# EDGAR Filing Document

**Accession Number:** 0000911507
**File Stem:** 0001752724-25-176588
**Filing Date:** 2025-7
**Character Count:** 204765
**Document Hash:** d6b192291f7e890c452868123bfa5b6d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-176588.hdr.sgml**: 20250724

**ACCESSION NUMBER**: 0001752724-25-176588

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250724

**DATE AS OF CHANGE**: 20250724

**PERIOD START**: 20251130

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07988
- **FILM NUMBER:** 251146185

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** JERSEY CITY

  - **State:** NJ

  - **Foreign country:** US

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

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $6424021974.46

**Total Liabilities:** $1919872692.35

**Net Assets:** $4504149282.11

**Delayed Delivery Securities:** $1209776560.32

**Cash Not Reported:** $11981093.88

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -8707.42000000 | **1-Year:** -170788.15000000 | **5-Year:** -515627.05000000 | **10-Year:** -385192.52000000 | **30-Year:** -71835.43000000

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

- **3-Month:** -277.74000000 | **1-Year:** -1997.59000000 | **5-Year:** -6969.05000000 | **10-Year:** -4119.96000000 | **30-Year:** -100.91000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000156620 | -0.05%               | 0.26%                | -0.71%               |
| Class ID C000019982 | -0.10%               | 0.21%                | -0.77%               |
| Class ID C000054887 | -0.07%               | 0.24%                | -0.73%               |
| Class ID C000054886 | -0.08%               | 0.23%                | -0.74%               |
| Class ID C000054885 | -0.04%               | 0.28%                | -0.69%               |
| Class ID C000156622 | 0.09%                | 0.18%                | -0.68%               |
| Class ID C000156621 | -0.03%               | 0.28%                | -0.69%               |
| Class ID C000019980 | -0.04%               | 0.27%                | -0.70%               |
| Class ID C000019984 | -0.02%               | 0.29%                | -0.68%               |
| Class ID C000188234 | -0.02%               | 0.29%                | -0.68%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $6112884.63              | $-23825338.31                              |
| Month 2  | $-5247587.69             | $1229980.75                                |
| Month 3  | $-10190187.96            | $-33757699.15                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ANTOFAGASTA PLC                                   | Antofagasta PLC                                                     | CUSIP: 03718NAC0<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |   8170000 | PA      | $8325352.55   | 0.18%             | 2034-05-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                             | Universal Health Services Inc                                       | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   2473000 | PA      | $2322872.43   | 0.05%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MARS INC                                          | Mars Inc                                                            | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   9073000 | PA      | $9042387.43   | 0.20%             | 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        |   1985000 | PA      | $1722364.59   | 0.04%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2024-5C1                      | CUSIP: 95003VAC2<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |  14640000 | PA      | $15201255.14  | 0.34%             | 2057-07-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                      | Entergy Corp                                                        | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   8007000 | PA      | $7920366.74   | 0.18%             | 2025-09-15      | Fixed         | 0.90%                 | 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        |   3954130 | PA      | $3154206.66   | 0.07%             | 2052-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                             | MidAmerican Energy Co                                               | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   4379000 | PA      | $4367349.15   | 0.10%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                          | Jackson National Life Global Funding                                | CUSIP: 46849LVB4<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   7120000 | PA      | $7047110.00   | 0.16%             | 2029-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                | Royalty Pharma PLC                                                  | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   3509000 | PA      | $2180108.50   | 0.05%             | 2051-09-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                           | Imperial Brands Finance PLC                                         | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   3203000 | PA      | $3221980.91   | 0.07%             | 2034-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                             | Chile Electricity Lux Mpc II Sarl                                   | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   6617709 | PA      | $6583914.59   | 0.15%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                          | CUSIP: 21H052678<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14602000 | PA      | $14485069.81  | 0.32%             | 2054-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2015-LC21 Mortgage Trust                                       | CUSIP: 12593FBF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4547000 | PA      | $4537742.31   | 0.10%             | 2048-07-10      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                               | CUSIP: 01F052664<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10778000 | PA      | $10670950.10  | 0.24%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                              | Flutter Financing BV 2024 Term Loan B                               | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |  11812406 | PA      | $11795809.22  | 0.26%             | 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        |  11063000 | PA      | $11402833.23  | 0.25%             | 2028-05-22      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                    | CUSIP: 31427M2C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16562223 | PA      | $16895983.33  | 0.38%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | Athene Global Funding                                               | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  14763000 | PA      | $13507370.68  | 0.30%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                             | Tennessee Valley Authority                                          | CUSIP: 880591FD9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |  22842000 | PA      | $23006033.20  | 0.51%             | 2035-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                    | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  14816000 | PA      | $14521996.48  | 0.32%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                   | Danske Bank A/S                                                     | CUSIP: 23636AAR2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   9903000 | PA      | $9831558.27   | 0.22%             | 2028-06-12      | Fixed         | 4.38%                 | 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        |  11317500 | PA      | $10770647.45  | 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        |   4199098 | PA      | $3688856.77   | 0.08%             | 2064-08-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                            | VICI Properties LP / VICI Note Co Inc                               | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              |  | US        |  16016000 | PA      | $15545632.50  | 0.35%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                            | Chase Auto Owner Trust 2024-1                                       | CUSIP: 16144BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16070000 | PA      | $16192975.68  | 0.36%             | 2029-05-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                            | Arch Capital Group Ltd                                              | CUSIP: 03937LAA3<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |   5000000 | PA      | $5703552.25   | 0.13%             | 2034-05-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2023-1                                   | CUSIP: 337955AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3712794 | PA      | $3713716.65   | 0.08%             | 2027-08-16      | Fixed         | 5.01%                 | 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        |   7080000 | PA      | $7226766.98   | 0.16%             | 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        |  12319950 | PA      | $10315888.08  | 0.23%             | 2052-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                          | CUSIP: 21H022663<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  37590000 | PA      | $31497300.78  | 0.70%             | 2054-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                               | Alfa Desarrollo SpA                                                 | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |   7501247 | PA      | $5445135.41   | 0.12%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                          | EIDP Inc                                                            | CUSIP: 263534CS6<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |   4926000 | PA      | $4973654.76   | 0.11%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                            | CUSIP: 20755AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8383934 | PA      | $8578902.56   | 0.19%             | 2043-01-25      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                 | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28340000 | PA      | $27671353.13  | 0.61%             | 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        |   8529598 | PA      | $8848076.31   | 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        |   8175000 | PA      | $8253872.81   | 0.18%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                     | CUSIP: 3140QCSK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6043703 | PA      | $5422419.79   | 0.12%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                  | ABN AMRO Bank NV                                                    | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   7800000 | PA      | $6772609.51   | 0.15%             | 2037-03-13      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC                                       | Rollins Inc                                                         | CUSIP: 775711AA2<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |   5872000 | PA      | $5828585.90   | 0.13%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.  | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H9JG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13870000 | PA      | $13202875.19  | 0.29%             | 2032-10-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                         | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8226000 | PA      | $7080835.42   | 0.16%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | Athene Global Funding                                               | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  12979000 | PA      | $13094321.79  | 0.29%             | 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        |   3017550 | PA      | $2982847.95   | 0.07%             | 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        |   5719000 | PA      | $5721121.01   | 0.13%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                          | CUSIP: 21H060663<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  23616000 | PA      | $23848518.18  | 0.53%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                          | ORLEN SA                                                            | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |   8778000 | PA      | $8893825.71   | 0.20%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust Series 2025-DSC1                           | CUSIP: 46593TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8381105 | PA      | $8393834.39   | 0.19%             | 2065-09-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                               | CUSIP: 01F030660<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4067000 | PA      | $3461235.07   | 0.08%             | 2054-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                            | Lending Funding Trust 2020-2                                        | CUSIP: 51507KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5317000 | PA      | $5155975.72   | 0.11%             | 2031-04-21      | Fixed         | 2.32%                 | 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        |   3580000 | PA      | $3583981.68   | 0.08%             | 2027-01-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                 | Brown & Brown Inc                                                   | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   6831000 | PA      | $6904878.43   | 0.15%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust               | Citigroup Commercial Mortgage Trust 2023-PRM3                       | CUSIP: 17331LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9950000 | PA      | $10366154.77  | 0.23%             | 2028-07-10      | Variable      | 6.36%                 | 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        |    648039 | PA      | $648006.70    | 0.01%             | 2027-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust           | Capital One Multi-Asset Execution Trust                             | CUSIP: 14041NCG4<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   9093000 | PA      | $9090761.30   | 0.20%             | 2028-05-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE US LLC                             | Holcim Finance US LLC                                               | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   7928000 | PA      | $7902844.69   | 0.18%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                               | CUSIP: 01F050478<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  78466000 | PA      | $78468839.68  | 1.74%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                       | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  16090000 | PA      | $15884965.77  | 0.35%             | 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        |  23168000 | PA      | $21432133.66  | 0.48%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                         | CIM Trust 2021-J1                                                   | CUSIP: 12564KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7438416 | PA      | $5959330.80   | 0.13%             | 2051-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-HQA4                             | CUSIP: 35564KNK1<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | USGSE             | US        |   5289756 | PA      | $5285532.37   | 0.12%             | 2041-12-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp                                                | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  18874000 | PA      | $18539287.54  | 0.41%             | 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        |   7590311 | PA      | $6088315.88   | 0.14%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group Inc/The                                | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  10255000 | PA      | $10734407.41  | 0.24%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                        | LAD Auto Receivables Trust 2023-1                                   | CUSIP: 505710AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6250000 | PA      | $6302485.00   | 0.14%             | 2027-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                          | EQT Corp                                                            | CUSIP: 26884LBA6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1840857.92   | 0.04%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust               | PenFed Auto Receivables Owner Trust                                 | CUSIP: 70687FAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6320000 | PA      | $6354672.15   | 0.14%             | 2030-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PFP III                                           | PFP 2023-10 Ltd                                                     | CUSIP: 69380CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   6705383 | PA      | $6739984.78   | 0.15%             | 2038-09-16      | Floating      | 6.69%                 | 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        |   8700000 | PA      | $8682573.90   | 0.19%             | 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        |   7562048 | PA      | $7567265.31   | 0.17%             | 2031-12-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                          | Citizens Financial Group Inc                                        | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   5984000 | PA      | $6347397.01   | 0.14%             | 2035-04-25      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                    | CUSIP: 3132DUPT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3634534 | PA      | $3657465.19   | 0.08%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                               | RATE Mortgage Trust 2021-HB1                                        | CUSIP: 75409XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8880425 | PA      | $7112277.46   | 0.16%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                    | Solventum Corp                                                      | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   9655000 | PA      | $9741560.36   | 0.22%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST INC                          | Evergy Missouri West Inc                                            | CUSIP: 30037EAB9<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |  12641000 | PA      | $12772397.25  | 0.28%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                           | Cboe Global Markets Inc                                             | CUSIP: 12503MAA6<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |   6217000 | PA      | $6138086.87   | 0.14%             | 2027-01-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                              | National Fuel Gas Co                                                | CUSIP: 636180BN0<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $12763961.21  | 0.28%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                             | Foundry JV Holdco LLC                                               | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   3090000 | PA      | $3100260.75   | 0.07%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                     | CUSIP: 3140XH3N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6271087 | PA      | $6133722.90   | 0.14%             | 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        |  13570000 | PA      | $14076011.73  | 0.31%             | 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        |   3359000 | PA      | $3358627.12   | 0.07%             | 2032-05-13      | Fixed         | 5.85%                 | 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        |   5645448 | PA      | $4727114.40   | 0.10%             | 2052-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                  | Bain Capital Credit CLO 2023-3 Ltd                                  | CUSIP: 05682CAC1<br>LEI: 254900QJNS3TYDIDQH27 | Long             | ABS-CBDO         | CORP              | JE        |   2500000 | PA      | $2507662.50   | 0.06%             | 2036-07-24      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                      | Ford Credit Auto Owner Trust 2023-A                                 | CUSIP: 344928AG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7250000 | PA      | $7354308.65   | 0.16%             | 2030-09-15      | Fixed         | 5.51%                 | 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        |  23615000 | PA      | $22971717.95  | 0.51%             | 2033-10-17      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| Greenacre Park CLO LLC                            | Greenacre Park CLO LLC                                              | CUSIP: 39355WAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7055000 | PA      | $7068566.77   | 0.16%             | 2038-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                           | CarMax Auto Owner Trust 2024-2                                      | CUSIP: 14319EAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4215000 | PA      | $4312075.67   | 0.10%             | 2029-11-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                          | CUSIP: 21H020667<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  30862000 | PA      | $24798860.12  | 0.55%             | 2054-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.  | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H6LZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12930000 | PA      | $11278374.81  | 0.25%             | 2032-01-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                           | GA Global Funding Trust                                             | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |  11335000 | PA      | $11238477.60  | 0.25%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                               | CUSIP: 01F022675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  69782000 | PA      | $56860542.42  | 1.26%             | 2055-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                   | Oklahoma Gas and Electric Co                                        | CUSIP: 678858BZ3<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |   4465000 | PA      | $4348730.37   | 0.10%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Nvent Finance Sarl                                | nVent Finance Sarl                                                  | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |  10940000 | PA      | $10887078.95  | 0.24%             | 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        |  24266000 | PA      | $24001286.57  | 0.53%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                  | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4803000 | PA      | $5031144.47   | 0.11%             | 2031-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| APA CORP                                          | APA Corp                                                            | CUSIP: 03743QAK4<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   1716000 | PA      | $1255075.64   | 0.03%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  14213000 | PA      | $14300449.60  | 0.32%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                            | Lendmark Funding Trust 2021-1                                       | CUSIP: 52607MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2095000 | PA      | $1960099.18   | 0.04%             | 2031-11-20      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                               | CUSIP: 01F042665<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  17546000 | PA      | $16550908.96  | 0.37%             | 2054-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                       | Paychex Inc                                                         | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   7918000 | PA      | $8038897.96   | 0.18%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                               | Sprint Capital Corp                                                 | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $17974335.90  | 0.40%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                               | Macquarie Group Ltd                                                 | CUSIP: 55608JAN8<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   7544000 | PA      | $7518035.14   | 0.17%             | 2029-03-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                            | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2700000 | PA      | $2801909.34   | 0.06%             | 2042-03-25      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY                          | American Transmission Systems Inc                                   | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10360000 | PA      | $8988308.96   | 0.20%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                      | Synopsys Inc                                                        | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |  12987000 | PA      | $13014711.53  | 0.29%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                      | Post CLO 2023-1 Ltd                                                 | CUSIP: 73743CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3085000 | PA      | $3092835.90   | 0.07%             | 2036-04-20      | Floating      | 6.77%                 | 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        |   6800000 | PA      | $7145138.76   | 0.16%             | 2058-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                          | Octane Receivables Trust 2022-2                                     | CUSIP: 67578XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    181271 | PA      | $181325.72    | 0.00%             | 2028-02-22      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                        | US Bancorp                                                          | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  13037000 | PA      | $12648194.03  | 0.28%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                               | CUSIP: 01F020471<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  42450000 | PA      | $38328972.68  | 0.85%             | 2039-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                    | CUSIP: 3132CXLP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17839710 | PA      | $18424015.19  | 0.41%             | 2039-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                       | Oracle Corp                                                         | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3080511.54   | 0.07%             | 2039-07-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2015-NXS3                     | CUSIP: 94989VAF6<br>LEI: 549300ZVNWG0TX42H716 | Long             | ABS-MBS          | CORP              | US        |   5548000 | PA      | $5510351.27   | 0.12%             | 2057-09-15      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                            | Aviation Capital Group LLC                                          | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   4639000 | PA      | $4549062.08   | 0.10%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                             | Foundry JV Holdco LLC                                               | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   8539000 | PA      | $8873872.43   | 0.20%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2024-B                            | CUSIP: 00835AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8400000 | PA      | $8388077.88   | 0.19%             | 2029-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                   | Danske Bank A/S                                                     | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  20231000 | PA      | $20086699.36  | 0.45%             | 2028-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                 | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 162293000 | PA      | $155928071.41 | 3.46%             | 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        |   5488000 | PA      | $5557805.49   | 0.12%             | 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        |   3244450 | PA      | $2877344.17   | 0.06%             | 2064-12-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                            | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   9056000 | PA      | $8763309.72   | 0.19%             | 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        |   6521897 | PA      | $5405670.89   | 0.12%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust             | GM Financial Automobile Leasing Trust 2023-2                        | CUSIP: 362548AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9700000 | PA      | $9723214.04   | 0.22%             | 2027-05-20      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                             | Alibaba Group Holding Ltd                                           | CUSIP: 01609WBK7<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   7000000 | PA      | $6994427.86   | 0.16%             | 2035-05-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| World Financial Network Credit Card Master Trust  | World Financial Network Credit Card Master Trust                    | CUSIP: 981464HL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8580000 | PA      | $8622679.49   | 0.19%             | 2030-03-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                     | CUSIP: 3140XPAH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2284631 | PA      | $2363626.80   | 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        |  13885299 | PA      | $13920497.96  | 0.31%             | 2030-12-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2023-B                            | CUSIP: 00792FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7825000 | PA      | $7863084.28   | 0.17%             | 2028-09-15      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                    | CUSIP: 3132CXMH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7412473 | PA      | $7660322.95   | 0.17%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                      | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3246000 | PA      | $3185872.26   | 0.07%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                         | MSBAM                                                               | CUSIP: 61778GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6810000 | PA      | $7034566.56   | 0.16%             | 2058-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                            | Anglo American Capital PLC                                          | CUSIP: 034863BB5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   6526000 | PA      | $6298317.71   | 0.14%             | 2029-03-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                        | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2680000 | PA      | $2610420.90   | 0.06%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                               | Affirm Master Trust                                                 | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4685000 | PA      | $4698111.44   | 0.10%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                           | Flagstar Mortgage Trust 2021-11INV                                  | CUSIP: 33851TAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3738365 | PA      | $3126754.00   | 0.07%             | 2051-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co                                                 | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  10088000 | PA      | $10053238.16  | 0.22%             | 2035-07-26      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                 | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 182375000 | PA      | $182902176.82 | 4.06%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | J.P. Morgan Mortgage Trust 2022-1                                   | CUSIP: 46654WAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5673005 | PA      | $4536253.80   | 0.10%             | 2052-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                             | Uber Technologies Inc                                               | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |  14184000 | PA      | $13980502.15  | 0.31%             | 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        |   7387000 | PA      | $7152365.46   | 0.16%             | 2033-01-28      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                     | CUSIP: 3140XDPA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2712796 | PA      | $2469729.30   | 0.05%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                | Siemens Funding BV                                                  | CUSIP: 82622RAD8<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   9586000 | PA      | $9623132.43   | 0.21%             | 2032-05-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                           | KeyCorp                                                             | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4775247.10   | 0.11%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| INDIANAPOLIS PWR & LIGHT                          | Indianapolis Power & Light Co                                       | CUSIP: 455434BW9<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |   5907000 | PA      | $5631206.19   | 0.13%             | 2054-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                      | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  10333000 | PA      | $10269782.09  | 0.23%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                            | Commonwealth Edison Co                                              | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   4242000 | PA      | $4252245.83   | 0.09%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                          | Intercontinental Exchange Inc                                       | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   8990000 | PA      | $9272969.24   | 0.21%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                     | CUSIP: 3140QUBH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  25355815 | PA      | $25325976.98  | 0.56%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                          | CUSIP: 21H052660<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  53862000 | PA      | $53489594.36  | 1.19%             | 2054-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                            | Coca-Cola Femsa SAB de CV                                           | CUSIP: 191241AK4<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |   5304000 | PA      | $5203170.96   | 0.12%             | 2035-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                     | CUSIP: 3140X7YL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2265404 | PA      | $1899629.15   | 0.04%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                               | CUSIP: 01F040677<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12306000 | PA      | $11272663.83  | 0.25%             | 2054-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                             | Entergy Louisiana LLC                                               | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9897728.30   | 0.22%             | 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        |   4939000 | PA      | $4443129.34   | 0.10%             | 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        |   6266000 | PA      | $6498741.86   | 0.14%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                           | Oncor Electric Delivery Co LLC                                      | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |  13923000 | PA      | $14005063.97  | 0.31%             | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                              | Bayer US Finance LLC                                                | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   5708000 | PA      | $6009567.91   | 0.13%             | 2030-11-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                        | US Bancorp                                                          | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   7833000 | PA      | $7982427.24   | 0.18%             | 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        |   4530000 | PA      | $4531766.70   | 0.10%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                     | CUSIP: 3140X7TQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9878149 | PA      | $8255518.71   | 0.18%             | 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        |   4180000 | PA      | $4417197.15   | 0.10%             | 2028-10-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                     | CUSIP: 3140QPAL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2852996 | PA      | $2658348.80   | 0.06%             | 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        |   6596000 | PA      | $6570940.94   | 0.15%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                    | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6505000 | PA      | $6226908.19   | 0.14%             | 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        |   8537000 | PA      | $8671879.48   | 0.19%             | 2031-12-22      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                             | Reynolds American Inc                                               | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   9194000 | PA      | $9193364.23   | 0.20%             | 2025-06-12      | Fixed         | 4.45%                 | 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        |   6970000 | PA      | $7011527.26   | 0.16%             | 2029-08-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                      | Veralto Corp                                                        | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |  13858000 | PA      | $14014393.63  | 0.31%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank5                                             | BANK5 2025-5YR14                                                    | CUSIP: 06604MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16530000 | PA      | $17099045.25  | 0.38%             | 2058-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                         | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4450000 | PA      | $4013319.05   | 0.09%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                             | Atlassian Corp                                                      | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |   9387000 | PA      | $9474179.70   | 0.21%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                               | CUSIP: 01F060667<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  22991000 | PA      | $23219018.07  | 0.52%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                    | CUSIP: 3132DNTX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6897299 | PA      | $6746547.74   | 0.15%             | 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        |   9402798 | PA      | $9693527.72   | 0.22%             | 2039-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                | Expand Energy Corp                                                  | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   3998000 | PA      | $3979396.47   | 0.09%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                          | International Business Machines Corp                                | CUSIP: 459200AS0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2455000 | PA      | $2583542.72   | 0.06%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                 | Citigroup Mortgage Loan Trust 2022-INV1                             | CUSIP: 17290FBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12138224 | PA      | $10117978.21  | 0.22%             | 2051-11-27      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                     | CUSIP: 3140QCKV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14489606 | PA      | $12997529.77  | 0.29%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 2YR NOTE (CBT) SEP25                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1661 | NC      | $380571.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                    | CUSIP: 3132AAVU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2277348 | PA      | $2076358.23   | 0.05%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group Inc/The                                | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  11034000 | PA      | $10900165.41  | 0.24%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | J.P. Morgan Mortgage Trust 2022-1                                   | CUSIP: 46654WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6472020 | PA      | $5382561.89   | 0.12%             | 2052-07-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                              | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   4134000 | PA      | $3944288.92   | 0.09%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                               | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   4175000 | PA      | $4278560.79   | 0.09%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                            | CUSIP: 20755DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1523605 | PA      | $1558186.84   | 0.03%             | 2042-07-25      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                 | Union Electric Co                                                   | CUSIP: 906548DA7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   4615000 | PA      | $4627799.01   | 0.10%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                    | Hyundai Auto Receivables Trust 2025-A                               | CUSIP: 44935CAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8280000 | PA      | $8253774.76   | 0.18%             | 2031-04-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                             | Foundry JV Holdco LLC                                               | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   7113000 | PA      | $7210075.45   | 0.16%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                    | CUSIP: 3132DPBV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18567140 | PA      | $15164664.37  | 0.34%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TEXAS NATURAL GAS SECURITIZTN FIN CORP REVENUE    | Texas Natural Gas Securitization Finance Corp                       | CUSIP: 88258MAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3194385 | PA      | $3250864.39   | 0.07%             | 2035-04-01      | Fixed         | 5.10%                 | 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        |  12583133 | PA      | $10536574.27  | 0.23%             | 2052-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                | Chase Home Lending Mortgage Trust Series 2024-RPL3                  | CUSIP: 161917AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3429635 | PA      | $3025383.50   | 0.07%             | 2064-09-25      | Variable      | 3.25%                 | 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        |  14845000 | PA      | $15046372.43  | 0.33%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp                                           | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2738000 | PA      | $2693566.91   | 0.06%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending             | Cantor Commercial Real Estate Lending 2019-CF3                      | CUSIP: 12529TAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14127000 | PA      | $12986982.18  | 0.29%             | 2053-01-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                            | CUSIP: 207932AB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3150000 | PA      | $3327476.04   | 0.07%             | 2042-12-25      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                | EFMT 2025-INV2                                                      | CUSIP: 281914AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $8003480.80   | 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        |  15475519 | PA      | $15975347.78  | 0.35%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Corp Trust 2024-RVR                          | CUSIP: 36272JAA1<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |   9150000 | PA      | $9143813.69   | 0.20%             | 2041-08-10      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                               | CUSIP: 01F040669<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8843000 | PA      | $8102870.35   | 0.18%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                          | Discovery Communications LLC                                        | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   5073000 | PA      | $4845011.87   | 0.11%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                 | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  69582000 | PA      | $57303223.50  | 1.27%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank5                                             | BANK5 2024-5YR11                                                    | CUSIP: 06644WBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8640000 | PA      | $8983282.75   | 0.20%             | 2057-11-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4902000 | PA      | $4789613.32   | 0.11%             | 2027-03-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2024-4                          | CUSIP: 30166UAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10058000 | PA      | $10115181.74  | 0.22%             | 2030-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                               | CUSIP: 01F050668<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  45735000 | PA      | $44275620.85  | 0.98%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                        | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   6618000 | PA      | $6471643.66   | 0.14%             | 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        |     28195 | PA      | $26876.46     | 0.00%             | 2050-02-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                        | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  18000000 | PA      | $18381991.32  | 0.41%             | 2027-09-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                       | Gartner Inc                                                         | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   8360000 | PA      | $8266038.62   | 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        |   6245574 | PA      | $6146589.15   | 0.14%             | 2033-01-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                  | OneMain Financial Issuance Trust 2022-3                             | CUSIP: 68269PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5386538 | PA      | $5417234.86   | 0.12%             | 2034-05-15      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| BAYER CORP/NJ                                     | Bayer Corp/NJ                                                       | CUSIP: 072732AC4<br>LEI: 54930050NR9YMICYZM28 | Long             | DBT              | CORP              | US        |   8085000 | PA      | $8429949.52   | 0.19%             | 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        |  11150000 | PA      | $11170571.75  | 0.25%             | 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        |   9800000 | PA      | $9257852.14   | 0.21%             | 2054-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                               | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  79371000 | PA      | $80052763.55  | 1.78%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                     | CUSIP: 3140X7M89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57805 | PA      | $51842.51     | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                           | GA Global Funding Trust                                             | CUSIP: 36143L2H7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   7248000 | PA      | $6250290.33   | 0.14%             | 2032-01-06      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                             | KKR CLO 35 Ltd                                                      | CUSIP: 48254LAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7150000 | PA      | $7147197.20   | 0.16%             | 2038-01-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                 | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  97637000 | PA      | $94582030.05  | 2.10%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                 | Japan Tobacco Inc                                                   | CUSIP: 471105AE6<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |  11807000 | PA      | $12178680.46  | 0.27%             | 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        |  11955000 | PA      | $11970517.59  | 0.27%             | 2038-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding XXIII Ltd                                      | CUSIP: 55820TAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1370882 | PA      | $1370831.73   | 0.03%             | 2031-07-27      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                           | American Electric Power Co Inc                                      | CUSIP: 02557TAD1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |  10422000 | PA      | $10437547.33  | 0.23%             | 2025-08-15      | Fixed         | 5.70%                 | 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        |  16274141 | PA      | $16294483.35  | 0.36%             | 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        |  14127000 | PA      | $14629765.66  | 0.32%             | 2028-08-11      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                            | CenterPoint Energy Resources Corp                                   | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |  17787000 | PA      | $15296062.63  | 0.34%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Series 2025-R01                       | CUSIP: 20755JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5994999 | PA      | $6002039.11   | 0.13%             | 2045-01-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                           | Metropolitan Life Global Funding I                                  | CUSIP: 59217GFC8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    536000 | PA      | $535344.09    | 0.01%             | 2025-08-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                 | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  58631400 | PA      | $58455047.89  | 1.30%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                       | RAD CLO 23 Ltd                                                      | CUSIP: 75009CAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4750000 | PA      | $4764425.75   | 0.11%             | 2037-04-20      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                             | Oglethorpe Power Corp                                               | CUSIP: 677050AG1<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   3451000 | PA      | $3478056.22   | 0.08%             | 2039-11-01      | Fixed         | 5.95%                 | 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        |   6980000 | PA      | $7035448.42   | 0.16%             | 2031-05-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Fidelity Investments                              | Fidelity Investments Money Market Government Portfolio              | CUSIP: 31607A703<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |   4635000 | NS      | $4635000.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                    | CUSIP: 3132DNNR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2858260 | PA      | $2804603.68   | 0.06%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                  | Lseg US Fin Corp                                                    | CUSIP: 50222CAB6<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |   4657000 | PA      | $4703273.07   | 0.10%             | 2034-03-28      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                          | CUSIP: 21H050664<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  34201000 | PA      | $33185489.20  | 0.74%             | 2054-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2021-J1 Trust                                                   | CUSIP: 67113XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1070894 | PA      | $857979.78    | 0.02%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| EAST OHIO GAS CO/THE                              | East Ohio Gas Co/The                                                | CUSIP: 27409LAA1<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |  16815000 | PA      | $16792778.30  | 0.37%             | 2025-06-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                     | CUSIP: 3140XCYM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1127086 | PA      | $1017826.77   | 0.02%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                | nVent Finance Sarl                                                  | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |   5387000 | PA      | $5379644.27   | 0.12%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                             | Dominion Energy South Carolina Inc                                  | CUSIP: 25731VAC8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |   4038000 | PA      | $4052483.78   | 0.09%             | 2035-01-15      | Fixed         | 5.30%                 | 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        |   4435000 | PA      | $4413572.96   | 0.10%             | 2027-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                      | Alphabet Inc                                                        | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   7663000 | PA      | $7343203.70   | 0.16%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                     | CUSIP: 3140W0T96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3420482 | PA      | $3518301.04   | 0.08%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                              | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   5425000 | PA      | $5476458.24   | 0.12%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                | Ford Motor Co                                                       | CUSIP: 345370CR9<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   6624000 | PA      | $6532506.13   | 0.15%             | 2026-12-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                     | CUSIP: 3140XRRZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4387905 | PA      | $4403942.24   | 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        |   2018000 | PA      | $2042351.31   | 0.05%             | 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        |  11345884 | PA      | $9100723.81   | 0.20%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                          | EQT Corp                                                            | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $13921236.55  | 0.31%             | 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        |  11290000 | PA      | $11283883.08  | 0.25%             | 2030-05-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                               | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  10282000 | PA      | $10451241.10  | 0.23%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                        | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  11791000 | PA      | $11230018.89  | 0.25%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                               | CUSIP: 01F030462<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1947000 | PA      | $1835180.42   | 0.04%             | 2039-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                           | Flagstar Mortgage Trust 2021-4                                      | CUSIP: 33852FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10618953 | PA      | $8530891.79   | 0.19%             | 2051-06-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                     | Boeing Co/The                                                       | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   8952000 | PA      | $9556589.25   | 0.21%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                     | CUSIP: 3140XHVB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1656525 | PA      | $1625638.93   | 0.04%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust                                 | CUSIP: 30166XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8695000 | PA      | $8711097.92   | 0.19%             | 2029-07-16      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                            | Brixmor Operating Partnership LP                                    | CUSIP: 11120VAN3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |   4988000 | PA      | $4961282.48   | 0.11%             | 2032-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2025-ROIC                                                  | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8930000 | PA      | $8875212.66   | 0.20%             | 2030-03-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 5YR NOTE (CBT) SEP25                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -552 | NC      | $-222090.02   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Auto Owner Trust                           | Carmax Auto Owner Trust 2023-3                                      | CUSIP: 14319BAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13405000 | PA      | $13643559.40  | 0.30%             | 2029-02-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2024-1                        | CUSIP: 96043RAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11630000 | PA      | $11722965.57  | 0.26%             | 2029-02-15      | Fixed         | 5.65%                 | 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        |  19460000 | PA      | $20267181.34  | 0.45%             | 2058-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2025-5C4                      | CUSIP: 949931AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9110000 | PA      | $9424863.46   | 0.21%             | 2058-05-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd   | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd              | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |         0 | PA      | $0.05         | 0.00%             | 2036-11-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                          | Avolon Holdings Funding Ltd                                         | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |  17500000 | PA      | $17108251.65  | 0.38%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust               | Nissan Auto Receivables 2023-B Owner Trust                          | CUSIP: 65480MAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6520000 | PA      | $6578478.53   | 0.15%             | 2028-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                          | EQT Corp                                                            | CUSIP: 26884LBC2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3753000 | PA      | $3632106.19   | 0.08%             | 2031-01-15      | Fixed         | 4.75%                 | 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        |  14270000 | PA      | $14460794.18  | 0.32%             | 2031-04-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                    | CUSIP: 3132DSQM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19339307 | PA      | $15242219.16  | 0.34%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                          | Avolon Holdings Funding Ltd                                         | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2111000 | PA      | $1990616.55   | 0.04%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                               | CUSIP: 01F052466<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3902000 | PA      | $3957997.91   | 0.09%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                 | GLS Auto Select Receivables Trust 2024-2                            | CUSIP: 379924AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4796000 | PA      | $4896173.09   | 0.11%             | 2030-06-17      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                    | Morgan Stanley                                                      | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  15183000 | PA      | $15060399.10  | 0.33%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                     | CUSIP: 3140XRR23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15032381 | PA      | $15093195.63  | 0.34%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NARRAGANSETT ELECTRIC                             | Narragansett Electric Co/The                                        | CUSIP: 631005BK0<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |   6045000 | PA      | $6025565.93   | 0.13%             | 2034-05-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                         | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2658000 | PA      | $2873005.57   | 0.06%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                    | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8807000 | PA      | $7902120.65   | 0.18%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                        | ROCK Trust 2024-CNTR                                                | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11120000 | PA      | $11272915.57  | 0.25%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                    | Mariner Finance Issuance Trust 2021-A                               | CUSIP: 56848DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2420000 | PA      | $2300998.68   | 0.05%             | 2036-03-20      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Ohio Edison Co                                    | Ohio Edison Co                                                      | CUSIP: 677347CF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2419000 | PA      | $2992961.06   | 0.07%             | 2038-10-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                         | Prosus NV                                                           | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   6185000 | PA      | $3980968.82   | 0.09%             | 2050-08-03      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                          | CUSIP: 21H060671<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  33931000 | PA      | $34209409.28  | 0.76%             | 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        |   3478839 | PA      | $2862299.23   | 0.06%             | 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        |   4535980 | PA      | $4439807.88   | 0.10%             | 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        |   4741000 | PA      | $4150174.73   | 0.09%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                     | Aircastle Ltd                                                       | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |  12633000 | PA      | $11941777.45  | 0.27%             | 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        |  14030725 | PA      | $12231574.05  | 0.27%             | 2048-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                               | CUSIP: 01F062663<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9859000 | PA      | $10124424.89  | 0.22%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                    | NRG Energy Inc 2024 Term Loan                                       | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |  14298513 | PA      | $14329112.07  | 0.32%             | 2031-04-16      | Floating      | 6.08%                 | 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        |     16335 | PA      | $16167.50     | 0.00%             | 2060-01-26      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                       | CITIBANK NA DDCA                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |    515000 | NS      | $515000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group Inc/The                                | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3804000 | PA      | $3881957.73   | 0.09%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                           | Duke Energy Indiana LLC                                             | CUSIP: 26443TAE6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   8216000 | PA      | $8243968.83   | 0.18%             | 2034-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                 | GXO Logistics Inc                                                   | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   5875000 | PA      | $6010446.01   | 0.13%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                          | EQT Corp                                                            | CUSIP: 26884LAY5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3322000 | PA      | $3402339.61   | 0.08%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust           | Hyundai Auto Lease Securitization Trust 2025-B                      | CUSIP: 44935DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8315000 | PA      | $8349147.21   | 0.19%             | 2028-04-17      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| MINERA MEXICO SA DE CV                            | Minera Mexico SA de CV                                              | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |  10233000 | PA      | $10146531.15  | 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        |  11648000 | PA      | $11916668.23  | 0.26%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.  | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137HA2B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12000000 | PA      | $11871309.60  | 0.26%             | 2033-02-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL COM EXT                            | Banco Nacional de Comercio Exterior SNC/Cayman Islands              | CUSIP: 05974TAA5<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |   9312000 | PA      | $9364426.56   | 0.21%             | 2030-05-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                          | International Flavors & Fragrances Inc                              | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   4160000 | PA      | $4108657.74   | 0.09%             | 2025-10-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                      | Centene Corp                                                        | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   6442000 | PA      | $5875327.54   | 0.13%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                           | Bayer US Finance II LLC                                             | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9811213.00   | 0.22%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust        | JPMBB Commercial Mortgage Securities Trust 2014-C26                 | CUSIP: 46643TBE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    515571 | PA      | $510571.36    | 0.01%             | 2048-01-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                    | CUSIP: 3132DTFN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  31277807 | PA      | $27058390.15  | 0.60%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                               | CUSIP: 01F022469<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  21818000 | PA      | $20149334.49  | 0.45%             | 2039-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                  | Altria Group Inc                                                    | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   5858000 | PA      | $5913774.08   | 0.13%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                               | Wells Fargo Bank NA                                                 | CUSIP: 92976GAG6<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   5225000 | PA      | $5314196.86   | 0.12%             | 2037-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2025-DNA1                             | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |   4639375 | PA      | $4634579.28   | 0.10%             | 2045-01-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                           | Public Service Electric and Gas Co                                  | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   7642000 | PA      | $7525336.31   | 0.17%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                      | Hudson Yards 2025-SPRL Mortgage Trust                               | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11870000 | PA      | $12122857.11  | 0.27%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                            | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   9723000 | PA      | $9691999.19   | 0.22%             | 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        |  13041000 | PA      | $12176492.68  | 0.27%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| M&T Equipment Notes                               | M&T Equipment 2025-LEAF1 Notes                                      | CUSIP: 55340QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9995000 | PA      | $10015939.53  | 0.22%             | 2027-12-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX LLC                             | Rentokil Terminix Funding LLC                                       | CUSIP: 760130AB0<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |   3439000 | PA      | $3441283.91   | 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        |   4407000 | PA      | $4360883.83   | 0.10%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                         | CIM Trust 2020-INV1                                                 | CUSIP: 12560AAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4763219 | PA      | $3921405.48   | 0.09%             | 2050-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr | GM Financial Consumer Automobile Receivables Trust 2023-2           | CUSIP: 362583AG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4935000 | PA      | $4979779.70   | 0.11%             | 2028-12-18      | Fixed         | 5.21%                 | 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        |   4460000 | PA      | $4424348.19   | 0.10%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                    | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  17938000 | PA      | $19137909.59  | 0.42%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Baxalta Inc                                       | Baxalta Inc                                                         | CUSIP: 07177MAB9<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |   1114000 | PA      | $1113408.04   | 0.02%             | 2025-06-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                               | CUSIP: 01F070666<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4447000 | PA      | $4642344.57   | 0.10%             | 2054-06-01      | Fixed         | 7.00%                 | 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        |   7500000 | PA      | $7500954.75   | 0.17%             | 2042-08-17      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust                  | Harley-Davidson Motorcycle Trust 2025-A                             | CUSIP: 41284XAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9900000 | PA      | $9926621.10   | 0.22%             | 2030-04-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                 | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |  11866000 | PA      | $11456281.02  | 0.25%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                            | Lendmark Funding Trust 2021-2                                       | CUSIP: 52604DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6465000 | PA      | $5961560.75   | 0.13%             | 2032-04-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                             | CUSIP: 44891ACF2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3324000 | PA      | $3325571.99   | 0.07%             | 2025-06-26      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund                   | Oceanview Mortgage Trust 2021-INV3                                  | CUSIP: 67647WAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6171727 | PA      | $4950137.57   | 0.11%             | 2051-07-25      | Variable      | 2.50%                 | 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        |   8684686 | PA      | $6958003.60   | 0.15%             | 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        |   5035096 | PA      | $5041086.38   | 0.11%             | 2037-01-17      | Floating      | 5.88%                 | 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        |   7015000 | PA      | $7055600.01   | 0.16%             | 2028-01-18      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                       | Post Road Equipment Finance 2022-1                                  | CUSIP: 29252VAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    163587 | PA      | $163583.74    | 0.00%             | 2028-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2024-V12 Mortgage Trust                                   | CUSIP: 081915AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5350000 | PA      | $5539839.40   | 0.12%             | 2057-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                          | Octane Receivables Trust 2023-3                                     | CUSIP: 67571CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3546769 | PA      | $3572026.16   | 0.08%             | 2029-03-20      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending             | CF Trust 2019-BOSS                                                  | CUSIP: 15725PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    693216 | PA      | $8734.52      | 0.00%             | 2024-12-15      | Floating      | 7.70%                 | No            |                  3 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2024-A                            | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8695000 | PA      | $8733358.86   | 0.19%             | 2029-02-15      | Fixed         | 5.61%                 | 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        |   9795000 | PA      | $9870629.15   | 0.22%             | 2033-10-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                          | Principal Life Global Funding II                                    | CUSIP: 74256LEY1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   8117000 | PA      | $8253607.65   | 0.18%             | 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        |   5000000 | PA      | $5105865.25   | 0.11%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                        | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   8352000 | PA      | $8037565.49   | 0.18%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                    | CUSIP: 3132DUWS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  30672865 | PA      | $30866400.94  | 0.69%             | 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        |  18712940 | PA      | $18741175.62  | 0.42%             | 2028-04-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp                                                | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  14259000 | PA      | $13955919.39  | 0.31%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                       | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   9838000 | PA      | $9558955.46   | 0.21%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                 | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35507300 | PA      | $24408494.92  | 0.54%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                    | CUSIP: 3132DT4V9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4818144 | PA      | $4835633.54   | 0.11%             | 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        |   4430851 | PA      | $3677027.97   | 0.08%             | 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        |   7977000 | PA      | $7583067.98   | 0.17%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                      | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8519682.00   | 0.19%             | 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        |   8519143 | PA      | $8813817.49   | 0.20%             | 2039-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                               | JPMorgan Chase & Co                                                 | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  24978000 | PA      | $24655217.80  | 0.55%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                             | Continental Resources Inc/OK                                        | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $13943638.80  | 0.31%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                               | CUSIP: 01F070674<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5880000 | PA      | $6130482.94   | 0.14%             | 2054-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA                              | Sitios Latinoamerica SAB de CV                                      | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |   5507000 | PA      | $5605850.65   | 0.12%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                          | CUSIP: 21H030674<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  17199000 | PA      | $14976548.49  | 0.33%             | 2054-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                     | CUSIP: 3140QPAM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2129747 | PA      | $1981171.52   | 0.04%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust               | GS Mortgage-Backed Securities Corp Trust 2021-PJ1                   | CUSIP: 36261MAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4279749 | PA      | $3428852.99   | 0.08%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                      | Ford Credit Auto Lease Trust 2025-A                                 | CUSIP: 345282AF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8845000 | PA      | $8874324.71   | 0.20%             | 2029-02-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                               | PFS Financing Corp                                                  | CUSIP: 69335PFJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5247000 | PA      | $5331004.47   | 0.12%             | 2029-04-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| TEXAS Commercial Mortgage Trust                   | TEXAS Commercial Mortgage Trust 2025-TWR                            | CUSIP: 88231WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11690000 | PA      | $11653938.69  | 0.26%             | 2042-04-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                | Coterra Energy Inc                                                  | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |   9274000 | PA      | $9202158.40   | 0.20%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                           | SCF Equipment Leasing 2024-1 LLC                                    | CUSIP: 783896AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12950000 | PA      | $13277132.54  | 0.29%             | 2032-01-20      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                        | Nuveen LLC                                                          | CUSIP: 67080LAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5569000 | PA      | $5686432.50   | 0.13%             | 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        |   5883000 | PA      | $5931422.86   | 0.13%             | 2035-06-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                      | Dell Equipment Finance Trust 2024-2                                 | CUSIP: 24704EAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11520000 | PA      | $11567324.16  | 0.26%             | 2030-08-22      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                 | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 171339100 | PA      | $159987884.63 | 3.55%             | 2054-11-15      | Fixed         | 4.50%                 | 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        |  11570000 | PA      | $10458710.76  | 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        | 100506000 | PA      | $101838441.21 | 2.26%             | 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        |   2885000 | PA      | $2895351.96   | 0.06%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| MARS INC                                          | Mars Inc                                                            | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   6351000 | PA      | $6375259.80   | 0.14%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED                            | Coca-Cola Consolidated Inc                                          | CUSIP: 191098AP7<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |  12341000 | PA      | $12578144.41  | 0.28%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                | F&G Global Funding                                                  | CUSIP: 30321L2D3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   4996000 | PA      | $4778914.46   | 0.11%             | 2027-04-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                          | Ameriprise Financial Inc                                            | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |  22695000 | PA      | $22505256.41  | 0.50%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust         | Santander Consumer Auto Receivables Trust 2020-B                    | CUSIP: 802830BA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2046491 | PA      | $2050752.26   | 0.05%             | 2028-08-15      | Fixed         | 7.03%                 | 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        |   5758125 | PA      | $5778445.40   | 0.13%             | 2044-08-25      | Floating      | 5.57%                 | 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        |   8934000 | PA      | $8153503.43   | 0.18%             | 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        |   1309000 | PA      | $1306657.01   | 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        |   7512788 | PA      | $6314155.15   | 0.14%             | 2052-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO                              | Liberty Utilities Co                                                | CUSIP: 531542AB4<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |   8756000 | PA      | $8811395.10   | 0.20%             | 2034-01-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                       | Ovintiv Inc                                                         | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   1606000 | PA      | $1569114.87   | 0.03%             | 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        |  14980000 | PA      | $15255131.67  | 0.34%             | 2030-05-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                     | CUSIP: 3140XMUN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8891433 | PA      | $7332712.31   | 0.16%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARS INC                                          | Mars Inc                                                            | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   4238000 | PA      | $4114377.79   | 0.09%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                          | CUSIP: 21H030666<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  37292000 | PA      | $32494985.35  | 0.72%             | 2054-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                          | Toyota Motor Credit Corp                                            | CUSIP: 89236TKJ3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   3619000 | PA      | $3636271.68   | 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        |   5824000 | PA      | $5564075.11   | 0.12%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                          | CUSIP: 21H042661<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  39512000 | PA      | $37283994.18  | 0.83%             | 2054-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                            | CUSIP: 20754QAB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7465000 | PA      | $7896169.44   | 0.18%             | 2043-05-25      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                     | CUSIP: 3140XBK82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5520417 | PA      | $4563022.89   | 0.10%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                      | Centene Corp                                                        | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  21189000 | PA      | $19528123.54  | 0.43%             | 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        |   6120000 | PA      | $6180669.40   | 0.14%             | 2030-08-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital CLO, Ltd                       | Texas Debt Capital CLO 2024-I Ltd                                   | CUSIP: 88240JAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6050000 | PA      | $6066171.65   | 0.13%             | 2037-04-22      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                     | CUSIP: 3140XHJE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5906746 | PA      | $5461703.89   | 0.12%             | 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        |   2820000 | PA      | $2776081.21   | 0.06%             | 2065-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                       | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   9659000 | PA      | $9637739.00   | 0.21%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen Inc                                                           | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   6109000 | PA      | $6222004.77   | 0.14%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                        | CUSIP: 225401BG2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  10900000 | PA      | $11529823.58  | 0.26%             | 2034-09-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                         | ALA Trust 2025-OANA                                                 | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7450000 | PA      | $7494334.21   | 0.17%             | 2030-06-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                   | Citizens Auto Receivables Trust 2023-2                              | CUSIP: 17295FAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17924000 | PA      | $18055624.89  | 0.40%             | 2028-02-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                             | Vale Overseas Ltd                                                   | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   7817000 | PA      | $7480718.91   | 0.17%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                            | Aviation Capital Group LLC                                          | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |  10830000 | PA      | $10949720.88  | 0.24%             | 2029-07-15      | Fixed         | 5.38%                 | 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        |  10905000 | PA      | $10993921.55  | 0.24%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                    | PEAC Solutions Receivables 2024-2 LLC                               | CUSIP: 69392BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9885000 | PA      | $9892904.05   | 0.22%             | 2031-10-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                | Macquarie Bank Ltd                                                  | CUSIP: 556079AD3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   4333000 | PA      | $3813565.42   | 0.08%             | 2036-03-03      | Fixed         | 3.05%                 | 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        |   3240000 | PA      | $3249655.85   | 0.07%             | 2041-08-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2025-1                          | CUSIP: 30167MAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13840000 | PA      | $13883274.91  | 0.31%             | 2029-08-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                     | CUSIP: 3140QQJ63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7568121 | PA      | $7358640.28   | 0.16%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                   | Citizens Auto Receivables Trust 2023-1                              | CUSIP: 17331KAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8872777 | PA      | $8929807.54   | 0.20%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                            | IPALCO Enterprises Inc                                              | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11387140.32  | 0.25%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                    | CUSIP: 31427MUZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3959959 | PA      | $4073209.63   | 0.09%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust         | TCO Commercial Mortgage Trust 2024-DPM                              | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12120000 | PA      | $12131530.97  | 0.27%             | 2039-12-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                 | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 156265000 | PA      | $156557996.88 | 3.48%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                 | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  57043500 | PA      | $58055131.11  | 1.29%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2023-1                        | CUSIP: 96042XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    273994 | PA      | $274065.19    | 0.01%             | 2028-01-18      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                           | Imperial Brands Finance PLC                                         | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |  17069000 | PA      | $17444320.00  | 0.39%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                     | CUSIP: 3140XKZL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16427100 | PA      | $14730432.11  | 0.33%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                    | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2158000 | PA      | $2249229.95   | 0.05%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                              | Verizon Master Trust                                                | CUSIP: 92348KCD3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   7936000 | PA      | $8083417.55   | 0.18%             | 2029-11-20      | Fixed         | 5.67%                 | 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        |   7930000 | PA      | $8204566.73   | 0.18%             | 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        |   5725000 | PA      | $5736003.45   | 0.13%             | 2038-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2024-5                          | CUSIP: 30165BAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9675000 | PA      | $9624461.67   | 0.21%             | 2029-04-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2023-5                       | CUSIP: 80286PAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6520000 | PA      | $6752186.33   | 0.15%             | 2031-02-18      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust                   | M&T Bank Auto Receivables Trust 2025-1                              | CUSIP: 55287XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8648000 | PA      | $8731729.94   | 0.19%             | 2032-07-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                               | CUSIP: 01F020463<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  30951000 | PA      | $27958380.93  | 0.62%             | 2039-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                          | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara           | CUSIP: 71568QAC1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |   4291000 | PA      | $4237722.94   | 0.09%             | 2027-05-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I Trust 2024-NSTB                            | CUSIP: 61690BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8864829 | PA      | $8557665.92   | 0.19%             | 2057-09-24      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                             | Continental Resources Inc/OK                                        | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   6826000 | PA      | $5234048.20   | 0.12%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                | BSPRT 2022-FL8 Issuer Ltd                                           | CUSIP: 055983AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1090633 | PA      | $1092434.63   | 0.02%             | 2037-02-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| CART                                              | CONE Trust 2024-DFW1                                                | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5334000 | PA      | $5323288.26   | 0.12%             | 2041-08-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                 | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  20118000 | PA      | $17802415.58  | 0.40%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2024-V7 Mortgage Trust                                    | CUSIP: 08163YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15420000 | PA      | $16195377.74  | 0.36%             | 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        |   7612477 | PA      | $7790384.54   | 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        |   2658000 | PA      | $2709701.29   | 0.06%             | 2056-06-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                    | Mercedes-Benz Auto Lease Trust 2025-A                               | CUSIP: 58768YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14520000 | PA      | $14636099.02  | 0.32%             | 2029-04-16      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                           | Flagstar Mortgage Trust 2021-12                                     | CUSIP: 33853GAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6527601 | PA      | $5235898.11   | 0.12%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                            | Anglo American Capital PLC                                          | CUSIP: 034863BD1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   1417000 | PA      | $1415054.50   | 0.03%             | 2033-05-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                   | Benefit Street Partners Clo XXXIII Ltd                              | CUSIP: 08179DAE9<br>LEI: 254900IWSSBPCATK8N78 | Long             | ABS-CBDO         | CORP              | JE        |   6370000 | PA      | $6397199.90   | 0.14%             | 2036-01-25      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                               | CUSIP: 01F020679<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  37535000 | PA      | $29185854.23  | 0.65%             | 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        |   7402000 | PA      | $7204729.15   | 0.16%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2022-3                                     | CUSIP: 46654UAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7968769 | PA      | $6667135.50   | 0.15%             | 2052-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                 | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  94807000 | PA      | $85226308.01  | 1.89%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                           | Entergy Mississippi LLC                                             | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |   5305000 | PA      | $5134915.39   | 0.11%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                               | CUSIP: 01F020661<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  31607000 | PA      | $24567813.88  | 0.55%             | 2054-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                   | Danske Bank A/S                                                     | CUSIP: 23636ABE0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  14803000 | PA      | $14859829.61  | 0.33%             | 2026-09-22      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                          | Marsh & McLennan Cos Inc                                            | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |  12534000 | PA      | $12594542.23  | 0.28%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                        | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   5626000 | PA      | $5760892.75   | 0.13%             | 2027-12-22      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                               | CUSIP: 01F050460<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10692000 | PA      | $10698234.18  | 0.24%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | 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        |  10522958 | PA      | $8784946.45   | 0.20%             | 2053-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                               | Cheniere Energy Inc                                                 | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   6420000 | PA      | $6356525.07   | 0.14%             | 2028-10-15      | Fixed         | 4.62%                 | 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        |  14091614 | PA      | $14136649.43  | 0.31%             | 2044-03-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust       | MF1 2022-FL9 LLC                                                    | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4101732 | PA      | $4118110.64   | 0.09%             | 2037-06-19      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                          | CUSIP: 21H050672<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12713000 | PA      | $12326084.68  | 0.27%             | 2054-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                               | CUSIP: 01F022667<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  23621000 | PA      | $19242511.52  | 0.43%             | 2054-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                               | CUSIP: 01F050676<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  32557000 | PA      | $31492688.55  | 0.70%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                    | CUSIP: 3132CXPS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10330793 | PA      | $10515551.96  | 0.23%             | 2039-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                           | Imperial Brands Finance PLC                                         | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   6880000 | PA      | $7060477.60   | 0.16%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust         | SFS Auto Receivables Securitization Trust 2025-1                    | CUSIP: 81885BAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8810000 | PA      | $8985335.74   | 0.20%             | 2031-02-20      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                     | CUSIP: 3140XHWU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2143465 | PA      | $2104972.16   | 0.05%             | 2052-07-01      | Fixed         | 5.00%                 | 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        |  12360000 | PA      | $10815305.29  | 0.24%             | 2032-03-25      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR ULTRA FUT SEP25                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -1350 | NC      | $-1400064.92  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                             | CUSIP: 44891ABN6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  18735000 | PA      | $18520236.01  | 0.41%             | 2025-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                        | FIXED INC CLEARING CORP.REPO                                        | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  20370331 | PA      | $20370330.88  | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                  | Eastern Gas Transmission & Storage Inc                              | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |   7044000 | PA      | $6584231.29   | 0.15%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                  | WFRBS Commercial Mortgage Trust 2014-C23                            | CUSIP: 92939HBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1637463 | PA      | $17.36        | 0.00%             | 2057-10-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                    | PSEG Power LLC                                                      | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3647000 | PA      | $3674856.66   | 0.08%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp                                                       | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   7430000 | PA      | $7439101.75   | 0.17%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                     | CUSIP: 3140XHPS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4875387 | PA      | $4362334.90   | 0.10%             | 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        |   1897481 | PA      | $1565216.46   | 0.03%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust                                   | BofA Auto Trust 2024-1                                              | CUSIP: 09709AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7250000 | PA      | $7324616.28   | 0.16%             | 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        |  18445000 | PA      | $18592172.29  | 0.41%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage Trust                | Ready Capital Mortgage Financing 2023-FL12 LLC                      | CUSIP: 75575AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1258865 | PA      | $1260439.74   | 0.03%             | 2038-05-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                     | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   6254000 | PA      | $6528535.09   | 0.14%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2022-6                       | CUSIP: 802918AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1180800 | PA      | $1180795.76   | 0.03%             | 2027-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                            | UnitedHealth Group Inc                                              | CUSIP: 91324PCW0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   4926000 | PA      | $4850399.20   | 0.11%             | 2027-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                 | CUSIP: 91282CJL6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37214000 | PA      | $37306515.49  | 0.83%             | 2025-11-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                 | NSTAR Electric Co                                                   | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   9042000 | PA      | $9131462.63   | 0.20%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                | Ellington Financial Mortgage Trust 2020-1                           | CUSIP: 31574PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    137351 | PA      | $135788.30    | 0.00%             | 2065-05-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                | BMO 2024-5C8 Mortgage Trust                                         | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21635000 | PA      | $22300310.87  | 0.50%             | 2057-12-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                              | Birch Grove CLO 8 Ltd                                               | CUSIP: 09077TAA3<br>LEI: 254900WH1INTG23INE62 | Long             | ABS-CBDO         | CORP              | JE        |  13350000 | PA      | $13416750.00  | 0.30%             | 2037-04-20      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Michael Hebert

**Name of Signer:** Michael Hebert

**Title:** Chief Financial Officer