# EDGAR Filing Document

**Accession Number:** 0000855396
**File Stem:** 0001752724-25-210840
**Filing Date:** 2025-8
**Character Count:** 235050
**Document Hash:** ccc9475827fa96e0a5c14745a5dd3f68
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-210840.hdr.sgml**: 20250828

**ACCESSION NUMBER**: 0001752724-25-210840

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250828

**DATE AS OF CHANGE**: 20250828

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LORD ABBETT SERIES FUND INC
- **CENTRAL INDEX KEY:** 0000855396

**ORGANIZATION NAME:**
- **EIN:** 133536969
- **STATE OF INCORPORATION:** NY
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05876
- **FILM NUMBER:** 251269585

**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

### Total Return Portfolio (Series ID: S000028721)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000087852 | Class VC     |  |

## 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 SERIES FUND INC

- **b. Investment Company Act file number:** 811-05876

- **c. CIK number of Registrant:** 0000855396

- **d. LEI of Registrant:** 549300MNKALF1QZZNY95

- **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

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

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

- **a. Name of Series:** Total Return Portfolio

- **b. EDGAR series identifier (if any):** S000028721

- **c. LEI of Series:** 549300WNI7Z4R98NYC03

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $888197218.35

**Total Liabilities:** $249829377.22

**Net Assets:** $638367841.13

**Delayed Delivery Securities:** $131317846.29

**Cash Not Reported:** $277643.71

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1111.01000000 | **1-Year:** -23606.36000000 | **5-Year:** -75166.19000000 | **10-Year:** -50722.75000000 | **30-Year:** -8268.74000000

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

- **3-Month:** -337.60000000 | **1-Year:** -6186.52000000 | **5-Year:** -14901.01000000 | **10-Year:** -4715.79000000 | **30-Year:** -137.42000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000087852 | 0.00%                | -0.42%               | 1.62%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2806697.27             | $415377.11                                 |
| Month 2  | $-1875614.79             | $-2393416.40                               |
| Month 3  | $-799995.85              | $8730967.34                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JANE STREET GRP/JSG FIN                            | Jane Street Group / JSG Finance Inc                                           | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    798000 | PA      | $821007.14    | 0.13%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                    | Antofagasta PLC                                                               | CUSIP: 03718NAC0<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |   1175000 | PA      | $1232786.50   | 0.19%             | 2034-05-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COLOSSUS ACQUIRECO LLC                             | COLOSSUS ACQUIRECO LLC TERM LOAN B                                            | CUSIP: 000000000<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |    993000 | PA      | $987662.63    | 0.15%             | 2032-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                              | Universal Health Services Inc                                                 | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    360000 | PA      | $343757.03    | 0.05%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                            | Verdant Receivables 2025-1 LLC                                                | CUSIP: 92340GAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1590000 | PA      | $1611205.51   | 0.25%             | 2033-05-12      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| MARS INC                                           | Mars Inc                                                                      | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1326349.34   | 0.21%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                  | Brown & Brown Inc                                                             | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1140816.10   | 0.18%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                      | Boeing Co/The                                                                 | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    568000 | PA      | $622351.87    | 0.10%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                           | Octane Receivables Trust 2023-1                                               | CUSIP: 67571BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    338503 | PA      | $339263.33    | 0.05%             | 2029-05-21      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                              | Oglethorpe Power Corp                                                         | CUSIP: 677050AY2<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    455000 | PA      | $447598.16    | 0.07%             | 2055-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                           | Ford Motor Credit Co LLC                                                      | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    732000 | PA      | $731262.39    | 0.11%             | 2025-08-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                | GS Mortgage-Backed Securities Trust 2021-PJ8                                  | CUSIP: 36262WAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1509567 | PA      | $1231649.18   | 0.19%             | 2052-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                           | Jackson National Life Global Funding                                          | CUSIP: 46849LVB4<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1023833.42   | 0.16%             | 2029-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                            | Imperial Brands Finance PLC                                                   | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1318000 | PA      | $1353740.80   | 0.21%             | 2034-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                            | Allied Universal Holdco LLC                                                   | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    633000 | PA      | $661853.41    | 0.10%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F062689<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    945000 | PA      | $974398.41    | 0.15%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                | Lightning Power LLC                                                           | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    613000 | PA      | $645550.75    | 0.10%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                              | Chile Electricity Lux Mpc II Sarl                                             | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    937427 | PA      | $938910.40    | 0.15%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                               | Glencore Funding LLC                                                          | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    570000 | PA      | $612084.05    | 0.10%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                              | CUSIP: 3133USJU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1728067 | PA      | $1380565.05   | 0.22%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                    | CUSIP: 21H052678<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9661000 | PA      | $9676697.10   | 1.52%             | 2054-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                | Global Payments Inc                                                           | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1579000 | PA      | $1598002.35   | 0.25%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                            | Arthur J Gallagher & Co                                                       | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1027000 | PA      | $1041782.56   | 0.16%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                               | Flutter Financing BV 2024 Term Loan B                                         | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |   1389421 | PA      | $1387683.91   | 0.22%             | 2030-11-30      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds             | Hungary Government International Bonds                                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1225000 | PA      | $1266160.27   | 0.20%             | 2028-05-22      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F032674<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1636000 | PA      | $1473119.43   | 0.23%             | 2054-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC        | BBCMS Mortgage Trust 2023-C21                                                 | CUSIP: 05553WAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1280007.12   | 0.20%             | 2056-09-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                              | CUSIP: 31427M2C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1942682 | PA      | $1999692.92   | 0.31%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                    | CUSIP: 21H062685<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1942000 | PA      | $1990030.94   | 0.31%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                              | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1873000 | PA      | $1844889.66   | 0.29%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust              | Westlake Automobile Receivables Trust 2023-1                                  | CUSIP: 96042XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1860000 | PA      | $1871847.83   | 0.29%             | 2028-08-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                    | Danske Bank A/S                                                               | CUSIP: 23636AAR2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1407000 | PA      | $1403640.04   | 0.22%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F030470<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    749000 | PA      | $714284.31    | 0.11%             | 2039-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.   | Freddie Mac Multifamily Structured Pass Through Certificates                  | CUSIP: 3137H9PB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1600000 | PA      | $1540091.04   | 0.24%             | 2032-12-25      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                 | Chase Home Lending Mortgage Trust Series 2024-RPL2                            | CUSIP: 161930AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1035449 | PA      | $918924.28    | 0.14%             | 2064-08-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                | Freddie Mac Stacr Remic Trust 2025-Hqa1                                       | CUSIP: 35564NGZ0<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |    818941 | PA      | $818953.10    | 0.13%             | 2045-02-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                             | VICI Properties LP / VICI Note Co Inc                                         | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              |  | US        |    910000 | PA      | $894399.21    | 0.14%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Octagon 69 Ltd                                     | Octagon 69 Ltd                                                                | CUSIP: 67578UAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    900000 | PA      | $902634.30    | 0.14%             | 2037-07-24      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                            | Flagstar Mortgage Trust 2021-3INV                                             | CUSIP: 33852CAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1310749 | PA      | $1070236.18   | 0.17%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| WEIBO CORP                                         | Weibo Corp                                                                    | CUSIP: 948596AE1<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |    680000 | PA      | $635023.71    | 0.10%             | 2030-07-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust           | AmeriCredit Automobile Receivables Trust 2022-2                               | CUSIP: 03065WAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    770000 | PA      | $775685.14    | 0.12%             | 2028-04-18      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                               | Vermilion Energy Inc                                                          | CUSIP: 923725AD7<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | DBT              | CORP              | CA        |    618000 | PA      | $594677.36    | 0.09%             | 2030-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                | Exeter Automobile Receivables Trust 2023-3                                    | CUSIP: 301989AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    870000 | PA      | $888756.16    | 0.14%             | 2029-04-16      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | J.P. Morgan Mortgage Trust 2021-15                                            | CUSIP: 46654TAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1847884 | PA      | $1575324.31   | 0.25%             | 2052-06-25      | Variable      | 3.00%                 | 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        |    500000 | PA      | $501062.50    | 0.08%             | 2031-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                  | Ivanhoe Mines Ltd                                                             | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |    921000 | PA      | $920045.29    | 0.14%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PANERA BREAD COMPANY                               | PANERA BREAD COMPANY 2022 TERM LOAN A5                                        | CUSIP: 69841UAD3<br>LEI: 5493000FBB6F76YHEI41 | Long             | LON              | CORP              | US        |    425000 | PA      | $422875.00    | 0.07%             | 2027-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| M&T Equipment Notes                                | M&T Equipment 2025-LEAF1 Notes                                                | CUSIP: 55340QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1475000 | PA      | $1496918.80   | 0.23%             | 2029-09-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust 2024-2                     | CUSIP: 379931AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    395000 | PA      | $403070.92    | 0.06%             | 2029-12-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                           | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13118000 | PA      | $13052410.00  | 2.04%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                              | CUSIP: 3132CXL59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1237953 | PA      | $1289033.22   | 0.20%             | 2039-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                      | AppLovin Corp                                                                 | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   1152000 | PA      | $1172754.90   | 0.18%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F062671<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     83000 | PA      | $85708.53     | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                  | GLS Auto Select Receivables Trust 2025-3                                      | CUSIP: 36272GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1670000 | PA      | $1670887.27   | 0.26%             | 2030-10-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                   | ABN AMRO Bank NV                                                              | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $703898.50    | 0.11%             | 2037-03-13      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                | Freddie Mac STACR REMIC Trust 2024-DNA2                                       | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | USGSE             | US        |    538300 | PA      | $540931.20    | 0.08%             | 2044-05-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                   | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1193000 | PA      | $1042228.80   | 0.16%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust              | GM Financial Automobile Leasing Trust 2024-3                                  | CUSIP: 38012QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1630000 | PA      | $1630186.15   | 0.26%             | 2027-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA                           | Citadel Securities Global Holdings LLC                                        | CUSIP: 17289RAB2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    711000 | PA      | $729815.04    | 0.11%             | 2035-06-18      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                              | Athene Global Funding                                                         | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2192000 | PA      | $2212054.24   | 0.35%             | 2026-05-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                           | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple              | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    570700 | PA      | $579773.82    | 0.09%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                                 | Viterra Finance BV                                                            | CUSIP: 92852LAC3<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1003328.08   | 0.16%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                             | EquipmentShare.com Inc                                                        | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    883000 | PA      | $933931.44    | 0.15%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                                 | SunCoke Energy Inc                                                            | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    709000 | PA      | $660460.22    | 0.10%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                           | Occidental Petroleum Corp                                                     | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1597655.50   | 0.25%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                             | Lending Funding Trust 2020-2                                                  | CUSIP: 51507KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1840000 | PA      | $1793461.06   | 0.28%             | 2031-04-21      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                | Axon Enterprise Inc                                                           | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    658000 | PA      | $679162.36    | 0.11%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust              | GM Financial Automobile Leasing Trust 2023-1                                  | CUSIP: 362541AF1<br>LEI: 254900DSTG5GSVOBDN09 | Long             | ABS-O            | CORP              | US        |    843936 | PA      | $844584.15    | 0.13%             | 2027-01-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                              | Silver Point Clo 4 Ltd                                                        | CUSIP: 82809EAJ9<br>LEI: 254900DVAEEJOXQ8PL85 | Long             | ABS-CBDO         | CORP              | JE        |   1620000 | PA      | $1624704.48   | 0.25%             | 2037-04-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                         | Flagship Credit Auto Trust 2022-3                                             | CUSIP: 33845PAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15904 | PA      | $15903.80     | 0.00%             | 2027-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F050478<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2480000 | PA      | $2498203.42   | 0.39%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                      | Citigroup Inc                                                                 | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2186000 | PA      | $2166791.12   | 0.34%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                   | Crown Castle Inc                                                              | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   3131000 | PA      | $2932349.35   | 0.46%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Fannie Mae Connecticut Avenue Securities                                      | CUSIP: 20754QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    688420 | PA      | $703164.50    | 0.11%             | 2043-05-25      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                         | DaVita Inc                                                                    | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    618000 | PA      | $640745.49    | 0.10%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                               | Bank of America Corp                                                          | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3996000 | PA      | $3952321.88   | 0.62%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                | GS Mortgage-Backed Securities Trust 2021-PJ2                                  | CUSIP: 36264DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1827531 | PA      | $1492762.89   | 0.23%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                   | Trinitas CLO XXVII LTD                                                        | CUSIP: 89642VAE8<br>LEI: 254900JOSDBR04E6JB79 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $753357.75    | 0.12%             | 2037-04-18      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust          | Santander Consumer Auto Receivables Trust 2021-A                              | CUSIP: 80282YAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1386000 | PA      | $1371830.51   | 0.21%             | 2027-03-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                           | Warnermedia Holdings Inc                                                      | CUSIP: 55903VBB8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    554000 | PA      | $445970.00    | 0.07%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                           | EQT Corp                                                                      | CUSIP: 26884LBA6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    820000 | PA      | $901592.49    | 0.14%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PFP III                                            | PFP 2023-10 Ltd                                                               | CUSIP: 69380CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   1061442 | PA      | $1063400.53   | 0.17%             | 2038-09-16      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                           | Devon Energy Corp                                                             | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1061000 | PA      | $1031003.09   | 0.16%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                               | Birch Grove CLO 3 Ltd                                                         | CUSIP: 09076VAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    370000 | PA      | $370003.70    | 0.06%             | 2038-01-19      | Floating      | 5.87%                 | 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        |    745255 | PA      | $747259.74    | 0.12%             | 2031-12-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                    | Fair Isaac Corp                                                               | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   1024000 | PA      | $1035945.77   | 0.16%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.   | Freddie Mac Multifamily Structured Pass Through Certificates                  | CUSIP: 3137HB2X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    960000 | PA      | $986646.14    | 0.15%             | 2033-10-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                              | CUSIP: 3132DUPT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    504642 | PA      | $512209.24    | 0.08%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                   | Allied Universal Holdco LLC / Allied Universal Finance Corp                   | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    749000 | PA      | $729137.04    | 0.11%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust 2023-4                     | CUSIP: 379930AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    660000 | PA      | $681958.86    | 0.11%             | 2029-04-16      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                              | Entergy Louisiana LLC                                                         | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    734000 | PA      | $735304.60    | 0.12%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                     | Solventum Corp                                                                | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1194310.49   | 0.19%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                            | Cboe Global Markets Inc                                                       | CUSIP: 12503MAA6<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    865000 | PA      | $858479.06    | 0.13%             | 2027-01-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                              | Foundry JV Holdco LLC                                                         | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    447000 | PA      | $454654.24    | 0.07%             | 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        |    524000 | PA      | $500572.21    | 0.08%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                               | CUSIP: 3140XH3N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2040487 | PA      | $2019827.36   | 0.32%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                 | BMO 2024-5C5 Mortgage Trust                                                   | CUSIP: 05593RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    940000 | PA      | $981016.34    | 0.15%             | 2057-02-15      | Fixed         | 5.86%                 | 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        |    462000 | PA      | $472439.50    | 0.07%             | 2032-05-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GREENKO DUTCH BV                                   | Greenko Dutch BV                                                              | CUSIP: 39530LAD2<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |    816640 | PA      | $802565.21    | 0.13%             | 2026-03-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | JP Morgan Mortgage Trust 2022-INV1                                            | CUSIP: 465973AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    962253 | PA      | $822723.53    | 0.13%             | 2052-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F030678<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2643000 | PA      | $2287392.38   | 0.36%             | 2054-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                | PFS Financing Corp                                                            | CUSIP: 69335PEV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    865000 | PA      | $870902.76    | 0.14%             | 2028-05-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit           | Ford Credit Auto Owner Trust 2021-REV1                                        | CUSIP: 345340AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3285000 | PA      | $3206277.60   | 0.50%             | 2033-10-17      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust 2024-MGP                                | CUSIP: 95003TAS2<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |   1080000 | PA      | $1076406.62   | 0.17%             | 2041-08-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                     | EPR Properties                                                                | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    522000 | PA      | $519574.76    | 0.08%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                           | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    631000 | PA      | $641872.13    | 0.10%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                    | CUSIP: 21H060689<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    118000 | PA      | $119608.42    | 0.02%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                             | US ULTRA BOND CBT SEP25                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        86 | NC      | $433755.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                           | JP Morgan Mortgage Trust 2021-13                                              | CUSIP: 46592XAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1037513 | PA      | $846813.31    | 0.13%             | 2052-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                   | BAT Capital Corp                                                              | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2011000 | PA      | $2058238.15   | 0.32%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                    | CUSIP: 21H042679<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5640000 | PA      | $5399569.51   | 0.85%             | 2054-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC              | Prime Security Services Borrower LLC 2025 Incremental Term Loan B             | CUSIP: 03765VAQ3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    938648 | PA      | $932292.86    | 0.15%             | 2032-03-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F022675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2970000 | PA      | $2462970.90   | 0.39%             | 2055-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                      | TransDigm Inc                                                                 | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    956000 | PA      | $938708.82    | 0.15%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Nvent Finance Sarl                                 | nVent Finance Sarl                                                            | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |   2361000 | PA      | $2360276.87   | 0.37%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F052672<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    485000 | PA      | $484964.82    | 0.08%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                               | Glencore Funding LLC                                                          | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1449000 | PA      | $1477601.23   | 0.23%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                              | Foundry JV Holdco LLC                                                         | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    353000 | PA      | $371171.37    | 0.06%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ATI INC                                            | ATI Inc                                                                       | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    626000 | PA      | $656513.12    | 0.10%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                           | Avolon Holdings Funding Ltd                                                   | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    470000 | PA      | $490319.31    | 0.08%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                               | Alpha Generation LLC Term Loan B                                              | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |   1420000 | PA      | $1419758.60   | 0.22%             | 2031-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                           | Avolon Holdings Funding Ltd                                                   | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    953000 | PA      | $971196.11    | 0.15%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                | Minejesa Capital BV                                                           | CUSIP: 602736AA8<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |    891233 | PA      | $881044.92    | 0.14%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                        | Paychex Inc                                                                   | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   1821000 | PA      | $1870695.00   | 0.29%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HUDSON RIVER TRADING LLC                           | Hudson River Trading LLC 2024 Term Loan B                                     | CUSIP: 44413EAJ7<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |    759840 | PA      | $763046.77    | 0.12%             | 2030-03-18      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| JB POINDEXTER & CO INC                             | JB Poindexter & Co Inc                                                        | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |    742000 | PA      | $756060.03    | 0.12%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                    | CUSIP: 21H020675<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1644000 | PA      | $1339315.59   | 0.21%             | 2054-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                        | Workday Inc                                                                   | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1212633.58   | 0.19%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                  | Brown & Brown Inc                                                             | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    326000 | PA      | $332558.49    | 0.05%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                | Macquarie Group Ltd                                                           | CUSIP: 55608JAN8<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $1502732.63   | 0.24%             | 2029-03-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY                           | American Transmission Systems Inc                                             | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1091000 | PA      | $960630.61    | 0.15%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                           | Virginia Electric and Power Co                                                | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1793000 | PA      | $1798160.34   | 0.28%             | 2034-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                       | Synopsys Inc                                                                  | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1910156.61   | 0.30%             | 2032-04-01      | Fixed         | 5.00%                 | 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        |    742270 | PA      | $746122.38    | 0.12%             | 2031-10-31      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust 2025-5C3                                | CUSIP: 95004JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $1004030.87   | 0.16%             | 2058-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                         | US Bancorp                                                                    | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1407000 | PA      | $1389813.30   | 0.22%             | 2034-02-01      | Fixed         | 4.84%                 | 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        |    965000 | PA      | $965246.08    | 0.15%             | 2027-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                | American Express Co                                                           | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    929000 | PA      | $962367.87    | 0.15%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                 | Eastern Energy Gas Holdings LLC                                               | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    866000 | PA      | $901853.39    | 0.14%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                             | Aviation Capital Group LLC                                                    | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    812000 | PA      | $799278.53    | 0.13%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                   | LPL Holdings Inc                                                              | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    747000 | PA      | $756054.55    | 0.12%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                         | LAD Auto Receivables Trust 2024-3                                             | CUSIP: 505709AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    965000 | PA      | $972066.70    | 0.15%             | 2029-12-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                           | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19531000 | PA      | $19125121.41  | 3.00%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                               | Enel Finance International NV                                                 | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    914000 | PA      | $931334.64    | 0.15%             | 2029-06-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                 | Chase Home Lending Mortgage Trust 2024-RPL4                                   | CUSIP: 16160NAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    443199 | PA      | $396997.26    | 0.06%             | 2064-12-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                       | AES Corp/The                                                                  | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $979709.53    | 0.15%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| HECLA MINING CO                                    | Hecla Mining Co                                                               | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |    625000 | PA      | $630333.13    | 0.10%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                           | Ford Motor Credit Co LLC                                                      | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1373000 | PA      | $1337129.83   | 0.21%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                               | CUSIP: 3140XHXH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2107453 | PA      | $1777582.31   | 0.28%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                               | Appalachian Power Co                                                          | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   1003000 | PA      | $1032710.86   | 0.16%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                      | Synchrony Card Funding LLC                                                    | CUSIP: 87166PAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1925000 | PA      | $1924628.28   | 0.30%             | 2028-07-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust             | Santander Drive Auto Receivables Trust 2022-7                                 | CUSIP: 80287FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3670000 | PA      | $3754203.01   | 0.59%             | 2031-03-17      | Fixed         | 6.69%                 | 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        |   1693000 | PA      | $1666639.94   | 0.26%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                               | CUSIP: 3140XPAH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    329021 | PA      | $341687.77    | 0.05%             | 2039-02-01      | Fixed         | 6.00%                 | 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        |    466631 | PA      | $468364.85    | 0.07%             | 2030-12-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| HCA INC                                            | HCA Inc                                                                       | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    428000 | PA      | $431889.13    | 0.07%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                         | Affirm Asset Securitization Trust 2023-B                                      | CUSIP: 00792FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2510000 | PA      | $2519188.61   | 0.39%             | 2028-09-15      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                              | QXO Building Products Inc                                                     | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |   1239000 | PA      | $1279517.78   | 0.20%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                              | CUSIP: 3132CXMH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    675245 | PA      | $700471.43    | 0.11%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    907000 | PA      | $903967.48    | 0.14%             | 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        |    673000 | PA      | $671224.11    | 0.11%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                          | MSBAM                                                                         | CUSIP: 61778GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    960000 | PA      | $998379.65    | 0.16%             | 2058-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                           | Madison Park Funding LXIII Ltd                                                | CUSIP: 55817GAS0<br>LEI: 549300XQII222AK58E79 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1255290.00   | 0.20%             | 2038-07-21      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                             | Anglo American Capital PLC                                                    | CUSIP: 034863BB5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   1083000 | PA      | $1058195.00   | 0.17%             | 2029-03-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                          | CIM Trust 2021-INV1                                                           | CUSIP: 12566PAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1449450 | PA      | $1186507.23   | 0.19%             | 2051-07-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                             | PNC Financial Services Group Inc/The                                          | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    873000 | PA      | $889322.81    | 0.14%             | 2035-07-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                           | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14402000 | PA      | $14479073.17  | 2.27%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                              | Uber Technologies Inc                                                         | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2504000 | PA      | $2491020.24   | 0.39%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                           | New York Life Global Funding                                                  | CUSIP: 64952WEZ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   1027000 | PA      | $1005480.42   | 0.16%             | 2033-01-28      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                   | LPL Holdings Inc                                                              | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1291000 | PA      | $1254440.20   | 0.20%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                               | CUSIP: 3140XDPA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.01         | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IRB INFRASTRUCTURE DEVELOPERS                      | IRB INFRASTRUCTURE DEVELOPERS                                                 | CUSIP: 000000000<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | IN        |    776000 | PA      | $778899.79    | 0.12%             | 2032-03-11      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    713000 | PA      | $721992.17    | 0.11%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                      | Aircastle Ltd                                                                 | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    998000 | PA      | $1042419.36   | 0.16%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                               | National Fuel Gas Co                                                          | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    550000 | PA      | $562643.43    | 0.09%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F042673<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2367000 | PA      | $2264404.40   | 0.35%             | 2054-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                             | Goodyear Tire & Rubber Co/The                                                 | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    641000 | PA      | $627112.16    | 0.10%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                               | CUSIP: 3140QUBH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3497393 | PA      | $3532406.36   | 0.55%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                               | CUSIP: 3140X7YL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    754607 | PA      | $643770.77    | 0.10%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                              | Entergy Louisiana LLC                                                         | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1979000 | PA      | $1991736.29   | 0.31%             | 2034-09-15      | Fixed         | 5.15%                 | 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        |   1410000 | PA      | $1290967.38   | 0.20%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                            | Oncor Electric Delivery Co LLC                                                | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1183000 | PA      | $1243844.02   | 0.19%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                               | Bayer US Finance LLC                                                          | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1132124.81   | 0.18%             | 2030-11-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.   | Freddie Mac Multifamily Structured Pass Through Certificates                  | CUSIP: 3137HAD86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2260000 | PA      | $2210843.19   | 0.35%             | 2033-05-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                              | Foundry JV Holdco LLC                                                         | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1554000 | PA      | $1612446.02   | 0.25%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                         | US Bancorp                                                                    | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1349000 | PA      | $1401015.28   | 0.22%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds              | Mexico Government International Bonds                                         | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    645000 | PA      | $661512.00    | 0.10%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| INDIANAPOLIS PWR & LIGHT                           | Indianapolis Power & Light Co                                                 | CUSIP: 455434BV1<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |   1762000 | PA      | $1813742.40   | 0.28%             | 2032-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HANWHA LIFE INSURANCE                              | Hanwha Life Insurance Co Ltd                                                  | CUSIP: 41135UAC9<br>LEI: 988400ZKCI3R9DQHR320 | Long             | DBT              | CORP              | KR        |    341000 | PA      | $351611.92    | 0.06%             | 2055-06-24      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                               | CUSIP: 3140X7TQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3206904 | PA      | $2726967.58   | 0.43%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                             | Aviation Capital Group LLC                                                    | CUSIP: 05369AAP6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    594000 | PA      | $631648.69    | 0.10%             | 2028-10-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                     | BSTN Commercial Mortgage Trust 2025-1C                                        | CUSIP: 05615EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540000 | PA      | $552977.28    | 0.09%             | 2044-06-15      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                     | PEAC Solutions Receivables 2024-2 LLC                                         | CUSIP: 69392BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1056504 | PA      | $1056995.36   | 0.17%             | 2027-04-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                               | CUSIP: 3140QPAL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1036001 | PA      | $979358.83    | 0.15%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                 | Royalty Pharma PLC                                                            | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    948000 | PA      | $960988.73    | 0.15%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                              | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3925000 | PA      | $3783053.71   | 0.59%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                               | Verizon Master Trust                                                          | CUSIP: 92348KCH4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   1205000 | PA      | $1229640.32   | 0.19%             | 2031-12-22      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust            | Hyundai Auto Lease Securitization Trust 2025-B                                | CUSIP: 44935DAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    730000 | PA      | $738558.08    | 0.12%             | 2029-08-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Regatta XXVIII Funding Ltd.                        | Regatta XXVIII Funding Ltd                                                    | CUSIP: 75901PAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    870000 | PA      | $872372.49    | 0.14%             | 2037-04-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                            | Iron Mountain Information Management Services Inc                             | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |    697000 | PA      | $669352.52    | 0.10%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                       | Enbridge Inc                                                                  | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1449000 | PA      | $1616892.73   | 0.25%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Bank5                                              | BANK5 2025-5YR14                                                              | CUSIP: 06604MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2370000 | PA      | $2469172.18   | 0.39%             | 2058-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                              | Atlassian Corp                                                                | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    835000 | PA      | $857858.69    | 0.13%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                            | KeyCorp                                                                       | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    705000 | PA      | $752325.78    | 0.12%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                             | CCO Holdings LLC / CCO Holdings Capital Corp                                  | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1374000 | PA      | $1332158.06   | 0.21%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ausgrid Finance Pty Ltd                            | Ausgrid Finance Pty Ltd                                                       | CUSIP: 052113AB3<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |   1320000 | PA      | $1314545.67   | 0.21%             | 2028-08-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                              | CUSIP: 3132DNTX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2255947 | PA      | $2233210.02   | 0.35%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                              | CUSIP: 3132CXLQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1155311 | PA      | $1195209.04   | 0.19%             | 2039-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                | Sprint Capital Corp                                                           | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    520000 | PA      | $558368.87    | 0.09%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                          | Towd Point Mortgage Trust 2019-HY1                                            | CUSIP: 89177EAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    670000 | PA      | $696724.49    | 0.11%             | 2048-10-25      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                           | International Business Machines Corp                                          | CUSIP: 459200AS0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    342000 | PA      | $361931.58    | 0.06%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                             | US 2YR NOTE (CBT) SEP25                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       104 | NC      | $82877.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AB BSL CLO                                         | AB BSL CLO 3 Ltd                                                              | CUSIP: 00037QAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2007602.00   | 0.31%             | 2038-04-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                           | Medline Borrower LP/Medline Co-Issuer Inc                                     | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    940000 | PA      | $966821.96    | 0.15%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                           | FirstEnergy Transmission LLC                                                  | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    447000 | PA      | $442520.91    | 0.07%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                              | CUSIP: 3132AAVU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    837678 | PA      | $778367.60    | 0.12%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                           | Brandywine Operating Partnership LP                                           | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |   1028000 | PA      | $968972.55    | 0.15%             | 2029-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                        | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    867000 | PA      | $845272.49    | 0.13%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Fannie Mae Connecticut Avenue Securities                                      | CUSIP: 20755DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    243556 | PA      | $249109.39    | 0.04%             | 2042-07-25      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                  | Union Electric Co                                                             | CUSIP: 906548DA7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    663000 | PA      | $677393.57    | 0.11%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                           | Tengizchevroil Finance Co International Ltd                                   | CUSIP: 88034QAC1<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    740000 | PA      | $659299.60    | 0.10%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                       | SM Energy Co                                                                  | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    654000 | PA      | $652164.68    | 0.10%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                              | Foundry JV Holdco LLC                                                         | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1021000 | PA      | $1047974.62   | 0.16%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                     | CPS Auto Receivables Trust 2024-D                                             | CUSIP: 22411JAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1555000 | PA      | $1554356.23   | 0.24%             | 2031-01-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Cherry Securitization Trust                        | Cherry Securitization Trust 2025-1                                            | CUSIP: 16473RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    920000 | PA      | $930079.24    | 0.15%             | 2032-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                          | Block Inc                                                                     | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    658000 | PA      | $644647.86    | 0.10%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                              | CUSIP: 3132DNQ55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1842974 | PA      | $1625367.85   | 0.25%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | JP Morgan Mortgage Trust 2021-INV6                                            | CUSIP: 46654FAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1786153 | PA      | $1524838.30   | 0.24%             | 2052-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                | GS Mortgage-Backed Securities Trust 2021-MM1                                  | CUSIP: 36264JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    893611 | PA      | $729361.43    | 0.11%             | 2052-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F060477<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    371000 | PA      | $381607.33    | 0.06%             | 2039-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                       | UBS Group AG                                                                  | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    869000 | PA      | $870904.20    | 0.14%             | 2027-08-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                            | Brighthouse Financial Global Funding                                          | CUSIP: 10921U2L1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   1292000 | PA      | $1325362.40   | 0.21%             | 2029-06-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                            | Crescent Energy Finance LLC                                                   | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    984000 | PA      | $941477.01    | 0.15%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                     | Carvana Auto Receivables Trust 2020-NP1                                       | CUSIP: 14687PAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    437753 | PA      | $437449.63    | 0.07%             | 2027-07-15      | Fixed         | 5.20%                 | 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        |    865000 | PA      | $889691.43    | 0.14%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                           | Cheniere Energy Partners LP                                                   | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    692000 | PA      | $620702.20    | 0.10%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                             | Mauser Packaging Solutions Holding Co                                         | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    632000 | PA      | $628033.25    | 0.10%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                           | Walgreens Boots Alliance Inc                                                  | CUSIP: 931427AW8<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    257000 | PA      | $272731.24    | 0.04%             | 2029-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                 | EFMT 2025-INV2                                                                | CUSIP: 281914AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1120906 | PA      | $1123232.75   | 0.18%             | 2070-05-26      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                              | CUSIP: 3132E0Y63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2158533 | PA      | $2246097.83   | 0.35%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                           | Discovery Communications LLC                                                  | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1339000 | PA      | $1234992.81   | 0.19%             | 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        |   1550000 | PA      | $1685134.02   | 0.26%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                           | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7818000 | PA      | $6564371.50   | 1.03%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                    | Carmax Select Receivables Trust 2024-A                                        | CUSIP: 14319FAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1215000 | PA      | $1228680.17   | 0.19%             | 2028-11-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                           | Smyrna Ready Mix Concrete LLC                                                 | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    631000 | PA      | $629855.24    | 0.10%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                  | NatWest Group PLC                                                             | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1205000 | PA      | $1216990.22   | 0.19%             | 2026-11-10      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                | Exeter Automobile Receivables Trust                                           | CUSIP: 30166XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    745000 | PA      | $752056.57    | 0.12%             | 2030-02-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC                                        | Rollins Inc                                                                   | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |   1334000 | PA      | $1339583.24   | 0.21%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                       | UBS Group AG                                                                  | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1127000 | PA      | $1106629.81   | 0.17%             | 2027-01-30      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                | Starwood Mortgage Residential Trust 2020-1                                    | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12171 | PA      | $11640.28     | 0.00%             | 2050-02-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                | Calpine Corporation 2024 Term Loan B10                                        | CUSIP: 13134MBW2<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |    633000 | PA      | $633645.66    | 0.10%             | 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        |   1160000 | PA      | $1198467.98   | 0.19%             | 2034-04-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                        | Gartner Inc                                                                   | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   1188000 | PA      | $1176476.76   | 0.18%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.   | Freddie Mac Multifamily Structured Pass Through Certificates                  | CUSIP: 3137H9UD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    880000 | PA      | $875604.93    | 0.14%             | 2033-01-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F050486<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7345000 | PA      | $7396043.78   | 1.16%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAYER CORP/NJ                                      | Bayer Corp/NJ                                                                 | CUSIP: 072732AC4<br>LEI: 54930050NR9YMICYZM28 | Long             | DBT              | CORP              | US        |    670000 | PA      | $701284.50    | 0.11%             | 2028-02-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                              | Silver Point CLO 10 Ltd                                                       | CUSIP: 827920AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1555000 | PA      | $1557842.54   | 0.24%             | 2038-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                              | Oglethorpe Power Corp                                                         | CUSIP: 677050AW6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    620000 | PA      | $605719.31    | 0.09%             | 2054-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                           | Ford Motor Credit Co LLC                                                      | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    901000 | PA      | $822871.88    | 0.13%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    402000 | PA      | $408544.19    | 0.06%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Huntington Auto Trust                              | Huntington Auto Trust 2024-1                                                  | CUSIP: 446144AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1530000 | PA      | $1544090.69   | 0.24%             | 2029-01-16      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                           | Benchmark 2024-V9 Mortgage Trust                                              | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1480000 | PA      | $1531526.94   | 0.24%             | 2057-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                             | Lendmark Funding Trust 2021-1                                                 | CUSIP: 52607MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1342719.70   | 0.21%             | 2031-11-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                            | GA Global Funding Trust                                                       | CUSIP: 36143L2H7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   2366000 | PA      | $2069638.08   | 0.32%             | 2032-01-06      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                    | CUSIP: 21H022671<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4269000 | PA      | $3627590.78   | 0.57%             | 2054-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APA CORP                                           | APA Corp                                                                      | CUSIP: 03743QAF5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    709000 | PA      | $679050.49    | 0.11%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                              | KKR CLO 35 Ltd                                                                | CUSIP: 48254LAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1280000 | PA      | $1281230.08   | 0.20%             | 2038-01-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                  | Japan Tobacco Inc                                                             | CUSIP: 471105AE6<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |   1244000 | PA      | $1301345.44   | 0.20%             | 2035-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                            | Warwick Capital CLO 6 Ltd                                                     | CUSIP: 93656EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1665000 | PA      | $1667147.85   | 0.26%             | 2038-07-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                       | Broadcom Inc                                                                  | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1344000 | PA      | $1383202.05   | 0.22%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BAITEREK NATIONAL MANAGI                           | Baiterek National Managing Holding JSC                                        | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |    938000 | PA      | $950557.82    | 0.15%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                          | DLLAD 2023-1 LLC                                                              | CUSIP: 233258AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1780000 | PA      | $1801960.39   | 0.28%             | 2030-06-20      | Fixed         | 4.80%                 | 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        |   1890976 | PA      | $1894473.83   | 0.30%             | 2030-06-24      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                       | UBS Group AG                                                                  | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2000000 | PA      | $2078495.76   | 0.33%             | 2028-08-11      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| BEACON FUNDING TRUST                               | Beacon Funding Trust                                                          | CUSIP: 073952AB9<br>LEI: 984500A80A2EBF5A7C93 | Long             | DBT              | CORP              | US        |    986000 | PA      | $977067.14    | 0.15%             | 2054-08-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                     | OPAL BIDCO                                                                    | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    901000 | PA      | $920157.96    | 0.14%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WATCO COS LLC/FINANCE CO                           | Watco Cos LLC / Watco Finance Corp                                            | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    432000 | PA      | $451896.19    | 0.07%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                           | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5995400 | PA      | $5995400.00   | 0.94%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                | JPMorgan Chase & Co                                                           | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1436000 | PA      | $1415250.55   | 0.22%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust             | Santander Drive Auto Receivables Trust 2025-2                                 | CUSIP: 80287NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1010000 | PA      | $1021619.95   | 0.16%             | 2031-05-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES                                     | LSB Industries Inc                                                            | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |    646000 | PA      | $641859.01    | 0.10%             | 2028-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                              | CUSIP: 3132DNNR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    966913 | PA      | $959356.08    | 0.15%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F050684<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4282000 | PA      | $4194259.85   | 0.66%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                               | CUSIP: 3140XCYM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    400085 | PA      | $367193.46    | 0.06%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                              | Freedom Mortgage Corp                                                         | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1220657.75   | 0.19%             | 2030-10-01      | Fixed         | 12.25%                | 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        |    913000 | PA      | $912320.46    | 0.14%             | 2027-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                | GS Mortgage-Backed Securities Trust 2022-HP1                                  | CUSIP: 36265LAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290316 | PA      | $247495.07    | 0.04%             | 2052-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                     | SWCH Commercial Mortgage Trust 2025-DATA                                      | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1580000 | PA      | $1570920.53   | 0.25%             | 2042-02-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                               | CUSIP: 3140W0T96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    469342 | PA      | $485591.99    | 0.08%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                        | SBNA Auto Receivables Trust 2024-A                                            | CUSIP: 78437PAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1666489 | PA      | $1671763.58   | 0.26%             | 2028-12-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                  | Union Electric Co                                                             | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    606000 | PA      | $561124.38    | 0.09%             | 2055-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                        | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    757000 | PA      | $780212.22    | 0.12%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                     | Rocket Cos Inc                                                                | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    783000 | PA      | $802144.76    | 0.13%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                               | CUSIP: 3140XRRZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    602847 | PA      | $610428.68    | 0.10%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                     | Air Lease Corp                                                                | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    916000 | PA      | $936517.11    | 0.15%             | 2031-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                            | Flagstar Mortgage Trust 2021-7                                                | CUSIP: 33852JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    709324 | PA      | $580292.17    | 0.09%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                           | EQT Corp                                                                      | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   2389000 | PA      | $2590987.73   | 0.41%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust   | World Omni Automobile Lease Securitization Trust 2025-A                       | CUSIP: 98164PAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1635000 | PA      | $1640623.26   | 0.26%             | 2030-05-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                       | Assurant Inc                                                                  | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    595000 | PA      | $507528.47    | 0.08%             | 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        |   1332000 | PA      | $1381239.50   | 0.22%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                       | Broadcom Inc                                                                  | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    983000 | PA      | $947777.23    | 0.15%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HCA INC                                            | HCA Inc                                                                       | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1727000 | PA      | $1783235.90   | 0.28%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                               | CUSIP: 3140XHVB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    561127 | PA      | $556806.77    | 0.09%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                           | Ford Motor Credit Co LLC                                                      | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    798000 | PA      | $792761.38    | 0.12%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                            | CarMax Auto Owner Trust 2023-1                                                | CUSIP: 14318DAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2130000 | PA      | $2146862.57   | 0.34%             | 2029-01-16      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| PANERA BREAD COMPANY                               | PANERA BREAD COMPANY 2022 TERM LOAN A3                                        | CUSIP: 69841UAC5<br>LEI: 5493000FBB6F76YHEI41 | Long             | LON              | CORP              | US        |    425000 | PA      | $421812.50    | 0.07%             | 2027-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                            | Carmax Auto Owner Trust 2022-3                                                | CUSIP: 14318MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1700000 | PA      | $1702490.84   | 0.27%             | 2028-02-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                             | Boardwalk Pipelines LP                                                        | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    881000 | PA      | $814317.75    | 0.13%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                           | Vistra Operations Co LLC                                                      | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    591000 | PA      | $628560.12    | 0.10%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC        | BBCMS Mortgage Trust 2025-5C33                                                | CUSIP: 072924AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2780000 | PA      | $2912653.26   | 0.46%             | 2058-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                           | Univision Communications Inc                                                  | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1271000 | PA      | $1273558.10   | 0.20%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                            | Teva Pharmaceutical Finance Netherlands III BV                                | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    365000 | PA      | $358138.44    | 0.06%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                        | RAD CLO 27 Ltd                                                                | CUSIP: 749972AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    890000 | PA      | $891696.34    | 0.14%             | 2038-01-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                           | Avolon Holdings Funding Ltd                                                   | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    878000 | PA      | $861920.80    | 0.14%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                           | Sammons Financial Group Global Funding                                        | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    740000 | PA      | $756321.94    | 0.12%             | 2029-12-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                           | EQT Corp                                                                      | CUSIP: 26884LBC2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    646000 | PA      | $636215.54    | 0.10%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                             | Clydesdale Acquisition Holdings Inc                                           | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    923000 | PA      | $947823.03    | 0.15%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                    | Citizens Auto Receivables Trust 2024-2                                        | CUSIP: 17331XAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1675000 | PA      | $1703413.70   | 0.27%             | 2031-04-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                           | Avolon Holdings Funding Ltd                                                   | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    303000 | PA      | $288152.82    | 0.05%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                           | Clarios Global LP / Clarios US Finance Co                                     | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    220000 | PA      | $228929.14    | 0.04%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                     | NRG Energy Inc                                                                | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    537000 | PA      | $528556.48    | 0.08%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                       | Navient Corp                                                                  | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    814000 | PA      | $922883.90    | 0.14%             | 2031-03-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                               | LifePoint Health Inc                                                          | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    573000 | PA      | $620534.36    | 0.10%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley                                                                | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3004000 | PA      | $3000300.03   | 0.47%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F052680<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4679000 | PA      | $4674822.40   | 0.73%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                               | CUSIP: 3140XRR23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2063512 | PA      | $2092466.02   | 0.33%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                           | Targa Resources Partners LP / Targa Resources Partners Finance Corp           | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    901000 | PA      | $919100.65    | 0.14%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NARRAGANSETT ELECTRIC                              | Narragansett Electric Co/The                                                  | CUSIP: 631005BK0<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1020232.79   | 0.16%             | 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        |    490000 | PA      | $468960.46    | 0.07%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                              | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1241000 | PA      | $1133688.20   | 0.18%             | 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        |    509716 | PA      | $510034.65    | 0.08%             | 2031-12-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                         | ROCK Trust 2024-CNTR                                                          | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1550000 | PA      | $1587222.32   | 0.25%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                     | Mariner Finance Issuance Trust 2021-A                                         | CUSIP: 56848DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1495000 | PA      | $1448344.04   | 0.23%             | 2036-03-20      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                          | Prosus NV                                                                     | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    856000 | PA      | $573063.69    | 0.09%             | 2050-08-03      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                | Muthoot Finance Ltd                                                           | CUSIP: 62828M2D2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |    950000 | PA      | $948389.91    | 0.15%             | 2029-04-23      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                    | CUSIP: 21H060671<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11930000 | PA      | $12107992.86  | 1.90%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                               | CUSIP: 3140XJU50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    973319 | PA      | $815209.45    | 0.13%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                              | CUSIP: 3132DNQK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1499248 | PA      | $1484421.05   | 0.23%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                    | NGPL PipeCo LLC                                                               | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    750000 | PA      | $669076.74    | 0.10%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                      | Aircastle Ltd                                                                 | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   1114000 | PA      | $1061043.77   | 0.17%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                               | CUSIP: 3140XGTN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3004310 | PA      | $2662779.16   | 0.42%             | 2048-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                            | Jane Street Group / JSG Finance Inc                                           | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    622000 | PA      | $628326.49    | 0.10%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                           | EMRLD Borrower LP / Emerald Co-Issuer Inc                                     | CUSIP: 26873CAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    651000 | PA      | $674279.76    | 0.11%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                    | Rand Parent LLC                                                               | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    935000 | PA      | $939670.33    | 0.15%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                     | NRG Energy Inc 2024 Term Loan                                                 | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |    726482 | PA      | $728752.66    | 0.11%             | 2031-04-16      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                    | Residential Mortgage Loan Trust 2020-1                                        | CUSIP: 76119CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6063 | PA      | $6005.36      | 0.00%             | 2060-01-26      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                         | MasTec Inc                                                                    | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   1319000 | PA      | $1301804.98   | 0.20%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                             | PNC Financial Services Group Inc/The                                          | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1793000 | PA      | $1863606.39   | 0.29%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                  | GXO Logistics Inc                                                             | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   1529000 | PA      | $1600385.78   | 0.25%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                           | EQT Corp                                                                      | CUSIP: 26884LAY5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    616000 | PA      | $635593.46    | 0.10%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                   | Altice France SA                                                              | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    676000 | PA      | $608910.38    | 0.10%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| MINERA MEXICO SA DE CV                             | Minera Mexico SA de CV                                                        | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |   1439000 | PA      | $1465017.12   | 0.23%             | 2032-02-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                 | CNO Global Funding                                                            | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1176486.47   | 0.18%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                              | KKR CLO 57 Ltd                                                                | CUSIP: 481954AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    900000 | PA      | $901723.50    | 0.14%             | 2038-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                           | International Flavors & Fragrances Inc                                        | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    967000 | PA      | $957680.02    | 0.15%             | 2025-10-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F032682<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2972000 | PA      | $2675294.30   | 0.42%             | 2054-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                       | Centene Corp                                                                  | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1694000 | PA      | $1561467.37   | 0.24%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F060683<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2698000 | PA      | $2739286.20   | 0.43%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEXAS Commercial Mortgage Trust                    | TEXAS Commercial Mortgage Trust 2025-TWR                                      | CUSIP: 88231WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1270000 | PA      | $1268952.76   | 0.20%             | 2042-04-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                   | Altria Group Inc                                                              | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    813000 | PA      | $824368.02    | 0.13%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Fannie Mae Connecticut Avenue Securities                                      | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    797401 | PA      | $798113.65    | 0.13%             | 2045-05-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                             | MGM China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    650000 | PA      | $645521.05    | 0.10%             | 2027-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                            | Public Service Electric and Gas Co                                            | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   2181000 | PA      | $2175819.06   | 0.34%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                          | CIM Trust 2021-J3                                                             | CUSIP: 12565VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1901038 | PA      | $1553516.49   | 0.24%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                       | Hudson Yards 2025-SPRL Mortgage Trust                                         | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1530000 | PA      | $1578805.01   | 0.25%             | 2040-01-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                           | Vistra Operations Co LLC                                                      | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1699000 | PA      | $1731466.00   | 0.27%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                       | AES Corp/The                                                                  | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1193000 | PA      | $1134884.68   | 0.18%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX LLC                              | Rentokil Terminix Funding LLC                                                 | CUSIP: 760130AB0<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |    483000 | PA      | $490072.26    | 0.08%             | 2035-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                             | VICI Properties LP / VICI Note Co Inc                                         | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |   2203000 | PA      | $2190336.83   | 0.34%             | 2026-12-01      | Fixed         | 4.25%                 | 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        |   1200000 | PA      | $1219441.68   | 0.19%             | 2029-10-15      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                           | Ford Motor Credit Co LLC                                                      | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    831000 | PA      | $874882.11    | 0.14%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                           | Weekley Homes LLC / Weekley Finance Corp                                      | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    690000 | PA      | $668769.32    | 0.10%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                            | Royal Caribbean Cruises Ltd                                                   | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    947000 | PA      | $953189.77    | 0.15%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                                     | BankUnited Inc                                                                | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1129092.37   | 0.18%             | 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        |    675000 | PA      | $654598.06    | 0.10%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                            | JetBlue Airways Corp / JetBlue Loyalty LP                                     | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    582000 | PA      | $566580.65    | 0.09%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                            | Broadcom Corp / Broadcom Cayman Finance Ltd                                   | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    621000 | PA      | $616953.20    | 0.10%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                             | Aviation Capital Group LLC                                                    | CUSIP: 05366DAA6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1471000 | PA      | $1561878.91   | 0.24%             | 2030-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                | Exeter Automobile Receivables Trust 2024-3                                    | CUSIP: 30165AAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1845000 | PA      | $1857059.29   | 0.29%             | 2028-09-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                 | Expand Energy Corp                                                            | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   2349000 | PA      | $2359983.92   | 0.37%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust 2025-ROIC                                                            | CUSIP: 05593VAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1170000 | PA      | $1163086.00   | 0.18%             | 2030-03-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                             | CACI International Inc                                                        | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    548000 | PA      | $566192.51    | 0.09%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                          | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2578084.08   | 0.40%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust        | MF1 2024-FL14 LLC                                                             | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1190000 | PA      | $1194835.45   | 0.19%             | 2039-03-19      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer, Ltd.                              | LoanCore 2025 2025-CRE8 Issuer LLC                                            | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1080000 | PA      | $1077594.57   | 0.17%             | 2042-08-17      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                | American Tower Corp                                                           | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   2150000 | PA      | $2091107.22   | 0.33%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                      | Carnival Corp                                                                 | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    978000 | PA      | $1001253.91   | 0.16%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                  | Generate CLO 14 Ltd                                                           | CUSIP: 37149QAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    890000 | PA      | $894464.24    | 0.14%             | 2037-04-22      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                    | CUSIP: 21H062677<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4535000 | PA      | $4656728.92   | 0.73%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund                    | Bayview Opportunity Master Fund VI Trust 2021-INV6                            | CUSIP: 07335UAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1221134 | PA      | $996683.42    | 0.16%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| LoanCore 2022-CRE7 Issuer Ltd.                     | LoanCore 2022-CRE7 Issuer Ltd                                                 | CUSIP: 53946PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    982192 | PA      | $982467.70    | 0.15%             | 2037-01-17      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust            | Hyundai Auto Lease Securitization Trust 2025-A                                | CUSIP: 44935WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1009387.40   | 0.16%             | 2028-01-18      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F022477<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4960000 | PA      | $4632301.88   | 0.73%             | 2039-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                           | Benchmark 2024-V12 Mortgage Trust                                             | CUSIP: 081915AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $781850.78    | 0.12%             | 2057-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                         | Affirm Asset Securitization Trust 2024-A                                      | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1130000 | PA      | $1135378.57   | 0.18%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                | Freddie Mac STACR REMIC Trust 2022-DNA1                                       | CUSIP: 35564KQC6<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | USGSE             | US        |   1770000 | PA      | $1803426.63   | 0.28%             | 2042-01-25      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                          | Avant Loans Funding Trust 2024-REV1                                           | CUSIP: 05352UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1240000 | PA      | $1255059.80   | 0.20%             | 2033-10-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F022683<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9772000 | PA      | $8105281.62   | 1.27%             | 2054-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                           | Principal Life Global Funding II                                              | CUSIP: 74256LEY1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   1369000 | PA      | $1400463.06   | 0.22%             | 2029-01-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                           | Citizens Financial Group Inc                                                  | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   1956000 | PA      | $2024253.39   | 0.32%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                             | VICI Properties LP / VICI Note Co Inc                                         | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |   1500000 | PA      | $1521214.04   | 0.24%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                    | Trans Union LLC 2024 Term Loan B8                                             | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    215368 | PA      | $215883.15    | 0.03%             | 2031-06-24      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                | New Residential Mortgage Loan Trust 2020-RPL1                                 | CUSIP: 64828XAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $687438.81    | 0.11%             | 2059-11-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                             | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC         | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    379000 | PA      | $391046.89    | 0.06%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                       | UBS Group AG                                                                  | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1717000 | PA      | $1661004.35   | 0.26%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| REYNOLDS CONSUMER PRODUCTS LLC                     | Reynolds Consumer Products LLC 2025 Term Loan B                               | CUSIP: 76171JAE1<br>LEI: 549300DWNZYMOSR1X343 | Long             | LON              | CORP              | US        |    552900 | PA      | $556123.41    | 0.09%             | 2032-03-04      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                              | CUSIP: 3132DUWS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4062250 | PA      | $4123169.76   | 0.65%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust             | Santander Drive Auto Receivables Trust 2024-1                                 | CUSIP: 80288AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1461493 | PA      | $1464020.61   | 0.23%             | 2028-04-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                     | Wynn Macau Ltd                                                                | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    670000 | PA      | $659088.18    | 0.10%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                      | Citigroup Inc                                                                 | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2173000 | PA      | $2130325.13   | 0.33%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                        | Asurion LLC 2021 Term Loan B9                                                 | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    625598 | PA      | $625769.78    | 0.10%             | 2027-07-31      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                              | CUSIP: 3132DT4V9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    661851 | PA      | $669947.01    | 0.10%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | J.P. Morgan Mortgage Trust 2022-4                                             | CUSIP: 46655GAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    798543 | PA      | $678766.10    | 0.11%             | 2052-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                           | Ford Motor Credit Co LLC                                                      | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1316000 | PA      | $1281687.93   | 0.20%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                | Citibank Credit Card Issuance Trust                                           | CUSIP: 17305EHA6<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |   1365000 | PA      | $1374232.86   | 0.22%             | 2030-06-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                | Freddie Mac STACR REMIC Trust 2022-HQA1                                       | CUSIP: 35564KTJ8<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1062200.20   | 0.17%             | 2042-03-25      | Floating      | 9.55%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                         | FIXED INC CLEARING CORP.REPO                                                  | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   5553574 | PA      | $5553573.99   | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                           | Neuberger Berman Loan Advisers CLO 46 Ltd                                     | CUSIP: 64134QAN7<br>LEI: 549300LCOEVXWN75LP18 | Long             | ABS-CBDO         | CORP              | KY        |   1380000 | PA      | $1381388.28   | 0.22%             | 2037-01-20      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                  | Brown & Brown Inc                                                             | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    161000 | PA      | $164301.07    | 0.03%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1171000 | PA      | $1014330.32   | 0.16%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                              | CUSIP: 3132CXMF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1223937 | PA      | $1271071.90   | 0.20%             | 2039-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                    | CUSIP: 21H030682<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4143000 | PA      | $3664224.19   | 0.57%             | 2054-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                              | Continental Resources Inc/OK                                                  | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   2207000 | PA      | $2229188.87   | 0.35%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI CORP                                    | Mitsubishi Corp                                                               | CUSIP: 606769AK3<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |    999000 | PA      | $1018337.96   | 0.16%             | 2034-07-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F070674<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    274000 | PA      | $288504.55    | 0.05%             | 2054-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                    | CUSIP: 21H030674<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4607000 | PA      | $4075682.94   | 0.64%             | 2054-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                 | Regal Rexnord Corp                                                            | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1336000 | PA      | $1343919.54   | 0.21%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                               | CUSIP: 3140QPAM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    778208 | PA      | $734463.13    | 0.12%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F052482<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9229000 | PA      | $9394088.91   | 1.47%             | 2039-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                         | Nuveen LLC                                                                    | CUSIP: 67080LAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    936000 | PA      | $974680.13    | 0.15%             | 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        |    820000 | PA      | $846618.00    | 0.13%             | 2035-06-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                           | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24869400 | PA      | $23707532.72  | 3.71%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                  | Herc Holdings Inc                                                             | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    562000 | PA      | $589229.61    | 0.09%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust 2019-C51                                | CUSIP: 95001VAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1065504 | PA      | $1011679.90   | 0.16%             | 2052-06-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                       | Vontier Corp                                                                  | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $921315.74    | 0.14%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F020687<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3238000 | PA      | $2565042.74   | 0.40%             | 2054-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                     | EPR Properties                                                                | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    511000 | PA      | $510204.53    | 0.08%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.   | Freddie Mac Multifamily Structured Pass Through Certificates                  | CUSIP: 3137H7ZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1640000 | PA      | $1500162.94   | 0.23%             | 2032-06-25      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F052474<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3584000 | PA      | $3649510.82   | 0.57%             | 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        |    485000 | PA      | $487308.50    | 0.08%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| MARS INC                                           | Mars Inc                                                                      | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    917000 | PA      | $929653.85    | 0.15%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.   | FREMF 2025-K169 Mortgage Trust                                                | CUSIP: 3137HK2C7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1030000 | PA      | $1036896.26   | 0.16%             | 2034-12-25      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED                             | Coca-Cola Consolidated Inc                                                    | CUSIP: 191098AP7<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |    687000 | PA      | $708349.57    | 0.11%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                            | Nissan Motor Acceptance Co LLC                                                | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    918000 | PA      | $938604.74    | 0.15%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                       | Novelis Corp                                                                  | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    934000 | PA      | $966275.26    | 0.15%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                | Freddie Mac STACR REMIC Trust 2024-HQA2                                       | CUSIP: 35564NDY6<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | USGSE             | US        |    687500 | PA      | $690447.58    | 0.11%             | 2044-08-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                         | Clover CLO 2018-1 LLC                                                         | CUSIP: 18914GAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    880000 | PA      | $880909.04    | 0.14%             | 2037-04-20      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.   | Freddie Mac Multifamily Structured Pass Through Certificates                  | CUSIP: 3137H8TZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2510000 | PA      | $2319009.83   | 0.36%             | 2032-08-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                    | DTE Electric Co                                                               | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    182000 | PA      | $186506.40    | 0.03%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | J.P. Morgan Mortgage Trust 2021-INV8                                          | CUSIP: 46654RAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    961307 | PA      | $821917.19    | 0.13%             | 2052-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                           | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2302000 | PA      | $2278768.65   | 0.36%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                      | AIB Group PLC                                                                 | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   1224000 | PA      | $1295607.60   | 0.20%             | 2029-09-13      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                        | Ovintiv Inc                                                                   | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    342000 | PA      | $346269.54    | 0.05%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                   | First National Master Note Trust                                              | CUSIP: 32113CCB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2530000 | PA      | $2582189.85   | 0.40%             | 2030-05-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| MARS INC                                           | Mars Inc                                                                      | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    612000 | PA      | $610941.33    | 0.10%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                           | Toyota Motor Credit Corp                                                      | CUSIP: 89236TKJ3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    504000 | PA      | $508391.06    | 0.08%             | 2027-09-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                              | Entergy Louisiana LLC                                                         | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    960000 | PA      | $948742.64    | 0.15%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                               | CUSIP: 3140XBK82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1474696 | PA      | $1240298.95   | 0.19%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                       | Centene Corp                                                                  | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2405000 | PA      | $2234967.03   | 0.35%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                | Exeter Automobile Receivables Trust 2024-4                                    | CUSIP: 30166UAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    630000 | PA      | $637464.43    | 0.10%             | 2030-08-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                            | Jersey Central Power & Light Co                                               | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    339000 | PA      | $338158.32    | 0.05%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                               | CUSIP: 3140XHJE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1917385 | PA      | $1798891.08   | 0.28%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                           | Florida Power & Light Co                                                      | CUSIP: 341081GZ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    405000 | PA      | $411365.40    | 0.06%             | 2065-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TRANS UNION LLC                                    | Trans Union LLC 2024 Term Loan B9                                             | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    500201 | PA      | $501271.14    | 0.08%             | 2031-06-24      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                          | Amgen Inc                                                                     | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    847000 | PA      | $865692.47    | 0.14%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                          | ALA Trust 2025-OANA                                                           | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1040000 | PA      | $1047318.17   | 0.16%             | 2040-06-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                     | PEAC Solutions Receivables 2024-1 LLC                                         | CUSIP: 69433BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1429329.86   | 0.22%             | 2030-11-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                  | Entergy Texas Inc                                                             | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    536000 | PA      | $540646.11    | 0.08%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                         | Flagship Credit Auto Trust 2020-4                                             | CUSIP: 33845XAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1270000 | PA      | $1256989.87   | 0.20%             | 2028-07-17      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                    | SEB Funding LLC                                                               | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1147125 | PA      | $1126740.82   | 0.18%             | 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        |   1250000 | PA      | $1261478.38   | 0.20%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                            | Nissan Auto Lease Trust 2025-A                                                | CUSIP: 65479XAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1555000 | PA      | $1573365.48   | 0.25%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                           | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    894000 | PA      | $901706.28    | 0.14%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                | Macquarie Group Ltd                                                           | CUSIP: 55607PAG0<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   2044000 | PA      | $1809550.91   | 0.28%             | 2032-06-23      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Fannie Mae Connecticut Avenue Securities                                      | CUSIP: 20753AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    360000 | PA      | $383100.05    | 0.06%             | 2043-04-25      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                              | American Airlines Inc 2025 Term Loan                                          | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    442450 | PA      | $440201.94    | 0.07%             | 2028-04-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| KKR Industrial Portfolio Trust                     | KIND Commercial Mortgage Trust 2024-1                                         | CUSIP: 494925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    690000 | PA      | $692039.50    | 0.11%             | 2041-08-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                     | NRG Energy Inc                                                                | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    796000 | PA      | $804430.44    | 0.13%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RAIN CARBON INC                                    | Rain Carbon Inc                                                               | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |    645000 | PA      | $692537.15    | 0.11%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                 | Kennedy-Wilson Inc                                                            | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   1011000 | PA      | $948393.51    | 0.15%             | 2029-03-01      | Fixed         | 4.75%                 | 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        |    618000 | PA      | $648701.62    | 0.10%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                              | Antero Resources Corp                                                         | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1191722.52   | 0.19%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                              | CUSIP: 31427MUZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    550409 | PA      | $569467.61    | 0.09%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                            | GA Global Funding Trust                                                       | CUSIP: 36143L2Q7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1353000 | PA      | $1356101.47   | 0.21%             | 2031-12-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                           | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5906900 | PA      | $5963200.14   | 0.93%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARCOS DORADOS BV                                   | Arcos Dorados BV                                                              | CUSIP: 03965TAC7<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $624534.00    | 0.10%             | 2032-01-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                            | Imperial Brands Finance PLC                                                   | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   3393000 | PA      | $3499195.81   | 0.55%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | J.P. Morgan Mortgage Trust 2022-INV3                                          | CUSIP: 46593FAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1051549 | PA      | $895817.68    | 0.14%             | 2052-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                | New Residential Mortgage Loan Trust 2025-NQM3                                 | CUSIP: 64832CAC7<br>LEI: 2138002D8CMDYG7QOU84 | Long             | ABS-MBS          | CORP              | US        |   1201719 | PA      | $1209776.22   | 0.19%             | 2065-05-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                   | BAT Capital Corp                                                              | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    601000 | PA      | $632666.82    | 0.10%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                             | FMG Resources August 2006 Pty Ltd                                             | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   1086000 | PA      | $1015541.82   | 0.16%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                       | Ecopetrol SA                                                                  | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    879000 | PA      | $848684.61    | 0.13%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                           | Ford Motor Credit Co LLC                                                      | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    668000 | PA      | $664844.57    | 0.10%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC        | BBCMS Mortgage Trust 2025-5C34                                                | CUSIP: 07337BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    830000 | PA      | $866446.96    | 0.14%             | 2058-05-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                     | Galaxy 31 Clo Ltd                                                             | CUSIP: 36320HAN9<br>LEI: 549300XTB6S9P2VMDV60 | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $803109.60    | 0.13%             | 2038-07-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                       | UBS Group AG                                                                  | CUSIP: 902613AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1507000 | PA      | $1502670.43   | 0.24%             | 2033-08-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc              | Hilton Domestic Operating Company Inc 2023 Term Loan B4                       | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |    659229 | PA      | $662215.31    | 0.10%             | 2030-11-08      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                 | BSPRT 2022-FL8 Issuer Ltd                                                     | CUSIP: 055983AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    152900 | PA      | $152949.94    | 0.02%             | 2037-02-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| CART                                               | CONE Trust 2024-DFW1                                                          | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $698486.46    | 0.11%             | 2041-08-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                | Dominion Energy Inc                                                           | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    448000 | PA      | $471525.75    | 0.07%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                           | Benchmark 2024-V7 Mortgage Trust                                              | CUSIP: 08163YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3210000 | PA      | $3383396.50   | 0.53%             | 2056-05-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                               | CUSIP: 3140W0N84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1044826 | PA      | $1078088.73   | 0.17%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                 | BMO 2023-C5 Mortgage Trust                                                    | CUSIP: 055988AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    880000 | PA      | $905959.03    | 0.14%             | 2056-06-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F060485<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    633000 | PA      | $650875.69    | 0.10%             | 2039-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                           | Host Hotels & Resorts LP                                                      | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    919000 | PA      | $932510.96    | 0.15%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                               | Glencore Funding LLC                                                          | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1143600.15   | 0.18%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F020679<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6154000 | PA      | $4873083.98   | 0.76%             | 2054-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                              | Northrop Grumman Corp                                                         | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1027000 | PA      | $1003737.09   | 0.16%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                           | Navoi Mining & Metallurgical Combinat                                         | CUSIP: 63890CAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |    741000 | PA      | $755672.70    | 0.12%             | 2030-05-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                           | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    708000 | PA      | $733708.90    | 0.11%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                       | Broadcom Inc                                                                  | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1119000 | PA      | $1085799.90   | 0.17%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                       | UBS Group AG                                                                  | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    662000 | PA      | $679884.21    | 0.11%             | 2027-12-22      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                             | US 5YR NOTE (CBT) SEP25                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       163 | NC      | $143934.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                | GS Mortgage-Backed Securities Trust 2022-PJ6                                  | CUSIP: 36267JAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1307058 | PA      | $1112181.37   | 0.17%             | 2053-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                             | CenterPoint Energy Resources Corp                                             | CUSIP: 15189WAP5<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   1443000 | PA      | $1402776.26   | 0.22%             | 2032-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                           | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4086000 | PA      | $3978742.50   | 0.62%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F070682<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1106000 | PA      | $1160227.26   | 0.18%             | 2054-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                | Freddie Mac STACR REMIC Trust 2024-HQA1                                       | CUSIP: 35564NBW2<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | USGSE             | US        |   1149522 | PA      | $1153147.09   | 0.18%             | 2044-03-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                | Intesa Sanpaolo SpA                                                           | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1782000 | PA      | $1935640.08   | 0.30%             | 2033-06-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                    | CUSIP: 21H050672<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8126000 | PA      | $7983467.68   | 1.25%             | 2054-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F050676<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    420000 | PA      | $411656.51    | 0.06%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                             | Venture Global LNG Inc                                                        | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    607000 | PA      | $630885.86    | 0.10%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust 2025-TAIL                                                            | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    460000 | PA      | $461406.04    | 0.07%             | 2035-06-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                               | CUSIP: 3140XHWU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    726474 | PA      | $721388.90    | 0.11%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                             | Cloud Software Group Inc                                                      | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    679000 | PA      | $685761.48    | 0.11%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.   | Freddie Mac Multifamily Structured Pass Through Certificates                  | CUSIP: 3137H74A8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2080000 | PA      | $1842154.29   | 0.29%             | 2032-03-25      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                    | CUSIP: 21H050680<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3509000 | PA      | $3445395.09   | 0.54%             | 2054-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                           | FactSet Research Systems Inc                                                  | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1596260.05   | 0.25%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust             | Santander Drive Auto Receivables Trust 2024-2                                 | CUSIP: 80286YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    615000 | PA      | $629238.23    | 0.10%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                             | US 10YR ULTRA FUT SEP25                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -61 | NC      | $-144978.72   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                            | Hyundai Capital America                                                       | CUSIP: 44891ABN6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1016469.24   | 0.16%             | 2025-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust              | Westlake Automobile Receivables Trust 2024-2                                  | CUSIP: 96042YAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1535000 | PA      | $1557947.33   | 0.24%             | 2030-03-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                     | PSEG Power LLC                                                                | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    508000 | PA      | $523385.03    | 0.08%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                      | ZF North America Capital Inc                                                  | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    648000 | PA      | $623096.56    | 0.10%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                               | CUSIP: 3140XHPS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1807636 | PA      | $1642249.55   | 0.26%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                               | CUSIP: 3140LRB72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    404424 | PA      | $339707.86    | 0.05%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                       | UBS Group AG                                                                  | CUSIP: 225401AY4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1500000 | PA      | $1501412.82   | 0.24%             | 2026-07-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                            | GA Global Funding Trust                                                       | CUSIP: 36143L2T1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1336000 | PA      | $1358790.92   | 0.21%             | 2032-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust                                    | BofA Auto Trust 2024-1                                                        | CUSIP: 09709AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1225000 | PA      | $1237166.82   | 0.19%             | 2028-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                           | Targa Resources Partners LP / Targa Resources Partners Finance Corp           | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    817000 | PA      | $829342.09    | 0.13%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                             | UnitedHealth Group Inc                                                        | CUSIP: 91324PCW0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    686000 | PA      | $678901.13    | 0.11%             | 2027-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| KIMMERIDGE TEXAS GAS LLC                           | Kimmeridge Texas Gas LLC                                                      | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |   1267000 | PA      | $1312323.12   | 0.21%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                 | BMO 2024-5C8 Mortgage Trust                                                   | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $778970.25    | 0.12%             | 2057-12-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust       | Wells Fargo Mortgage Backed Securities 2021-INV2 Trust                        | CUSIP: 95003FBR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    833018 | PA      | $680945.01    | 0.11%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-24

**Name of Applicant:** LORD ABBETT SERIES FUND INC

**Signature:** Michael Hebert

**Name of Signer:** Michael Hebert

**Title:** Chief Financial Officer