | $23279802.25  | 0.06%             | 2031-08-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   40086000 | PA      | $40839353.84  | 0.10%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                               | Lendmark Funding Trust 2022-1                                                                                                              | CUSIP: 52608JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   82215000 | PA      | $82130384.32  | 0.19%             | 2032-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                           | US Bancorp                                                                                                                                 | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   47588000 | PA      | $47685948.48  | 0.11%             | 2029-02-01      | Fixed         | 4.65%                 | 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        |   34532564 | PA      | $34573920.24  | 0.08%             | 2037-01-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Delos Aircraft Designated Activity Co                | Delos Aircraft Designated Activity Co Term Loan                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |   20277898 | PA      | $20348465.58  | 0.05%             | 2027-10-31      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                          | Ovintiv Inc                                                                                                                                | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   60393000 | PA      | $61579204.28  | 0.15%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                           | Intel Corp                                                                                                                                 | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    8201000 | PA      | $7979873.24   | 0.02%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                             | Warnermedia Holdings Inc                                                                                                                   | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  159753000 | PA      | $154899596.83 | 0.37%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                  | American Tower Corp                                                                                                                        | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   32495000 | PA      | $33148843.92  | 0.08%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                  | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QDH2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  104783000 | PA      | $104568131.98 | 0.25%             | 2025-10-16      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                             | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                                                        | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   59851000 | PA      | $61006494.78  | 0.14%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   60922000 | PA      | $61930517.41  | 0.15%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                     | First Investors Auto Owner Trust 2022-2                                                                                                    | CUSIP: 32058KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11809433 | PA      | $11840038.34  | 0.03%             | 2027-07-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                        | Carnival Corp                                                                                                                              | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   25860000 | PA      | $27155948.04  | 0.06%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                             | Development Bank of Kazakhstan JSC                                                                                                         | CUSIP: 48129VAD8<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |   40840000 | PA      | $40632628.77  | 0.10%             | 2030-04-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                              | Jane Street Group / JSG Finance Inc                                                                                                        | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   49761000 | PA      | $47969166.10  | 0.11%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                              | Dryden 104 CLO Ltd                                                                                                                         | CUSIP: 26253BAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   95700000 | PA      | $95747180.10  | 0.23%             | 2034-08-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| F-BRASILE SPA/F-BRASILE                              | F-Brasile SpA / F-Brasile US LLC                                                                                                           | CUSIP: 30191BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |   65340000 | PA      | $65452711.50  | 0.16%             | 2026-08-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                              | Hyundai Capital America                                                                                                                    | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   47772000 | PA      | $46134336.67  | 0.11%             | 2026-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                               | Nationstar Mortgage Holdings Inc                                                                                                           | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |   61179000 | PA      | $61004456.31  | 0.14%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                           | Affirm Asset Securitization Trust 2023-B                                                                                                   | CUSIP: 00792FAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   69455000 | PA      | $69793037.49  | 0.17%             | 2028-09-15      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR REMIC Trust 2024-HQA1                                                                                                    | CUSIP: 35564NBX0<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | USGSE             | US        |   12540958 | PA      | $12564548.87  | 0.03%             | 2044-03-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                           | ROCK Trust 2024-CNTR                                                                                                                       | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   76960000 | PA      | $78018307.74  | 0.18%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                                 | American National Global Funding                                                                                                           | CUSIP: 02771D2A1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17858000 | PA      | $18114475.70  | 0.04%             | 2030-01-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                             | Equitable Financial Life Global Funding                                                                                                    | CUSIP: 29449WAQ0<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   57392000 | PA      | $58881791.29  | 0.14%             | 2028-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                    | 1211 Avenue of the Americas Trust 2015-1211                                                                                                | CUSIP: 90117PAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  214200000 | PA      | $3191.58      | 0.00%             | 2035-08-10      | Variable      | 0.24%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                             | Tengizchevroil Finance Co International Ltd                                                                                                | CUSIP: 000000000<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |   93500000 | PA      | $91945796.25  | 0.22%             | 2026-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FIRST HORIZON CORP                                   | First Horizon Corp                                                                                                                         | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |   32102000 | PA      | $32299292.47  | 0.08%             | 2031-03-07      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                   | BSPRT 2021-FL7 Issuer Ltd                                                                                                                  | CUSIP: 05602CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   16960272 | PA      | $16976012.39  | 0.04%             | 2038-12-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                       | US Bank NA                                                                                                                                 | CUSIP: 90357PBC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   38081670 | PA      | $38087827.87  | 0.09%             | 2032-02-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                         | CD 2016-CD1 Mortgage Trust                                                                                                                 | CUSIP: 12514MBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   93471124 | PA      | $632491.05    | 0.00%             | 2049-08-10      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                        | Citigroup Inc                                                                                                                              | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   79375000 | PA      | $80417218.36  | 0.19%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                             | Madison Park Funding XIV Ltd                                                                                                               | CUSIP: 55818RBL9<br>LEI: 254900Q2IOW6JYPYIV98 | Long             | ABS-CBDO         | CORP              | KY        |  155640378 | PA      | $155476177.56 | 0.37%             | 2030-10-22      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                  | Sirius XM Radio LLC                                                                                                                        | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    6775000 | PA      | $6623560.19   | 0.02%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                             | Electricite de France SA                                                                                                                   | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   98145000 | PA      | $100845133.83 | 0.24%             | 2028-05-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                  | American Tower Corp                                                                                                                        | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   12874000 | PA      | $12586019.43  | 0.03%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Trust 2016-GS2                                                                                                      | CUSIP: 36252TAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  155810205 | PA      | $1029422.44   | 0.00%             | 2049-05-10      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                          | Citibank NA                                                                                                                                | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   40731000 | PA      | $41087404.80  | 0.10%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   17821000 | PA      | $18843248.20  | 0.04%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                             | Saudi Government International Bond                                                                                                        | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   39783000 | PA      | $40424077.98  | 0.10%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HILTON GRND VCTIONS BORRWR LLC                       | HILTON GRND VCTIONS BORRWR LLC 2024 TERM LOAN A                                                                                            | CUSIP: 43283LAL5<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |   20000000 | PA      | $19900000.00  | 0.05%             | 2028-01-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2015-C29                                                                                             | CUSIP: 94989KAY9<br>LEI: 549300NYO16WLNMVJJ46 | Long             | ABS-MBS          | CORP              | US        |   34741947 | PA      | $503.76       | 0.00%             | 2048-06-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                             | Columbia Pipelines Holding Co LLC                                                                                                          | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   41269000 | PA      | $42543832.01  | 0.10%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                               | Kazakhstan Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   15203000 | PA      | $15207405.07  | 0.04%             | 2025-07-21      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| HUSKY INJECTION / TITAN                              | Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC                                                                                | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   52923000 | PA      | $54153936.06  | 0.13%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                | Continental Resources Inc/OK                                                                                                               | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |  156101000 | PA      | $149834709.36 | 0.35%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                   | Leviathan Bond Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    5899999 | PA      | $5897336.63   | 0.01%             | 2025-06-30      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Rolls-Royce PLC                                      | Rolls-Royce PLC                                                                                                                            | CUSIP: 77578JAB4<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |   11568000 | PA      | $11509897.41  | 0.03%             | 2025-10-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                | Huntington Bancshares Inc/OH                                                                                                               | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   14864000 | PA      | $14843544.76  | 0.04%             | 2028-08-04      | Fixed         | 4.44%                 | 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        |     571359 | PA      | $565486.38    | 0.00%             | 2060-01-26      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                          | CITIBANK NA DDCA                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |   13255125 | NS      | $13255125.00  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTEC INC                                           | MasTec Inc                                                                                                                                 | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   56222000 | PA      | $55214466.34  | 0.13%             | 2028-08-15      | Fixed         | 4.50%                 | 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        |   26683787 | PA      | $26737154.14  | 0.06%             | 2031-07-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10052444.60  | 0.02%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                         | Wyndham Hotels & Resorts Inc 2022 Term Loan A                                                                                              | CUSIP: 98310CAD4<br>LEI: 549300FE3MQ4RVXXC673 | Long             | LON              | CORP              | US        |    3428392 | PA      | $3430551.79   | 0.01%             | 2027-04-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                             | Jefferson Capital Holdings LLC                                                                                                             | CUSIP: 472481AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   50662000 | PA      | $50451499.39  | 0.12%             | 2026-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                      | Citizens Auto Receivables Trust 2023-2                                                                                                     | CUSIP: 17295FAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1022640 | PA      | $1023347.07   | 0.00%             | 2026-10-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts, L.P.                          | Host Hotels & Resorts LP 2023 Term Loan A2                                                                                                 | CUSIP: 44107UBN2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | LON              |  | US        |   33002333 | PA      | $32734189.38  | 0.08%             | 2028-01-04      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust               | Santander Drive Auto Receivables Trust 2024-2                                                                                              | CUSIP: 80286YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   77430000 | PA      | $77843181.97  | 0.18%             | 2028-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                     | ABN AMRO Bank NV                                                                                                                           | CUSIP: 00084DAL4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   48000000 | PA      | $47942158.08  | 0.11%             | 2026-04-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                          | Long: SPNG01EZ1 CDS USD R F  1.50000 SPNG01EZ1_FEE CMBX / Short: SPNG01EZ1 CDS USD P V 01MEVENT SPNG01EZ1_PRO CMBX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |     998670 | OU      | $-118558.79   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                  | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   65662000 | PA      | $65078383.01  | 0.15%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| OneMain Financial Issuance Trust                     | OneMain Financial Issuance Trust 2019-2                                                                                                    | CUSIP: 68269BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   75865000 | PA      | $73616702.79  | 0.17%             | 2036-10-14      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   64994000 | PA      | $62915801.90  | 0.15%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                             | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                                                                 | CUSIP: 46590XAZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   25130000 | PA      | $25420176.11  | 0.06%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   39899000 | PA      | $39863004.32  | 0.09%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                             | EQT Corp                                                                                                                                   | CUSIP: 26884LAY5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   30539000 | PA      | $31277558.54  | 0.07%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                               | Blackstone Private Credit Fund                                                                                                             | CUSIP: 09261HBR7<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   11337000 | PA      | $11220195.12  | 0.03%             | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Lightstone Holdco LLC                                | Lightstone Holdco LLC 2022 Extended Term Loan B                                                                                            | CUSIP: 53226GAK7<br>LEI: 549300VXK6UGDG7H3G98 | Long             | LON              | CORP              | US        |    7807299 | PA      | $7830916.26   | 0.02%             | 2027-01-29      | Floating      | 10.03%                | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                             | Madison Park Funding XXXV Ltd                                                                                                              | CUSIP: 55819MAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   13000883 | PA      | $13025715.00  | 0.03%             | 2032-04-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                   | CNO Global Funding                                                                                                                         | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   60042000 | PA      | $61426905.36  | 0.15%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust           | JPMBB Commercial Mortgage Securities Trust 2015-C30                                                                                        | CUSIP: 46644UBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   79457237 | PA      | $1366.66      | 0.00%             | 2048-07-15      | Variable      | 0.34%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                             | Devon Energy Corp                                                                                                                          | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   78874000 | PA      | $78913162.52  | 0.19%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                   | Panama Government International Bond                                                                                                       | CUSIP: 698299AD6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   11265000 | PA      | $12180844.50  | 0.03%             | 2027-09-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                       | Carvana Auto Receivables Trust 2021-N1                                                                                                     | CUSIP: 14687DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3254271 | PA      | $3185200.85   | 0.01%             | 2028-01-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                               | CenterPoint Energy Inc                                                                                                                     | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   38503000 | PA      | $39594102.63  | 0.09%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association             | Government National Mortgage Association                                                                                                   | CUSIP: 38378N4W0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8590637 | PA      | $1370.21      | 0.00%             | 2056-03-16      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                     | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24127739 | PA      | $24113510.66  | 0.06%             | 2045-02-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL COM EXT                               | Banco Nacional de Comercio Exterior SNC/Cayman Islands                                                                                     | CUSIP: 05974TAA5<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |   34243000 | PA      | $34435788.09  | 0.08%             | 2030-05-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                          | Ameren Corp                                                                                                                                | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   20250000 | PA      | $20487361.39  | 0.05%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                             | International Flavors & Fragrances Inc                                                                                                     | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   37122000 | PA      | $36663844.36  | 0.09%             | 2025-10-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                | Foundry JV Holdco LLC                                                                                                                      | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |  121900000 | PA      | $126200168.78 | 0.30%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US                                | Canpack SA / Canpack US LLC                                                                                                                | CUSIP: 13805AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   18185000 | PA      | $17879449.45  | 0.04%             | 2025-11-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                             | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                                                                 | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   33905000 | PA      | $31913644.07  | 0.08%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                | Uber Technologies Inc                                                                                                                      | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   13423000 | PA      | $13560975.02  | 0.03%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                         | Drive Auto Receivables Trust                                                                                                               | CUSIP: 262102AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   37225000 | PA      | $37232236.54  | 0.09%             | 2028-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                              | Nissan Motor Acceptance Co LLC                                                                                                             | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   11755000 | PA      | $11195986.27  | 0.03%             | 2026-09-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                         | Navient Corp                                                                                                                               | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   14660000 | PA      | $14520115.75  | 0.03%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                              | Nationwide Building Society                                                                                                                | CUSIP: 63861VAG2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   40000000 | PA      | $40116526.00  | 0.10%             | 2028-02-16      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                           | US Bancorp                                                                                                                                 | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   41453000 | PA      | $41422916.31  | 0.10%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: B87303781 IRS USD R V 12MSOFR 387303783 CCPOIS / Short: B87303781 IRS USD P F  3.58454 387303782 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        | 1380000000 | OU      | $7716089.90   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                     | Altria Group Inc                                                                                                                           | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   15864000 | PA      | $16015041.30  | 0.04%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                       | Morgan Stanley                                                                                                                             | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   40373000 | PA      | $41303371.16  | 0.10%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                             | Jackson National Life Global Funding                                                                                                       | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   40481000 | PA      | $40651059.06  | 0.10%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                            | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9                                                                                 | CUSIP: 61762DAE1<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |   63638583 | PA      | $7000.24      | 0.00%             | 2046-05-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| ATI INC                                              | ATI Inc                                                                                                                                    | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |   19987000 | PA      | $20000098.88  | 0.05%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR REMIC Trust 2025-DNA1                                                                                                    | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |   16250000 | PA      | $16233202.38  | 0.04%             | 2045-01-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                              | Royal Caribbean Cruises Ltd                                                                                                                | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    3807000 | PA      | $3675870.74   | 0.01%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                  | Exeter Automobile Receivables Trust 2021-1                                                                                                 | CUSIP: 30165XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4878305 | PA      | $4789106.83   | 0.01%             | 2027-04-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   35244000 | PA      | $32101475.79  | 0.08%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                              | Royal Caribbean Cruises Ltd                                                                                                                | CUSIP: 780153AG7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    9000000 | PA      | $9478125.00   | 0.02%             | 2027-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                              | United Airlines 2020-1 Class A Pass Through Trust                                                                                          | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   32636396 | PA      | $33246787.71  | 0.08%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                         | Hudson Yards 2025-SPRL Mortgage Trust                                                                                                      | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  102070000 | PA      | $104244315.55 | 0.25%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Corp Trust 2021-ARDN                                                                                                | CUSIP: 36266CAA4<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |   47270000 | PA      | $47146894.74  | 0.11%             | 2036-11-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                | Athene Global Funding                                                                                                                      | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   40242000 | PA      | $41096057.58  | 0.10%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                           | DAVITA INC 2023 TERM LOAN A1                                                                                                               | CUSIP: 23918VBA1<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | LON              | CORP              | US        |   39453365 | PA      | $39428904.32  | 0.09%             | 2028-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                | Athene Global Funding                                                                                                                      | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   28024000 | PA      | $28107527.77  | 0.07%             | 2027-01-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                   | Expand Energy Corp                                                                                                                         | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   71282000 | PA      | $71096552.75  | 0.17%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| ALLIED UNIVERSAL                                     | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                                | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   63142000 | PA      | $63703197.89  | 0.15%             | 2027-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: —       |
| BPCE SA                                              | BPCE SA                                                                                                                                    | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   58362000 | PA      | $58731959.05  | 0.14%             | 2027-01-18      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL                               | Mutual of Omaha Cos Global Funding                                                                                                         | CUSIP: 62829D2A7<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |   19182000 | PA      | $19420977.03  | 0.05%             | 2026-07-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                               | VICI Properties LP / VICI Note Co Inc                                                                                                      | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |   68269000 | PA      | $67554612.70  | 0.16%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                     | Crown Castle Inc                                                                                                                           | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   30651000 | PA      | $30850033.49  | 0.07%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                               | Williams Cos Inc/The                                                                                                                       | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10087563.00  | 0.02%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                | Bread Financial Holdings Inc                                                                                                               | CUSIP: 018581AP3<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |   13500000 | PA      | $14406268.50  | 0.03%             | 2029-03-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                     | BOF URSA VI Funding Trust I                                                                                                                | CUSIP: 05603LAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16448717 | PA      | $16510220.59  | 0.04%             | 2031-10-27      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                        | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-63556.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                       | Apidos CLO XXII                                                                                                                            | CUSIP: 03765XAG1<br>LEI: 5493003SQW0Q40KVFQ19 | Long             | ABS-CBDO         | CORP              | KY        |   18244929 | PA      | $18264305.30  | 0.04%             | 2031-04-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                              | Royal Caribbean Cruises Ltd                                                                                                                | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   70683000 | PA      | $70791275.05  | 0.17%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                      | Nissan Motor Co Ltd                                                                                                                        | CUSIP: 654744AB7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   28956000 | PA      | $28720779.99  | 0.07%             | 2025-09-17      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Barings Loan Partners CLO Ltd. 3                     | Barings Loan Partners CLO Ltd 3                                                                                                            | CUSIP: 06762QAQ0<br>LEI: 549300RUPLT0ZHQPBR47 | Long             | ABS-CBDO         | CORP              | KY        |   53880000 | PA      | $53666204.16  | 0.13%             | 2033-07-20      | Floating      | 5.22%                 | 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        |   25795381 | PA      | $232158.43    | 0.00%             | 2027-06-10      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                             | TGNR Intermediate Holdings LLC                                                                                                             | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6143904.65   | 0.01%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                     | ABN AMRO Bank NV                                                                                                                           | CUSIP: 00080QAF2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   91639000 | PA      | $91615714.53  | 0.22%             | 2025-07-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                     | Crown Castle Inc                                                                                                                           | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   12669000 | PA      | $12382006.48  | 0.03%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                           | Clover CLO 2021-3 LLC                                                                                                                      | CUSIP: 18915FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   65460000 | PA      | $65210793.78  | 0.15%             | 2035-01-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                            | IQVIA Inc                                                                                                                                  | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    8770000 | PA      | $8747668.95   | 0.02%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                              | Aircastle Ltd / Aircastle Ireland DAC                                                                                                      | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   10533000 | PA      | $10491115.74  | 0.02%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                               | Santander Holdings USA Inc                                                                                                                 | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   38058000 | PA      | $37313075.92  | 0.09%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                             | Long: SPH0018M9 CDS USD R F  1.50000 SPH0018M9_FEE CMBX / Short: SPH0018M9 CDS USD P V 01MEVENT SPH0018M9_PRO CMBX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |    2996010 | OU      | $-355676.37   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aramark Services Inc                                 | Aramark Services Inc 2024 Term Loan B7                                                                                                     | CUSIP: 03852JAU5<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |   23066044 | PA      | $23152541.30  | 0.05%             | 2028-04-06      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust           | JPMBB Commercial Mortgage Securities Trust 2015-C29                                                                                        | CUSIP: 46644RBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5189544 | PA      | $65.91        | 0.00%             | 2048-05-15      | Variable      | 0.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                       | Morgan Stanley                                                                                                                             | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   32276000 | PA      | $32671302.89  | 0.08%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                    | Vornado Realty LP                                                                                                                          | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |   19639000 | PA      | $18994350.41  | 0.04%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                   | Expand Energy Corp                                                                                                                         | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |  102362000 | PA      | $102759266.92 | 0.24%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COTY INC                                             | Coty Inc                                                                                                                                   | CUSIP: 222070AE4<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    8402000 | PA      | $8382301.51   | 0.02%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR REMIC Trust 2021-DNA7                                                                                                    | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |   30220000 | PA      | $30473666.68  | 0.07%             | 2041-11-25      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                          | Long: SPHG01505 CDS USD R F  1.50000 SPHG01505_FEE CMBX / Short: SPHG01505 CDS USD P V 01MEVENT SPHG01505_PRO CMBX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |    1997340 | OU      | $-237117.58   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                               | VICI Properties LP / VICI Note Co Inc                                                                                                      | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              |  | US        |   35963000 | PA      | $34468492.80  | 0.08%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                             | Toyota Lease Owner Trust 2025-A                                                                                                            | CUSIP: 89239NAD7<br>LEI: 254900299R9KF5UH9O95 | Long             | ABS-O            | CORP              | US        |   49500000 | PA      | $49835911.95  | 0.12%             | 2028-02-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   19375000 | PA      | $19258362.50  | 0.05%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                         | UBS Group AG                                                                                                                               | CUSIP: 90352JAC7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   28073000 | PA      | $27762213.64  | 0.07%             | 2028-03-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer, Ltd.                                | LoanCore 2025 2025-CRE8 Issuer LLC                                                                                                         | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   48000000 | PA      | $48006110.40  | 0.11%             | 2042-08-17      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                               | Standard Chartered PLC                                                                                                                     | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   29535000 | PA      | $29989601.24  | 0.07%             | 2028-05-14      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2016-C32                                                                                             | CUSIP: 94989YAZ6<br>LEI: 549300VOKB4Z9J8DIM89 | Long             | ABS-MBS          | CORP              | US        |   14295000 | PA      | $14154881.84  | 0.03%             | 2059-01-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Fortiva Retail Prime Master Note Business Trust      | FORTIVA RETAIL PRIME MASTER                                                                                                                | CUSIP: 34990DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   92200000 | PA      | $92329080.00  | 0.22%             | 2029-09-17      | Fixed         | 6.60%                 | No            |                  3 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                  | Citigroup Commercial Mortgage Trust 2016-GC37                                                                                              | CUSIP: 17290XAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   48532077 | PA      | $234079.91    | 0.00%             | 2049-04-10      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                       | Morgan Stanley Capital I Trust 2016-UBS11                                                                                                  | CUSIP: 61767FBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  121222774 | PA      | $1065681.53   | 0.00%             | 2049-08-15      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   10063000 | PA      | $11320080.02  | 0.03%             | 2030-07-15      | Fixed         | 8.88%                 | 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        |   42945386 | PA      | $42996482.36  | 0.10%             | 2037-01-17      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                   | Coterra Energy Inc                                                                                                                         | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |   33728000 | PA      | $33232687.46  | 0.08%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                       | Bombardier Inc                                                                                                                             | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   25161000 | PA      | $25320872.99  | 0.06%             | 2026-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                           | Hasbro Inc                                                                                                                                 | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |  114845000 | PA      | $109505610.18 | 0.26%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust              | Hyundai Auto Lease Securitization Trust 2025-A                                                                                             | CUSIP: 44935WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   66550000 | PA      | $66935164.78  | 0.16%             | 2028-01-18      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                           | US Bancorp                                                                                                                                 | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   18342000 | PA      | $18763958.99  | 0.04%             | 2030-01-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                     | HF Sinclair Corp                                                                                                                           | CUSIP: 403949AP5<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   40512000 | PA      | $40900553.02  | 0.10%             | 2027-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Trust 2015-VFM                                                                                                                       | CUSIP: 05546JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3735434 | PA      | $3678356.76   | 0.01%             | 2036-03-10      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                         | Ecopetrol SA                                                                                                                               | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   97346000 | PA      | $102522957.63 | 0.24%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                        | UBS Commercial Mortgage Trust 2019-C18                                                                                                     | CUSIP: 90278PBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4580000 | PA      | $4181471.30   | 0.01%             | 2052-12-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2024-V12 Mortgage Trust                                                                                                          | CUSIP: 081915AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   50060000 | PA      | $51836329.04  | 0.12%             | 2057-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                  | Synchrony Financial                                                                                                                        | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   15918000 | PA      | $15687326.05  | 0.04%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                             | Fortress Transportation and Infrastructure Investors LLC                                                                                   | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   49960000 | PA      | $49579929.30  | 0.12%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                     | Connecticut Avenue Securities Trust 2024-R03                                                                                               | CUSIP: 207941AA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14951980 | PA      | $14969455.80  | 0.04%             | 2044-03-25      | Floating      | 5.47%                 | 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        |   28032406 | PA      | $353208.32    | 0.00%             | 2024-12-15      | Floating      | 7.70%                 | No            |                  3 | On Loan: No      |
| Affirm Inc                                           | Affirm Asset Securitization Trust 2024-A                                                                                                   | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   73620000 | PA      | $73944781.99  | 0.18%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Trust 2020-GC45                                                                                                     | CUSIP: 36258YBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6001691 | PA      | $5869896.39   | 0.01%             | 2053-02-13      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                       | Morgan Stanley Capital I Trust 2019-L2                                                                                                     | CUSIP: 61768HAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12535000 | PA      | $12131706.43  | 0.03%             | 2052-03-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL                              | Western-Southern Global Funding                                                                                                            | CUSIP: 95954A2A0<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |   24913000 | PA      | $24998137.69  | 0.06%             | 2030-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association             | Government National Mortgage Association                                                                                                   | CUSIP: 38379KAP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1269426 | PA      | $1242960.66   | 0.00%             | 2055-10-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Perimeter Master Note Business Trust                 | Perimeter Master Note Business Trust                                                                                                       | CUSIP: 71384PAJ0<br>LEI: 5493005H6EB040833X54 | Long             | ABS-O            | CORP              | US        |   46000000 | PA      | $45346243.40  | 0.11%             | 2026-12-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                           | Mattel Inc                                                                                                                                 | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   27540000 | PA      | $27137351.43  | 0.06%             | 2026-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                             | Vistra Operations Co LLC                                                                                                                   | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   12474000 | PA      | $12473532.23  | 0.03%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                             | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                                  | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   33329000 | PA      | $33084424.47  | 0.08%             | 2029-09-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                | Mexico Government International Bonds                                                                                                      | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    6475000 | PA      | $6333521.25   | 0.01%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                             | Principal Life Global Funding II                                                                                                           | CUSIP: 74256LEY1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   42790000 | PA      | $43510148.00  | 0.10%             | 2029-01-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                             | Development Bank of Kazakhstan JSC                                                                                                         | CUSIP: 25159XAE3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |   13844000 | PA      | $13735865.62  | 0.03%             | 2029-10-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                         | Broadcom Inc Term Loan A5                                                                                                                  | CUSIP: 11134NAV7<br>LEI: 549300WV6GIDOZJTV909 | Long             | LON              | CORP              | US        |  331103769 | PA      | $331103769.23 | 0.78%             | 2028-08-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                             | Jackson National Life Global Funding                                                                                                       | CUSIP: 46849LUX7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   17581000 | PA      | $17662621.37  | 0.04%             | 2026-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                  | BWAY 2013-1515 Mortgage Trust                                                                                                              | CUSIP: 05604FAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  103040000 | PA      | $1189009.47   | 0.00%             | 2033-03-10      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                         | UBS Group AG                                                                                                                               | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   32133000 | PA      | $30923262.92  | 0.07%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                            | Prosus NV                                                                                                                                  | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   60280000 | PA      | $58647733.34  | 0.14%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                    | Nexstar Media Inc                                                                                                                          | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   40961000 | PA      | $40822809.87  | 0.10%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                          | Long: SPH001N18 CDS USD R F  1.50000 SPH001N18_FEE CMBX / Short: SPH001N18 CDS USD P V 01MEVENT SPH001N18_PRO CMBX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |     499335 | OU      | $-59279.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                               | VICI Properties LP / VICI Note Co Inc                                                                                                      | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              |  | US        |   71659000 | PA      | $71257286.81  | 0.17%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                | Westlake Automobile Receivables Trust 2022-2                                                                                               | CUSIP: 96042VAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12914560 | PA      | $12910871.18  | 0.03%             | 2027-09-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                          | Asurion LLC 2021 Term Loan B9                                                                                                              | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |  160570332 | PA      | $159856596.52 | 0.38%             | 2027-07-31      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC             | Avis Budget Rental Car Funding AESOP LLC                                                                                                   | CUSIP: 05377RDY7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   23225000 | PA      | $22885968.42  | 0.05%             | 2027-02-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                            | Chesapeake Funding II LLC                                                                                                                  | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   92834274 | PA      | $93727757.65  | 0.22%             | 2036-05-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                     | Bain Capital Credit CLO 2021-1 Ltd                                                                                                         | CUSIP: 05684LAN5<br>LEI: 254900DHB4WS9ZL4ED63 | Long             | ABS-CBDO         | CORP              | KY        |   30200000 | PA      | $30028101.60  | 0.07%             | 2034-04-18      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                           | Mattel Inc                                                                                                                                 | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   19458000 | PA      | $18372066.53  | 0.04%             | 2029-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                   | Panama Government International Bond                                                                                                       | CUSIP: 698299AV6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   46428000 | PA      | $47196383.40  | 0.11%             | 2026-01-29      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                               | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    9511000 | PA      | $9424266.34   | 0.02%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust               | Santander Drive Auto Receivables Trust 2024-2                                                                                              | CUSIP: 80286YAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22800000 | PA      | $23117075.04  | 0.05%             | 2029-07-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                  | American Tower Corp                                                                                                                        | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   31178000 | PA      | $31887902.48  | 0.08%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                 | Las Vegas Sands Corp                                                                                                                       | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   16172000 | PA      | $16375169.32  | 0.04%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                         | Entegris Inc                                                                                                                               | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3865329.20   | 0.01%             | 2028-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                           | GLS Auto Receivables Issuer Trust 2021-2                                                                                                   | CUSIP: 36261XAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18015000 | PA      | $17726333.04  | 0.04%             | 2028-05-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                | Freeport Indonesia PT                                                                                                                      | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |   31203000 | PA      | $31121160.77  | 0.07%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: B29760411 IRS USD R V 12MSOFR 429760413 CCPOIS / Short: B29760411 IRS USD P F  4.28708 429760412 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        | 1407000000 | OU      | $-42349083.54 | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                           | Navient Private Education Refi Loan Trust 2022-A                                                                                           | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   54820072 | PA      | $49103511.59  | 0.12%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                        | TransDigm Inc                                                                                                                              | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   70392000 | PA      | $71701431.98  | 0.17%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                     | ABN AMRO Bank NV                                                                                                                           | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   30400000 | PA      | $30984152.42  | 0.07%             | 2027-09-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                   | Regal Rexnord Corp                                                                                                                         | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   35742000 | PA      | $35934903.51  | 0.09%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                | AMMC CLO 27 Ltd                                                                                                                            | CUSIP: 00173UAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   79500000 | PA      | $79197900.00  | 0.19%             | 2037-01-20      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                           | US Bancorp                                                                                                                                 | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  103708000 | PA      | $104474955.92 | 0.25%             | 2031-02-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                         | UBS Group AG                                                                                                                               | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   31428000 | PA      | $32064375.52  | 0.08%             | 2030-02-08      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| WERNER FINCO LP/INC                                  | Werner FinCo LP / Werner FinCo Inc                                                                                                         | CUSIP: 95076PAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   46695000 | PA      | $50839183.58  | 0.12%             | 2028-06-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                     | LPL Holdings Inc                                                                                                                           | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   31047000 | PA      | $31096743.19  | 0.07%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                 | Glencore Funding LLC                                                                                                                       | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   56916000 | PA      | $57574604.63  | 0.14%             | 2027-04-04      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                 | BAT International Finance PLC                                                                                                              | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   41587000 | PA      | $43447909.29  | 0.10%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ITR Concession Co LLC                                | ITR Concession Co LLC                                                                                                                      | CUSIP: 450636AA3<br>LEI: 5493007GBY3OBTILCX44 | Long             | DBT              | CORP              | US        |    5775000 | PA      | $5765695.09   | 0.01%             | 2025-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                           | US Bancorp                                                                                                                                 | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   55402000 | PA      | $57205044.79  | 0.14%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                               | Federation des Caisses Desjardins du Quebec                                                                                                | CUSIP: 31429KAL7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   16998000 | PA      | $17317531.12  | 0.04%             | 2029-04-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| JP Morgan Chase Commercial Mortgage Sec Trust        | JPMCC Commercial Mortgage Securities Trust 2017-JP7                                                                                        | CUSIP: 465968AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  207181021 | PA      | $3373010.61   | 0.01%             | 2050-09-15      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                          | Vistra Operations Co LLC                                                                                                                   | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   32424000 | PA      | $32473835.69  | 0.08%             | 2026-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                | Freedom Mortgage Corp                                                                                                                      | CUSIP: 35640YAH0<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |   11917000 | PA      | $11906116.56  | 0.03%             | 2026-05-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                               | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                      | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  114198000 | PA      | $113158067.33 | 0.27%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                              | SCF Equipment Leasing 2024-1 LLC                                                                                                           | CUSIP: 783896AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7180000 | PA      | $7361375.42   | 0.02%             | 2032-01-20      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                     | Bain Capital Credit CLO 2021-3 Ltd                                                                                                         | CUSIP: 05683NAJ1<br>LEI: 254900XV68IP5ZAT0548 | Long             | ABS-CBDO         | CORP              | KY        |   38210000 | PA      | $38122078.79  | 0.09%             | 2034-07-24      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                       | Apidos CLO XXXI                                                                                                                            | CUSIP: 03767VAG3<br>LEI: 549300IG6PHVJ3WBR394 | Long             | ABS-CBDO         | CORP              | KY        |   59901212 | PA      | $59967223.34  | 0.14%             | 2031-04-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| CROSBY US ACQUISITION CORP                           | Crosby US Acquisition Corp 2024 1st Lien Term Loan B                                                                                       | CUSIP: 22739PAP1<br>LEI: 549300V5HSWHDNVOWE35 | Long             | LON              | CORP              | US        |   19088156 | PA      | $19140743.73  | 0.05%             | 2029-08-16      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                      | Tyson Foods Inc                                                                                                                            | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   12250000 | PA      | $12576473.89  | 0.03%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                     | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20753ACJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11373792 | PA      | $11561970.32  | 0.03%             | 2043-04-25      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                             | Lloyds Banking Group PLC                                                                                                                   | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   31204000 | PA      | $31569653.46  | 0.07%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| First Eagle Investment Management LLC                | First Eagle Investment Management LLC 2024 Term Loan B2                                                                                    | CUSIP: 05554JAJ6<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |   32754963 | PA      | $32798036.23  | 0.08%             | 2029-03-05      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| KFC Holding Co                                       | KFC Holding Co 2021 Term Loan B                                                                                                            | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |   68938965 | PA      | $69412920.06  | 0.16%             | 2028-03-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                         | AGL CLO 17 Ltd                                                                                                                             | CUSIP: 00120DAJ5<br>LEI: 254900ISUA07JPVCOS18 | Long             | ABS-CBDO         | CORP              | KY        |    8700000 | PA      | $8646825.60   | 0.02%             | 2035-01-21      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                    | GXO Logistics Inc                                                                                                                          | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   72957000 | PA      | $74731677.57  | 0.18%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Trust 2015-GC34                                                                                                     | CUSIP: 36250VAD4<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |   42592000 | PA      | $42273658.87  | 0.10%             | 2048-10-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                   | Aqua Finance Trust 2019-A                                                                                                                  | CUSIP: 038370AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5657738 | PA      | $5475515.65   | 0.01%             | 2040-07-16      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                | KKR CLO 15 Ltd                                                                                                                             | CUSIP: 48251MBE5<br>LEI: 549300K434Q30JZAS486 | Long             | ABS-CBDO         | CORP              | KY        |    7890000 | PA      | $7895065.38   | 0.02%             | 2032-01-18      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd                                          | Bacardi Ltd                                                                                                                                | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |   42902000 | PA      | $42814126.84  | 0.10%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                            | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F052474<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  901916000 | PA      | $913872998.04 | 2.16%             | 2040-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                          | Long: SP4C00914 CDS USD R F  1.50000 SP4C00914_FEE CMBX / Short: SP4C00914 CDS USD P V 01MEVENT SP4C00914_PRO CMBX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |    3236462 | OU      | $-403586.89   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Affirm Inc                                           | Affirm Asset Securitization Trust 2024-A                                                                                                   | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   32865000 | PA      | $32982926.19  | 0.08%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                              | Frontier Communications Holdings LLC                                                                                                       | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2462000 | PA      | $2497765.47   | 0.01%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                             | Santander UK Group Holdings PLC                                                                                                            | CUSIP: 80281LAA3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   42889000 | PA      | $42790612.63  | 0.10%             | 2025-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| ALLIANT ENERGY FINANCE                               | Alliant Energy Finance LLC                                                                                                                 | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   15507000 | PA      | $15674594.85  | 0.04%             | 2027-06-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR HOLDCO GMBH                              | TK Elevator Holdco GmbH                                                                                                                    | CUSIP: 92537VAA8<br>LEI: 2549008GCHWX9EEMIS56 | Long             | DBT              | CORP              | DE        |    8769000 | PA      | $8787905.96   | 0.02%             | 2028-07-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                   | F&G Global Funding                                                                                                                         | CUSIP: 30321L2D3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   58675000 | PA      | $56125461.53  | 0.13%             | 2027-04-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                             | Madison Park Funding XXI Ltd                                                                                                               | CUSIP: 55820JBC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   19617037 | PA      | $19613917.62  | 0.05%             | 2032-10-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                              | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   87177000 | PA      | $86292367.91  | 0.20%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR REMIC Trust 2024-HQA2                                                                                                    | CUSIP: 35564NDY6<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | USGSE             | US        |   51453125 | PA      | $51634702.83  | 0.12%             | 2044-08-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                                  | Leggett & Platt Inc                                                                                                                        | CUSIP: 524660AY3<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |   18646000 | PA      | $17968157.30  | 0.04%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                | Westlake Automobile Receivables Trust 2023-2                                                                                               | CUSIP: 959926AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   38475000 | PA      | $38575111.95  | 0.09%             | 2028-03-15      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                     | Flatiron CLO 28 Ltd                                                                                                                        | CUSIP: 33884EAC5<br>LEI: 254900U51J2X527SRJ56 | Long             | ABS-CBDO         | CORP              | KY        |   15750000 | PA      | $15759119.25  | 0.04%             | 2036-07-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                       | Carvana Auto Receivables Trust 2022-P2                                                                                                     | CUSIP: 14686JAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   50912000 | PA      | $50928108.56  | 0.12%             | 2028-02-10      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                               | Spirit AeroSystems Inc                                                                                                                     | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   15623000 | PA      | $16654930.40  | 0.04%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                           | GLS Auto Receivables Issuer Trust 2023-3                                                                                                   | CUSIP: 36267PAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     754396 | PA      | $754784.56    | 0.00%             | 2027-03-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                          | Asurion LLC 2020 Term Loan B8                                                                                                              | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   19632740 | PA      | $19639513.28  | 0.05%             | 2026-12-23      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2015-SG1                                                                                             | CUSIP: 94989QAY6<br>LEI: 549300ZJL46M82UL2Z22 | Long             | ABS-MBS          | CORP              | US        |   95726224 | PA      | $1847.52      | 0.00%             | 2048-09-15      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENT HO                             | Abu Dhabi Developmental Holding Co PJSC                                                                                                    | CUSIP: 00402AAA9<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |   14481000 | PA      | $14312205.84  | 0.03%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                         | Voya CLO 2017-3 Ltd                                                                                                                        | CUSIP: 92915QBJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9450000 | PA      | $9468937.80   | 0.02%             | 2034-04-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                | American Homes 4 Rent LP                                                                                                                   | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |   12384000 | PA      | $12379897.43  | 0.03%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                        | AIB Group PLC                                                                                                                              | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   73907000 | PA      | $77767336.29  | 0.18%             | 2029-09-13      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust               | Santander Drive Auto Receivables Trust 2025-1                                                                                              | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   65000000 | PA      | $65085319.00  | 0.15%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust        | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-ICON                                                                           | CUSIP: 46650RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12800000 | PA      | $12271524.22  | 0.03%             | 2034-01-05      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                     | First National Master Note Trust                                                                                                           | CUSIP: 32113CCB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20402000 | PA      | $20776715.37  | 0.05%             | 2030-05-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                  | Synchrony Financial                                                                                                                        | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   26175000 | PA      | $25462375.94  | 0.06%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                             | Vistra Operations Co LLC                                                                                                                   | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   39766000 | PA      | $39033111.03  | 0.09%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                               | Morgan Stanley Bank NA                                                                                                                     | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   26576000 | PA      | $26850340.59  | 0.06%             | 2029-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                       | Morgan Stanley                                                                                                                             | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4350000 | PA      | $4417902.85   | 0.01%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                  | COMM 2015-LC21 Mortgage Trust                                                                                                              | CUSIP: 12593FBD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1586999 | PA      | $1584891.22   | 0.00%             | 2048-07-10      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2015-1 AA PTT                             | United Airlines 2015-1 Class AA Pass Through Trust                                                                                         | CUSIP: 90932LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6699284 | PA      | $6462188.68   | 0.02%             | 2027-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                             | Citizens Financial Group Inc                                                                                                               | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   27294000 | PA      | $28003396.17  | 0.07%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                         | Barclays PLC                                                                                                                               | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   26601000 | PA      | $26759151.19  | 0.06%             | 2029-02-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                      | CSAIL 2016-C7 Commercial Mortgage Trust                                                                                                    | CUSIP: 12637UAY5<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |  178028240 | PA      | $1092043.03   | 0.00%             | 2049-11-15      | Variable      | 0.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                        | Citigroup Inc                                                                                                                              | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   78925000 | PA      | $78816293.44  | 0.19%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                                | Pinnacle West Capital Corp                                                                                                                 | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    9393000 | PA      | $9468085.39   | 0.02%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                            | Boeing Co/The                                                                                                                              | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   20632000 | PA      | $20822157.51  | 0.05%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit             | Ford Credit Auto Owner Trust 2022-REV1                                                                                                     | CUSIP: 34528EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   60000000 | PA      | $59371464.00  | 0.14%             | 2034-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                           | MasTec Inc                                                                                                                                 | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   39725000 | PA      | $40787445.13  | 0.10%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                         | Barclays PLC                                                                                                                               | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   30351000 | PA      | $32122654.04  | 0.08%             | 2028-11-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                         | Centene Corp                                                                                                                               | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   55420000 | PA      | $51075964.26  | 0.12%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MARS INC                                             | Mars Inc                                                                                                                                   | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   27478000 | PA      | $27613749.29  | 0.07%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                  | LBM Acquisition LLC Term Loan B                                                                                                            | CUSIP: 50179JAB4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |   68768217 | PA      | $66517433.35  | 0.16%             | 2027-12-17      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                | Freedom Mortgage Corp                                                                                                                      | CUSIP: 35640YAK3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |   44572000 | PA      | $47852193.44  | 0.11%             | 2028-10-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2024-V6 Mortgage Trust                                                                                                           | CUSIP: 081927AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25950000 | PA      | $26939195.84  | 0.06%             | 2057-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                               | PNC Financial Services Group Inc/The                                                                                                       | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   32881000 | PA      | $32921945.39  | 0.08%             | 2031-05-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                | Mexico Government International Bonds                                                                                                      | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   16694000 | PA      | $16318385.00  | 0.04%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                        | UBS Commercial Mortgage Trust 2017-C6                                                                                                      | CUSIP: 90276UAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  217429027 | PA      | $5157851.38   | 0.01%             | 2050-12-15      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                               | Lumen Technologies Inc 2024 Extended Term Loan B1                                                                                          | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    3989300 | PA      | $3957724.61   | 0.01%             | 2029-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                      | Bermuda Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    5656000 | PA      | $4951828.00   | 0.01%             | 2030-08-20      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                              | GA Global Funding Trust                                                                                                                    | CUSIP: 36143L2L8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   70072000 | PA      | $71556245.48  | 0.17%             | 2029-01-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                   | Southwest Gas Corp                                                                                                                         | CUSIP: 845011AF2<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |   41220000 | PA      | $42235786.11  | 0.10%             | 2027-12-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                            | ALA Trust 2025-OANA                                                                                                                        | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   70330000 | PA      | $70748526.80  | 0.17%             | 2030-06-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                      | CFCRE Commercial Mortgage Trust 2016-C7                                                                                                    | CUSIP: 12532BAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  130032085 | PA      | $924528.12    | 0.00%             | 2054-12-10      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC             | Avis Budget Rental Car Funding AESOP LLC                                                                                                   | CUSIP: 05377RFP4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   10765000 | PA      | $10813696.55  | 0.03%             | 2029-02-20      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                              | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  120648000 | PA      | $116234699.78 | 0.28%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                         | Barclays PLC                                                                                                                               | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   93499000 | PA      | $93756537.39  | 0.22%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Baxter Intl Inc                                      | Baxter Intl Inc 2021 Delayed Draw Term Loan Tranche 2                                                                                      | CUSIP: 000000000<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | LON              | CORP              | US        |   19761702 | PA      | $19786404.14  | 0.05%             | 2026-09-30      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                    | Hyatt Hotels Corp                                                                                                                          | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   24657000 | PA      | $24853610.73  | 0.06%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                             | Volkswagen Group of America Finance LLC                                                                                                    | CUSIP: 928668CK6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   19838000 | PA      | $19847547.63  | 0.05%             | 2026-08-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                             | Santander UK Group Holdings PLC                                                                                                            | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   37697000 | PA      | $36248405.69  | 0.09%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                               | Aviation Capital Group LLC                                                                                                                 | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   21957000 | PA      | $22199724.97  | 0.05%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                            | Boeing Co/The                                                                                                                              | CUSIP: 097023BR5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   20418000 | PA      | $19911325.49  | 0.05%             | 2026-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| SEB Funding LLC                                      | SEB Funding LLC                                                                                                                            | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6783000 | PA      | $6647275.56   | 0.02%             | 2052-01-30      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Trust 2017-GS8                                                                                                      | CUSIP: 36254KAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21635000 | PA      | $20957733.63  | 0.05%             | 2050-11-10      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                     | GGAM Finance Ltd                                                                                                                           | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    9813000 | PA      | $10105437.21  | 0.02%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                   | Energy Transfer LP                                                                                                                         | CUSIP: 226373AQ1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  104661000 | PA      | $104666554.36 | 0.25%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                              | Nissan Auto Lease Trust 2025-A                                                                                                             | CUSIP: 65479XAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  103390000 | PA      | $104233062.74 | 0.25%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                        | Boeing Co/The                                                                                                                              | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   63282000 | PA      | $66578244.84  | 0.16%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                         | Barclays PLC                                                                                                                               | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   43551000 | PA      | $43955202.49  | 0.10%             | 2027-05-09      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                    | Kinder Morgan Inc                                                                                                                          | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   52931000 | PA      | $53539568.88  | 0.13%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                  | Calpine Corporation 2024 Term Loan B5                                                                                                      | CUSIP: 13134MBX0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |  117942387 | PA      | $117988974.60 | 0.28%             | 2032-02-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust        | JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY                                                                             | CUSIP: 46642MAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   45476000 | PA      | $45.48        | 0.00%             | 2027-06-10      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                | American Airlines Inc 2025 Term Loan                                                                                                       | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |   31285329 | PA      | $31007671.75  | 0.07%             | 2028-04-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| KKR Industrial Portfolio Trust                       | KIND Commercial Mortgage Trust 2024-1                                                                                                      | CUSIP: 494925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   34670000 | PA      | $34773323.53  | 0.08%             | 2041-08-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                             | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   24719000 | PA      | $24659485.55  | 0.06%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   36924000 | PA      | $38016473.71  | 0.09%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates                                                                               | CUSIP: 3137BTUP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  484593604 | PA      | $1187545.09   | 0.00%             | 2026-11-25      | Variable      | 0.15%                 | No            |                  2 | On Loan: No      |
| Trysail CLO Ltd                                      | Trysail CLO 2021-1 Ltd                                                                                                                     | CUSIP: 89855AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   82694137 | PA      | $82572824.26  | 0.20%             | 2032-07-20      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                      | Citizens Auto Receivables Trust 2023-1                                                                                                     | CUSIP: 17331KAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   58798338 | PA      | $59176270.14  | 0.14%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                                      | Concentrix Corp                                                                                                                            | CUSIP: 20602DAA9<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |   22801000 | PA      | $23211777.80  | 0.05%             | 2026-08-02      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                | Antero Resources Corp                                                                                                                      | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   35391000 | PA      | $36250151.92  | 0.09%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2019-B11 Mortgage Trust                                                                                                          | CUSIP: 08162BBE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7900000 | PA      | $7471223.55   | 0.02%             | 2052-05-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                    | Cedar Funding VII Clo Ltd                                                                                                                  | CUSIP: 15032FAN6<br>LEI: 549300G87EGFMLOYN341 | Long             | ABS-CBDO         | CORP              | KY        |   15112000 | PA      | $15089075.10  | 0.04%             | 2031-01-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| RTX Corporation                                      | RTX Corporation Term Loan                                                                                                                  | CUSIP: 000000000<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | LON              | CORP              | US        |   88000000 | PA      | $87890000.00  | 0.21%             | 2026-11-06      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                | Antero Resources Corp                                                                                                                      | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8861750.10   | 0.02%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Thayer Park CLO, Ltd.                                | Thayer Park CLO Ltd                                                                                                                        | CUSIP: 883310AL8<br>LEI: 5493000PRLDBEVKBE571 | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $10023330.00  | 0.02%             | 2034-04-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                      | Rolls-Royce PLC                                                                                                                            | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |   16832000 | PA      | $17219321.15  | 0.04%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                | Brooklyn Union Gas Co/The                                                                                                                  | CUSIP: 114259AV6<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |   54747000 | PA      | $54755276.10  | 0.13%             | 2027-08-05      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                             | Macquarie Airfinance Holdings Ltd                                                                                                          | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   39947000 | PA      | $41331043.71  | 0.10%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                              | Imperial Brands Finance PLC                                                                                                                | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   34448000 | PA      | $35205456.40  | 0.08%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                                 | Aramark Services Inc 2024 Term Loan B8                                                                                                     | CUSIP: 03852JAV3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |   59714362 | PA      | $59894699.87  | 0.14%             | 2030-06-22      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                             | Clarios Global LP / Clarios US Finance Co                                                                                                  | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |  118654000 | PA      | $119388942.88 | 0.28%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                        | AIB Group PLC                                                                                                                              | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   10053000 | PA      | $10145191.64  | 0.02%             | 2031-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                 | Glencore Funding LLC                                                                                                                       | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   34632000 | PA      | $35048159.58  | 0.08%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust           | JPMBB Commercial Mortgage Securities Trust 2014-C25                                                                                        | CUSIP: 46643PBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   29768930 | PA      | $476.30       | 0.00%             | 2047-11-15      | Variable      | 0.47%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                              | Blackstone Secured Lending Fund                                                                                                            | CUSIP: 09261XAD4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   12260000 | PA      | $11658739.81  | 0.03%             | 2027-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust        | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-ICON                                                                           | CUSIP: 46650RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17203612 | PA      | $16902906.79  | 0.04%             | 2034-01-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                    | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   42494000 | PA      | $42599025.62  | 0.10%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust            | Bank of America Merrill Lynch Commercial Mortgage Trust 2016-UBS10                                                                         | CUSIP: 06054MAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   44073958 | PA      | $244694.21    | 0.00%             | 2049-07-15      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                   | F&G Global Funding                                                                                                                         | CUSIP: 30321L2G6<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   41457000 | PA      | $42284631.38  | 0.10%             | 2027-06-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                     | WFRBS Commercial Mortgage Trust 2014-C21                                                                                                   | CUSIP: 92939FBB4<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |   69073121 | PA      | $150240.95    | 0.00%             | 2047-08-15      | Variable      | 0.45%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                              | Frontier Communications Holdings LLC                                                                                                       | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4103000 | PA      | $4160454.31   | 0.01%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS Mortgage Trust 2025-5C34                                                                                                             | CUSIP: 07337BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   54500000 | PA      | $56386997.10  | 0.13%             | 2058-05-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                             | Jaguar Land Rover Automotive PLC                                                                                                           | CUSIP: 000000000<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $5017160.00   | 0.01%             | 2025-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain Inc                                    | Iron Mountain Inc                                                                                                                          | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |   11834000 | PA      | $11701156.25  | 0.03%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust           | JPMBB Commercial Mortgage Securities Trust 2014-C24                                                                                        | CUSIP: 46643GAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12614589 | PA      | $345.64       | 0.00%             | 2047-11-15      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                | KKR Clo 24 Ltd                                                                                                                             | CUSIP: 48252RAL8<br>LEI: 549300LGO0WGOG6NE245 | Long             | ABS-CBDO         | CORP              | KY        |   88637132 | PA      | $88730910.48  | 0.21%             | 2032-04-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                  | Kinetik Holdings LP                                                                                                                        | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   47282000 | PA      | $48252825.70  | 0.11%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                        | TransDigm Inc                                                                                                                              | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   36277000 | PA      | $36271294.35  | 0.09%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                                | US Bank NA/Cincinnati OH                                                                                                                   | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   38598000 | PA      | $38648928.90  | 0.09%             | 2028-05-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                          | Paychex Inc                                                                                                                                | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   29031000 | PA      | $29420463.35  | 0.07%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                       | Bombardier Inc                                                                                                                             | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    9732000 | PA      | $9782810.77   | 0.02%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                              | HCA Inc                                                                                                                                    | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   16383000 | PA      | $16634621.42  | 0.04%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                             | Jackson National Life Global Funding                                                                                                       | CUSIP: 46849LVE8<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   39587000 | PA      | $40404975.89  | 0.10%             | 2030-01-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Capital I Trust                       | Morgan Stanley Capital I Trust 2024-NSTB                                                                                                   | CUSIP: 61690BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   85706376 | PA      | $82736683.92  | 0.20%             | 2057-09-24      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                | Westlake Automobile Receivables Trust 2025-1                                                                                               | CUSIP: 96043VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   32000000 | PA      | $32117328.00  | 0.08%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PARSLEY ENERGY LLC/FINAN                             | Parsley Energy LLC / Parsley Finance Corp                                                                                                  | CUSIP: 701885AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   26480000 | PA      | $26066315.14  | 0.06%             | 2028-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WASH MULTIFAM ACQ INC                                | WASH Multifamily Acquisition Inc                                                                                                           | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |   93757000 | PA      | $93627737.22  | 0.22%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORP                                 | MGIC Investment Corp                                                                                                                       | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |   39165000 | PA      | $38929735.85  | 0.09%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                             | Neuberger Berman Loan Advisers Clo 50 Ltd                                                                                                  | CUSIP: 64134VAQ9<br>LEI: 549300UMYON6L2REF246 | Long             | ABS-CBDO         | CORP              | JE        |   70945000 | PA      | $70976428.64  | 0.17%             | 2036-07-23      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust        | JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY                                                                             | CUSIP: 46642MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  102274000 | PA      | $51137.00     | 0.00%             | 2027-06-10      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                         | HSBC USA Inc                                                                                                                               | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   34758000 | PA      | $34860638.98  | 0.08%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                              | BPCE SA                                                                                                                                    | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   21834000 | PA      | $21026878.02  | 0.05%             | 2027-10-19      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                  | COMM 2015-PC1 Mortgage Trust                                                                                                               | CUSIP: 12593GAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10878059 | PA      | $117.48       | 0.00%             | 2050-07-10      | Variable      | 0.23%                 | No            |                  2 | On Loan: No      |
| Shops at Crystals Trust 2016-CSTL                    | Shops at Crystals Trust 2016-CSTL                                                                                                          | CUSIP: 82510WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  112000000 | PA      | $445945.92    | 0.00%             | 2036-07-05      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| CART                                                 | CONE Trust 2024-DFW1                                                                                                                       | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   32000000 | PA      | $31935737.60  | 0.08%             | 2041-08-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   30378000 | PA      | $30731392.13  | 0.07%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONICS TECH                               | Molex Electronic Technologies LLC                                                                                                          | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   39086000 | PA      | $39144123.62  | 0.09%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Parallel Ltd                                         | Parallel 2021-1 Ltd                                                                                                                        | CUSIP: 69916HAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   18950000 | PA      | $18931087.90  | 0.04%             | 2034-07-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                              | JP Morgan REPO 4.12% 6-2-2025                                                                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | RA               | CORP              | US        |  151936000 | PA      | $151936000.00 | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                   | F&G Global Funding                                                                                                                         | CUSIP: 30321L2C5<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   16130000 | PA      | $14730236.50  | 0.03%             | 2028-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                             | Republic of South Africa Government International Bond                                                                                     | CUSIP: 836205AR5<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   41772000 | PA      | $41942762.68  | 0.10%             | 2025-09-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                        | ZF North America Capital Inc                                                                                                               | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   65514000 | PA      | $64985256.16  | 0.15%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2024-V7 Mortgage Trust                                                                                                           | CUSIP: 08163YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   58829000 | PA      | $61787151.55  | 0.15%             | 2056-05-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                       | Solventum Corp                                                                                                                             | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   80331000 | PA      | $81993230.74  | 0.19%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR REMIC Trust 2023-HQA1                                                                                                    | CUSIP: 35564KX79<br>LEI: 5493000IRHY5YZIPQD14 | Long             | ABS-MBS          | USGSE             | US        |   14198583 | PA      | $14347378.82  | 0.03%             | 2043-05-25      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| CEC ENTERTAINMENT LLC                                | CEC Entertainment LLC                                                                                                                      | CUSIP: 125137AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   76146000 | PA      | $74990739.54  | 0.18%             | 2026-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association             | Government National Mortgage Association                                                                                                   | CUSIP: 38378XFF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6052707 | PA      | $5457326.95   | 0.01%             | 2048-01-16      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                            | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27                                                                                | CUSIP: 61690AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21032000 | PA      | $20908298.19  | 0.05%             | 2047-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND                                 | KIND Trust 2021-KIND                                                                                                                       | CUSIP: 482606AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   23702106 | PA      | $23376694.75  | 0.06%             | 2038-08-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III                               | Fresenius Medical Care US Finance III Inc                                                                                                  | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    9688000 | PA      | $9266060.09   | 0.02%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                | Civitas Resources Inc                                                                                                                      | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |  134876000 | PA      | $136056839.38 | 0.32%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                              | Bayer US Finance II LLC                                                                                                                    | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |  101873000 | PA      | $101507290.19 | 0.24%             | 2025-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                  | Hilcorp Energy I LP Term Loan B                                                                                                            | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |   18707400 | PA      | $18722927.14  | 0.04%             | 2030-02-11      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                    | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   56081000 | PA      | $56934075.01  | 0.13%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                     | Societe Generale SA                                                                                                                        | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   31745000 | PA      | $31153336.37  | 0.07%             | 2026-12-14      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                 | Glencore Funding LLC                                                                                                                       | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  120235000 | PA      | $122484950.34 | 0.29%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                              | Brighthouse Financial Global Funding                                                                                                       | CUSIP: 10921U2J6<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   59746000 | PA      | $60537056.16  | 0.14%             | 2027-04-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                              | CarMax Auto Owner Trust 2024-2                                                                                                             | CUSIP: 14319EAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24545000 | PA      | $25131900.40  | 0.06%             | 2029-11-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| FIRST EAGLE HOLDINGS INC                             | First Eagle Holdings Inc 2020 Term Loan B                                                                                                  | CUSIP: 05554JAH0<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |    5870056 | PA      | $5882265.58   | 0.01%             | 2027-02-01      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                          | Long: SPUK00LX3 CDS USD R F  1.50000 SPUK00LX3_FEE CMBX / Short: SPUK00LX3 CDS USD P V 01MEVENT SPUK00LX3_PRO CMBX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |     998670 | OU      | $-118558.79   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                             | Volkswagen Group of America Finance LLC                                                                                                    | CUSIP: 928668CN0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   19367000 | PA      | $19372845.35  | 0.05%             | 2027-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                         | Navient Corp                                                                                                                               | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    9765000 | PA      | $9894376.49   | 0.02%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BARDOT CLO LTD                                       | Bardot CLO Ltd                                                                                                                             | CUSIP: 06744NBQ9<br>LEI: 549300KP12IHV6MTDK86 | Long             | ABS-CBDO         | CORP              | KY        |   91676209 | PA      | $91496615.58  | 0.22%             | 2032-10-22      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                 | FS Rialto 2025-FL10 Issuer LLC                                                                                                             | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18320000 | PA      | $18310486.42  | 0.04%             | 2042-08-19      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                          | BNP Paribas SA                                                                                                                             | CUSIP: 05565AAR4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   11186000 | PA      | $11135524.41  | 0.03%             | 2026-05-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                               | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    8286000 | PA      | $8357462.19   | 0.02%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                      | Lstar Commercial Mortgage Trust 2016-4                                                                                                     | CUSIP: 50219QAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   40893393 | PA      | $127595.56    | 0.00%             | 2049-03-10      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                             | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                                         | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              |  | US        |   26872000 | PA      | $26306637.30  | 0.06%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                  | American Express Co                                                                                                                        | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10234937.20  | 0.02%             | 2029-07-27      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                             | Icon Investments Six DAC                                                                                                                   | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   24765000 | PA      | $25385099.75  | 0.06%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                 | Verizon Master Trust Series 2025-2                                                                                                         | CUSIP: 92348KDV2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   63000000 | PA      | $64271270.70  | 0.15%             | 2033-01-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                  | Exeter Automobile Receivables Trust 2024-4                                                                                                 | CUSIP: 30166UAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11000000 | PA      | $11168550.80  | 0.03%             | 2030-12-16      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                      | Long: S53964651 CDS USD R F  1.00000 253964652 CCPCDX / Short: S53964651 CDS USD P V 03MEVENT 253964653 CCPCDX                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  216728000 | OU      | $4900442.34   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                         | UBS Group AG                                                                                                                               | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   12058000 | PA      | $11781907.97  | 0.03%             | 2027-02-02      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds              | Colombia Government International Bonds                                                                                                    | CUSIP: 195325DL6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   25950000 | PA      | $25434892.50  | 0.06%             | 2027-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                            | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F050460<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   81445000 | PA      | $81492488.14  | 0.19%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                             | Health Care Service Corp A Mutual Legal Reserve Co                                                                                         | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |   19924000 | PA      | $20177327.88  | 0.05%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                     | Altria Group Inc                                                                                                                           | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    8754000 | PA      | $9202676.82   | 0.02%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                               | Anglo American Capital PLC                                                                                                                 | CUSIP: 034863AR1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   22530000 | PA      | $22536739.17  | 0.05%             | 2027-04-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                  | Cheniere Energy Inc                                                                                                                        | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   22107000 | PA      | $21888426.76  | 0.05%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortgage Trust              | DBJPM 2016-C3 Mortgage Trust                                                                                                               | CUSIP: 23312VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  154693034 | PA      | $1451453.80   | 0.00%             | 2049-08-10      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                        | Citigroup Inc                                                                                                                              | CUSIP: 172967JT9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  166474000 | PA      | $166436023.95 | 0.39%             | 2025-06-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust             | Americredit Automobile Receivables Trust 2023-1                                                                                            | CUSIP: 03067BAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   27200000 | PA      | $27755171.04  | 0.07%             | 2028-12-18      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association             | Government National Mortgage Association                                                                                                   | CUSIP: 38378NMX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     608274 | PA      | $1955.42      | 0.00%             | 2055-01-16      | Variable      | 0.17%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                           | Intel Corp                                                                                                                                 | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    6965000 | PA      | $6348553.27   | 0.02%             | 2028-08-12      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                    | ITC Holdings Corp                                                                                                                          | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   25656000 | PA      | $25826898.72  | 0.06%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                          | BNP Paribas SA                                                                                                                             | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   17024000 | PA      | $16671809.53  | 0.04%             | 2027-01-13      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| BX Trust                                             | BX Commercial Mortgage Trust 2024-XL5                                                                                                      | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   31408053 | PA      | $31464631.41  | 0.07%             | 2041-03-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                       | Wheels Fleet Lease Funding 1 LLC                                                                                                           | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   56085000 | PA      | $56199475.09  | 0.13%             | 2039-09-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                 | CITGO Petroleum Corp                                                                                                                       | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   96568000 | PA      | $96791970.16  | 0.23%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                          | BNP Paribas SA                                                                                                                             | CUSIP: 09659W2V5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   21304000 | PA      | $21527561.83  | 0.05%             | 2029-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                               | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   97365878 | PA      | $96314988.61  | 0.23%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                               | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   23184000 | PA      | $23210907.12  | 0.05%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                            | Amgen Inc 2022 Term Loan                                                                                                                   | CUSIP: 03116HAP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | LON              | CORP              | US        |   37943000 | PA      | $37943000.00  | 0.09%             | 2025-12-22      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2016-BNK1                                                                                            | CUSIP: 95000GBB9<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |  174801059 | PA      | $2500721.43   | 0.01%             | 2049-08-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                                  | DBWF Mortgage Trust                                                                                                                        | CUSIP: 23306NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2799104 | PA      | $2734274.08   | 0.01%             | 2034-06-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                              | Romanian Government International Bond                                                                                                     | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   41802000 | PA      | $41666199.93  | 0.10%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                | Rio Tinto Finance USA PLC                                                                                                                  | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   75241000 | PA      | $76111454.85  | 0.18%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                               | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   32397000 | PA      | $32757785.30  | 0.08%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                              | Nissan Motor Acceptance Co LLC                                                                                                             | CUSIP: 654740BS7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   35001000 | PA      | $33886195.05  | 0.08%             | 2026-03-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                             | Jackson National Life Global Funding                                                                                                       | CUSIP: 46849LUZ2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   29234000 | PA      | $29481323.73  | 0.07%             | 2026-04-10      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                  | American Express Co                                                                                                                        | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   43203000 | PA      | $43452909.91  | 0.10%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| 6297782 LLC                                          | South Bow USA Infrastructure Holdings LLC                                                                                                  | CUSIP: 83007CAC6<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   48388000 | PA      | $47998472.73  | 0.11%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR REMIC Trust 2024-HQA1                                                                                                    | CUSIP: 35564NBW2<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | USGSE             | US        |   14962138 | PA      | $15009955.95  | 0.04%             | 2044-03-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                     | TRESTLES CLO V LTD                                                                                                                         | CUSIP: 89532UAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   77860000 | PA      | $77833916.90  | 0.18%             | 2034-10-20      | Floating      | 5.52%                 | 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        |   42621718 | PA      | $42791915.36  | 0.10%             | 2037-06-19      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                     | LPL Holdings Inc                                                                                                                           | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   13040000 | PA      | $12939581.70  | 0.03%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                           | Nuveen LLC                                                                                                                                 | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20736000 | PA      | $21423585.65  | 0.05%             | 2030-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                          | KeyBank NA/Cleveland OH                                                                                                                    | CUSIP: 49327M3E2<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9984033.60   | 0.02%             | 2025-08-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                      | Long: S76627833 CDS USD R F  1.00000 376627835 CCPCDX / Short: S76627833 CDS USD P V 03MEVENT 376627834 CCPCDX                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  205823000 | OU      | $4683147.43   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ENGIE SA                                             | Engie SA                                                                                                                                   | CUSIP: 29286DAA3<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |   21027000 | PA      | $21414926.28  | 0.05%             | 2029-04-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Palisades Center Trust                               | Palisades Center Trust 2016-PLSD                                                                                                           | CUSIP: 69640GAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   40040000 | PA      | $3463516.06   | 0.01%             | 2033-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                          | HONEYWELL INTERNATIONAL INC TERM LOAN A1                                                                                                   | CUSIP: 43852TCF0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | LON              | CORP              | US        |   61500000 | PA      | $61576875.00  | 0.15%             | 2027-05-07      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO                                 | Liberty Utilities Co                                                                                                                       | CUSIP: 531542AA6<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |   51528000 | PA      | $52689206.67  | 0.12%             | 2029-01-31      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust             | Americredit Automobile Receivables Trust 2023-1                                                                                            | CUSIP: 03067BAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   59674341 | PA      | $59913826.32  | 0.14%             | 2027-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                          | Long: SP4400A77 CDS USD R F  1.50000 SP4400A77_FEE CMBX / Short: SP4400A77 CDS USD P V 01MEVENT SP4400A77_PRO CMBX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |    5663809 | OU      | $-706277.04   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IDEX CORP                                            | IDEX Corp                                                                                                                                  | CUSIP: 45167RAJ3<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |   10974000 | PA      | $11054227.18  | 0.03%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                              | Imperial Brands Finance PLC                                                                                                                | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |  130231000 | PA      | $133647246.94 | 0.32%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                         | UBS Group AG                                                                                                                               | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   11042000 | PA      | $10928167.80  | 0.03%             | 2028-01-09      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                     | Societe Generale SA                                                                                                                        | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   22305000 | PA      | $21610857.69  | 0.05%             | 2027-06-09      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                      | Danske Bank A/S                                                                                                                            | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   48362000 | PA      | $47858162.75  | 0.11%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| BX Trust                                             | BX Trust 2025-TAIL                                                                                                                         | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   31330000 | PA      | $31419647.66  | 0.07%             | 2035-06-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                         | Broadcom Inc                                                                                                                               | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   40931000 | PA      | $41673029.09  | 0.10%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                             | Icon Investments Six DAC                                                                                                                   | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   23601000 | PA      | $24001821.21  | 0.06%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                    | Japan Tobacco Inc                                                                                                                          | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |   62276000 | PA      | $63576892.08  | 0.15%             | 2030-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                              | Blackstone Secured Lending Fund                                                                                                            | CUSIP: 09261LAC2<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   63344000 | PA      | $62726323.15  | 0.15%             | 2026-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                | Truist Financial Corp                                                                                                                      | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   13690000 | PA      | $13767431.05  | 0.03%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                      | CSAIL 2017-CX10 Commercial Mortgage Trust                                                                                                  | CUSIP: 12595JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10200000 | PA      | $9793572.84   | 0.02%             | 2050-11-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                             | Prime Security Services Borrower LLC / Prime Finance Inc                                                                                   | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3671000 | PA      | $3683817.37   | 0.01%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                              | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $38657143.60  | 0.09%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                | Melco Resorts Finance Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |   56054000 | PA      | $56005418.00  | 0.13%             | 2025-06-06      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                                | Pinnacle West Capital Corp                                                                                                                 | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    9708000 | PA      | $9822245.10   | 0.02%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                           | FIXED INC CLEARING CORP.REPO                                                                                                               | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  103055963 | PA      | $103055963.06 | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                             | Santander UK Group Holdings PLC                                                                                                            | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   58887000 | PA      | $61154452.18  | 0.14%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                             | Ascent Resources Utica Holdings LLC / ARU Finance Corp                                                                                     | CUSIP: 04364VAR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23952000 | PA      | $24330872.74  | 0.06%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                   | Wind River 2022-1 CLO Ltd                                                                                                                  | CUSIP: 97316YAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   95720000 | PA      | $95763169.72  | 0.23%             | 2035-07-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust        | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4                                                                              | CUSIP: 46645UAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  132450290 | PA      | $750291.16    | 0.00%             | 2049-12-15      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                             | Avolon Holdings Funding Ltd                                                                                                                | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   20268000 | PA      | $20297234.97  | 0.05%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                               | AS Mileage Plan IP Ltd                                                                                                                     | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   15559000 | PA      | $15245754.39  | 0.04%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                       | EPR Properties                                                                                                                             | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   28430000 | PA      | $28280102.83  | 0.07%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                               | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   15023000 | PA      | $15179077.55  | 0.04%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                             | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                                                        | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16871000 | PA      | $17005613.37  | 0.04%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                 | Bank of America Corp                                                                                                                       | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   30964000 | PA      | $29959818.90  | 0.07%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                   | Regal Rexnord Corp                                                                                                                         | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |  120296000 | PA      | $123537456.32 | 0.29%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                               | Chase Auto Owner Trust 2024-3                                                                                                              | CUSIP: 16144LAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   54635000 | PA      | $55256112.53  | 0.13%             | 2029-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                            | Block Inc                                                                                                                                  | CUSIP: 852234AJ2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   42659000 | PA      | $40707350.75  | 0.10%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                             | Terraform Global Operating LP                                                                                                              | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |   10312000 | PA      | $10190426.68  | 0.02%             | 2026-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Invitation Homes Operating Partnership LP            | Invitation Homes Operating Partnership LP 2024 Term Loan                                                                                   | CUSIP: 46187CAJ0<br>LEI: 549300147YMUQB3GW319 | Long             | LON              |  | US        |   49651109 | PA      | $48906342.35  | 0.12%             | 2028-09-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust               | Santander Drive Auto Receivables Trust 2022-6                                                                                              | CUSIP: 802918AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     637122 | PA      | $637120.02    | 0.00%             | 2027-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| MSCG Trust                                           | MSCG Trust 2015-ALDR                                                                                                                       | CUSIP: 55352NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     252031 | PA      | $251783.66    | 0.00%             | 2035-06-07      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                       | CarVal CLO III Ltd                                                                                                                         | CUSIP: 14686WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   16000000 | PA      | $15985808.00  | 0.04%             | 2032-07-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                        | Aircastle Ltd                                                                                                                              | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   62465000 | PA      | $62428671.61  | 0.15%             | 2025-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                              | Dell International LLC / EMC Corp                                                                                                          | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   19411000 | PA      | $19521066.39  | 0.05%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OGX Austria GmbH                                     | OGX Austria GmbH                                                                                                                           | CUSIP: 670849AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |   31150000 | PA      | $623.00       | 0.00%             | 2018-06-01      | None          | 8.50%                 | No            |                  3 | On Loan: No      |
| Panama Government International Bonds                | Panama Government International Bonds                                                                                                      | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    5000000 | PA      | $4788250.00   | 0.01%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                  | Synchrony Financial                                                                                                                        | CUSIP: 87165BAG8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   65524000 | PA      | $65479232.69  | 0.16%             | 2025-07-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                               | RR 26 Ltd                                                                                                                                  | CUSIP: 74989MAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   39225000 | PA      | $39093596.25  | 0.09%             | 2038-04-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                             | Amcor Flexibles North America Inc                                                                                                          | CUSIP: 02344AAD0<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   11814000 | PA      | $11898685.59  | 0.03%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR REMIC Trust 2024-DNA3                                                                                                    | CUSIP: 35564NEY5<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | USGSE             | US        |   30240000 | PA      | $30247451.14  | 0.07%             | 2044-10-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                   | BMO 2024-5C8 Mortgage Trust                                                                                                                | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   50110000 | PA      | $51650962.68  | 0.12%             | 2057-12-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                         | UBS Group AG                                                                                                                               | CUSIP: 902613AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   72194000 | PA      | $72580052.36  | 0.17%             | 2027-01-12      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                              | Frontier Communications Holdings LLC                                                                                                       | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10889364 | PA      | $11012348.48  | 0.03%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-26

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

**Signature:** Michael Hebert

**Name of Signer:** Michael Hebert

**Title:** Chief Financial Officer