# EDGAR Filing Document

**Accession Number:** 0000911507
**File Stem:** 0001752724-25-176579
**Filing Date:** 2025-7
**Character Count:** 271210
**Document Hash:** 08e5918dd23e27f77848a492513c0363
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-176579.hdr.sgml**: 20250724

**ACCESSION NUMBER**: 0001752724-25-176579

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250724

**DATE AS OF CHANGE**: 20250724

**PERIOD START**: 20251130

**FILER**: 

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

**ORGANIZATION NAME:**
- **EIN:** 133731507
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07988
- **FILM NUMBER:** 251146177

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

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

## Series and Classes Contracts Data

### Lord Abbett Income Fund (Series ID: S000007281)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000020001 | Class I      | LAUYX           |
| C000020002 | Class A      | LAGVX           |
| C000020004 | Class C      | LAUSX           |
| C000054897 | Class F      | LAUFX           |
| C000054898 | Class R2     | LAUQX           |
| C000054899 | Class R3     | LAURX           |
| C000156632 | Class R4     | LAUKX           |
| C000156633 | Class R5     | LAUTX           |
| C000156634 | Class R6     | LAUVX           |
| C000188242 | Class F3     | LOGVX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** 30 HUDSON STREET

  - **City:** JERSEY CITY

  - **State:** NJ

  - **Foreign country:** US

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

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

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

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

- **b. EDGAR series identifier (if any):** S000007281

- **c. LEI of Series:** Z3TCNPEIWI339G5J1A97

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $6611843743.14

**Total Liabilities:** $964738606.13

**Net Assets:** $5647105137.01

**Delayed Delivery Securities:** $628314499.57

**Cash Not Reported:** $18085841.92

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -7565.51000000 | **1-Year:** -170562.27000000 | **5-Year:** -947621.67000000 | **10-Year:** -973050.15000000 | **30-Year:** -247879.45000000

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

- **3-Month:** -4708.85000000 | **1-Year:** -119058.63000000 | **5-Year:** -268773.45000000 | **10-Year:** -77339.49000000 | **30-Year:** -9998.61000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000054897 | -0.35%               | -0.76%               | 0.47%                |
| Class ID C000156634 | -0.33%               | -0.74%               | 0.07%                |
| Class ID C000156632 | -0.36%               | -0.77%               | 0.05%                |
| Class ID C000156633 | -0.33%               | -0.75%               | 0.07%                |
| Class ID C000188242 | -0.33%               | -0.74%               | 0.07%                |
| Class ID C000020004 | -0.81%               | -0.41%               | -0.01%               |
| Class ID C000020001 | -0.33%               | -0.75%               | 0.07%                |
| Class ID C000020002 | -0.76%               | -0.36%               | 0.05%                |
| Class ID C000054898 | -0.78%               | -0.38%               | 0.02%                |
| Class ID C000054899 | -0.78%               | -0.79%               | 0.44%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2033546.42              | $-40905304.65                              |
| Month 2  | $-7253423.28             | $-47095594.00                              |
| Month 3  | $-5417156.35             | $20410562.34                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MATADOR RESOURCES CO                                    | Matador Resources Co                                                                                                                       | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14700546.00  | 0.26%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                   | Universal Health Services Inc                                                                                                              | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   8996000 | PA      | $8449882.89   | 0.15%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                                                                                   | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  11550000 | PA      | $11511029.95  | 0.20%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                    | Talos Production Inc                                                                                                                       | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |  12500000 | PA      | $12301162.50  | 0.22%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                           | Boeing Co/The                                                                                                                              | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $17076808.32  | 0.30%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                  | Canyon CLO 2020-1 Ltd                                                                                                                      | CUSIP: 13876LAY3<br>LEI: 549300IVUME0ILZ1W208 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4985550.00   | 0.09%             | 2034-07-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                   | Oglethorpe Power Corp                                                                                                                      | CUSIP: 677050AY2<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |  15659000 | PA      | $15103038.79  | 0.27%             | 2055-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FIRST INDUSTRIAL LP                                     | First Industrial LP                                                                                                                        | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              |  | US        |  20000000 | PA      | $20027039.20  | 0.35%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lightstone Holdco LLC                                   | Lightstone Holdco LLC 2022 Extended Term Loan C                                                                                            | CUSIP: 53226GAL5<br>LEI: 549300VXK6UGDG7H3G98 | Long             | LON              | CORP              | US        |    272494 | PA      | $273317.82    | 0.00%             | 2027-01-29      | Floating      | 10.03%                | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III                                  | Fresenius Medical Care US Finance III Inc                                                                                                  | CUSIP: 35805BAE8<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |  17000000 | PA      | $14631834.72  | 0.26%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS                                 | Duquesne Light Holdings Inc                                                                                                                | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |  14581000 | PA      | $12443511.14  | 0.22%             | 2032-01-07      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Cherry Securitization Trust                             | Cherry Securitization Trust 2024-1                                                                                                         | CUSIP: 164737AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14265000 | PA      | $14366021.88  | 0.25%             | 2032-04-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  15000000 | PA      | $14727265.50  | 0.26%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                       | Iron Mountain Inc 2023 Term Loan B                                                                                                         | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              |  | US        |  12545766 | PA      | $12558311.70  | 0.22%             | 2031-01-31      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                      | Royalty Pharma PLC                                                                                                                         | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |  26400000 | PA      | $16402070.26  | 0.29%             | 2051-09-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                 | Imperial Brands Finance PLC                                                                                                                | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |  31903000 | PA      | $32092056.54  | 0.57%             | 2034-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                | Amentum Government Services Holdings LLC 2024 Term Loan B                                                                                  | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |   7972500 | PA      | $7947625.80   | 0.14%             | 2031-09-29      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                                                                                    | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  13516000 | PA      | $13595772.92  | 0.24%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                                   | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7420080.80   | 0.13%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                                                                               | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $11063400.00  | 0.20%             | 2029-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                      | Expand Energy Corp                                                                                                                         | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5061835.00   | 0.09%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                | Alimentation Couche-Tard Inc                                                                                                               | CUSIP: 01626PAU0<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   2247000 | PA      | $2203778.87   | 0.04%             | 2034-02-12      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                               | Avant Loans Funding Trust 2021-REV1                                                                                                        | CUSIP: 05353LAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1853189 | PA      | $1850261.77   | 0.03%             | 2030-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                                                                                 | CUSIP: 21H052678<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12894000 | PA      | $12790747.17  | 0.23%             | 2054-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F052664<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  25378000 | PA      | $25125939.11  | 0.44%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACE Capital Trust II                                    | ACE Capital Trust II                                                                                                                       | CUSIP: 00440FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14500000 | PA      | $17286624.21  | 0.31%             | 2030-04-01      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                    | Flutter Financing BV 2024 Term Loan B                                                                                                      | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |  36172113 | PA      | $36121290.89  | 0.64%             | 2030-11-30      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HO                                | Wildfire Intermediate Holdings LLC                                                                                                         | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11636419.20  | 0.21%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                | Host Hotels & Resorts LP                                                                                                                   | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |  10000000 | PA      | $9839229.70   | 0.17%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL                                 | Biocon Biologics Global PLC                                                                                                                | CUSIP: 090978AA5<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |   8000000 | PA      | $7448674.32   | 0.13%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| SOLVAY FINANCE (AMERICA)                                | Syensqo Finance America LLC                                                                                                                | CUSIP: 834423AE5<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |   2902000 | PA      | $2970276.14   | 0.05%             | 2029-06-04      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                | Alimentation Couche-Tard Inc                                                                                                               | CUSIP: 01626PAV8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   4345000 | PA      | $3964151.10   | 0.07%             | 2054-02-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                  | VICI Properties LP / VICI Note Co Inc                                                                                                      | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              |  | US        |  12155000 | PA      | $11798024.67  | 0.21%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                          | Capital One NA                                                                                                                             | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |   7750000 | PA      | $7908602.28   | 0.14%             | 2028-08-09      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                                | Texas Capital Bancshares Inc                                                                                                               | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7714542.08   | 0.14%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                                  | Arch Capital Group Ltd                                                                                                                     | CUSIP: 03937LAA3<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |  13793000 | PA      | $15733819.24  | 0.28%             | 2034-05-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                                | Crowdstrike Holdings Inc                                                                                                                   | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |  11600000 | PA      | $10865251.36  | 0.19%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENTING NY LLC/GENNY CAP                                | Genting New York LLC / GENNY Capital Inc                                                                                                   | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5541000 | PA      | $5607657.62   | 0.10%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                                    | Vermilion Energy Inc                                                                                                                       | CUSIP: 923725AD7<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | DBT              | CORP              | CA        |  11000000 | PA      | $10022201.20  | 0.18%             | 2030-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                                 | WE Soda Investments Holding PLC                                                                                                            | CUSIP: 92943TAA1<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5175771.25   | 0.09%             | 2028-10-06      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                                                                               | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  16443000 | PA      | $17659370.27  | 0.31%             | 2033-08-12      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corporation                     | Six Flags Entertainment Corporation 2024 Term Loan B                                                                                       | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |  19660732 | PA      | $19702510.66  | 0.35%             | 2031-05-01      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                       | Ivanhoe Mines Ltd                                                                                                                          | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |   7019000 | PA      | $6839854.06   | 0.12%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                                  | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  13531000 | PA      | $12992531.28  | 0.23%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VStrong Auto Receivables Trust                          | VStrong Auto Receivables Trust 2023-A                                                                                                      | CUSIP: 92920CAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5329222.00   | 0.09%             | 2030-12-16      | Fixed         | 9.99%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                  | FMG Resources August 2006 Pty Ltd                                                                                                          | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   5000000 | PA      | $5000040.50   | 0.09%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                       | Chord Energy Corp                                                                                                                          | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6957302.80   | 0.12%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                                | EIDP Inc                                                                                                                                   | CUSIP: 263534CS6<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |   6163000 | PA      | $6222621.66   | 0.11%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                  | Global Atlantic Fin Co                                                                                                                     | CUSIP: 37959GAD9<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |  12572000 | PA      | $14027390.79  | 0.25%             | 2033-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                                        | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  65138200 | PA      | $63601345.59  | 1.13%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                        | ABN AMRO Bank NV                                                                                                                           | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   8600000 | PA      | $7467236.12   | 0.13%             | 2037-03-13      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC                                             | Rollins Inc                                                                                                                                | CUSIP: 775711AA2<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |   9253000 | PA      | $9184588.78   | 0.16%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                                                                                   | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15541350.00  | 0.28%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   9031000 | PA      | $9070867.53   | 0.16%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming Inc (New)                             | Genesee & Wyoming Inc (New) 2024 Term Loan B                                                                                               | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |  15422500 | PA      | $15368367.03  | 0.27%             | 2031-04-10      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  18105000 | PA      | $15584552.07  | 0.28%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                  | IPALCO Enterprises Inc                                                                                                                     | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |   5878000 | PA      | $5803915.28   | 0.10%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                                      | Viterra Finance BV                                                                                                                         | CUSIP: 92852LAC3<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |   5846000 | PA      | $5848168.11   | 0.10%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                            | Centene Corp                                                                                                                               | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2373000 | PA      | $2319135.98   | 0.04%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                                                                                     | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |  10000000 | PA      | $9799650.00   | 0.17%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                                                                                 | CUSIP: 21H060663<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12476000 | PA      | $12598836.08  | 0.22%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2025-2                                                                                                 | CUSIP: 30168JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4605000 | PA      | $4695311.42   | 0.08%             | 2031-07-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                                             | Hexcel Corp                                                                                                                                | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |   5912000 | PA      | $5904831.82   | 0.10%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                | F&G Annuities & Life Inc                                                                                                                   | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10093000 | PA      | $10510954.46  | 0.19%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                       | Brown & Brown Inc                                                                                                                          | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   7997000 | PA      | $8083488.91   | 0.14%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                   | KKR CLO 54 LTD                                                                                                                             | CUSIP: 48256VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4000016.00   | 0.07%             | 2038-01-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                         | Gen Digital Inc 2021 Term Loan A                                                                                                           | CUSIP: 66877AAC2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2027-09-10      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                                       | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  16101000 | PA      | $14225407.87  | 0.25%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F050478<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  29868000 | PA      | $29869080.92  | 0.53%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                                                                           | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |  25575000 | PA      | $23658788.78  | 0.42%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JSW INFRASTRUCTURE                                      | JSW Infrastructure Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 3358003E3YFK92C9WX80 | Long             | DBT              | CORP              | IN        |  12000000 | PA      | $11593482.00  | 0.21%             | 2029-01-21      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: —       |
| SOUTHWEST GAS CORP                                      | Southwest Gas Corp                                                                                                                         | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |  18563000 | PA      | $17294573.87  | 0.31%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                   | Foundry JV Holdco LLC                                                                                                                      | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15251327.25  | 0.27%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                   | Huntington Bancshares Inc/OH                                                                                                               | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1909000 | PA      | $1904835.94   | 0.03%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Fairstone Financial Issuance Trust I                    | Fairstone Financial Issuance Trust I                                                                                                       | CUSIP: 30575PAS5<br>LEI: 549300LY2ZF7LX6T3F37 | Long             | ABS-O            | CORP              | CA        |  15535000 | PA      | $11253421.10  | 0.20%             | 2039-10-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                                                                                        | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   7000000 | PA      | $7979405.00   | 0.14%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding LVIII Ltd                                                                                                             | CUSIP: 55817BAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2400000 | PA      | $2408109.60   | 0.04%             | 2037-04-25      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                                                                                   | CUSIP: 26884LBA6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $2313290.48   | 0.04%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                | Southwestern Public Service Co                                                                                                             | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7849031.36   | 0.14%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                | Devon Energy Corp                                                                                                                          | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   8418000 | PA      | $7974607.52   | 0.14%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                   | Charter Communications Operating LLC 2024 Term Loan B5                                                                                     | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |  55327018 | PA      | $55365193.86  | 0.98%             | 2031-12-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                      | Dominican Republic International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |  10166667 | PA      | $10546137.50  | 0.19%             | 2027-04-20      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                | Citizens Financial Group Inc                                                                                                               | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |  22278000 | PA      | $23630900.83  | 0.42%             | 2035-04-25      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                       | Entergy Texas Inc                                                                                                                          | CUSIP: 29365TAN4<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4840926.30   | 0.09%             | 2053-09-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                                                                                    | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   4615000 | PA      | $4544221.59   | 0.08%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | Carlyle US CLO 2024-1 Ltd                                                                                                                  | CUSIP: 142923AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8200000 | PA      | $8220696.80   | 0.15%             | 2037-04-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                   | Entergy Louisiana LLC                                                                                                                      | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   6483000 | PA      | $6291514.22   | 0.11%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST INC                                | Evergy Missouri West Inc                                                                                                                   | CUSIP: 30037EAB9<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |  10566000 | PA      | $10675828.60  | 0.19%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                   | Foundry JV Holdco LLC                                                                                                                      | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   7554000 | PA      | $7579084.04   | 0.13%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                       | Entergy Texas Inc                                                                                                                          | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |   4138000 | PA      | $3836283.90   | 0.07%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                 | Phillips Edison Grocery Center Operating Partnership I LP                                                                                  | CUSIP: 71845JAC2<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |  10573000 | PA      | $10072252.46  | 0.18%             | 2035-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RESOURCES                                 | System Energy Resources Inc                                                                                                                | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14000000 | PA      | $13714435.84  | 0.24%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WINDFALL MINING GROUP                                   | Windfall Mining Group Inc / Groupe Minier Windfall Inc                                                                                     | CUSIP: 973244AA4<br>LEI: 984500E4L49391BFF948 | Long             | DBT              | CORP              | CA        |   5841000 | PA      | $5840351.59   | 0.10%             | 2032-05-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                              | Driven Brands Funding LLC                                                                                                                  | CUSIP: 26209XAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6421622 | PA      | $6465071.10   | 0.11%             | 2052-10-20      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| KRAKEN OIL & GAS PARTNER                                | Kraken Oil & Gas Partners LLC                                                                                                              | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9485370.30   | 0.17%             | 2029-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                            | Navient Corp                                                                                                                               | CUSIP: 63938CAH1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   5550000 | PA      | $5551309.08   | 0.10%             | 2025-06-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                             | Oracle Corp                                                                                                                                | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   9393000 | PA      | $8106194.22   | 0.14%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                  | Aviation Capital Group LLC                                                                                                                 | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   3933000 | PA      | $3807768.68   | 0.07%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLIANCE RES OP/FINANCE                                 | Alliance Resource Operating Partners LP / Alliance Resource Finance Corp                                                                   | CUSIP: 01879NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9464000 | PA      | $9901236.80   | 0.18%             | 2029-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GMR HYDERABAD INTERNATIO                                | GMR Hyderabad International Airport Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 335800NSPGIN89SVOU83 | Long             | DBT              | CORP              | IN        |   8424000 | PA      | $8102558.78   | 0.14%             | 2027-10-27      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| NY STATE ELECTRIC & GAS                                 | New York State Electric & Gas Corp                                                                                                         | CUSIP: 649840CW3<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6999352.22   | 0.12%             | 2034-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                                              | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  18755000 | PA      | $16387620.87  | 0.29%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US ULTRA BOND CBT SEP25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      4549 | NC      | $10386917.61  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| VITERRA FINANCE BV                                      | Viterra Finance BV                                                                                                                         | CUSIP: 92852LAB5<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |  19555000 | PA      | $17782115.74  | 0.31%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Regatta XXV Funding Ltd.                                | Regatta XXV Funding Ltd                                                                                                                    | CUSIP: 758978AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10030000 | PA      | $10079086.82  | 0.18%             | 2036-07-15      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                  | HAT Holdings I LLC / HAT Holdings II LLC                                                                                                   | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7728750.00   | 0.14%             | 2027-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                | Macquarie Airfinance Holdings Ltd                                                                                                          | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   4438000 | PA      | $4374533.05   | 0.08%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BACARDI-MARTINI BV                                      | Bacardi-Martini BV                                                                                                                         | CUSIP: 05634WAB8<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |  16563000 | PA      | $16605959.78  | 0.29%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                                                                                        | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   5000000 | PA      | $4967897.30   | 0.09%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                                                                            | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5093610.00   | 0.09%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F052672<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  57133000 | PA      | $56509746.39  | 1.00%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                           | AIB Group PLC                                                                                                                              | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   5276000 | PA      | $5357977.54   | 0.09%             | 2035-03-28      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                | MSCI Inc                                                                                                                                   | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |  21075000 | PA      | $19144880.69  | 0.34%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                                | Jacobs Engineering Group Inc                                                                                                               | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |  10889000 | PA      | $11177471.39  | 0.20%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                | Constellation Energy Generation LLC                                                                                                        | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   8219000 | PA      | $8615562.23   | 0.15%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                     | Sprint Capital Corp                                                                                                                        | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   6806000 | PA      | $8155555.34   | 0.14%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                              | Hasbro Inc                                                                                                                                 | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20274952.80  | 0.36%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| TWITTER INC                                             | Twitter Inc Term Loan                                                                                                                      | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6960735 | PA      | $6902229.71   | 0.12%             | 2029-10-26      | Floating      | 10.95%                | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                      | Regal Rexnord Corp                                                                                                                         | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |  20036000 | PA      | $20783506.89  | 0.37%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                                  | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL                                                                  | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |   6500000 | PA      | $6292520.00   | 0.11%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                                                                                       | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10967701.40  | 0.19%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                       | Rakuten Group Inc                                                                                                                          | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |  12812000 | PA      | $13839809.77  | 0.25%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                | Macquarie Airfinance Holdings Ltd                                                                                                          | CUSIP: 55609NAB4<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   9574000 | PA      | $10025768.34  | 0.18%             | 2029-03-30      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                            | TICP CLO VII Ltd                                                                                                                           | CUSIP: 87248TAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  16250000 | PA      | $16275561.25  | 0.29%             | 2033-04-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                                                                                 | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9048123.00   | 0.16%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LP                                   | Citadel Securities LP 2024 First Lien Term Loan                                                                                            | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |  10297950 | PA      | $10345577.58  | 0.18%             | 2031-10-31      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                | Aon Corp                                                                                                                                   | CUSIP: 037389AK9<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |  11490000 | PA      | $12079148.03  | 0.21%             | 2027-01-01      | Fixed         | 8.21%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                | Blue Owl Technology Finance Corp                                                                                                           | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   8984000 | PA      | $8910942.65   | 0.16%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                                                                                 | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  11165000 | PA      | $10832023.19  | 0.19%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2015-GS1                                                                                                      | CUSIP: 36252AAF3<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |  30000000 | PA      | $32633.70     | 0.00%             | 2048-11-10      | Variable      | 0.16%                 | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Company LLC               | Corpay Technologies Operating Company LLC Term Loan B5                                                                                     | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |   6386992 | PA      | $6393507.23   | 0.11%             | 2028-04-28      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                             | Oracle Corp                                                                                                                                | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  14843000 | PA      | $15241344.26  | 0.27%             | 2039-07-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Incorporated                       | Elanco Animal Health Inc Term Loan B                                                                                                       | CUSIP: 28414BAF3<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |  12021746 | PA      | $12021505.39  | 0.21%             | 2027-08-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                                                                                        | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   8266000 | PA      | $8443354.47   | 0.15%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                | MSCI Inc                                                                                                                                   | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $5654350.47   | 0.10%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TWITTER INC                                             | Twitter Inc 2025 Fixed Term Loan                                                                                                           | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6830000 | PA      | $6807051.20   | 0.12%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                                                                           | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   6658000 | PA      | $6615606.52   | 0.12%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                   | Foundry JV Holdco LLC                                                                                                                      | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |  18000000 | PA      | $18705902.76  | 0.33%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                              | Affirm Asset Securitization Trust 2024-B                                                                                                   | CUSIP: 00835AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12850000 | PA      | $12831762.00  | 0.23%             | 2029-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                            | AES Corp/The                                                                                                                               | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   7975000 | PA      | $6823668.39   | 0.12%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                | Macquarie Airfinance Holdings Ltd                                                                                                          | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   9087000 | PA      | $9451088.83   | 0.17%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                                             | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9940000 | PA      | $10032886.12  | 0.18%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| GUGGENHEIM PARTNERS LLC                                 | Guggenheim Partners LLC 2024 Term Loan B                                                                                                   | CUSIP: 36173YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3990000 | PA      | $4000972.50   | 0.07%             | 2031-11-26      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                                                                               | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  29970000 | PA      | $26334144.50  | 0.47%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                    | Appalachian Power Co                                                                                                                       | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   6742000 | PA      | $6809335.66   | 0.12%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Setanta Aircraft Leasing Designated Activity Company    | Setanta Aircraft Leasing Designated Activity Company 2024 Term Loan B                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |   3851000 | PA      | $3877129.04   | 0.07%             | 2028-11-05      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                                      | Viterra Finance BV                                                                                                                         | CUSIP: 92852LAA7<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |   5000000 | PA      | $4871448.70   | 0.09%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                             | Trimble Inc                                                                                                                                | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |   6401000 | PA      | $6684547.34   | 0.12%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14716588.50  | 0.26%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                  | AS Mileage Plan IP Ltd                                                                                                                     | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |  20000000 | PA      | $19467161.60  | 0.34%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                           | Vistra Operations Company LLC 1st Lien Term Loan B3                                                                                        | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |  20855607 | PA      | $20908475.49  | 0.37%             | 2030-12-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                                                                                    | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  13500000 | PA      | $13370179.14  | 0.24%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5385190.00   | 0.10%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                              | Affirm Asset Securitization Trust 2023-B                                                                                                   | CUSIP: 00792FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9135000 | PA      | $9179460.05   | 0.16%             | 2028-09-15      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   4523000 | PA      | $4484888.21   | 0.08%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                                                                              | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   8000000 | PA      | $7735000.00   | 0.14%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                                             | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4907381.80   | 0.09%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                   | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                                                   | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  27000000 | PA      | $26595772.74  | 0.47%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                                 | WE Soda Investments Holding PLC                                                                                                            | CUSIP: 000000000<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |   3300000 | PA      | $3416009.03   | 0.06%             | 2028-10-06      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| TRANSOCEAN INC                                          | Transocean Inc                                                                                                                             | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |   4358000 | PA      | $3933930.86   | 0.07%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| HERBALIFE/HLF FINANCING                                 | Herbalife Nutrition Ltd / HLF Financing Inc                                                                                                | CUSIP: 42704MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |  10000000 | PA      | $10020781.00  | 0.18%             | 2025-09-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| OGLETHORPE POWER CORP                                   | Oglethorpe Power Corp                                                                                                                      | CUSIP: 677050AU0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |  10569000 | PA      | $10461801.38  | 0.19%             | 2053-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                                                                                       | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   6740000 | PA      | $6729298.16   | 0.12%             | 2035-07-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                 | GLP Capital LP / GLP Financing II Inc                                                                                                      | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              |  | US        |   9065000 | PA      | $9237416.30   | 0.16%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                   | Uber Technologies Inc                                                                                                                      | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |  29695000 | PA      | $29268965.84  | 0.52%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INDIANAPOLIS PWR & LIGHT                                | Indianapolis Power & Light Co                                                                                                              | CUSIP: 455434BW9<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |   6551000 | PA      | $6245138.26   | 0.11%             | 2054-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                                                                                | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   6133000 | PA      | $5787107.39   | 0.10%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| TRIUMPH GROUP INC                                       | Triumph Group Inc                                                                                                                          | CUSIP: 896818AU5<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10484490.00  | 0.19%             | 2028-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| IRB INFRASTRUCTURE DEVELOPERS                           | IRB INFRASTRUCTURE DEVELOPERS                                                                                                              | CUSIP: 000000000<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | IN        |   9128000 | PA      | $9057498.80   | 0.16%             | 2032-03-11      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                                             | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5492000 | PA      | $5458399.61   | 0.10%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                           | Aircastle Ltd                                                                                                                              | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |  21115000 | PA      | $21888446.46  | 0.39%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                  | Commonwealth Edison Co                                                                                                                     | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   5308000 | PA      | $5320820.57   | 0.09%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                    | National Fuel Gas Co                                                                                                                       | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |  15579000 | PA      | $15623940.90  | 0.28%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUND TRUST II                                 | Alexander Funding Trust II                                                                                                                 | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7410000 | PA      | $7858757.23   | 0.14%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                                   | Flowserve Corp                                                                                                                             | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |   8490000 | PA      | $7201669.75   | 0.13%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                | Virgin Media Bristol LLC USD Term Loan N                                                                                                   | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |  12000000 | PA      | $11831220.00  | 0.21%             | 2028-01-31      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                                                                                 | CUSIP: 21H052660<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  47561000 | PA      | $47232159.92  | 0.84%             | 2054-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                                                                 | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |  21345000 | PA      | $19201983.35  | 0.34%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                                   | CUSIP: 38378KFD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4063116 | PA      | $48107.29     | 0.00%             | 2054-07-16      | Variable      | 0.39%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                    | M&T Bank Corp                                                                                                                              | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   9788000 | PA      | $10195379.99  | 0.18%             | 2032-03-13      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                  | Spirit AeroSystems Inc                                                                                                                     | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $11055149.00  | 0.20%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                     | Invitation Homes Operating Partnership LP                                                                                                  | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |   9230000 | PA      | $8785625.25   | 0.16%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                   | Foundry JV Holdco LLC                                                                                                                      | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |  13301000 | PA      | $13586480.29  | 0.24%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                              | Mattel Inc                                                                                                                                 | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9038295.00   | 0.16%             | 2027-12-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                                                                                 | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  23841000 | PA      | $24295805.94  | 0.43%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| INDIKA INTI ENERGI PT                                   | Indika Energy Tbk PT                                                                                                                       | CUSIP: 69369KAA3<br>LEI: 254900YVKE6BJ1I4V036 | Long             | DBT              | CORP              | ID        |  14000000 | PA      | $13489529.20  | 0.24%             | 2029-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                                       | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30248325.30  | 0.54%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                      | Royalty Pharma PLC                                                                                                                         | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   8344000 | PA      | $8312300.06   | 0.15%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| PIEDMONT NATURAL GAS CO                                 | Piedmont Natural Gas Co Inc                                                                                                                | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $6831009.12   | 0.12%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                | California Resources Corp                                                                                                                  | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |   4989000 | PA      | $4988466.68   | 0.09%             | 2026-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                            | Enbridge Inc                                                                                                                               | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  22191000 | PA      | $24135353.23  | 0.43%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| ROCKETMTGE CO-ISSUER INC                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                                        | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9690651.00   | 0.17%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                      | Regency Centers LP                                                                                                                         | CUSIP: 75884RBD4<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |   8500000 | PA      | $8487269.98   | 0.15%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  24339000 | PA      | $23582273.23  | 0.42%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                                   | Atlassian Corp                                                                                                                             | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |  13728000 | PA      | $13855495.78  | 0.25%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                 | KeyCorp                                                                                                                                    | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   8042000 | PA      | $8442212.94   | 0.15%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                    | M&T Bank Corp                                                                                                                              | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2907904.53   | 0.05%             | 2034-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F060667<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  22586000 | PA      | $22810001.40  | 0.40%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PEACHTREE FUND TRUST II                                 | Peachtree Corners Funding Trust II                                                                                                         | CUSIP: 70470BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10068832.10  | 0.18%             | 2035-05-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                         | Stream Innovations 2024-1 Issuer Trust                                                                                                     | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1745109 | PA      | $1802730.71   | 0.03%             | 2044-07-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Hudsons Bay Simon JV Trust                              | Hudsons Bay Simon JV Trust 2015-HBS                                                                                                        | CUSIP: 44422PBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18308000 | PA      | $2158.33      | 0.00%             | 2034-08-05      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                | United Wholesale Mortgage LLC                                                                                                              | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |   3040000 | PA      | $3039441.86   | 0.05%             | 2025-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Regatta XXII Funding Ltd.                               | Regatta XXII Funding Ltd                                                                                                                   | CUSIP: 758968AQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11000000 | PA      | $11016764.00  | 0.20%             | 2035-07-20      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| PALOMINO FUNDING TRUST I                                | Palomino Funding Trust I                                                                                                                   | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9071000 | PA      | $9545091.46   | 0.17%             | 2028-05-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                                                                                | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |  17000000 | PA      | $17567622.69  | 0.31%             | 2028-02-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) SEP25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      2601 | NC      | $620942.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                | FirstEnergy Transmission LLC                                                                                                               | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   3619000 | PA      | $3530215.94   | 0.06%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                    | CITGO Petroleum Corp                                                                                                                       | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   6652000 | PA      | $6767019.73   | 0.12%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                      | VICI Properties LP                                                                                                                         | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |  13015000 | PA      | $12871807.67  | 0.23%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                   | Bread Financial Holdings Inc                                                                                                               | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |   4444000 | PA      | $4319015.17   | 0.08%             | 2035-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  33000000 | PA      | $32715591.15  | 0.58%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                             | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10003707.40  | 0.18%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                                                                                      | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   4571000 | PA      | $4684383.56   | 0.08%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                                                                                       | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   6922000 | PA      | $6608320.78   | 0.12%             | 2054-04-04      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F060469<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2957000 | PA      | $3028082.08   | 0.05%             | 2039-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                                                                               | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  14443000 | PA      | $14458317.81  | 0.26%             | 2036-05-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                                | Tengizchevroil Finance Co International Ltd                                                                                                | CUSIP: 88034QAC1<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |  12000000 | PA      | $10523853.00  | 0.19%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CAJUN GLOBAL LLC                                        | Cajun Global LLC                                                                                                                           | CUSIP: 12803VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5797500 | PA      | $5627111.48   | 0.10%             | 2051-11-20      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                   | Foundry JV Holdco LLC                                                                                                                      | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   8999000 | PA      | $9121814.84   | 0.16%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                | Constellation Energy Generation LLC                                                                                                        | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   5209000 | PA      | $5416909.84   | 0.10%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Solventum Corporation                                   | Solventum Corporation Term Loan                                                                                                            | CUSIP: 88562GAE9<br>LEI: 254900I70403OSGY4M28 | Long             | LON              | CORP              | US        |  16000000 | PA      | $16000000.00  | 0.28%             | 2027-02-16      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F060477<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  25774000 | PA      | $26380482.07  | 0.47%             | 2039-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                                                                 | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |  16505000 | PA      | $16728890.33  | 0.30%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   7010000 | PA      | $6896239.62   | 0.12%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                                                                              | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |  24000000 | PA      | $24075033.60  | 0.43%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                                       | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8040000 | PA      | $6900669.53   | 0.12%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                        | Puget Energy Inc                                                                                                                           | CUSIP: 745310AP7<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5448787.69   | 0.10%             | 2035-03-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                        | Puget Energy Inc                                                                                                                           | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |  21091000 | PA      | $20093271.05  | 0.36%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                | Discovery Communications LLC                                                                                                               | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |  19551000 | PA      | $18672349.12  | 0.33%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                           | Boeing Co/The                                                                                                                              | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  13602000 | PA      | $14523646.63  | 0.26%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                              | Affirm Asset Securitization Trust 2024-B                                                                                                   | CUSIP: 00835AAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9250000 | PA      | $9194518.50   | 0.16%             | 2029-09-15      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                                             | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15250731.15  | 0.27%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                             | Ovintiv Inc                                                                                                                                | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9790944.40   | 0.17%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | CARLYLE US CLO 2018-2 Ltd                                                                                                                  | CUSIP: 14317PAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14560000 | PA      | $14580733.44  | 0.26%             | 2031-10-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F050668<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  52095000 | PA      | $50432676.68  | 0.89%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                            | Post CLO 2021-1 LTD                                                                                                                        | CUSIP: 73742FAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $20009820.00  | 0.35%             | 2034-10-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2024-1                                                                                                 | CUSIP: 30167PAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7320000 | PA      | $7394614.22   | 0.13%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                      | CUSIP: 01309QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16000000 | PA      | $16335456.00  | 0.29%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                          | Solventum Corp                                                                                                                             | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19209621.40  | 0.34%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                                                                                         | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  18970000 | PA      | $18969630.09  | 0.34%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                     | Calpine Corporation 2024 Term Loan B10                                                                                                     | CUSIP: 13134MBW2<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |  17375019 | PA      | $17375018.95  | 0.31%             | 2031-01-31      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                  | Anglo American Capital PLC                                                                                                                 | CUSIP: 034863BE9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |  19771000 | PA      | $19948723.50  | 0.35%             | 2034-04-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                 | Oncor Electric Delivery Co LLC                                                                                                             | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   7005000 | PA      | $7020400.98   | 0.12%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                | First Citizens BancShares Inc/NC                                                                                                           | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |  19203000 | PA      | $18569704.26  | 0.33%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO XXXVIII Ltd                                                                                                    | CUSIP: 08183FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4509000.00   | 0.08%             | 2038-01-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| BAYER CORP/NJ                                           | Bayer Corp/NJ                                                                                                                              | CUSIP: 072732AC4<br>LEI: 54930050NR9YMICYZM28 | Long             | DBT              | CORP              | US        |  14827000 | PA      | $15459599.44  | 0.27%             | 2028-02-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  13202000 | PA      | $11763025.17  | 0.21%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   5729000 | PA      | $5894568.10   | 0.10%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                            | Hilton Grand Vacations Trust 2024-1B                                                                                                       | CUSIP: 43283YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2105254 | PA      | $2135204.58   | 0.04%             | 2039-09-15      | Fixed         | 8.85%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  22958000 | PA      | $23155199.58  | 0.41%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                        | Eastern Gas Transmission & Storage Inc                                                                                                     | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |   5564000 | PA      | $4595787.72   | 0.08%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                             | Paychex Inc                                                                                                                                | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   6606000 | PA      | $6720083.64   | 0.12%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                                    | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   7333000 | PA      | $7124009.50   | 0.13%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                       | Japan Tobacco Inc                                                                                                                          | CUSIP: 471105AE6<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |  14829000 | PA      | $15295812.03  | 0.27%             | 2035-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Avolon TLB Borrower 1 (US) LLC                          | Avolon TLB Borrower 1 (US) LLC 2023 Term Loan B6                                                                                           | CUSIP: 05400KAJ9<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |  29050192 | PA      | $29086505.24  | 0.52%             | 2030-06-24      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                    | Bayer US Finance LLC                                                                                                                       | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |  19000000 | PA      | $19793039.48  | 0.35%             | 2033-11-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                              | Driven Brands Funding LLC                                                                                                                  | CUSIP: 26209XAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2878250 | PA      | $2960297.68   | 0.05%             | 2054-10-20      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| BEACON FUNDING TRUST                                    | Beacon Funding Trust                                                                                                                       | CUSIP: 073952AB9<br>LEI: 984500A80A2EBF5A7C93 | Long             | DBT              | CORP              | US        |   8482000 | PA      | $8138705.72   | 0.14%             | 2054-08-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                                              | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  13454000 | PA      | $13790793.04  | 0.24%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                                | RenaissanceRe Holdings Ltd                                                                                                                 | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |   5888000 | PA      | $5936032.13   | 0.11%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EDGEWATER GENERATION LLC                                | Edgewater Generation LLC 2025 Repriced Term Loan                                                                                           | CUSIP: 28031FAM2<br>LEI: 5493004PLDT1L28SWG83 | Long             | LON              | CORP              | US        |   8500000 | PA      | $8547812.50   | 0.15%             | 2030-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES                                 | Saks Global Enterprises LLC                                                                                                                | CUSIP: 79380MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9539000 | PA      | $4674110.00   | 0.08%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                   | Oglethorpe Power Corp                                                                                                                      | CUSIP: 677050AG1<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   9896000 | PA      | $9973585.73   | 0.18%             | 2039-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                         | NGPL PipeCo LLC                                                                                                                            | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |  20308000 | PA      | $20121076.23  | 0.36%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19968999.20  | 0.35%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Fidelity Investments                                    | Fidelity Investments Money Market Government Portfolio                                                                                     | CUSIP: 31607A703<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |  74527366 | NS      | $74527365.60  | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                                                                               | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14413849.50  | 0.26%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Octagon Loan Funding Ltd                                | Octagon Loan Funding Ltd                                                                                                                   | CUSIP: 67590RAY1<br>LEI: 549300HJJWTCMWFILG24 | Long             | ABS-CBDO         | CORP              | KY        |   2048404 | PA      | $2050980.62   | 0.04%             | 2031-11-18      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                      | nVent Finance Sarl                                                                                                                         | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |  14351000 | PA      | $14331404.28  | 0.25%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                               | Anchorage Capital CLO 30 Ltd                                                                                                               | CUSIP: 03333CAA3<br>LEI: 213800WBJC3SQNXZV879 | Long             | ABS-CBDO         | CORP              | KY        |  12000000 | PA      | $12003096.00  | 0.21%             | 2037-01-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                        | Black Hills Corp                                                                                                                           | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8162866.72   | 0.14%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN GRP/FIN                                | Neuberger Berman Group LLC / Neuberger Berman Finance Corp                                                                                 | CUSIP: 64128XAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7104000 | PA      | $7069678.09   | 0.13%             | 2027-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FINANCE SIX                                  | Goodman US Finance Six LLC                                                                                                                 | CUSIP: 38239EAC6<br>LEI: N/A                  | Long             | DBT              |  | US        |  13696000 | PA      | $13438221.83  | 0.24%             | 2034-10-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                       | Sierra Timeshare 2024-2 Receivables Funding LLC                                                                                            | CUSIP: 82650DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2099060 | PA      | $2094206.62   | 0.04%             | 2041-06-20      | Fixed         | 7.48%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER CO                                    | Monongahela Power Co                                                                                                                       | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3742000 | PA      | $3832184.97   | 0.07%             | 2034-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SIZZLING PLATT/FIN CO                                   | Sizzling Platter LLC / Sizzling Platter Finance Corp                                                                                       | CUSIP: 830146AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10042700.00  | 0.18%             | 2025-11-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                         | Stream Innovations 2024-2 Issuer Trust                                                                                                     | CUSIP: 86324EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13908174 | PA      | $13964483.55  | 0.25%             | 2045-02-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                          | Air Lease Corp                                                                                                                             | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   6497000 | PA      | $6575399.62   | 0.12%             | 2031-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                 | Park River Holdings Inc                                                                                                                    | CUSIP: 70082LAB3<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4001664.50   | 0.07%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| PACIFIC NATIONAL FINANCE                                | Pacific National Finance Pty Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |  15000000 | PA      | $14475855.00  | 0.26%             | 2028-03-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| RR Ltd                                                  | RR 12 Ltd                                                                                                                                  | CUSIP: 74989HAQ5<br>LEI: 549300RLLUH00ZYECJ34 | Long             | ABS-CBDO         | CORP              | KY        |  13149000 | PA      | $13146935.61  | 0.23%             | 2036-01-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| POPULAR INC                                             | Popular Inc                                                                                                                                | CUSIP: 733174AL0<br>LEI: 5493008CARDZMVQ3LO89 | Long             | DBT              | CORP              | PR        |  10000000 | PA      | $10518560.00  | 0.19%             | 2028-03-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                            | Assurant Inc                                                                                                                               | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   5914000 | PA      | $4952404.30   | 0.09%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                                                                                      | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  11444000 | PA      | $11632367.55  | 0.21%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                    | National Fuel Gas Co                                                                                                                       | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   8831000 | PA      | $7806188.24   | 0.14%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                | Baltimore Gas and Electric Co                                                                                                              | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |  11893000 | PA      | $11977420.91  | 0.21%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                  | Brixmor Operating Partnership LP                                                                                                           | CUSIP: 11120VAN3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |   6321000 | PA      | $6287142.45   | 0.11%             | 2032-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S15117319 CDS USD R F  1.00000 315117320 CCPCDX / Short: S15117319 CDS USD P V 03MEVENT 315117321 CCPCDX                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  50820000 | OU      | $1163122.70   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JT INTL FIN SERVICES BV                                 | JT International Financial Services BV                                                                                                     | CUSIP: 480914AA8<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |  17050000 | PA      | $18650192.80  | 0.33%             | 2032-10-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19843572.00  | 0.35%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                   | DirecTV Financing LLC Term Loan                                                                                                            | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1294564 | PA      | $1301037.29   | 0.02%             | 2027-08-02      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                  | Boardwalk Pipelines LP                                                                                                                     | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   7767000 | PA      | $7099701.61   | 0.13%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| 6297782 LLC                                             | South Bow USA Infrastructure Holdings LLC                                                                                                  | CUSIP: 83007CAE2<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9630153.50   | 0.17%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PINE STREET TRUST III                                   | Pine Street Trust III                                                                                                                      | CUSIP: 72284KAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6900000 | PA      | $6661908.95   | 0.12%             | 2054-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                             | RAD CLO 27 Ltd                                                                                                                             | CUSIP: 749972AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8950000 | PA      | $8974612.50   | 0.16%             | 2038-01-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                   | Nabors Industries Inc                                                                                                                      | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3426080.50   | 0.06%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| COMSTOCK RESOURCES INC                                  | Comstock Resources Inc                                                                                                                     | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11358530.40  | 0.20%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BLGR0WCJ4 IRS USD R V 12MUSCPI INF_SLGR0WCJ4 CCPINFLATIONZERO / Short: BLGR0WCJ4 IRS USD P F  2.28500 FIX_SLGR0WCJ4 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   7393000 | OU      | $61493.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                                                                                   | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   3570000 | PA      | $3662552.71   | 0.06%             | 2027-07-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                            | Entegris Inc                                                                                                                               | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |  15649000 | PA      | $15205338.33  | 0.27%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                                                                                   | CUSIP: 26884LBC2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |  12290000 | PA      | $11894107.39  | 0.21%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Seminole Tribe of Florida                               | Seminole Tribe of Florida 2022 Term Loan A                                                                                                 | CUSIP: 81683UAS6<br>LEI: 549300EWYRB8UULZD884 | Long             | LON              | CORP              | US        |   4027778 | PA      | $4017708.33   | 0.07%             | 2027-05-13      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                                                                                        | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   4014000 | PA      | $3618313.45   | 0.06%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                          | NRG Energy Inc                                                                                                                             | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |  14633000 | PA      | $14245321.05  | 0.25%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F052466<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2489000 | PA      | $2524719.84   | 0.04%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                            | Navient Corp                                                                                                                               | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   7368000 | PA      | $8353359.48   | 0.15%             | 2031-03-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                    | Westpac Banking Corp                                                                                                                       | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   8000000 | PA      | $6977340.96   | 0.12%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                | Interstate Power and Light Co                                                                                                              | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |   8654000 | PA      | $8708488.87   | 0.15%             | 2035-06-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NARRAGANSETT ELECTRIC                                   | Narragansett Electric Co/The                                                                                                               | CUSIP: 631005BK0<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |   6762000 | PA      | $6740260.85   | 0.12%             | 2034-05-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                      | Eastern Energy Gas Holdings LLC                                                                                                            | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |   9069000 | PA      | $8371500.04   | 0.15%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| F-BRASILE SPA/F-BRASILE                                 | F-Brasile SpA / F-Brasile US LLC                                                                                                           | CUSIP: 30191BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |  10000000 | PA      | $10017250.00  | 0.18%             | 2026-08-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  15478000 | PA      | $13887705.62  | 0.25%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SeaWorld Parks & Entertainment Inc                      | SeaWorld Parks & Entertainment Inc 2024 Term Loan B3                                                                                       | CUSIP: 78488CAL4<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |   2029800 | PA      | $2022188.25   | 0.04%             | 2031-12-04      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                                | Moss Creek Resources Holdings Inc                                                                                                          | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9649253.00   | 0.17%             | 2031-09-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                | Navoi Mining & Metallurgical Combinat                                                                                                      | CUSIP: 63890CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |   7000000 | PA      | $6968354.75   | 0.12%             | 2031-10-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                              | ROCK Trust 2024-CNTR                                                                                                                       | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8430000 | PA      | $8545924.30   | 0.15%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                   | Helmerich & Payne Inc                                                                                                                      | CUSIP: 423452AK7<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $13268368.95  | 0.23%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| U.S. Bank National Association                          | US Bank NA                                                                                                                                 | CUSIP: 90357PBC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5227780 | PA      | $5228624.89   | 0.09%             | 2032-02-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                       | Brown & Brown Inc                                                                                                                          | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |  12005000 | PA      | $11251619.50  | 0.20%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                     | Muthoot Finance Ltd                                                                                                                        | CUSIP: 62828M2D2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |   6000000 | PA      | $5909104.98   | 0.10%             | 2029-04-23      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                | Virginia Electric and Power Co                                                                                                             | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9245055.60   | 0.16%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                                                                                 | CUSIP: 21H060671<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  17925000 | PA      | $18072077.49  | 0.32%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                | Regeneron Pharmaceuticals Inc                                                                                                              | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |  15373000 | PA      | $8827166.45   | 0.16%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                           | Aircastle Ltd                                                                                                                              | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |  11469000 | PA      | $10841466.44  | 0.19%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Transcanada Trust                                       | Transcanada Trust                                                                                                                          | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $9954697.00   | 0.18%             | 2076-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                   | Dick's Sporting Goods Inc                                                                                                                  | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $4804316.23   | 0.09%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION / TITAN                                 | Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC                                                                                | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10232590.00  | 0.18%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                                 | Aircastle Ltd / Aircastle Ireland DAC                                                                                                      | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  10000000 | PA      | $10159552.30  | 0.18%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                                | Fortress Transportation and Infrastructure Investors LLC                                                                                   | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8697004.20   | 0.15%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                          | NRG Energy Inc 2024 Term Loan                                                                                                              | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |  25657680 | PA      | $25712587.67  | 0.46%             | 2031-04-16      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4698000 | PA      | $4798017.98   | 0.08%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | CITIBANK NA DDCA                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |   8280818 | NS      | $8280818.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Birch Grove CLO Ltd.                                    | Birch Grove CLO Ltd                                                                                                                        | CUSIP: 09075JAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10036940.00  | 0.18%             | 2037-07-17      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN                                | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp                                                                         | CUSIP: 559665AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15085000 | PA      | $14951312.20  | 0.26%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                            | Wyndham Hotels & Resorts Inc 2022 Term Loan A                                                                                              | CUSIP: 98310CAD4<br>LEI: 549300FE3MQ4RVXXC673 | Long             | LON              | CORP              | US        |  10571228 | PA      | $10577887.93  | 0.19%             | 2027-04-08      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                       | GXO Logistics Inc                                                                                                                          | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |  12974000 | PA      | $13273110.90  | 0.24%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                                                                                   | CUSIP: 26884LAY5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |  13610000 | PA      | $13939145.74  | 0.25%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Lightstone Holdco LLC                                   | Lightstone Holdco LLC 2022 Extended Term Loan B                                                                                            | CUSIP: 53226GAK7<br>LEI: 549300VXK6UGDG7H3G98 | Long             | LON              | CORP              | US        |   1571774 | PA      | $1576529.09   | 0.03%             | 2027-01-29      | Floating      | 10.03%                | No            |                  2 | On Loan: No      |
| Perimeter Master Note Business Trust                    | Perimeter Master Note Business Trust                                                                                                       | CUSIP: 71384PBC4<br>LEI: 5493005H6EB040833X54 | Long             | ABS-O            | CORP              | US        |   8025000 | PA      | $7989785.50   | 0.14%             | 2030-12-16      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| MINERA MEXICO SA DE CV                                  | Minera Mexico SA de CV                                                                                                                     | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |  10000000 | PA      | $9915500.00   | 0.18%             | 2032-02-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                                                                                | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |  10000000 | PA      | $9890109.50   | 0.18%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                                   | CUSIP: 431318BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7255634.40   | 0.13%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                            | Centene Corp                                                                                                                               | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  28232000 | PA      | $25748563.65  | 0.46%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                | Warnermedia Holdings Inc                                                                                                                   | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $12733704.00  | 0.23%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                                                                                   | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |  13364000 | PA      | $13321390.22  | 0.24%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                                                                                    | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   8634000 | PA      | $9023028.44   | 0.16%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                      | Expand Energy Corp                                                                                                                         | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |  27706000 | PA      | $27633920.07  | 0.49%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX LLC                                   | Rentokil Terminix Funding LLC                                                                                                              | CUSIP: 760130AB0<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |   4302000 | PA      | $4304857.04   | 0.08%             | 2035-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                        | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                                | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13000000 | PA      | $13115542.31  | 0.23%             | 2027-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                   | Bread Financial Holdings Inc                                                                                                               | CUSIP: 018581AP3<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10671310.00  | 0.19%             | 2029-03-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                                                                           | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |  30862000 | PA      | $29354129.59  | 0.52%             | 2031-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                          | CPS Auto Receivables Trust 2022-B                                                                                                          | CUSIP: 12663BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15075000 | PA      | $15308710.74  | 0.27%             | 2029-10-15      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| FRONTIER NORTH INC                                      | Frontier North Inc                                                                                                                         | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11678000 | PA      | $11977248.75  | 0.21%             | 2028-02-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                    | Las Vegas Sands Corp                                                                                                                       | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   9463000 | PA      | $9615348.91   | 0.17%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                          | OWN Equipment Fund I LLC                                                                                                                   | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3527640 | PA      | $3561757.82   | 0.06%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                                          | BankUnited Inc                                                                                                                             | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |   9990000 | PA      | $9813945.73   | 0.17%             | 2030-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                                | TGNR Intermediate Holdings LLC                                                                                                             | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14178241.50  | 0.25%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Advisor Group Inc                                       | Advisor Group Inc 2024 Term Loan B                                                                                                         | CUSIP: 00775KAK4<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |   9925125 | PA      | $9970730.95   | 0.18%             | 2028-08-17      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10728895.00  | 0.19%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                               | GATX Corp                                                                                                                                  | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   5195000 | PA      | $5156482.35   | 0.09%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                | Columbia Pipelines Holding Co LLC                                                                                                          | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7047000 | PA      | $6916986.44   | 0.12%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                  | Aviation Capital Group LLC                                                                                                                 | CUSIP: 05366DAA6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   7339000 | PA      | $7716270.62   | 0.14%             | 2030-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                      | Expand Energy Corp                                                                                                                         | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |  12851000 | PA      | $12900874.73  | 0.23%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                                                                                   | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  35095000 | PA      | $23345295.78  | 0.41%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                            | Evergy Metro Inc                                                                                                                           | CUSIP: 30037DAB1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |   7167000 | PA      | $7054034.96   | 0.12%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                | Cheniere Energy Partners LP                                                                                                                | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10039710.00  | 0.18%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UL SOLUTIONS INC                                        | UL Solutions Inc                                                                                                                           | CUSIP: 903731AA5<br>LEI: 549300F7CUV5ESKV9P71 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15678115.20  | 0.28%             | 2028-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fortiva Retail Prime Master Note Business Trust         | FORTIVA RETAIL PRIME MASTER                                                                                                                | CUSIP: 34990DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12500000 | PA      | $12517500.00  | 0.22%             | 2029-09-17      | Fixed         | 6.60%                 | No            |                  3 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   8050000 | PA      | $9055614.05   | 0.16%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XLII Ltd                                                                                                              | CUSIP: 04966HAE6<br>LEI: 549300YWZ8HFDYP0MR16 | Long             | ABS-CBDO         | CORP              | KY        |   2450000 | PA      | $2453158.05   | 0.04%             | 2030-11-21      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                               | Block Inc                                                                                                                                  | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10226120.00  | 0.18%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kinetic Advantage Master Owner Trust                    | Kinetic Advantage Master Owner Trust                                                                                                       | CUSIP: 49462DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11080000 | PA      | $11129447.82  | 0.20%             | 2027-11-15      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                                                                                     | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14809000.05  | 0.26%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                  | HA Sustainable Infrastructure Capital Inc                                                                                                  | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14638094.10  | 0.26%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CORONADO FINANCE PTY LTD                                | Coronado Finance Pty Ltd                                                                                                                   | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |  14050000 | PA      | $10455963.64  | 0.19%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                       | Generate CLO 15 Ltd                                                                                                                        | CUSIP: 37147XAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   8850000 | PA      | $8869434.60   | 0.16%             | 2037-07-20      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                     | Cheniere Energy Inc                                                                                                                        | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   9989000 | PA      | $9972440.94   | 0.18%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                              | Affirm Asset Securitization Trust 2024-A                                                                                                   | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7875000 | PA      | $7909741.35   | 0.14%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                                                                                   | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1674000 | PA      | $1673937.23   | 0.03%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                      | Baytex Energy Corp                                                                                                                         | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |  15000000 | PA      | $14548666.50  | 0.26%             | 2030-04-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                         | Danske Bank A/S                                                                                                                            | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  10000000 | PA      | $10014500.00  | 0.18%             | 2025-06-26      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc Term Loan A5                                                                                                                  | CUSIP: 11134NAV7<br>LEI: 549300WV6GIDOZJTV909 | Long             | LON              | CORP              | US        |  40986575 | PA      | $40986575.19  | 0.73%             | 2028-08-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                | Citizens Financial Group Inc                                                                                                               | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   8267000 | PA      | $8442037.60   | 0.15%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                        | Vital Energy Inc                                                                                                                           | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $8931585.30   | 0.16%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| Trans Union LLC                                         | Trans Union LLC 2024 Term Loan B8                                                                                                          | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   5895301 | PA      | $5901313.97   | 0.10%             | 2031-06-24      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                   | Toronto-Dominion Bank/The                                                                                                                  | CUSIP: 89116CKP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  13554000 | PA      | $13880936.03  | 0.25%             | 2084-07-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| GLP CAPITAL LP / FIN II                                 | GLP Capital LP / GLP Financing II Inc                                                                                                      | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              |  | US        |   6502000 | PA      | $6347026.78   | 0.11%             | 2034-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ENCINO ACQUISITION PARTN                                | Encino Acquisition Partners Holdings LLC                                                                                                   | CUSIP: 29254BAB3<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |   4343000 | PA      | $4746885.97   | 0.08%             | 2031-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY INC                                        | Viper Energy Inc                                                                                                                           | CUSIP: 92763MAB1<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |  32913000 | PA      | $34534985.55  | 0.61%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                | California Resources Corp                                                                                                                  | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8022104.00   | 0.14%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC 2021 Term Loan B9                                                                                                              | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |  22035635 | PA      | $21937686.14  | 0.39%             | 2027-07-31      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  27000000 | PA      | $25666646.04  | 0.45%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                              | Mattel Inc                                                                                                                                 | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |  10900000 | PA      | $10291680.81  | 0.18%             | 2029-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust               | Santander Consumer Auto Receivables Trust 2021-A                                                                                           | CUSIP: 80282YAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3100000 | PA      | $3121616.30   | 0.06%             | 2028-08-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                                             | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   7889000 | PA      | $6721177.13   | 0.12%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| SODEXO INC                                              | Sodexo Inc                                                                                                                                 | CUSIP: 833794AD2<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10177296.40  | 0.18%             | 2035-08-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                   | Continental Resources Inc/OK                                                                                                               | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |  42500000 | PA      | $42328903.50  | 0.75%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                                    | FLUTTER FINANCING BV 2025 TERM LOAN B                                                                                                      | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |   7500000 | PA      | $7490625.00   | 0.13%             | 2032-05-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORP                                | Western Alliance Bancorp                                                                                                                   | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |  19771000 | PA      | $18302805.54  | 0.32%             | 2031-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WERNER FINCO LP/INC                                     | Werner FinCo LP / Werner FinCo Inc                                                                                                         | CUSIP: 95076PAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10887500.50  | 0.19%             | 2028-06-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                         | OHA Credit Funding 18 Ltd                                                                                                                  | CUSIP: 67706JAE4<br>LEI: 254900NGFKJYUCJCAJ59 | Long             | ABS-CBDO         | CORP              | BM        |   6560000 | PA      | $6586174.40   | 0.12%             | 2037-04-20      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                      | Coterra Energy Inc                                                                                                                         | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |  10476000 | PA      | $10394847.04  | 0.18%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                                                                           | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |  10875000 | PA      | $11105313.14  | 0.20%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                              | Nuveen LLC                                                                                                                                 | CUSIP: 67080LAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16390000 | PA      | $16735612.98  | 0.30%             | 2034-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING                                | Capital Power US Holdings Inc                                                                                                              | CUSIP: 14041TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14402000 | PA      | $14520542.57  | 0.26%             | 2035-06-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Tempur Sealy International Inc                          | Tempur Sealy International Inc 2024 Term Loan B                                                                                            | CUSIP: 88025BAN1<br>LEI: 549300HFEKVR3US71V91 | Long             | LON              | CORP              | US        |  24937500 | PA      | $25059070.31  | 0.44%             | 2031-10-24      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| First Eagle Investment Management LLC                   | First Eagle Investment Management LLC 2024 Term Loan B2                                                                                    | CUSIP: 05554JAJ6<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |   7544000 | PA      | $7553920.05   | 0.13%             | 2029-03-05      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Protective Life Corp                                    | Protective Life Corp                                                                                                                       | CUSIP: 743674AY9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   5641000 | PA      | $6826758.23   | 0.12%             | 2039-10-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                        | GREYWOLF CLO VII Ltd                                                                                                                       | CUSIP: 39809AAC2<br>LEI: 5493005EEKUYF0Q6Z361 | Long             | ABS-CBDO         | CORP              | KY        |   8170000 | PA      | $8187671.71   | 0.14%             | 2031-10-20      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                                 | CNO Financial Group Inc                                                                                                                    | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |  15525000 | PA      | $15996811.12  | 0.28%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                                                                               | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   5266000 | PA      | $5226674.04   | 0.09%             | 2030-02-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                                                                                 | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15493350.30  | 0.27%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                                    | Oceaneering International Inc                                                                                                              | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5429335.45   | 0.10%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                            | Vontier Corp                                                                                                                               | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |  28000000 | PA      | $24676646.40  | 0.44%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                   | KKR CLO 15 Ltd                                                                                                                             | CUSIP: 48251MBE5<br>LEI: 549300K434Q30JZAS486 | Long             | ABS-CBDO         | CORP              | KY        |   9620000 | PA      | $9626176.04   | 0.17%             | 2032-01-18      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F052474<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  57016000 | PA      | $57771879.93  | 1.02%             | 2040-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                              | Affirm Asset Securitization Trust 2024-A                                                                                                   | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3180000 | PA      | $3191410.48   | 0.06%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                                                                                   | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   8085000 | PA      | $8115883.41   | 0.14%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED                                  | Coca-Cola Consolidated Inc                                                                                                                 | CUSIP: 191098AP7<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10192159.80  | 0.18%             | 2034-06-01      | Fixed         | 5.45%                 | 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        |   3425816 | PA      | $3432948.72   | 0.06%             | 2028-08-15      | Fixed         | 7.03%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                                                                                        | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22000000 | PA      | $22996336.00  | 0.41%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| RXO INC                                                 | RXO Inc                                                                                                                                    | CUSIP: 98379JAA3<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |   9250000 | PA      | $9475656.06   | 0.17%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RIDE 2025-SHRE                                          | RIDE 2025-SHRE                                                                                                                             | CUSIP: 765692AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6960000 | PA      | $7033329.17   | 0.12%             | 2047-02-14      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                                                                                       | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8646184.10   | 0.15%             | 2031-09-23      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                         | DTE Electric Co                                                                                                                            | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1638000 | PA      | $1635068.13   | 0.03%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO Ltd                                     | 522 Funding CLO 2020-6 Ltd                                                                                                                 | CUSIP: 33835AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15780000 | PA      | $15757276.80  | 0.28%             | 2034-10-23      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5094030.00   | 0.09%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO                                    | Liberty Utilities Co                                                                                                                       | CUSIP: 531542AB4<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |  14328000 | PA      | $14418646.52  | 0.26%             | 2034-01-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                                             | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  12996000 | PA      | $13903564.35  | 0.25%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                             | Ovintiv Inc                                                                                                                                | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   2493000 | PA      | $2435743.07   | 0.04%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                             | Oracle Corp                                                                                                                                | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  15535000 | PA      | $14724794.91  | 0.26%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                                                                                   | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   5395000 | PA      | $5237628.17   | 0.09%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                | Citizens Financial Group Inc                                                                                                               | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   2615000 | PA      | $2682966.26   | 0.05%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                                                                              | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  19984000 | PA      | $20168185.13  | 0.36%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                    | Charter Communications Operating LLC 2023 Term Loan B4                                                                                     | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |  18394000 | PA      | $18390873.02  | 0.33%             | 2030-12-07      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Regatta XXVII Funding Ltd.                              | Regatta XXVII Funding Ltd                                                                                                                  | CUSIP: 758970AE7<br>LEI: 213800A3LAH3GG226R43 | Long             | ABS-CBDO         | CORP              | JE        |   6070000 | PA      | $6084398.04   | 0.11%             | 2037-04-26      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                 | Jersey Central Power & Light Co                                                                                                            | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   3019000 | PA      | $2956146.81   | 0.05%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                   | Freedom Mortgage Corp                                                                                                                      | CUSIP: 35640YAK3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5367965.70   | 0.10%             | 2028-10-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                                              | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  10673000 | PA      | $10649507.02  | 0.19%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| TRANS UNION LLC                                         | Trans Union LLC 2024 Term Loan B9                                                                                                          | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |  14392500 | PA      | $14401495.31  | 0.26%             | 2031-06-24      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                          | Galaxy XXI CLO Ltd                                                                                                                         | CUSIP: 36320WAL0<br>LEI: 549300BW4412X0TZDD77 | Long             | ABS-CBDO         | CORP              | KY        |    141479 | PA      | $141548.32    | 0.00%             | 2031-04-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                         | Bermuda Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |  13932000 | PA      | $12197466.00  | 0.22%             | 2030-08-20      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                        | Bain Capital Credit CLO 2021-3 Ltd                                                                                                         | CUSIP: 05683NAL6<br>LEI: 254900XV68IP5ZAT0548 | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5508486.50   | 0.10%             | 2034-07-24      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Funding                      | GRACIE POINT INTERNATIONAL FUNDING 2023-1                                                                                                  | CUSIP: 383931AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4339703 | PA      | $4335480.33   | 0.08%             | 2026-09-01      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-406654.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                         | SEB Funding LLC                                                                                                                            | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10775992 | PA      | $10560370.28  | 0.19%             | 2052-01-30      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust              | Mercury Financial Credit Card Master Trust                                                                                                 | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8010000 | PA      | $8079972.16   | 0.14%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                        | GGAM Finance Ltd                                                                                                                           | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |   4683000 | PA      | $4822558.08   | 0.09%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                                                                             | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  12282000 | PA      | $12806969.53  | 0.23%             | 2029-08-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                                                                                 | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9792128.20   | 0.17%             | 2034-02-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Dryden Senior Loan Fund                                 | Dryden 107 CLO Ltd                                                                                                                         | CUSIP: 26254FAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   5250000 | PA      | $5278602.00   | 0.09%             | 2035-08-15      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                | Octane Receivables Trust 2022-2                                                                                                            | CUSIP: 67578XAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11033000 | PA      | $11071869.26  | 0.20%             | 2028-07-20      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                              | DaVita Inc 2024 Extended Term Loan B1                                                                                                      | CUSIP: 23918VBB9<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | LON              | CORP              | US        |  11940000 | PA      | $11961253.20  | 0.21%             | 2031-05-09      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                     | Calpine Corporation 2024 Term Loan B5                                                                                                      | CUSIP: 13134MBX0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |  16916597 | PA      | $16923279.46  | 0.30%             | 2032-02-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7080140.20   | 0.13%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Emera Inc                                               | Emera Inc                                                                                                                                  | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |  19420000 | PA      | $19563941.04  | 0.35%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                      | Macquarie Bank Ltd                                                                                                                         | CUSIP: 556079AD3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   9790000 | PA      | $8616387.14   | 0.15%             | 2036-03-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                    | Westpac Banking Corp                                                                                                                       | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   4470000 | PA      | $4425384.93   | 0.08%             | 2031-11-23      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| RAIN CARBON INC                                         | Rain Carbon Inc                                                                                                                            | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8345184.00   | 0.15%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: —       |
| UBS GROUP AG                                            | UBS Group AG                                                                                                                               | CUSIP: 902613BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   7500000 | PA      | $7900605.00   | 0.14%             | 2031-04-12      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                           | AppLovin Corp                                                                                                                              | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   6923000 | PA      | $6929398.51   | 0.12%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                           | AppLovin Corp                                                                                                                              | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   6997000 | PA      | $6693765.06   | 0.12%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                                 | Aethon United BR LP / Aethon United Finance Corp                                                                                           | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8028000 | PA      | $8232585.55   | 0.15%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                                         | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              |  | US        |   8572000 | PA      | $8894950.10   | 0.16%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                   | Antero Resources Corp                                                                                                                      | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |  11500000 | PA      | $11779174.00  | 0.21%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                  | IPALCO Enterprises Inc                                                                                                                     | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |  12282000 | PA      | $11654738.12  | 0.21%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                       | Cedar Funding VII Clo Ltd                                                                                                                  | CUSIP: 15032FAN6<br>LEI: 549300G87EGFMLOYN341 | Long             | ABS-CBDO         | CORP              | KY        |  12500000 | PA      | $12481037.50  | 0.22%             | 2031-01-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                 | GA Global Funding Trust                                                                                                                    | CUSIP: 36143L2Q7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |  11909000 | PA      | $11830629.25  | 0.21%             | 2031-12-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                                                                              | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5159200.00   | 0.09%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                                                                                   | CUSIP: 05377REL4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |  12750000 | PA      | $12361487.10  | 0.22%             | 2027-08-20      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                                                                           | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4169100.92   | 0.07%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                | FirstEnergy Transmission LLC                                                                                                               | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   6497000 | PA      | $5459270.18   | 0.10%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                     | Bank of Nova Scotia/The                                                                                                                    | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10560630.00  | 0.19%             | 2084-01-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                                                                                  | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |  18100000 | PA      | $18212111.40  | 0.32%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                                                                               | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   7700000 | PA      | $6610635.34   | 0.12%             | 2033-02-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                                                                               | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |  16000000 | PA      | $15239114.40  | 0.27%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Brookhaven Park CLO Ltd                                 | Brookhaven Park CLO LTD                                                                                                                    | CUSIP: 113520AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7017780.00   | 0.12%             | 2037-04-19      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Pagaya Point of Sale Holdings Grantor Trust             | Pagaya Point of Sale Holdings Grantor Trust 2025-1                                                                                         | CUSIP: 694952AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5950000 | PA      | $5984724.20   | 0.11%             | 2034-01-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   6418000 | PA      | $6255803.47   | 0.11%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9460440.00   | 0.17%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                                              | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10023014.30  | 0.18%             | 2034-11-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                                              | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4999213.60   | 0.09%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                   | Silver Point CLO 7 LTD                                                                                                                     | CUSIP: 82808UAA3<br>LEI: 254900UZNMKMPK9GWJ82 | Long             | ABS-CBDO         | CORP              | KY        |  20180000 | PA      | $20202944.66  | 0.36%             | 2038-01-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US LONG BOND(CBT) SEP25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1264 | NC      | $2316708.98   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                 | AEP Transmission Co LLC                                                                                                                    | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |   4056000 | PA      | $4076591.95   | 0.07%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                                                                            | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11850086.40  | 0.21%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                                    | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   6000000 | PA      | $5941800.00   | 0.11%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORP                                    | MGIC Investment Corp                                                                                                                       | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9939930.00   | 0.18%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD / MARTINI BV                                | Bacardi Ltd / Bacardi-Martini BV                                                                                                           | CUSIP: 05635JAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |  17000000 | PA      | $16577550.85  | 0.29%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Hudsons Bay Simon JV Trust                              | Hudsons Bay Simon JV Trust 2015-HBS                                                                                                        | CUSIP: 44422PBU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16028000 | PA      | $18633.03     | 0.00%             | 2034-08-05      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| ENCINO ACQUISITION PARTN                                | Encino Acquisition Partners Holdings LLC                                                                                                   | CUSIP: 29254BAA5<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7184589.30   | 0.13%             | 2028-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                                                                              | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9370781.50   | 0.17%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  12685000 | PA      | $11224954.85  | 0.20%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                 | JP Morgan REPO 4.12% 6-2-2025                                                                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | RA               | CORP              | US        |  19301000 | PA      | $19301000.00  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                     | Dominion Energy Inc                                                                                                                        | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   4145000 | PA      | $4296139.76   | 0.08%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CEC ENTERTAINMENT LLC                                   | CEC Entertainment LLC                                                                                                                      | CUSIP: 125137AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9848283.50   | 0.17%             | 2026-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                            | Enbridge Inc                                                                                                                               | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10099815.30  | 0.18%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                       | Generate Clo 13 Ltd                                                                                                                        | CUSIP: 370918AA2<br>LEI: 549300OHYOREA2V0F579 | Long             | ABS-CBDO         | CORP              | JE        |  17050000 | PA      | $17160825.00  | 0.30%             | 2037-01-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                                   | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                                                                                   | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10190162.80  | 0.18%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                       | Sierra Timeshare 2024-3 Receivables Funding LLC                                                                                            | CUSIP: 82653BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3498542 | PA      | $3422588.30   | 0.06%             | 2041-08-20      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                                | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   6680000 | PA      | $6797101.74   | 0.12%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SATURN OIL & GAS INC                                    | Saturn Oil & Gas Inc                                                                                                                       | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |  15488000 | PA      | $14196341.07  | 0.25%             | 2029-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| ECOPETROL SA                                            | Ecopetrol SA                                                                                                                               | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   5000000 | PA      | $4850716.05   | 0.09%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2024-31 Ltd                                                                                                                        | CUSIP: 67570AAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  14400000 | PA      | $14425027.20  | 0.26%             | 2037-04-20      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                       | Sierra Timeshare 2024-1 Receivables Funding LLC                                                                                            | CUSIP: 826935AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1112307 | PA      | $1130820.99   | 0.02%             | 2043-01-20      | Fixed         | 8.02%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD                  | Goldentree Loan Management US Clo 7 Ltd                                                                                                    | CUSIP: 38138LAY4<br>LEI: 549300DO8S88M0JNL340 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10001150.00  | 0.18%             | 2034-04-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| 200 PARK FUNDING TRUST                                  | 200 Park Funding Trust                                                                                                                     | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9651782.80   | 0.17%             | 2055-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Continental Finance Credit Credit Card ABS Master Trust | Continental Finance Credit Card ABS Master Trust                                                                                           | CUSIP: 66981PAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9000000 | PA      | $9073683.00   | 0.16%             | 2032-12-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                 | Entergy Mississippi LLC                                                                                                                    | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |  11809000 | PA      | $11430389.41  | 0.20%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                 | Booz Allen Hamilton Inc                                                                                                                    | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |  15554000 | PA      | $14906401.43  | 0.26%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BELROSE FUNDING TRUST II                                | Belrose Funding Trust II                                                                                                                   | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12038633.28  | 0.21%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                    | Stillwater Mining Co                                                                                                                       | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7739780.00   | 0.14%             | 2026-11-16      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) SEP25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       424 | NC      | $170975.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F050460<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4070000 | PA      | $4072373.09   | 0.07%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                         | Bermuda Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |  10053000 | PA      | $9821781.00   | 0.17%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24204488.25  | 0.43%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                                | Fortress Transportation and Infrastructure Investors LLC                                                                                   | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5257645.00   | 0.09%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                             | KeyBank NA/Cleveland OH                                                                                                                    | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6770394.89   | 0.12%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                                                                                        | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |  14275000 | PA      | $15209826.07  | 0.27%             | 2033-06-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                   | Evergy Kansas Central Inc                                                                                                                  | CUSIP: 30036FAC5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |   6134000 | PA      | $6411580.61   | 0.11%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S76627833 CDS USD R F  1.00000 376627835 CCPCDX / Short: S76627833 CDS USD P V 03MEVENT 376627834 CCPCDX                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  28015000 | OU      | $637433.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F050676<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  37083000 | PA      | $35870730.40  | 0.64%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                   | Evergy Kansas Central Inc                                                                                                                  | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |  11715000 | PA      | $11662650.47  | 0.21%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Transocean Inc                                          | Transocean Inc                                                                                                                             | CUSIP: 893830AF6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |   9000000 | PA      | $7083793.80   | 0.13%             | 2031-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Chicago Mercantile Exchange                             | Long: B75031471 IRS USD R V 12MSOFR 375031473 CCPOIS / Short: B75031471 IRS USD P F  3.13785 375031472 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        | 110000000 | OU      | $5634522.74   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                         | Oklahoma Gas and Electric Co                                                                                                               | CUSIP: 678858BY6<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14270148.45  | 0.25%             | 2053-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                | FactSet Research Systems Inc                                                                                                               | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |   9576000 | PA      | $8638638.97   | 0.15%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                                                                              | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   5000000 | PA      | $5014805.00   | 0.09%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR ULTRA FUT SEP25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -280 | NC      | $-273543.04   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                                | Plains All American Pipeline LP                                                                                                            | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   6499000 | PA      | $6471030.25   | 0.11%             | 2025-06-30      | Variable      | 8.70%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                              | FIXED INC CLEARING CORP.REPO                                                                                                               | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  11177170 | PA      | $11177170.02  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                          | PSEG Power LLC                                                                                                                             | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4586000 | PA      | $4621028.97   | 0.08%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                  | Hungary Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  12000000 | PA      | $12048054.00  | 0.21%             | 2029-06-16      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ZF NA CAPITAL                                           | ZF North America Capital Inc                                                                                                               | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11408221.20  | 0.20%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                      | Regal Rexnord Corp                                                                                                                         | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |  17000000 | PA      | $17458076.39  | 0.31%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19724394.20  | 0.35%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                       | NatWest Group PLC                                                                                                                          | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  18081000 | PA      | $16033130.57  | 0.28%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| OGX Austria GmbH                                        | OGX Austria GmbH                                                                                                                           | CUSIP: 670849AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |   1800000 | PA      | $36.00        | 0.00%             | 2018-06-01      | None          | 8.50%                 | No            |                  3 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding LVII Ltd                                                                                                              | CUSIP: 55822GAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12470000 | PA      | $12477120.37  | 0.22%             | 2034-07-27      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                                                                           | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  40031000 | PA      | $45719766.18  | 0.81%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KIMMERIDGE TEXAS GAS LLC                                | Kimmeridge Texas Gas LLC                                                                                                                   | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |   8357000 | PA      | $8267496.53   | 0.15%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                             | Rad CLO 20 Ltd                                                                                                                             | CUSIP: 749979AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |  10470000 | PA      | $10518737.85  | 0.19%             | 2036-07-20      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                                                                                      | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |  18000000 | PA      | $17621205.12  | 0.31%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Michael Hebert

**Name of Signer:** Michael Hebert

**Title:** Chief Financial Officer