# EDGAR Filing Document

**Accession Number:** 0000911507
**File Stem:** 0001752724-23-009365
**Filing Date:** 2023-1
**Character Count:** 171438
**Document Hash:** 8a855a0e3582f7d4a91c4a9317b257f1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-009365.hdr.sgml**: 20230124

**ACCESSION NUMBER**: 0001752724-23-009365

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230124

**DATE AS OF CHANGE**: 20230124

**PERIOD START**: 20221130

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07988
- **FILM NUMBER:** 23546510

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

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

## Series and Classes Contracts Data

### Lord Abbett Core Fixed Income Fund (Series ID: S000007277)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000019980 | Class A      | LCRAX           |
| C000019982 | Class C      | LCRCX           |
| C000019984 | Class I      | LCRYX           |
| C000054885 | Class F      | LCRFX           |
| C000054886 | Class R2     | LCRQX           |
| C000054887 | Class R3     | LCRRX           |
| C000156620 | Class R4     | LCRSX           |
| C000156621 | Class R5     | LCRTX           |
| C000156622 | Class R6     | LCRVX           |
| C000188234 | Class F3     | LCROX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** JERSEY CITY

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07302

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

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

- **a. Name of Series:** Lord Abbett Core Fixed Income Fund

- **b. EDGAR series identifier (if any):** S000007277

- **c. LEI of Series:** 8YIJJU0VOUXPIR5N6R49

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3285774589.99

**Total Liabilities:** $1124850244.20

**Net Assets:** $2160924345.79

**Delayed Delivery Securities:** $674401926.38

**Cash Not Reported:** $5106142.41

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2568.93000000 | **1-Year:** -71866.09000000 | **5-Year:** -198519.19000000 | **10-Year:** -241944.40000000 | **30-Year:** -38630.76000000

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

- **3-Month:** -29.37000000 | **1-Year:** -2624.94000000 | **5-Year:** -4271.35000000 | **10-Year:** -6139.41000000 | **30-Year:** -1505.34000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000156620 | -4.48%               | -1.31%               | 3.42%                |
| Class ID C000019982 | -4.54%               | -1.37%               | 3.39%                |
| Class ID C000054887 | -4.50%               | -1.33%               | 3.40%                |
| Class ID C000054886 | -4.50%               | -1.34%               | 3.39%                |
| Class ID C000054885 | -4.46%               | -1.30%               | 3.43%                |
| Class ID C000156622 | -4.46%               | -1.29%               | 3.45%                |
| Class ID C000156621 | -4.46%               | -1.29%               | 3.44%                |
| Class ID C000019980 | -4.47%               | -1.31%               | 3.43%                |
| Class ID C000019984 | -4.46%               | -1.29%               | 3.45%                |
| Class ID C000188234 | -4.45%               | -1.29%               | 3.44%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-30187912.07            | $-54577467.90                              |
| Month 2  | $-24896207.76            | $-2974412.55                               |
| Month 3  | $-15501813.38            | $78993607.23                               |

**Designated Index Information**

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

- **Index Identifier:** BCF2T

### Schedule of Portfolio Investments

| Name                                                       | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3165000 | PA      | $2355044.91   | 0.11%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                               | Entergy Corp                                                                    | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   6407000 | PA      | $5716027.99   | 0.26%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8130000 | PA      | $7382103.50   | 0.34%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31341812 | PA      | $31701873.36  | 1.47%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                  | CUSIP: 09659T2A8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   4464000 | PA      | $3926148.26   | 0.18%             | 2033-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                      | CUSIP: 21H032613<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4700000 | PA      | $4367328.13   | 0.20%             | 2053-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                   | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAD3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   4791000 | PA      | $4676075.26   | 0.22%             | 2024-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19486907 | PA      | $13518795.17  | 0.63%             | 2052-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                       | Verizon Master Trust                                                            | CUSIP: 92348KBC6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |  10800000 | PA      | $10790014.32  | 0.50%             | 2027-11-22      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                 | Cigna Corp                                                                      | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   5062000 | PA      | $4304321.46   | 0.20%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                      | Mexico Government International Bond                                            | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3448000 | PA      | $3245399.49   | 0.15%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                        | American Express Co                                                             | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   4543000 | PA      | $4311826.86   | 0.20%             | 2033-08-03      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN GRP/FIN                                   | Neuberger Berman Group LLC / Neuberger Berman Finance Corp                      | CUSIP: 64128XAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    690000 | PA      | $579954.88    | 0.03%             | 2045-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VIII Ltd                                       | Elmwood CLO VIII Ltd                                                            | CUSIP: 29003EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3490000 | PA      | $3410402.80   | 0.16%             | 2034-01-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                    | GA Global Funding Trust                                                         | CUSIP: 36143L2J3<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   5176000 | PA      | $4956497.54   | 0.23%             | 2025-04-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ABU DHABI CRUDE OIL                                        | Abu Dhabi Crude Oil Pipeline LLC                                                | CUSIP: 00401MAB2<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |   3460000 | PA      | $3108962.24   | 0.14%             | 2047-11-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140QMT53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6519166 | PA      | $5641054.34   | 0.26%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                | Hertz Vehicle Financing III LP                                                  | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13526000 | PA      | $11586659.70  | 0.54%             | 2027-12-27      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0504C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  21368000 | PA      | $21616736.98  | 1.00%             | 2037-12-15      | Fixed         | 5.00%                 | 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        |    535726 | PA      | $493804.48    | 0.02%             | 2052-10-25      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                           | Bain Capital Credit CLO 2019-2                                                  | CUSIP: 05682LAJ6<br>LEI: 549300WZ8E2KQS66KT95 | Long             | ABS-CBDO         | CORP              | KY        |   5160000 | PA      | $5047768.86   | 0.23%             | 2032-10-17      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                      | Time Warner Cable LLC                                                           | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   3385000 | PA      | $3466296.19   | 0.16%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2021-DNA6                                         | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3080000 | PA      | $2885214.33   | 0.13%             | 2041-10-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                                        | Alfa Desarrollo SpA                                                             | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |   2881457 | PA      | $2117899.81   | 0.10%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                           | ABN AMRO Bank NV                                                                | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   2600000 | PA      | $1885178.67   | 0.09%             | 2037-03-13      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  18608000 | PA      | $14713099.42  | 0.68%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0626C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12232000 | PA      | $12593155.79  | 0.58%             | 2052-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                                         | Viterra Finance BV                                                              | CUSIP: 92852LAC3<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |   2426000 | PA      | $2270350.87   | 0.11%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                        | COMM 2014-UBS4 Mortgage Trust                                                   | CUSIP: 12591QAD4<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   4440000 | PA      | $3216707.18   | 0.15%             | 2047-08-10      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                | BBCMS 2019-BWAY Mortgage Trust                                                  | CUSIP: 05492NAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    664000 | PA      | $617330.83    | 0.03%             | 2034-11-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                     | Lending Funding Trust 2020-2                                                    | CUSIP: 51507KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5712000 | PA      | $4975195.41   | 0.23%             | 2031-04-21      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-218429.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                        | New Residential Mortgage Loan Trust 2020-NQM1                                   | CUSIP: 64830VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185710 | PA      | $167448.45    | 0.01%             | 2060-01-26      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                 | Flagship Credit Auto Trust 2022-3                                               | CUSIP: 33845PAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6595000 | PA      | $6448006.02   | 0.30%             | 2027-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac Structured Agency Credit Risk Debt Notes                            | CUSIP: 35564KB24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4705702 | PA      | $4679221.81   | 0.22%             | 2042-07-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                 | Apidos CLO XX                                                                   | CUSIP: 03765LAR3<br>LEI: 5493008YDOADR1DMZM86 | Long             | ABS-CBDO         | CORP              | KY        |   4870000 | PA      | $4666199.17   | 0.22%             | 2031-07-16      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                 | Flagship Credit Auto Trust 2021-1                                               | CUSIP: 33843WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    542742 | PA      | $539150.83    | 0.02%             | 2025-06-16      | Fixed         | 0.31%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                    | Capital One Multi-Asset Execution Trust                                         | CUSIP: 14041NCG4<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   5780000 | PA      | $5550380.25   | 0.26%             | 2028-05-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                      | Westlake Automobile Receivables Trust 2020-3                                    | CUSIP: 96042QAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3875000 | PA      | $3699401.66   | 0.17%             | 2026-06-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7996000 | PA      | $6486570.85   | 0.30%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                    | SCF Equipment Leasing 2019-2 LLC                                                | CUSIP: 784034AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3285000 | PA      | $3157614.27   | 0.15%             | 2026-08-20      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                              | Citigroup Inc                                                                   | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7031000 | PA      | $6636417.26   | 0.31%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                           | Crown Castle Inc                                                                | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   9000000 | PA      | $7924488.30   | 0.37%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  72013000 | PA      | $72373065.00  | 3.35%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Company                                | Southwestern Energy Company 2021 Term Loan                                      | CUSIP: 84546SAU7<br>LEI: EFWMP121W54QV9MGOP87 | Long             | LON              | CORP              | US        |   9358109 | PA      | $9264528.22   | 0.43%             | 2027-06-22      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                         | Southwest Gas Corp                                                              | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |   2745000 | PA      | $2397813.80   | 0.11%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                      | CUSIP: 21H0606C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3153000 | PA      | $3218751.43   | 0.15%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2021-HQA4                                         | CUSIP: 35564KNK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2017593 | PA      | $1893622.50   | 0.09%             | 2041-12-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2021-RISE                                                              | CUSIP: 12434EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4600000 | PA      | $4385329.96   | 0.20%             | 2036-11-15      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                       | Bank of America Corp                                                            | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10160000 | PA      | $9445554.39   | 0.44%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                                | BNG Bank NV                                                                     | CUSIP: 05591F2Q2<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |  25726000 | PA      | $25656868.58  | 1.19%             | 2024-05-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCE8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   7081000 | PA      | $7040885.14   | 0.33%             | 2024-03-21      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                       | Deephaven Residential Mortgage Trust 2021-3                                     | CUSIP: 24381VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5133453 | PA      | $4241287.20   | 0.20%             | 2066-08-25      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                 | US Bancorp                                                                      | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   7038000 | PA      | $6745055.85   | 0.31%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                   | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAH8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   5315000 | PA      | $5303667.84   | 0.25%             | 2024-01-05      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  22559000 | PA      | $21965063.72  | 1.02%             | 2053-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                     | Advanced Micro Devices Inc                                                      | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |   1981000 | PA      | $1762736.09   | 0.08%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                       | Enel Finance International NV                                                   | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   6832000 | PA      | $5623547.67   | 0.26%             | 2030-06-17      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| National Fuel Gas Co                                       | National Fuel Gas Co                                                            | CUSIP: 636180BN0<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $8683740.24   | 0.40%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140XH3N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8319086 | PA      | $8350703.23   | 0.39%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE HLDG LLC                                     | GE Healthcare Holding LLC                                                       | CUSIP: 36267VAE3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   6136000 | PA      | $6260967.68   | 0.29%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Corp Trust 2022-AGSS                                     | CUSIP: 36265XAA9<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |   5820000 | PA      | $5743165.52   | 0.27%             | 2039-08-15      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                     | UBS AG                                                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   1694000 | PA      | $1667114.53   | 0.08%             | 2024-05-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US LONG BOND(CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -230 | NC      | $-108991.48   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| DBWF Mortgage Trust                                        | DBWF 2018-GLKS Mortgage Trust                                                   | CUSIP: 23307GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1933565.20   | 0.09%             | 2030-12-19      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Nvent Finance Sarl                                         | nVent Finance Sarl                                                              | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |   8831000 | PA      | $8176281.05   | 0.38%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.           | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H7QH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9925000 | PA      | $8560510.01   | 0.40%             | 2055-06-25      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Continental Credit Card llc                                | Continental Finance Credit Card ABS Master Trust                                | CUSIP: 66981PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9100000 | PA      | $8514354.94   | 0.39%             | 2028-12-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                     | Lendmark Funding Trust 2021-1                                                   | CUSIP: 52607MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $1790259.98   | 0.08%             | 2031-11-20      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| EXPORT FIN & INS CORP                                      | Export Finance & Insurance Corp                                                 | CUSIP: 30220L2B9<br>LEI: 213800XAAULSUYWPBB61 | Long             | DBT              | NUSS              | AU        |   4972000 | PA      | $5043082.25   | 0.23%             | 2027-10-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140XFJT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4067285 | PA      | $3540505.58   | 0.16%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                        | Minejesa Capital BV                                                             | CUSIP: 602736AA8<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |   3750000 | PA      | $3281250.00   | 0.15%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                     | Federal Home Loan Banks                                                         | CUSIP: 3130ATK55<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |  37180000 | PA      | $37183429.48  | 1.72%             | 2023-01-03      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                        | COMM 2014-CCRE19 Mortgage Trust                                                 | CUSIP: 12592GBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2562496 | PA      | $29723.16     | 0.00%             | 2047-08-10      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                | Extended Stay America Trust 2021-ESH                                            | CUSIP: 30227FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3426435 | PA      | $3262874.17   | 0.15%             | 2038-07-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US ULTRA BOND CBT MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       703 | NC      | $393575.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Group Ltd                                        | Macquarie Group Ltd                                                             | CUSIP: 55608JAN8<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   3121000 | PA      | $2923290.55   | 0.14%             | 2029-03-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                         | Discover Card Execution Note Trust                                              | CUSIP: 254683CX1<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |   6465000 | PA      | $6499925.22   | 0.30%             | 2027-10-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3133BBGM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1602296 | PA      | $1381347.17   | 0.06%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                      | Westlake Automobile Receivables Trust 2019-2                                    | CUSIP: 96041LAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    568358 | PA      | $566926.87    | 0.03%             | 2024-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2022-HQA3                                         | CUSIP: 35564KE39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2686396 | PA      | $2658522.83   | 0.12%             | 2042-08-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY                                   | American Transmission Systems Inc                                               | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9767000 | PA      | $7990677.08   | 0.37%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                                        | Eaton Vance CLO 2013-1 Ltd                                                      | CUSIP: 27830BBN3<br>LEI: 5493001O5CL3BBUIEH94 | Long             | ABS-CBDO         | CORP              | KY        |   4510000 | PA      | $4406630.75   | 0.20%             | 2034-01-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| TCW Gem Ltd                                                | TCW CLO 2022-1 Ltd                                                              | CUSIP: 871969AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2200000 | PA      | $2144254.86   | 0.10%             | 2033-04-22      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                | Oracle Corp                                                                     | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    721000 | PA      | $720982.75    | 0.03%             | 2039-07-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                     | Aviation Capital Group LLC                                                      | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   3877000 | PA      | $3383914.38   | 0.16%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  17051000 | PA      | $16135174.76  | 0.75%             | 2053-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                           | OneMain Financial Issuance Trust 2018-2                                         | CUSIP: 68269CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5645000 | PA      | $5520518.72   | 0.26%             | 2033-03-14      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                        | Citigroup Commercial Mortgage Trust 2014-GC21                                   | CUSIP: 17322MBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14053056 | PA      | $173168.79    | 0.01%             | 2047-05-10      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52352000 | PA      | $53024804.87  | 2.45%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Connecticut Avenue Securities Trust 2021-R01                                    | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2570000 | PA      | $2469906.47   | 0.11%             | 2041-10-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754KAB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2460000 | PA      | $2220346.55   | 0.10%             | 2041-11-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140QLZ82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12832377 | PA      | $11069044.02  | 0.51%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                           | BAT Capital Corp                                                                | CUSIP: 05526DAZ8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   4913000 | PA      | $4740143.66   | 0.22%             | 2024-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                | MF1 2022-FL8 Ltd                                                                | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4308750.00   | 0.20%             | 2037-02-19      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                      | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16020000 | PA      | $16204990.63  | 0.75%             | 2053-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd            | Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd                          | CUSIP: 03881EAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5760000 | PA      | $5548002.22   | 0.26%             | 2036-05-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140XHXH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8736940 | PA      | $7601457.71   | 0.35%             | 2051-01-01      | Fixed         | 2.50%                 | 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        |   6517905 | PA      | $6444586.44   | 0.30%             | 2029-12-21      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                    | Japan International Cooperation Agency                                          | CUSIP: 47109LAF1<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |   4348000 | PA      | $4122651.07   | 0.19%             | 2027-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US 10YR ULTRA FUT MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -241 | NC      | $-132701.83   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Prime Auto Receivables Trust                   | Capital One Prime Auto Receivables Trust 2022-1                                 | CUSIP: 14043QAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16368816 | PA      | $16121045.81  | 0.75%             | 2025-06-16      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   4690000 | PA      | $4827233.81   | 0.22%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                    | CarMax Auto Owner Trust 2022-2                                                  | CUSIP: 14317HAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15143981 | PA      | $14968937.61  | 0.69%             | 2025-05-15      | Fixed         | 2.81%                 | 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        |   7660000 | PA      | $7400143.69   | 0.34%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                               | NiSource Inc                                                                    | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   2665000 | PA      | $2339179.05   | 0.11%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.           | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H9C98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5369000 | PA      | $5086651.27   | 0.24%             | 2032-09-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust              | J.P. Morgan Chase Commercial Mortgage SecuritiesTrust 2018-MINN                 | CUSIP: 46650GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1026000 | PA      | $979626.85    | 0.05%             | 2035-11-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                               | 7-Eleven Inc                                                                    | CUSIP: 817826AB6<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   6229000 | PA      | $5911527.12   | 0.27%             | 2024-02-10      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corporation                                    | Lamar Media Corporation 2020 Term Loan B                                        | CUSIP: 513076BB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7262852 | PA      | $7064285.33   | 0.33%             | 2027-02-05      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0206C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14256000 | PA      | $11748391.84  | 0.54%             | 2052-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                      | Charter Communications Operating, LLC 2019 Term Loan B1                         | CUSIP: 16117LBW8<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |  10466189 | PA      | $10318981.71  | 0.48%             | 2025-04-30      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Verde CLO Ltd                                              | VERDE CLO Ltd                                                                   | CUSIP: 92338BAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5340000 | PA      | $5227860.00   | 0.24%             | 2032-04-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140XDPA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3700965 | PA      | $3453458.86   | 0.16%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                    | Japan Bank for International Cooperation                                        | CUSIP: 471048CT3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   6638000 | PA      | $6518364.39   | 0.30%             | 2025-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140X7YL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3036788 | PA      | $2657406.09   | 0.12%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                | OCP Clo 2019-17 Ltd                                                             | CUSIP: 67113LAL0<br>LEI: 2549003HLFPQ7ATPYA23 | Long             | ABS-CBDO         | CORP              | KY        |   5030000 | PA      | $4899087.66   | 0.23%             | 2032-07-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 105133000 | PA      | $105453327.64 | 4.88%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140X7TQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13829644 | PA      | $12104794.30  | 0.56%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140QPAL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3763725 | PA      | $3622769.97   | 0.17%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4425071.15   | 0.20%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                | CUSIP: 91282CEX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55302000 | PA      | $54004779.33  | 2.50%             | 2024-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   6226000 | PA      | $5214140.33   | 0.24%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                      | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20466000 | PA      | $20448411.93  | 0.95%             | 2053-01-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3132DNTX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9119145 | PA      | $9153802.83   | 0.42%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                       | Mercedes-Benz Auto Receivables Trust 2022-1                                     | CUSIP: 58768PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7465000 | PA      | $7475886.21   | 0.35%             | 2027-08-16      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                | Netflix Inc                                                                     | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   2971000 | PA      | $3068924.16   | 0.14%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TCI-Flatiron CLO Ltd                                       | TCI-Flatiron Clo 2017-1 Ltd                                                     | CUSIP: 87231BAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2449875.43   | 0.11%             | 2030-11-18      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                          | State Street Corp                                                               | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   9670000 | PA      | $9010804.13   | 0.42%             | 2033-08-04      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3132AAVU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3229743 | PA      | $3030061.95   | 0.14%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  11010000 | PA      | $11628488.84  | 0.54%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                                    | Alcoa Nederland Holding BV                                                      | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |   1986000 | PA      | $1744105.20   | 0.08%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                     | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1916000 | PA      | $1618953.32   | 0.07%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20755DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3712594 | PA      | $3690744.30   | 0.17%             | 2042-07-25      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                     | Santander Drive Auto Receivables Trust 2022-5                                   | CUSIP: 80287HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8374000 | PA      | $8086771.80   | 0.37%             | 2027-03-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                                   | Tengizchevroil Finance Co International Ltd                                     | CUSIP: 88034QAC1<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    826000 | PA      | $582330.00    | 0.03%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                      | GM Financial Automobile Leasing Trust 2022-2                                    | CUSIP: 36266FAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8357163 | PA      | $8241471.05   | 0.38%             | 2024-10-21      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management LLC                                    | CBAM 2017-1 Ltd                                                                 | CUSIP: 12480VAL9<br>LEI: 254900JWJFDB3KD6V066 | Long             | ABS-CBDO         | CORP              | KY        |   1981271 | PA      | $1775676.67   | 0.08%             | 2030-07-20      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                     | Diamondback Energy Inc                                                          | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   7161000 | PA      | $6381018.65   | 0.30%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                      | KKR CLO 29 Ltd                                                                  | CUSIP: 48254GAA4<br>LEI: 5493000WWM0GGYYSIJ83 | Long             | ABS-CBDO         | CORP              | KY        |   2950000 | PA      | $2898770.65   | 0.13%             | 2032-01-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                        | Starwood Mortgage Residential Trust 2020-3                                      | CUSIP: 85573MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1630938 | PA      | $1547412.38   | 0.07%             | 2065-04-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                          | CPPIB Capital Inc                                                               | CUSIP: 22411VAV0<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |  11750000 | PA      | $11985131.01  | 0.55%             | 2025-04-04      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE                                            | Cellnex Finance Co SA                                                           | CUSIP: 15118JAA3<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |   4365000 | PA      | $2962955.28   | 0.14%             | 2041-07-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                   | Constellation Energy Generation LLC                                             | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5222580.85   | 0.24%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                   | Occidental Petroleum Corp                                                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1919000 | PA      | $1926138.68   | 0.09%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140XCWV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2672121 | PA      | $2312200.05   | 0.11%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F032617<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  42976000 | PA      | $39373402.71  | 1.82%             | 2053-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                      | Province of Ontario Canada                                                      | CUSIP: 683234DB1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   9335000 | PA      | $8934792.21   | 0.41%             | 2027-05-19      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                                  | Avant Loans Funding Trust 2022-REV1                                             | CUSIP: 05356GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8710000 | PA      | $8498354.84   | 0.39%             | 2031-09-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5231000 | PA      | $4637931.40   | 0.21%             | 2027-03-11      | Fixed         | 1.66%                 | 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        |     41288 | PA      | $39668.89     | 0.00%             | 2050-02-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| Mountain View CLO Ltd                                      | Mountain View CLO X Ltd                                                         | CUSIP: 62432CAQ4<br>LEI: 549300RHYK4B5L898W39 | Long             | ABS-CBDO         | CORP              | KY        |    288724 | PA      | $287225.21    | 0.01%             | 2027-10-13      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                       | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-56227.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                     | Federal Home Loan Banks                                                         | CUSIP: 3130A0F70<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |  19420000 | PA      | $19141678.19  | 0.89%             | 2023-12-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                   | Federal Farm Credit Banks Funding Corp                                          | CUSIP: 3133EN2V1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   3862000 | PA      | $3861971.27   | 0.18%             | 2024-11-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                   | Angel Oak Mortgage Trust 2022-3                                                 | CUSIP: 03464TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3508827 | PA      | $3193585.23   | 0.15%             | 2067-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                    | SCF Equipment Leasing 2021-1 LLC                                                | CUSIP: 783897AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4325000 | PA      | $3804041.64   | 0.18%             | 2030-10-21      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                    | Goldentree Loan Management US Clo 3 Ltd                                         | CUSIP: 38138BAG5<br>LEI: 549300TB55YBQBSW5Z77 | Long             | ABS-CBDO         | CORP              | KY        |   1045000 | PA      | $1011646.75   | 0.05%             | 2030-04-20      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Bayer Corp                                                 | Bayer Corp                                                                      | CUSIP: 072732AC4<br>LEI: 54930050NR9YMICYZM28 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1470382.82   | 0.07%             | 2028-02-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   4480000 | PA      | $4289334.02   | 0.20%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                      | CUSIP: 21H042612<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14207000 | PA      | $13920085.09  | 0.64%             | 2053-01-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                      | CUSIP: 21H0406C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2127000 | PA      | $2030869.55   | 0.09%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                 | Humana Inc                                                                      | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   6474000 | PA      | $6744703.71   | 0.31%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                | Rad CLO 7 Ltd                                                                   | CUSIP: 48661CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4578038 | PA      | $4482381.82   | 0.21%             | 2033-04-17      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                 | Apidos CLO XXVI                                                                 | CUSIP: 03766GAQ5<br>LEI: 549300RV409NJP65MP20 | Long             | ABS-CBDO         | CORP              | KY        |   1680000 | PA      | $1625033.73   | 0.08%             | 2029-07-18      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                   | Angel Oak Mortgage Trust 2021-3                                                 | CUSIP: 03465EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2609702 | PA      | $2044097.63   | 0.09%             | 2066-05-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                     | CenterPoint Energy Resources Corp                                               | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   6650000 | PA      | $5313986.21   | 0.25%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                    | Metropolitan Life Global Funding I                                              | CUSIP: 59217GFC8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1686000 | PA      | $1652188.59   | 0.08%             | 2025-08-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HONO 2021-LULU Mortgage Trust                              | HONO 2021-LULU Mortgage Trust                                                   | CUSIP: 40390MAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1490000 | PA      | $1402644.28   | 0.06%             | 2036-10-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1736000 | PA      | $1704407.20   | 0.08%             | 2025-05-24      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                    | AEP Transmission Co LLC                                                         | CUSIP: 00115AAP4<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |   2482000 | PA      | $2222960.58   | 0.10%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                      | Oglethorpe Power Corp                                                           | CUSIP: 677050AG1<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   3719000 | PA      | $3645882.53   | 0.17%             | 2039-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F062614<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11616000 | PA      | $11940818.09  | 0.55%             | 2053-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                           | Duke Energy Corp                                                                | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   7973000 | PA      | $7572882.33   | 0.35%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3132DNNR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3868105 | PA      | $3906710.69   | 0.18%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                        | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-4818.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                                            | HGI CRE CLO 2021-FL2 Ltd                                                        | CUSIP: 40390JAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5900000 | PA      | $5695042.91   | 0.26%             | 2036-09-17      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| EAST OHIO GAS CO/THE                                       | East Ohio Gas Co/The                                                            | CUSIP: 27409LAA1<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |   8546000 | PA      | $7748277.05   | 0.36%             | 2025-06-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140XCYM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1586713 | PA      | $1475598.39   | 0.07%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN GRP/FIN                                   | Neuberger Berman Group LLC / Neuberger Berman Finance Corp                      | CUSIP: 64128XAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1008000 | PA      | $964208.56    | 0.04%             | 2027-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140QGKS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3413859 | PA      | $3066636.40   | 0.14%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                    | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2437630.10   | 0.11%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                    | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BV7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   4342000 | PA      | $4279324.01   | 0.20%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                    | Honeywell International Inc                                                     | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   5039000 | PA      | $5397718.81   | 0.25%             | 2034-11-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVII LTD                       | Octagon Investment Partners XVII Ltd                                            | CUSIP: 67590GBG3<br>LEI: 54930007Y57X4ONHQV20 | Long             | ABS-CBDO         | CORP              | KY        |   2415000 | PA      | $2373152.23   | 0.11%             | 2031-01-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Corp Trust 2018-RIVR                                     | CUSIP: 36255WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1345682 | PA      | $1258646.94   | 0.06%             | 2035-07-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XIV LTD                        | Octagon Investment Partners XIV Ltd                                             | CUSIP: 67590ABP6<br>LEI: 549300QEN35HTPJ3BX33 | Long             | ABS-CBDO         | CORP              | KY        |   3848040 | PA      | $3801625.92   | 0.18%             | 2029-07-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                   | EQT Corp                                                                        | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9480857.31   | 0.44%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FOOTHILL ESTRN TRANSPRTN CORRIDOR AGY CA TOLL ROAD REVENUE | Foothill-Eastern Transportation Corridor Agency                                 | CUSIP: 345105JE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1567000 | PA      | $1219856.85   | 0.06%             | 2049-01-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                               | Assurant Inc                                                                    | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1254459.31   | 0.06%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                     | Marlette Funding Trust 2022-3                                                   | CUSIP: 57109NAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6279000 | PA      | $6130192.10   | 0.28%             | 2032-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc                                                                    | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  11300000 | PA      | $9973449.95   | 0.46%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140QEN32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  21828090 | PA      | $19041957.72  | 0.88%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2018-GW                                                                | CUSIP: 12433UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5060000 | PA      | $4907456.69   | 0.23%             | 2035-05-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                    | Wisconsin Power and Light Co                                                    | CUSIP: 976826BQ9<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |   4934000 | PA      | $4568389.07   | 0.21%             | 2032-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   6730000 | PA      | $6471337.90   | 0.30%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3133KKRT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5013391 | PA      | $4344248.09   | 0.20%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140XHVB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2371598 | PA      | $2395268.29   | 0.11%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hudsons Bay Simon JV Trust                                 | Hudsons Bay Simon JV Trust 2015-HBS                                             | CUSIP: 44422PBC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2410000 | PA      | $2022801.69   | 0.09%             | 2034-08-05      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US 5YR NOTE (CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       532 | NC      | $327149.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                                    | GSK Consumer Healthcare Capital US LLC                                          | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   4679000 | PA      | $4133565.88   | 0.19%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Sunrun Demeter Issuer LLC                                  | Sunrun Demeter Issuer 2021-2 LLC                                                | CUSIP: 86772HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2195088 | PA      | $1720845.72   | 0.08%             | 2057-01-30      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE             | New York City Transitional Finance Authority Future Tax Secured Revenue         | CUSIP: 64971XLY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8450000 | PA      | $6733421.37   | 0.31%             | 2033-05-01      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  21316000 | PA      | $21212750.63  | 0.98%             | 2053-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust               | American Express Credit Account Master Trust                                    | CUSIP: 02582JJV3<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   5900000 | PA      | $5746076.67   | 0.27%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                        | BHMS 2018-ATLS                                                                  | CUSIP: 05549GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3290000 | PA      | $3160157.85   | 0.15%             | 2035-07-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                   | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   1908000 | PA      | $1647825.12   | 0.08%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Credit Card Trust                          | BA Credit Card Trust                                                            | CUSIP: 05522RDF2<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |  10800000 | PA      | $10812898.44  | 0.50%             | 2028-04-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F050411<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8045000 | PA      | $8122307.46   | 0.38%             | 2038-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE       | Regents of the University of California Medical Center Pooled Revenue           | CUSIP: 913366KB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    950000 | PA      | $646853.77    | 0.03%             | 2050-05-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Towd Point Asset Trust 2018-SL1                            | Towd Point Asset Trust 2018-SL1                                                 | CUSIP: 89174UAA4<br>LEI: 54930022FYEFQVX02P24 | Long             | ABS-O            | CORP              | US        |    438582 | PA      | $435697.62    | 0.02%             | 2046-01-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                          | EURO-BUND FUTURE DEC22                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -69 | NC      | $-52121.14    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                  | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   8178000 | PA      | $7743251.80   | 0.36%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                | BBCMS 2019-BWAY Mortgage Trust                                                  | CUSIP: 05492NAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1510000 | PA      | $1431698.20   | 0.07%             | 2034-11-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                               | Comcast Corp                                                                    | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  10433000 | PA      | $10945319.35  | 0.51%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4339776.16   | 0.20%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                      | CUSIP: 21H040616<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5676000 | PA      | $5421910.28   | 0.25%             | 2053-01-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4058000 | PA      | $3474376.86   | 0.16%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                            | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   4995000 | PA      | $5200018.63   | 0.24%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2021-ARIA                                                              | CUSIP: 05608RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4120000 | PA      | $3732829.18   | 0.17%             | 2036-10-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                     | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 36321PAC4<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   4400000 | PA      | $3388893.33   | 0.16%             | 2040-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                      | CUSIP: 21H060614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  22957000 | PA      | $23405246.44  | 1.08%             | 2053-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                             | Mariner Finance Issuance Trust 2021-A                                           | CUSIP: 56848DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2600000 | PA      | $2102677.46   | 0.10%             | 2036-03-20      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                   | Angel Oak Mortgage Trust 2020-1                                                 | CUSIP: 03464RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    172132 | PA      | $161376.31    | 0.01%             | 2059-12-25      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| Ohio Edison Co                                             | Ohio Edison Co                                                                  | CUSIP: 677347CF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2655000 | PA      | $3211734.62   | 0.15%             | 2038-10-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                    | Eni SpA                                                                         | CUSIP: 26874RAC2<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   5053000 | PA      | $4718245.93   | 0.22%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                | Rad CLO 6 Ltd                                                                   | CUSIP: 48661NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4928949.10   | 0.23%             | 2033-01-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                               | Upstart Securitization Trust 2021-2                                             | CUSIP: 91680FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3898000 | PA      | $3683378.85   | 0.17%             | 2031-06-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140XJU50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4711216 | PA      | $4053125.36   | 0.19%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3132DNQK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5918863 | PA      | $5963305.32   | 0.28%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                            | NGPL PipeCo LLC                                                                 | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   3973000 | PA      | $3257882.37   | 0.15%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                              | Aircastle Ltd                                                                   | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   3402000 | PA      | $2773025.18   | 0.13%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140XGTN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18461088 | PA      | $16642953.86  | 0.77%             | 2048-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                               | CSMC 2021-BHAR                                                                  | CUSIP: 12659VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5635000 | PA      | $5265979.63   | 0.24%             | 2038-11-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                    | Dryden Senior Loan Fund                                                         | CUSIP: 26245EAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6200000 | PA      | $6035635.58   | 0.28%             | 2028-04-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                            | BRAVO Residential Funding Trust 2021-NQM2                                       | CUSIP: 10569EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5990039 | PA      | $5630692.01   | 0.26%             | 2060-03-25      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                        | COMM 2015-DC1 Mortgage Trust                                                    | CUSIP: 12629NAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3741365 | PA      | $3034072.67   | 0.14%             | 2048-02-10      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4878000 | PA      | $4545511.42   | 0.21%             | 2026-04-30      | Fixed         | 2.19%                 | 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        |    116722 | PA      | $109145.71    | 0.01%             | 2060-01-26      | Variable      | 2.38%                 | 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        |   3493905 | PA      | $3411388.17   | 0.16%             | 2031-07-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  11860000 | PA      | $9858166.85   | 0.46%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                               | Ford Credit Auto Owner Trust 2022-D                                             | CUSIP: 345295AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10800000 | PA      | $10845985.32  | 0.50%             | 2027-05-17      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F030611<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  45228000 | PA      | $40079280.66  | 1.85%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                | Cargill Inc                                                                     | CUSIP: 141781BW3<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   5578000 | PA      | $5195808.10   | 0.24%             | 2032-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                 | Apidos CLO XXXV                                                                 | CUSIP: 03768UAA7<br>LEI: 549300KJKTO0Q1OATW69 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2180355.98   | 0.10%             | 2034-04-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                   | International Flavors & Fragrances Inc                                          | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   8373000 | PA      | $7407089.46   | 0.34%             | 2025-10-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                      | CUSIP: 21H0526C7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9633000 | PA      | $9750257.50   | 0.45%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                           | Hilton Orlando Trust 2018-ORL                                                   | CUSIP: 432885AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2060000 | PA      | $2002741.48   | 0.09%             | 2034-12-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                               | Centene Corp                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $7677837.54   | 0.36%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                               | Ares XL CLO Ltd                                                                 | CUSIP: 04016GBB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2391364 | PA      | $2357884.48   | 0.11%             | 2029-01-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                      | CUSIP: 21H030617<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4646000 | PA      | $4201493.30   | 0.19%             | 2053-01-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                        | Wells Fargo Bank NA                                                             | CUSIP: 92976GAG6<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   5275000 | PA      | $5398546.41   | 0.25%             | 2037-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                            | PerkinElmer Inc                                                                 | CUSIP: 714046AL3<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   5319000 | PA      | $4918056.87   | 0.23%             | 2024-09-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                               | AES Corp/The                                                                    | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   2586000 | PA      | $2269654.62   | 0.11%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3418000 | PA      | $3419122.47   | 0.16%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3132DNQX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9073594 | PA      | $8925707.68   | 0.41%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                     | Advanced Micro Devices Inc                                                      | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |   3420000 | PA      | $3231971.89   | 0.15%             | 2032-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                   | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   9645000 | PA      | $9443790.83   | 0.44%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37932000 | PA      | $36148010.63  | 1.67%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2021-DNA7                                         | CUSIP: 35564KMH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3100000 | PA      | $2881441.63   | 0.13%             | 2041-11-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                     | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   4402000 | PA      | $4297355.57   | 0.20%             | 2030-07-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Baxalta Inc                                                | Baxalta Inc                                                                     | CUSIP: 07177MAB9<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1647792.54   | 0.08%             | 2025-06-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GCAT                                                       | GCAT 2020-NQM2 Trust                                                            | CUSIP: 36166RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1049160 | PA      | $940105.77    | 0.04%             | 2065-04-25      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                     | Lendmark Funding Trust 2021-2                                                   | CUSIP: 52604DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6945000 | PA      | $5566814.75   | 0.26%             | 2032-04-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                 | Humana Inc                                                                      | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   5908000 | PA      | $5099886.74   | 0.24%             | 2027-02-03      | Fixed         | 1.35%                 | 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        |   4080000 | PA      | $3922012.20   | 0.18%             | 2037-01-17      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                                    | EIG Pearl Holdings Sarl                                                         | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |   4235000 | PA      | $3525476.57   | 0.16%             | 2036-08-31      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Hudsons Bay Simon JV Trust                                 | Hudsons Bay Simon JV Trust 2015-HBS                                             | CUSIP: 44422PBG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2231000 | PA      | $1520857.53   | 0.07%             | 2034-08-05      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Encina Equipment Finance                                   | Encina Equipment Finance 2022-1 LLC                                             | CUSIP: 29252VAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6691000 | PA      | $6506327.73   | 0.30%             | 2028-11-15      | Fixed         | 4.88%                 | 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        |   1690000 | PA      | $1547737.66   | 0.07%             | 2024-12-15      | Floating      | 4.75%                 | No            |                  3 | On Loan: No      |
| AMERICAN TOWER CORP                                        | American Tower Corp                                                             | CUSIP: 03027XAV2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   1586000 | PA      | $1514366.14   | 0.07%             | 2025-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F060618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  25137000 | PA      | $25684763.13  | 1.19%             | 2053-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                       | Bank of America Corp                                                            | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4807000 | PA      | $4459855.57   | 0.21%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                  | Prosus NV                                                                       | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $1759695.82   | 0.08%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                           | CIFC Funding 2021-I Ltd                                                         | CUSIP: 12563EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8040000 | PA      | $7906263.93   | 0.37%             | 2033-04-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                              | Citigroup Inc                                                                   | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6228000 | PA      | $5701142.34   | 0.26%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                               | CSMC 2020-AFC1 Trust                                                            | CUSIP: 12597MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    664898 | PA      | $613090.73    | 0.03%             | 2050-02-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                             | Palmer Square Loan Funding 2021-1 Ltd                                           | CUSIP: 69701YAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4547472 | PA      | $4490628.60   | 0.21%             | 2029-04-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16463000 | PA      | $14101588.44  | 0.65%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                | OCP CLO 2019-16 Ltd                                                             | CUSIP: 67570QAK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3360000 | PA      | $3283245.97   | 0.15%             | 2033-04-10      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                 | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $11755154.06  | 0.54%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                   | Caisse d'Amortissement de la Dette Sociale                                      | CUSIP: 12802D2K1<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |  17795000 | PA      | $17936534.13  | 0.83%             | 2025-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5505000 | PA      | $4297371.01   | 0.20%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                        | JPMorgan Chase & Co                                                             | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  22468000 | PA      | $21186099.04  | 0.98%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                      | Continental Resources Inc/OK                                                    | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   5650000 | PA      | $5301378.62   | 0.25%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                          | Kommunalbanken AS                                                               | CUSIP: 50048MDE7<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   7124000 | PA      | $7247036.32   | 0.34%             | 2026-06-17      | Floating      | 2.05%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                        | Elevance Health Inc                                                             | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   8100000 | PA      | $8369231.12   | 0.39%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140QPAM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2780832 | PA      | $2665973.87   | 0.12%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust               | American Express Credit Account Master Trust                                    | CUSIP: 02582JJT8<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   4305000 | PA      | $4164184.31   | 0.19%             | 2027-05-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US 2YR NOTE (CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       352 | NC      | $183849.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Global Market Strategies                           | Carlyle Global Market Strategies CLO 2014-5 Ltd                                 | CUSIP: 14311AAS1<br>LEI: 549300ODZUR61VZRRZ07 | Long             | ABS-CBDO         | CORP              | KY        |   8699007 | PA      | $8535574.26   | 0.39%             | 2031-07-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21865000 | PA      | $15936681.11  | 0.74%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage Trust                         | Ready Capital Mortgage Financing 2022-FL8 LLC                                   | CUSIP: 75574PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6410000 | PA      | $6207936.42   | 0.29%             | 2037-01-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                  | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  11521000 | PA      | $11632026.49  | 0.54%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                      | Svensk Exportkredit AB                                                          | CUSIP: 87031CAH6<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   8965000 | PA      | $9019058.23   | 0.42%             | 2025-11-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140QEWH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20221265 | PA      | $17640008.46  | 0.82%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                 | Verus Securitization Trust 2020-4                                               | CUSIP: 92538LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1179230 | PA      | $1058126.73   | 0.05%             | 2065-05-25      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                 | Verus Securitization Trust 2020-1                                               | CUSIP: 92536PAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    339123 | PA      | $320010.55    | 0.01%             | 2060-01-25      | Variable      | 2.42%                 | No            |                  2 | On Loan: No      |
| NOV INC                                                    | NOV Inc                                                                         | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |   8885000 | PA      | $7934022.63   | 0.37%             | 2029-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                        | Elevance Health Inc                                                             | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   8325000 | PA      | $6960562.55   | 0.32%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F040412<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9102000 | PA      | $8903960.41   | 0.41%             | 2038-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust                  | Santander Consumer Auto Receivables Trust 2020-B                                | CUSIP: 802830BA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5049000 | PA      | $5011379.40   | 0.23%             | 2028-08-15      | Fixed         | 7.03%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.           | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H8TZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9594000 | PA      | $8636592.67   | 0.40%             | 2032-08-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                | Oracle Corp                                                                     | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    672000 | PA      | $621598.33    | 0.03%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  18802000 | PA      | $19011036.69  | 0.88%             | 2053-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140XBK82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7283379 | PA      | $6305161.29   | 0.29%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                               | Centene Corp                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   4050000 | PA      | $3410011.71   | 0.16%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                           | Great Wolf Trust 2019-WOLF                                                      | CUSIP: 39152TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5796576.60   | 0.27%             | 2036-12-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F020612<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  33572000 | PA      | $27694277.02  | 1.28%             | 2053-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4878000 | PA      | $4725271.82   | 0.22%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140XHJE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7874192 | PA      | $7506286.01   | 0.35%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418DZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11404137 | PA      | $9436586.12   | 0.44%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                             | Galaxy XXI CLO Ltd                                                              | CUSIP: 36320WAL0<br>LEI: 549300BW4412X0TZDD77 | Long             | ABS-CBDO         | CORP              | KY        |    485000 | PA      | $475689.13    | 0.02%             | 2031-04-20      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                   | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2263000 | PA      | $2197926.78   | 0.10%             | 2024-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F042418<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  33679000 | PA      | $33551957.76  | 1.55%             | 2038-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                             | Barings CLO Ltd 2019-III                                                        | CUSIP: 06761KAL5<br>LEI: 549300T40QLO0VJIOB35 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3919229.24   | 0.18%             | 2031-04-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                   | First American Financial Corp                                                   | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |   2703000 | PA      | $2005564.18   | 0.09%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                           | Vista Point Securitization Trust 2020-2                                         | CUSIP: 92838TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    928619 | PA      | $815687.98    | 0.04%             | 2065-04-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO LTD                                       | Marble Point CLO XVII Ltd                                                       | CUSIP: 56606CAA1<br>LEI: 2549003LUS5LG1CTZP23 | Long             | ABS-CBDO         | CORP              | KY        |   2824058 | PA      | $2774636.99   | 0.13%             | 2033-04-20      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.           | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H93C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3685000 | PA      | $3447742.01   | 0.16%             | 2032-08-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                         | Macquarie Bank Ltd                                                              | CUSIP: 556079AD3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   4585000 | PA      | $3303324.87   | 0.15%             | 2036-03-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                        | Global Payments Inc                                                             | CUSIP: 891906AE9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   6376000 | PA      | $6328253.71   | 0.29%             | 2023-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                     | IPALCO Enterprises Inc                                                          | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |   8101000 | PA      | $7273020.77   | 0.34%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3133KMFR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7745814 | PA      | $6693467.19   | 0.31%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                   | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AM8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1586000 | PA      | $1590606.17   | 0.07%             | 2025-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                   | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3529000 | PA      | $3240988.78   | 0.15%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                             | Barings CLO Ltd 2019-III                                                        | CUSIP: 06761KAQ4<br>LEI: 549300T40QLO0VJIOB35 | Long             | ABS-CBDO         | CORP              | KY        |   3080000 | PA      | $2970796.81   | 0.14%             | 2031-04-20      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 20-1 A PTT                                     | British Airways 2020-1 Class A Pass Through Trust                               | CUSIP: 11044MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3343007 | PA      | $3063877.99   | 0.14%             | 2032-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                                 | FIXED INC CLEARING CORP.REPO                                                    | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  31876663 | PA      | $31876663.22  | 1.48%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0306C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14878000 | PA      | $13173258.08  | 0.61%             | 2052-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                        | Citibank Credit Card Issuance Trust                                             | CUSIP: 17305EGE9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |   5200000 | PA      | $5106164.96   | 0.24%             | 2029-05-14      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                             | PulteGroup Inc                                                                  | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1408000 | PA      | $1401138.18   | 0.06%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Massage Envy Franchising, LLC                              | ME Funding LLC 2019-1                                                           | CUSIP: 55282GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5446550 | PA      | $5297151.13   | 0.25%             | 2049-07-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.           | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BEWS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10731917 | PA      | $881201.65    | 0.04%             | 2032-02-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                       | Bank of America Corp                                                            | CUSIP: 06051GFM6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1716000 | PA      | $1683178.67   | 0.08%             | 2025-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                       | Kraft Heinz Foods Co                                                            | CUSIP: 000000000<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   5620000 | PA      | $5457239.52   | 0.25%             | 2028-05-25      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Halliburton Co                                             | Halliburton Co                                                                  | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   2595000 | PA      | $2963794.65   | 0.14%             | 2039-09-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                      | Continental Resources Inc/OK                                                    | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   5167000 | PA      | $3898217.32   | 0.18%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Bill                                                     | CUSIP: 912796Z69<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63205000 | PA      | $62435992.35  | 2.89%             | 2023-03-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                   | Inter-American Investment Corp                                                  | CUSIP: 45828Q2A4<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |   5100000 | PA      | $4898400.67   | 0.23%             | 2025-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10300000 | PA      | $8500871.71   | 0.39%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Encina Equipment Finance                                   | Encina Equipment Finance 2021-1 LLC                                             | CUSIP: 29253EAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4195586.25   | 0.19%             | 2027-11-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                                          | Mountain View CLO 2017-1 LLC                                                    | CUSIP: 62432HAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2471187 | PA      | $2439585.90   | 0.11%             | 2029-10-16      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                            | Danske Bank A/S                                                                 | CUSIP: 23636ABD2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   6260000 | PA      | $6029227.48   | 0.28%             | 2025-03-28      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                 | Verus Securitization Trust 2020-INV1                                            | CUSIP: 92537TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    694585 | PA      | $665458.25    | 0.03%             | 2060-03-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                    | National Australia Bank Ltd                                                     | CUSIP: 632525AY7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   2374000 | PA      | $1861079.97   | 0.09%             | 2031-05-21      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Bank of America Credit Card Trust                          | BA Credit Card Trust                                                            | CUSIP: 05522RDE5<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |   6215000 | PA      | $6026880.03   | 0.28%             | 2027-11-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Mountain View CLO Ltd                                      | Mountain View CLO 2014-1 Ltd                                                    | CUSIP: 62431XAY2<br>LEI: 549300XBX1AOMDRAHZ12 | Long             | ABS-CBDO         | CORP              | KY        |    452991 | PA      | $451496.55    | 0.02%             | 2026-10-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                       | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-3156.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARK AEROSPACE HOLDINGS                                    | Park Aerospace Holdings Ltd                                                     | CUSIP: 70014LAB6<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |   3956000 | PA      | $3899349.17   | 0.18%             | 2024-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FED HOME LN DISCOUNT NT                                    | Federal Home Loan Bank Discount Notes                                           | CUSIP: 313384BA6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   7876000 | PA      | $7823528.04   | 0.36%             | 2023-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                               | Credit Suisse Mortgage Capital Certificates                                     | CUSIP: 12659LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    399396 | PA      | $385578.19    | 0.02%             | 2065-04-25      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                     | CenterPoint Energy Resources Corp                                               | CUSIP: 15189WAP5<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   5655000 | PA      | $5482320.56   | 0.25%             | 2032-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2732000 | PA      | $2607271.50   | 0.12%             | 2025-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                    | Capital One Multi-Asset Execution Trust                                         | CUSIP: 14041NGA3<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |  10800000 | PA      | $10449145.80  | 0.48%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                | Netflix Inc                                                                     | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   2497000 | PA      | $2528736.87   | 0.12%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                  | Bay Area Toll Authority                                                         | CUSIP: 072024XW7<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   5910000 | PA      | $4014135.83   | 0.19%             | 2055-04-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                      | CUSIP: 21H0426C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10331000 | PA      | $10121555.09  | 0.47%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                          | Magnetite VII Ltd                                                               | CUSIP: 55951PBA4<br>LEI: 549300B54XJTQC6DWJ15 | Long             | ABS-CBDO         | CORP              | KY        |   6122314 | PA      | $6030893.73   | 0.28%             | 2028-01-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  13746000 | PA      | $12638078.59  | 0.58%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                    | Dryden 61 Clo Ltd                                                               | CUSIP: 26251CAQ7<br>LEI: 549300JHVVT1NJ057H42 | Long             | ABS-CBDO         | CORP              | KY        |   5060000 | PA      | $4958618.35   | 0.23%             | 2032-01-17      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7324000 | PA      | $5943970.69   | 0.28%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140XHWU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2928594 | PA      | $2965064.27   | 0.14%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                   | FactSet Research Systems Inc                                                    | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |   6656000 | PA      | $5615977.70   | 0.26%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                              | DTE Energy Co                                                                   | CUSIP: 233331BD8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1722000 | PA      | $1696324.98   | 0.08%             | 2024-11-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                       | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-26815.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                           | Eastern Gas Transmission & Storage Inc                                          | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |   5911000 | PA      | $5166261.11   | 0.24%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                           | WFRBS Commercial Mortgage Trust 2014-C23                                        | CUSIP: 92939HBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18671359 | PA      | $142301.90    | 0.01%             | 2057-10-15      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                | Southern Co/The                                                                 | CUSIP: 842587DC8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   7006000 | PA      | $6903705.25   | 0.32%             | 2024-08-01      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Genesis Sales Finance Master Trust                         | Genesis Sales Finance Master Trust                                              | CUSIP: 37186XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3825857.20   | 0.18%             | 2025-09-22      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140XHPS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6622037 | PA      | $6126069.82   | 0.28%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140LRB72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2649054 | PA      | $2311731.88   | 0.11%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                         | Ally Financial Inc                                                              | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   4517000 | PA      | $4853250.72   | 0.22%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                      | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3305000 | PA      | $3600518.70   | 0.17%             | 2030-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                 | JPMBB Commercial Mortgage Securities Trust 2015-C30                             | CUSIP: 46644UBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2629000 | PA      | $2320613.04   | 0.11%             | 2048-07-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                     | Philip Morris International Inc                                                 | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2778000 | PA      | $2827122.99   | 0.13%             | 2029-11-17      | Fixed         | 5.62%                 | 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        |  11710000 | PA      | $11379575.42  | 0.53%             | 2027-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                     | Marlette Funding Trust 2020-2                                                   | CUSIP: 57108RAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5750000 | PA      | $5588691.23   | 0.26%             | 2030-09-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3133KMK46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9031774 | PA      | $7464346.17   | 0.35%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 21-1A EETC                                    | American Airlines 2021-1 Class A Pass Through Trust                             | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2784000 | PA      | $2247552.15   | 0.10%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                         | Ellington Financial Mortgage Trust 2020-1                                       | CUSIP: 31574PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    637987 | PA      | $616864.73    | 0.03%             | 2065-05-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140M7SF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8149680 | PA      | $7041401.53   | 0.33%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                   | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   6608000 | PA      | $5981894.64   | 0.28%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Michael Hebert

**Name of Signer:** Michael Hebert

**Title:** Chief Financial Officer